Bill, Brook, Chandler, Wolfgang, and all,
I was away at the cottage for Canada day, and when I come back - you're already into 4th of July pre-celebrations with BNS!! You folks are awesome. I'm impressed with the formulation of BNS so we can use actual trigger values. I've been looking at my version of BNS, (with Yellow, Red, White & Blue), but had run into problems with the lack of a stable indicator ranges. I mapped them into oscillators (of sorts) ranging between 0 and 1, but I didn't think they were ready for prime-time yet (more like play-time).
Over the weekend, I did go back to Bill's post using TF+ for the scan he used in conjunction with CCI/MACD Trading System (the CCI Reversal Report).
This was in post techstocks.com with a with a small correction in techstocks.com .
I put together an MSWIN exploration which includes some of this good stuff, including %CHG_AVG.
Regards, Paul
CCI/MACD
CALCULATION PARAMETERS
-----------------------
Periodicity: Daily
COLUMN FORMULAS
---------------
ColumnA: Close
C
ColumnB: CCI13
CCIE(13)
ColumnC: Flags
{MACD,RSI,OBV,LSF}
If(Fml("MACD(5-35)")>Mov(Fml("MACD(5-35)"),4,E),1,0)+
If(RSI(9)>Mov(RSI(9),5,E),.1,0)+
If(OBV()>Mov(OBV(),3,S),.01,0)+
If(C> LinearReg(C,10),.001,0)
ColumnD: RSI
RSI(9)
ColumnE: R_avg
RSI(9)-Mov(RSI(9),5,E)
ColumnF: %Chg
Abs(100*(-1+(RSI(9)-Mov(RSI(9),5,E)-
Ref((RSI(9)-Mov(RSI(9),5,E)),-1))/
Ref((RSI(9)-Mov(RSI(9),5,E)),-1)))
FILTER SOURCE
-------------
Filter Enabled: Yes |
