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henry1224  
#1 Posted : Saturday, April 30, 2005 2:03:50 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

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You will need the PowerPivots Plus Add-on Highlights Long K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B>0 Short K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B<0 Out K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B=0 Symbols long Entry K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B>0 AND Ref(B,-1)<=0 Short Entry K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B<0 AND Ref(B,-1)>=0 Long Exit K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B=0 AND Ref(B,-1)>0 Short exit K1:=Stdev(CMO(C,13),13); K2:=Stdev(CMO(C,21),21); K3:=Stdev(CMO(C,34),34); Pk:=((K1*CMO(C,13))+(K2*CMO(C,21))+(K3*CMO(C,34)))/(K1+K2+K3); MN:=Mov(Pk,30,S); SD:=Stdev(Pk,30); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0)); TD:=ExtFml("PowerPivots.TrendDirection",1,2); SE:=Cross(PK,Ln) AND Ref(Pk,-1)<0 AND TD=-1; LE:=Cross(LN,PK) AND Ref(PK,-1)>0 AND TD=1; LX:=Cross(PK,Ln) AND Ref(Pk,-1)<0; SX:=Cross(LN,PK) AND Ref(PK,-1)>0; B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); B=0 AND Ref(B,-1)<0
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