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Jose  
#1 Posted : Wednesday, September 7, 2005 10:53:03 PM(UTC)
Jose

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Quote:
In equismetastock@yahoogroups.com, Andy wrote: A very dirty summary, but with a nice picture representation of what a whole bunch of superimposed cycles actually looks like, can be seen at http://www.stockmarketcycles.com/technica.htm
A nice representation of what a whole bunch of superimposed cycles actually looks like, can also be seen with this MetaStock indicator: [code:1:045b4bf4c5] ================ Synthetic cycles ================ ---8<-------------------- { 5-wave synthetic cycles v1.0 } { ©Copyright 2005 Jose Silva For personal use only. http://www.metastocktools.com } { User inputs } plot:=Input("Cycles: [1]Composite, [2]Individual",1,2,1); Sval1:=Input("Sine 1 value",-720,720,2); Sval2:=Input("Sine 2 value",-720,720,6); Sval3:=Input("Sine 3 value",-720,720,20); Sval4:=Input("Sine 4 value",-720,720,50); Sval5:=Input("Sine 5 value",-720,720,160); { Sine components } sine1:=Sin(Cum(Sval1)); sine2:=Sin(Cum(Sval2))*.5; sine3:=Sin(Cum(Sval3))*.25; sine4:=Sin(Cum(Sval4))*.125; sine5:=Sin(Cum(Sval5))*.0625; { Composite Sine } composite:=sine1+sine2+sine3+sine4+sine5; { Plot in own window } If(plot=1,composite,sine1); If(plot=1,composite,sine2); If(plot=1,composite,sine3); If(plot=1,composite,sine4); If(plot=1,composite,sine5) ---8<-------------------- [/code:1:045b4bf4c5] jose '-) http://www.metastocktools.com
Jose  
#2 Posted : Friday, September 9, 2005 5:48:20 AM(UTC)
Jose

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This updated version incorporates a random generator: [code:1:3fd38d9634] ========================= Synthetic cycle generator ========================= ---8<----------------------------- { 5-wave synthetic cycle generator v2.0 } { Refresh chart for new simulations } { Download Random.dll from http://www.traderhelp.net and place in MetaStock External Function DLLs folder } { Basic idea from Andy Davidson at: http://finance.groups.yahoo.com/group/equismetastock , and: http://www.stockmarketcycles.com/technica.htm } { ©Copyright 2005 Jose Silva For personal use only. http://www.metastocktools.com } { User inputs } plot:=Input("Sine-wave cycles: [1]Composite, [2]Individual",1,2,1); Sval1:=Input("Sine 1 value",-720,720,1); Sval2:=Input("Sine 2 value",-720,720,3.5); Sval3:=Input("Sine 3 value",-720,720,12); Sval4:=Input("Sine 4 value",-720,720,42); Sval5:=Input("Sine 5 value",-720,720,150); { Random generator engine } x:=ExtFml("Random.Number",-1)/66.66667+.5; { Sine components } sine1:=Sin(Cum(Sval1*x)); x:=ExtFml("Random.Number",-1)/66.66667+.5; sine2:=Sin(Cum(Sval2*x))*.5; x:=ExtFml("Random.Number",-1)/66.66667+.5; sine3:=Sin(Cum(Sval3*x))*.25; x:=ExtFml("Random.Number",-1)/66.66667+.5; sine4:=Sin(Cum(Sval4*x))*.125; x:=ExtFml("Random.Number",-1)/66.66667+.5; sine5:=Sin(Cum(Sval5*x))*.0625; { Composite Sine } composite:=sine1+sine2+sine3+sine4+sine5; { Plot in own window } If(plot=1,composite,sine1); If(plot=1,composite,sine2); If(plot=1,composite,sine3); If(plot=1,composite,sine4); If(plot=1,composite,sine5) ---8<----------------------------- [/code:1:3fd38d9634] jose '-) http://www.metastocktools.com
StorkBite  
#3 Posted : Friday, September 9, 2005 7:41:07 PM(UTC)
StorkBite

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http://www.stockmarketcycles.com/technica.htm wrote:
THE “NEW” 10 TRIN Another technical indicator we have been experimenting with is what we call the “New 10 TRIN” or Trading Index (Arms Index). It is different from the Open 10 TRIN which we named and popularized several years ago (no we didn't invent it). What we have attempted to do is take the best features of the Simple 10-day TRIN and the Open TRIN and combine them. The strength of the Open 10 TRIN is that it is in effect volume weighted and an extreme high or low daily reading of the TRIN will have little effect on the Open 10 TRIN unless there is heavy volume accompanying the reading. The strength of the simple 10 day TRIN is that very high single day readings seem to have significance regardless of volume. The “New 10” TRIN is calculated by taking a ratio of 10 day down volume to 10 day up volume, then dividing that ratio by the 10 day moving average of the Trading Index. The results usually range from a low of around .60 to .70 to a high of around 1.50 to 1.70. One other version of the TRIN we have been researching lately is what we call the Combination 10 Trading Index or “Combo 10 TRIN.” It is constructed by taking the average of the simple 10-day TRIN, the Open 10, and the New 10 TRIN.
I've searched the forum and the internet, but can't find a formula for "New 10 TRIN" or the "Simple 10 TRIN". Anyone have a reference for these?
Jose  
#4 Posted : Monday, September 12, 2005 2:32:13 PM(UTC)
Jose

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This update to the synthetic cycle generator generates smooth sine waves, and plots a true synthetic pattern based on the composite of these five pure sine waves. [code:1:cc0e193355]========================= Synthetic cycle generator ========================= ---8<---------------------------------- { 5-wave synthetic cycle generator v3.0} { Refresh chart for new simulations } { Download Random.dll from http://www.traderhelp.net and place in MetaStock External Function DLLs folder } { Idea seed from Andy Davidson at: http://finance.groups.yahoo.com/group/equismetastock , and: http://www.stockmarketcycles.com/technica.htm } { ©Copyright 2005 Jose Silva For personal use only. http://www.metastocktools.com } { User inputs } plot:=Input("Sine-wave cycles: [1]Composite, [2]Individual",1,2,1); Sval1:=Input("Sine 1 value",-720,720,1); Sval2:=Input("Sine 2 value",-720,720,3.5); Sval3:=Input("Sine 3 value",-720,720,12); Sval4:=Input("Sine 4 value",-720,720,42); Sval5:=Input("Sine 5 value",-720,720,150); { Random generator engine } x:=LastValue( ExtFml("Random.Number",-1)/66.66667+.5); { Sine components } sine1:=Sin(Cum(Sval1*x)); x:=LastValue( ExtFml("Random.Number",-1)/66.66667+.5); sine2:=Sin(Cum(Sval2*x))*.5; x:=LastValue( ExtFml("Random.Number",-1)/66.66667+.5); sine3:=Sin(Cum(Sval3*x))*.25; x:=LastValue( ExtFml("Random.Number",-1)/66.66667+.5); sine4:=Sin(Cum(Sval4*x))*.125; x:=LastValue( ExtFml("Random.Number",-1)/66.66667+.5); sine5:=Sin(Cum(Sval5*x))*.0625; { Composite Sine } composite:=sine1+sine2+sine3+sine4+sine5; { Plot in own window } If(plot=1,composite,sine1); If(plot=1,composite,sine2); If(plot=1,composite,sine3); If(plot=1,composite,sine4); If(plot=1,composite,sine5) ---8<---------------------------------- [/code:1:cc0e193355] jose '-) http://www.metastocktools.com
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