Back to EDS Strategies

 

 

1656 debate

! OBM 9/97 - The 16-56 debate: ER up = 16 and ER Down = 56 and CCI is 14 periods 
! and Stochastic is 9 periods.

ER16and56 if [ER UP] = 16 and [ER DOWN] = 56 and val([CCI],1) < -100 and
[CCI] > -100 and val([STOCHASTIC],1) < 20 and [STOCHASTIC] > 20.

!!!Example stock AVNT on 09/07/2001

Return to Top of Page

ER down 95 or greater

!ER Down of 95 or better
erdown if [er down] >= 95.

!!!Example stock BA on 09/07/2001

Return to Top of Page

ER Down and decreasing trendscore

! Rule - if we have a Down rating and a change in DTS in the last 5 days
! make sure DTS didn't wipsaw the other way too.

DownERwDTS5 if [er down] >= 90 and loval([dts],5) <= -80 and [ts] < 0.

! Rule - if we have a change in DTS and an ER in the last 5 days

DTSwDownER5 if [DTS] <= -80 and HiVal([er down],5) >= 90.

! Sell when if either of the above rules

ConfirmedDown if DownERwDTS5 or DTSwDownER5.

!!!Example stock Q on 09/07/2001

Return to Top of Page

ER up 95 or greater

!ER Up of 95 or better
erup if [er up] >= 95.

!!!Example stock AL on 09/07/2001

Return to Top of Page

 

ER Up and increasing trendscore

! Rule - if we have an Up rating and a change in DTS in the last 5 days
! make sure DTS didn't wipsaw the other way too.

UpERwDTS5 if [er up] >= 90 and hival([dts],5) >= 80 and [ts] > 0.


!Rule - if we have a change in DTS and an ER in the last 5 days
DTSwUpER5 if [DTS] >= 80 and HiVal([er up],5) >= 90.

! Buy when if either of the above rules

ConfirmedUp if UpERwDTS5 or DTSwUpER5.

!!!Example stock BBY on 09/07/2001

Return to Top of Page

ER up of 95 or more in the last 49 days

! Find date last ER up of 95 or more in the last 49 days

Date is RuleDate().

sErUp if [er up] >= 95.

LastERUp if ScanAny(sErUp,49).

!!!Example stock ACK on 09/07/2001

Return to Top of Page

Find high ER up

! Find if an ER fired within X number of days. If one has, count the number of ER's that occured.

define scandays 6.
define erupval 95.
define erdnval 90.

! Rules to see if an ER fired. If it did, rub out the ScanAny date side effect by place ResetDate's on the end of the rule.
UpER6days if ScanAny(UpER,scandays) and ResetDate().
DnER6days if ScanAny(DownER,scandays) and ResetDate().

MultiERs if ratio <> 0.
UpER if [er up] >= erupval.
DownER if [er down] >= erdnval.

CntUps is CountOf(UpER,scandays).
CntDowns is CountOf(DownER,scandays).
ratio is CntUps/CntDowns.

!!!Example stock IBM on 04/05/2001

Return to Top of Page

Last ER down of 95 or more in the last 49 days

!Find date last ER down of 95 or more in the last 49 days
date is ruledate().

sErDn if [er down] >= 95.
LastERDown if ScanAny(sErDn,49).

!!!Example stock BOL on 09/07/2001

Return to Top of Page

Market ER down

! Market ER of 95 or greater to the downside

downERmarket if market() and [ER DOWN]>=95.

!!!Example market OCEXCH on 09/20/2001

Return to Top of Page

Market ER

! Market ER of 95 or greater to the up side

goodERmarket if market() and [ER UP]>=95.

!!!Example market DJIA on 08/31/2001

Return to Top of Page