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billtrudeau  
#1 Posted : Monday, July 31, 2006 12:14:12 AM(UTC)
billtrudeau

Rank: Advanced Member

Groups: Registered, Registered Users, Unverified Users
Joined: 4/27/2005(UTC)
Posts: 132
Location: Manchester, NH

My coding of this. Seems similar to part of Jeff Crystal's method: Expert - Must have Power Pivot Plugin

Buy Signal

LP1:=ExtFml("PowerPivots.NthPivotPrice",-1,0,1);

LP2:=ExtFml("PowerPivots.NthPivotPrice",-1,1,1);

HP1:=ExtFml("PowerPivots.NthPivotPrice",1,0,1);

BLP1:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,0);

BLP2:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,1);

BHP1:=ExtFml("PowerPivots.BarsSinceNthPivot",1,0);

((LP1/LP2>1.05) AND (LP1/LP2<1.15) AND C>HP1 AND Ref(C,-1)<=HP1 AND BLP2 > BHP1 AND BHP1 > BLP1)

As a note, I have noticed that power pivots can have more than one minor low without having a minor high between them, so I have added that condition.

billtrudeau  
#2 Posted : Saturday, August 5, 2006 7:04:26 PM(UTC)
billtrudeau

Rank: Advanced Member

Groups: Registered, Registered Users, Unverified Users
Joined: 4/27/2005(UTC)
Posts: 132
Location: Manchester, NH

This is a bit of improvement. This accounts for the fact that the most recent high may have occurred after the lows and that it is possible to have more than one high between the lows. Any additional improvement requires more knowledge of MSFL than I currently possess. Any suggestions are appreciated.

LP1:=ExtFml("PowerPivots.NthPivotPrice",-1,0,1);
LP2:=ExtFml("PowerPivots.NthPivotPrice",-1,1,1);
HP1:=ExtFml("PowerPivots.NthPivotPrice",1,0,1);
HP2:=ExtFml("PowerPivots.NthPivotPrice",1,1,1);
HP3:=ExtFml("PowerPivots.NthPivotPrice",1,2,1);
BLP1:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,0);
BLP2:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,1);
BHP1:=ExtFml("PowerPivots.BarsSinceNthPivot",1,0);
BHP2:=ExtFml("PowerPivots.BarsSinceNthPivot",1,1);
BHP3:=ExtFml("PowerPivots.BarsSinceNthPivot",1,2);
HP:=Max(If(BLP2>BHP1 AND BHP1>BLP1,HP1,0),Max(If(BLP2>BHP2 AND BHP2>BLP1,HP2,0),If(BLP2>BHP3 AND BHP3>BLP1,HP3,0)));
((LP1/LP2>1.05) AND (LP1/LP2<1.15) AND C>HP AND Ref(C,-1)<=HP AND HP>0)

billtrudeau  
#3 Posted : Sunday, August 6, 2006 7:03:37 PM(UTC)
billtrudeau

Rank: Advanced Member

Groups: Registered, Registered Users, Unverified Users
Joined: 4/27/2005(UTC)
Posts: 132
Location: Manchester, NH

The corresponding sell signal:

HP1:=ExtFml("PowerPivots.NthPivotPrice",1,0,1);
HP2:=ExtFml("PowerPivots.NthPivotPrice",1,1,1);
LP1:=ExtFml("PowerPivots.NthPivotPrice",-1,0,1);
LP2:=ExtFml("PowerPivots.NthPivotPrice",-1,1,1);
LP3:=ExtFml("PowerPivots.NthPivotPrice",-1,2,1);
BHP1:=ExtFml("PowerPivots.BarsSinceNthPivot",1,0);
BHP2:=ExtFml("PowerPivots.BarsSinceNthPivot",1,1);
BLP1:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,0);
BLP2:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,1);
BLP3:=ExtFml("PowerPivots.BarsSinceNthPivot",-1,2);
LP:=Min(If(BHP2>BLP1 AND BLP1>BHP1,LP1,1E6),Min(If(BHP2>BLP2 AND BLP2>BHP1,LP2,1E6),If(BHP2>BLP3 AND BLP3 >BHP1,LP3,1E6)));
((HP2/HP1>1.05) AND (HP2/HP1<1.15) AND C<LP AND Ref(C,-1)>=LP AND LP<1E6)

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