I've been looking at Frank Robert (aka Bob) Simms' version of BNS, and it works well with AMTX, though not so well with others, such as MU. Here it is:
Enter long:
( (((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28))<0 )
and ( Ref((((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28)),-1)<
(((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28)) )
and (Mov(Std(((h+l+c)/3),28),5,s) <mov(Std(((h+l+c)/3),34), 20, s))
and (ref(Fml("StocRSI(8,5)"),-1)<30)
and(oscv(10,24,s,%)<-15)
Exit long:
((((H+L+C)/3)-Mov(C,28,S))/(.015*Std(C,28)) <0 )
Maybe others would like to test it on some stocks. We still don't have the definitive formula for BNS, I'm afraid (sigh). |
