Hi Dave. some stuff for ya... [EDIT i see some of the old searches don'twork anymore... I'll see if I can find them]
Force index... from Elder
mp1:=Input("EMA Periods",1,377,13);
Mov(VOLUME*(CLOSE-Ref(CLOSE,-1)),mp1,E)
Doctor Voo uses a SMI multiplex scatter that looks like so: Message 7864418
I was getting blurry eyed so I did this: techstocks.com
then Craig DeHaan adds TSF: techstocks.com.
the OEM plex ends up being this:
SMI Multiplex Raw data...
(StochMomentum(2,1,2)+StochMomentum(3,2,1)+StochMomentum(4,2,3) +StochMomentum(5,3,5)+StochMomentum(8,21,13)+StochMomentum(13,25,2))
SMI Multiplex 13EMA...use as dotted line for signal
ms:=(StochMomentum(2,1,2)+StochMomentum(3,2,1)+StochMomentum(4,2,3) +StochMomentum(5,3,5)+StochMomentum(8,21,13)+StochMomentum(13,25,2)); mp1:=Input("SMI EMA",1,377,13); Mov(ms,mp1,E)
I then put up 2 TSFMA of the plex with one shifted a variety of days for an entry/exit plan... I mostly now use it for an exit, I usually optimize but try 8 and 8,-5 shift and 13, 13,-8 shift for starters.
Craig does extensive backtest work: Message 8359651
somewhat of a summary: techstocks.com.
Craig has really brought this to life with some great backtesting work but it is still a work in progress and it has had some wicked returns in the recent past and has been a bit dead recently...
bperplexedog |