ADX_RSI
PRICEFilter if [Close]>10.00 and [Close]<50.00.
VOLFilter if [Volume]>300.
MONEYFLOWgood if Slope([MnyFlow], 15)>0.
CLOSEgood if [Close]<[ST MA] and [Close]<[ST ESA] and [Close]<[IT
MA] and [Close]<[LT MA].
ADXgoodBUY if [ADX]>20.
RSIgoodBUY if [RSI Wilder]<32 and [RSI Wilder]+Val([RSI Wilder],
1)
+Val([RSI Wilder], 2)+Val([RSI Wilder], 3)
+Val([RSI Wilder], 4)< Val([RSI Wilder],1)
+Val([RSI Wilder], 2)+Val([RSI Wilder], 3)
+Val([RSI Wilder], 4)+Val([RSI Wilder], 5).
ADX_RSIBUY if PRICEFilter and VOLFilter and RSIgoodBUY and CLOSEgood
and MONEYFLOWgood and ADXgoodBUY.
ADX_RSISELL if UPPERBBcrossDOWN and ADXgoodSELL and RSIgoodSELL.
ADXgoodSELL if [ADX]>=20.
RSIgoodSELL if [RSI Wilder]+Val([RSI Wilder], 1)+Val([RSI Wilder],
2)+Val([RSI Wilder], 3)+Val([RSI Wilder], 4)
<Val([RSI Wilder], 1)+Val([RSI Wilder], 2)+Val([RSI Wilder],
3)+Val([RSI Wilder], 4)+VAL([RSI Wilder],5).
! Price crosses from above to below Upper BB
UPPERBBcrossDOWN if VAL([close],1)>VAL([Upper BB],1) and [Upper
BB]>[close].
! Price crosses from below to above Lower BB
LOWERBBcrossUP if VAL([close],1)<VAL([Lower BB],1) and [Lower
BB]<[close].
!!!Example stock AXP on 09/07/2001
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Bollinger
Bands squeeze and low volatility
! Bollinger Bands tighten with low
volatility
Bbandsqueze if Slope([Lower BB],5) > 0 and Slope([Upper BB],5) <
0 and LoVal([Volatility],21)=[Volatility].
!!!Example stock UN on 06/01/2001
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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
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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
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OBV
Pct and VA Pct are negative
! Many times you will find that when
the OBV Percentage and
! the Volume Accumulation Percentage are in sync, the resulting
! signal is far more powerful. When both are positive it is a buy
signal,
! and when both are negative it is a sell signal.
! OBVPct anad VAPct are negative
OBVPctVAPctneg if [OBV Pct]<0 and [VA Pct]<0.
!!!Example stock AA on 09/07/2001
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OBV
Pct and VA Pct are positive
! Many times you will find that when
the OBV Percentage and
! the Volume Accumulation Percentage are in sync, the resulting
! signal is far more powerful. When both are positive it is a buy
signal,
! and when both are negative it is a sell signal.
! OBVPct anad VAPct are positive
OBVPctVAPctUP if [OBV Pct]>0 and [VA Pct]>0.
!!!Example stock XEL on 09/07/2001
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Volume and volatility filter
!!!!!!!!!Volume Filters!!!!!!!!!!!!!!!
VolumeNot0 if [Volume] > 0.
VolumeNot1000x if [Volume] < [Volume ESA] * 1000.
EnoughVol if [Volume ESA] > 200.
VolumeOk if VolumeNot0 and VolumeNot1000x and EnoughVol.
!!!!!!!!!!!!Price Filters!!!!!!!!!!!!!!!
OKTrade if [close] > 2.
NotTooVolatile if [Volatility] < [Volatility MA] * 1.5 and [Volatility]
< 80.
PriceOk if OKTrade and NotTooVolatile.
TradeOK if PriceOk and VolumeOk.
!!!Example stock FRX on 09/07/2001
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Volume
spike and price change
! Alert us if we have volume spikes
and good price movements
! 25% volume spike
VolumeSpike if [volume] >= [volume esa] * 1.25.
! closed up if higher than previous days high
ClosedUp if [close] >= Val([high],1).
!Closed down if lower than previous days low
ClosedDown if [close] <= Val([low],1).
SpikedUp if VolumeSpike and ClosedUp.
!!!Example stock XEL on 09/07/2001
SpikedDown if VolumeSpike and ClosedDown.
!!!Example stock DAL on 09/07/2001
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