Bob, Craig
thanks
here is the scan with SRSI substituted in
//Andy's #93, Short Sell Version, by Andy Gabor
output ="agshort93.lst";
input="300vol.lst";
//ProcessMS =3D "d:\meta\agshort93\",VMS;
daystoload= 200;
daysrequired= 145;
integer i, j, flag1, flag2,p;
float weight, maperiod1, maperiod2, total, totaldays, SRSI,
PrvStRSI,PRVPRVSRSI,bb1, SRSI2, PrvStRSI2, maperiod1a, maperiod2a,
weighta, totala, totaldaysa, pctgain,volratio;
for p =0 to 0 step 1 do // for prior periods- use for p = -x to - y step 1 do
volratio :=vol(p)/avgvol(p,p-33);
set macd = 13,34,89;
set stochastic = 21,5,3;
flag1 :=0;
flag2 :=0;
bb1 :=(stdev(p-1,p-8)/(.000001+max(p-1,p-144,hi)-min(p-1,p-144,lo)))*100;
if vol(p) > .95*avgvol(p,p-33) then
if close(p) > 9.99 then
// if qrs(p) > 80 or qrs(p) < 26 then //optional
if close(p) < close(p-1) then
if stochasticPctK(p) < StochasticPctK(p-1) then
if MACD(p) < MACD(p-1) then
set macd = 5,13,8;
if MACD(P) < MACDSignal(p) then
maperiod1:=10;
maperiod2:=10;
set rsi = maperiod1;
weight:=0;
total:=0;
for i = maperiod2 to 1 step -1 do
total:= total + i;
next i;
totaldays:=total;
SRSI:=0;
PrvStRSI:=0;
PRVPRVSRSI:=0;
for j = maperiod2 to 1 step -1 do
weight:=((j/totaldays)*100);
SRSI:=SRSI+((rsi(j-(maperiod2-p))-min(j-(maperiod2-p),
(j-maperiod2)-(maperiod1-1-p),rsi))/(.000001+max(j-(maperiod2-p),
(j-maperiod2)-(maperiod1-1-p),rsi)-min(j-(maperiod2-p),
(j-maperiod2)-(maperiod1-1-p),rsi))*(weight));
PrvStRSI:=PrvStRSI+((rsi(j-(maperiod2+1-p))-min(j-(maperiod2+1-p),
(j-maperiod2)-(maperiod1-p),rsi))/(.000001+max(j-(maperiod2+1-p),
(j-maperiod2)-(maperiod1-p),rsi)-min(j-(maperiod2+1-p),(j-maperiod2)-(maperiod1-p),rsi))*(weight));
PRVPRVSRSI:=PRVPRVSRSI+((rsi(j-(maperiod2+2-p))-min(j-(maperiod2+2-p),
(j-maperiod2)-(maperiod1+1-p),rsi))/(.000001+max(j-(maperiod2+2-p),
(j-maperiod2)-(maperiod1+1-p),rsi)-min(j-(maperiod2+2-p),(j-maperiod2)-(maperiod1+1-p),rsi))*(weight));
next j;
if SRSI<70 and SRSI>25 then
if SRSI < PrvStRSI-4 and SRSI > PrvStRSI-16 then
//SET MA'S FOR SECOND SRSI
maperiod1a:=8;
maperiod2a:=5;
set rsi = maperiod1a;
weighta:=0;
totala:=0;
for i = maperiod2a to 1 step -1 do
totala:= totala + i;
next i;
totaldaysa:=totala;
SRSI2:=0;
PrvStRSI2:=0;
for j = maperiod2a to 1 step -1 do
weighta:=((j/totaldaysa)*100);
SRSI2:=SRSI2+((rsi(j-(maperiod2a-p))-min(j-(maperiod2a-p),
(j-maperiod2a)-(maperiod1a-1-p),rsi))/(.000001+max(j-(maperiod2a-p),
(j-maperiod2a)-(maperiod1a-1-p),rsi)-min(j-(maperiod2a-p),(j-maperiod2a)-(maperiod1a-1-p),rsi))*(weighta));
PrvStRSI2:=PrvStRSI2+((rsi(j-(maperiod2a+1-p))-min(j-(maperiod2a+1-p),
(j-maperiod2a)-(maperiod1a-p),rsi))/(.000001+max(j-(maperiod2a+1-p),
(j-maperiod2a)-(maperiod1a-p),rsi)-min(j-(maperiod2a+1-p),(j-maperiod2a)-(maperiod1a-p),rsi))*(weighta));
next j;
if SRSI2 > 30 and SRSI2 < 65 then
if SRSI2 < PrvStRSI2 then
if wmovavg(p,5,cl) < wmovavg(p,13,cl) and wmovavg(p-1,5,cl) > wmovavg(p-1,13,cl) then
flag1 :=1;
else
if wmovavg(p,5,cl) < wmovavg(p,13,cl) and PrvStRSI>PRVPRVSRSI then
flag2 :=1;
endif;
endif; endif; endif; endif; endif; endif; endif; endif; endif; endif;
endif; // endif;
if flag1>0 then
if p < -9 then
pctloss := ((Min(p+10,p+1,cl))/close(p))-1;
Println Symbol:-6,",",close(p):6:3,",", Min(p+10,p+1,cl):6:3,",",pctloss:6:3,",",
SRSI:5:1,",",SRSI2:5:1,",",vol(p):8:0,",",avgvol(p,p-33):8:0,",",
volratio,",",qrs(p):4:0,",", date(p),",","5X13short";
else
Println Symbol:-6,",",Close(p):6:3,",",close(p-1):6:3,",","Brk:",",",min(p,p-9,lo):6:3,",",
SRSI:5:1,",",SRSI2:5:1,",",vol(p):8:0,",",avgvol(p,p-33):8:0,",",volratio,",",
qrs(p):4:0,",", date(p),",","5X13short";
if flag1<1 and flag2>0 then
if p <-9 then
Println Symbol:-6,",",close(p):6:3,",", Min(p+10,p+1,cl):6:3,",",pctloss:6:3,",",
SRSI:5:1,",",SRSI2:5:1,",",vol(p):8:0,",",avgvol(p,p-33):8:0,",",
volratio,",",qrs(p):4:0,",", date(p),",","2ndshort";
else
Println Symbol:-7,",",close(p):7:3,",",close(p-1):7:3,",","Brk:",",",min(p,p-9,lo):7:3,",",
SRSI:5:1,",",SRSI2:5:1,",",vol(p):8:0,",",avgvol(p,p-33):8:0,",",volratio,",",
qrs(p):4:0,",", date(p),",","2ndshort";
endif; endif; endif; endif;
next p; |
