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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