Jeff Grover found two nasty typos in my QP formulation of the BPS sell signal, and one of them affected the results. Here's the corrected scan:
//Brooke's Percentage System, Sell Signal,
//Use with Buy Signal for percentage gain in price;
//Based on Bob Jagow's QP formula for linear regreession slope;
//Paul Beattie's QP formula for DNS;
//Brooke's QP formula for Dahl's Primary Trend; and StDev.
Output="bpssell.lst";
DaysToLoad=250;
Integer D, i, S, Sx, Sxx;
Float A0,A1,A2,A3,A4,A5,A6,A7,A8, aa, bb, cc, dd, ee, ff, gg, hh, ii, jj, kk, ll, mm, nn, oo, pp, qq, rr, ss, tt, uu, vv, ww, xx, yy, zz, dahl, dahla, dahlb, dahlc, dahld, dahle, dahlf, dahlg, dahlh, dahli, dahlj, dahlk, dahll, dalslope, Sxy, Sy;
A8:=(wMovavg(-8,8,cl)-wMovavg(-8,17,cl))*1;
// Multiplied to make a weighted MA
A7:=(wMovavg(-7,8,cl)-wMovavg(-7,17,cl))*2;
// Multiplied to make a weighted MA
A6:=(wMovavg(-6,8,cl)-wMovavg(-6,17,cl))*3;
// Multiplied to make a weighted MA
A5:=(wMovavg(-5,8,cl)-wMovavg(-5,17,cl))*4;
// Multiplied to make a weighted MA
A4:=(wMovavg(-4,8,cl)-wMovavg(-4,17,cl))*5;
// Multiplied to make a weighted MA
A3:=(wMovavg(-3,8,cl)-wMovavg(-3,17,cl))*6;
// Multiplied to make a weighted MA
A2:=(wMovavg(-2,8,cl)-wMovavg(-2,17,cl))*7;
// Multiplied to make a weighted MA
A1:=(wMovavg(-1,8,cl)-wMovavg(-1,17,cl))*8;
// Multiplied to make a weighted MA
A0:=(wMovavg(0,8,cl)-wMovavg(0,17,cl))*9;
// Multiplied to make a weighted MA
D:=0;
// 5 day WMA is greater than the 13 day WMA
If wMovavg(0,5,cl)>wMovavg(0,13,cl) then D := D +1; endif;
// 13 day WMA is greater than the 40 day WMA
If wMovavg(0,13,cl)>wMovavg(0,40,cl)then D := D +1; endif;
// 50 day MA is greater than the 50 day MA 15 days ago
If Movavg(0,50,cl)-Movavg(-15,50,cl)>0 then D := D +1; endif;
// OBV greater than its 40 day simple moving average
If OBV(0)>Movavg(0,40,OBV) then D := D+1; endif;
// Vol greater than 120 day simple moving average
If Vol(0)>Movavg(0,120,Vol) then D := D+1; endif;
// Divided by 45 for weighted moving average
If wMovavg(0,8,cl)-wMovavg(0,17,cl)>(A0+A1+A2+A3+A4+A5+A6+A7+A8)/45 then D:= D + 1; endif;
// If((Mov(ROC(C,12,%),3,E)>=-6 OR ROC(C,12,%)>0),1,0)+1,0)
If wMovavg(0,3,ROC) >=-6 or ROC(0)>0 then D := D+1; endif;
aa := movavg(0,50,cl) ;
bb := movavg(-15,50,cl) ;
cc := movavg(-1,50,cl) ;
dd := movavg(-16,50,cl) ;
ee := movavg(-2,50,cl) ;
ff := movavg(-17,50,cl) ;
gg := movavg(-3,50,cl) ;
hh := movavg(-18,50,cl) ;
ii := movavg(-4,50,cl) ;
jj := movavg(-19,50,cl) ;
kk := movavg(-5,50,cl) ;
ll := movavg(-20,50,cl) ;
mm := movavg(-6,50,cl) ;
nn := movavg(-21,50,cl) ;
oo := movavg(-7,50,cl) ;
pp := movavg(-22,50,cl) ;
qq := movavg(-8,50,cl) ;
rr := movavg(-23,50,cl) ;
ss := movavg(-9,50,cl) ;
tt := movavg(-24,50,cl) ;
uu := movavg(-10,50,cl) ;
vv := movavg(-25,50,cl) ;
ww := movavg(-11,50,cl) ;
xx := movavg(-26,50,cl) ;
yy := movavg(-12,50,cl) ;
zz := movavg(-27,50,cl) ;
dahl := (aa-bb); //dahl(0)
dahla := (cc-dd); //dahl(-1)
dahlb := (ee-ff); //dahl(-2)
dahlc := (gg-hh); //dahl(-3)
dahld := (ii-jj); //dahl(-4)
dahle := (kk-ll); //dahl(-5)
dahlf := (mm-nn); //dahl(-6)
dahlg := (oo-pp); //dahl(-7)
dahlh := (qq-rr); //dahl(-8)
dahli := (ss-tt); //dahl(-9)
dahlj := (uu-vv); //dahl(-10)
dahlk := (ww-xx); //dahl(-11)
dahll := (yy-zz); //dahl(-12)
S := 13;
Sx := 0;
Sxx := 0;
//Sxy := 0;
//Sy := 0;
for i = 1 - S to 0 do
Sx := Sx + i;
Sy := dahl + dahla + dahlb + dahlc + dahld + dahle + dahlf + dahlg + dahlh + dahli +dahlj + dahlk + dahll;
Sxx := Sxx + i*i;
Sxy := (0*dahl)+(-1*dahla)+(-2*dahlb)+(-3*dahlc)+(-4*dahld)+(-5*dahle)+(-6*dahlf)+(-7*dahlg)+(-8*dahlh)+(-9*dahli)+(-10*dahlj)+(-11*dahlk)+(-12*dahll);
next i;
dalslope := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
if D<=3 and
dalslope<0
and StDev(0,-20)>.25 then
println symbol:-6," SELL: Close: ", close(0):-6:3, ",", " Up/Down: ", close(0)-close(-1):4:3, ","," Volume: ", vol(0):-10, ",", " QRS: ", QRS(0):2, ","," Sharesfloat: ", Sharesfloat:6:3, ", ",Description:-12;
endif; |
