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Strategies & Market Trends : Stochastics

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To: mark bluhm who wrote (199)2/19/1998 12:32:00 PM
From: Wayners  Read Replies (1) of 927
 
Here's a Wow function for the slope/trend (12 day moving average). The slope is measured over the past 5 days. Alternately you could use 3 days or something else:

(ref(mov(c,12,s),-5)-ref(mov(c,12,s),0))/5

Enter long if the above is greater than some neutral trend threshold and your formulas are true.

Close long if the trend goes neutral or you get the hook in stochastics by your formulas
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