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To: Gary Lyben who wrote (2411)11/18/1997 3:41:00 PM
From: Nine_USA  Respond to of 11149
 
Gary,

R2 probably has the ability to let the user output to the
report, textfiles he/she specifies to be included as:

headers
footers
report captions
scan logic files

But, if not, this is very useful to the financial consultant.



To: Gary Lyben who wrote (2411)11/18/1997 3:46:00 PM
From: Nutty Buddy  Read Replies (1) | Respond to of 11149
 
Anyone know where I can locate the company components of the S&P sector indexes provided with QP? For example - !SP-AI (S&P Airlines). I went to Standard & Poors web site and got lost.

Buddy



To: Gary Lyben who wrote (2411)11/18/1997 4:17:00 PM
From: Bob Sage  Respond to of 11149
 
Gary,

Check out following for CCI and StochRSI as starting points.

techstocks.com

techstocks.com

Don't have anything on ADX but I am sure you will get more replies.

Bob



To: Gary Lyben who wrote (2411)11/18/1997 4:18:00 PM
From: Richard Estes  Respond to of 11149
 
CCI
1. Add each period's high, low, and close and divide this sum by 3. This is the typical price.

2. Calculate an n-period simple moving average of the typical prices computed in Step 1.

3. For each of the prior n-periods, subtract today's Step 2 value from Step 1's value n days ago. For example, if you were calculating a 5-day CCI, you would perform five subtractions using today's Step 2 value.

4. Calculate an n-period simple moving average of the absolute values of each of the results in Step 3.

5. Multiply the value in Step 4 by 0.015.

6. Subtract the value from Step 2 from the value in Step 1.

7. Divide the value in Step 6 by the value in Step 5.



To: Gary Lyben who wrote (2411)11/18/1997 5:42:00 PM
From: Bob Jagow  Respond to of 11149
 
Gary,
aspenres.com is a comprehensive source for all things TA including the formulas in math format.
A quick check showed 2 of 3--I can dig up the missing SRSI if no one posts it.

Bob



To: Gary Lyben who wrote (2411)11/18/1997 11:05:00 PM
From: gonzongo  Respond to of 11149
 
Some scans posted for Q+R2 for CCI:
output="CCI(13)X"
input="d:\stocks\quotes~1\lists\input.lst"
float B, C, D, E, F, G, H, I, J, K, L, M, N, P
float bb, cc
float A
B :=(high(0)+low(0)+close(0))/3
C :=(high(-1)+low(-1)+close(-1))/3
D :=(high(-2)+low(-2)+close(-2))/3
E :=(high(-3)+low(-3)+close(-3))/3
F :=(high(-4)+low(-4)+close(-4))/3
G :=(high(-5)+low(-5)+close(-5))/3
H :=(high(-6)+low(-6)+close(-6))/3
I :=(high(-7)+low(-7)+close(-7))/3
J :=(high(-8)+low(-8)+close(-8))/3
K :=(high(-9)+low(-9)+close(-9))/3
L :=(high(-10)+low(-10)+close(-10))/3
M :=(high(-11)+low(-11)+close(-11))/3
N :=(high(-12)+low(-12)+close(-12))/3
P :=(high(-13)+low(-13)+close(-13))/3
bb :=(B+C+D+E+F+G+H+I+J+K+L+M+N)/13
cc :=(C+D+E+F+G+H+I+J+K+L+M+N+P)/13
A:=(B-bb)/(0.015*((ABS(B-bb))+(ABS(C-bb))+(ABS(D-bb))+(ABS(E-bb))+(ABS(F-bb))+(ABS(G-bb))+(ABS(H-bb))+(ABS(I-bb))+(ABS(J-bb))+(ABS(K-bb))+(ABS(L-bb))+(ABS(M-bb))+(ABS(N-bb)))/13)
if (B-bb)/(0.015*((ABS(B-bb))+(ABS(C-bb))+(ABS(D-bb))+(ABS(E-bb))+(ABS(F-bb))+(ABS(G-bb))+(ABS(H-bb))+(ABS(I-bb))+(ABS(J-bb))+(ABS(K-bb))+(ABS(L-bb))+(ABS(M-bb))+(ABS(N-bb)))/13)> -150 and(C-cc)/(0.015*((ABS(C-cc))+(ABS(D-cc))+(ABS(E-cc))+(ABS(F-cc))+(ABS(G-cc))+(ABS(H-cc))+(ABS(I-cc))+(ABS(J-cc))+(ABS(K-cc))+(ABS(L-cc))+(ABS(M-cc))+(ABS(N-cc))+(ABS(P-cc)))/13)< -150 then
//println symbol,", ",description,", ",close(0),", ",a:4:3
Println Symbol:-7,description:-38," Prev.C: ",close(0):7:3," QRS:",j:3:0," CCI(13)= ",a:4:3
endif



To: Gary Lyben who wrote (2411)11/18/1997 11:07:00 PM
From: gonzongo  Respond to of 11149
 
Another posted CCI- from Bill Riedeman:
Q2R2

input = "D:\stocks\quotes~1\lists\input.lst"
output = "CCI-GWR.lst"
exchange nasdaq,nyse,amex
integer i, N
float CCIT, CCIY, DAT, DAY, AT, AY
N:=13 // Number of periods in CCI calculation
//Calculate simple MA of typical price for N periods
//for Today and Yesterday. AT/AY are running averages.
AT := 0
for i=1 to N-1
AT := AT+close(-i)+high(-i)+low(-i)
next i
AY:=(close(-N)+high(-N)+low(-N)+AT)/(3*N)
AT:=(close(0)+high(0)+low(0)+AT)/(3*N)
//println "AT":4,AT:8:2,"AY":4, AY:8:2
//Calculate simple MA of absolute value of difference between
//current typical price and above AT/AY over N periods
DAT:=0
DAY:=0
for i=0 to N-1
DAT:= DAT+abs((close(-i)+high(-i)+low(-i))/3-AT)
DAY:= DAY+abs((close(-i-1)+high(-i-1)+low(-i-1))/3-AY)
next i
if DAT=0 then
DAT:=0.0001
else
DAT:=DAT/N
endif
if DAY=0 then
DAY:=0.0001
else
DAY:=DAY/N
endif
//Println "DAT":4,DAT:8:2,"DAY":4,DAY:8:2
//Calculate CCI for today CCIT and yesterday CCIY
CCIT:= ((close(0)+high(0)+low(0))/3 - AT)/(0.015*DAT)
CCIY:= ((close(-1)+high(-1)+low(-1))/3 - AY)/(0.015*DAY)
//println symbol:8, "Tod CCI":9, CCIT:8:1,"Yes CCI":9, CCIY:12:1
//Now look for crossover with -150
if CCIT>-150 and CCIY<-150 then
println symbol:-8, "CCI Today":11,CCIT:6:0,"CCI Yesterday":15,CCIY:6:0
endif



To: Gary Lyben who wrote (2411)11/18/1997 11:12:00 PM
From: gonzongo  Read Replies (1) | Respond to of 11149
 
Stoch RSI is simply stochastics of RSI rather than price- a simple token could do the trick I would think. Anyway- here are some Q2 R2 versions. It was poplarized by Chande and made famous by Dave Evans of SI fame who uses the 14 day version to his benefit. I came up with a shorter term version based upon an 8 day RSI with a 5 day MA.

Here is a homegrown version of same- I think it was John Sugas who wrote it:

input = "spweekly.lst"
output = "spwksr85.lst"

Integer Avg,BuyZone,L,M,N,P
Float StochRSI, PrvStRSI, RSInum, RSIden
Float RSInumT, RSIdenT,RSInumY, RSIdenY

//***********Variables**********
N:=8
Avg:=5
BuyZone:=21

set RSI=N
RSInum:=0
RSIden:=0
RSInumT:=0
RSIdenT:=0
RSInumY:=0
RSIdenY:=0
P:=N+Avg-1

for L=-1 to -Avg+1 step -1
M:=N-1-L
RSInum:=(RSI(L)-min(L,-M,RSI))
RSIden:=((max(L,-M,RSI)-min(L,-M,RSI)))
RSInumT:= RSInumT +Rsinum
RSIdenT:= RSIdenT +Rsiden
next L
RSInumT:= RSInumT +(RSI(0)-min(0,-N+1,RSI))
RSIdenT:= RSIdenT +((max(0,-N+1,RSI)-min(0,-N+1,RSI)))
RSInumY:= RSInumT +(RSI(-Avg)-min(-Avg,-P,RSI))
RSIdenY:= RSIdenT +((max(-Avg,-P,RSI)-min(-Avg,-P,RSI)))
if RSIdenT = 0 then
RSIdenT:=.0001
endif
if RSIdenY = 0 then
RSIdenY:=.0001
endif
StochRSI:= (RSInumT/RSIdenT)*100
PrvStRSI:=(RSInumY/RSIdenY)*100
if StochRSI > PrvStRSI and PrvStRSI< BuyZone and wmovavg(0,21,cl)> wmovavg(0,55,cl) then
Println Symbol:-10,",", StochRSI:8:3,",", Close(0):8:3,",", Description,","
endif



To: Gary Lyben who wrote (2411)11/18/1997 11:15:00 PM
From: gonzongo  Read Replies (2) | Respond to of 11149
 
Gary:

If you jazz up the charts we can ditch everything else (gg)

andy



To: Gary Lyben who wrote (2411)11/19/1997 1:18:00 AM
From: Michael Quarne  Respond to of 11149
 
It would also be nice to have Price/Volume with choices of; Time Series, Variable, Histogram, Ref, and Oscilator.

Regards Michael Q.



To: Gary Lyben who wrote (2411)11/20/1997 10:32:00 AM
From: CynicalTruth  Respond to of 11149
 
Gary... Re: ADX indicator.

Below URL has the TradeStation coding for True Range, DMI (+&-), and ADX. If you make each of these a separate scan function we would be able to use them in different scan criteria. You will have to calculate them all nonetheless to arrive at ADX which is basically a moving avg. of the DMI function.

techstocks.com



To: Gary Lyben who wrote (2411)11/20/1997 1:08:00 PM
From: Gary Lyben  Read Replies (4) | Respond to of 11149
 
All -

Here's a sample scan for the r232 beta.

A semicolon is required to terminate each statement. It's not required after the for or do statements.

Gary

output="test.lst";

integer j;
float f;

f:=0;

for j=0 to -9 step -1
do
f := f + Close(j);
next j;

println symbol , "," , f , "," , f/10;



To: Gary Lyben who wrote (2411)11/20/1997 1:21:00 PM
From: Gary Lyben  Read Replies (4) | Respond to of 11149
 
All -

We've started shipping the r2 32bit betas yesterday. If your initials are Andy gabor or Dale Sinor, then you should have it today. If not, it will be shipped as soon as we can.

Significant changes from the 16 bit beta include:

The prices for stocks with 0 volume days is the previous close, not the bid/ask as in r1.

A semicolon is required as a statement terminator in the scan program.

The file formats have been further optimized for speed. If you have 2 physical hard drives, then you can put the disk buffer on one, and the local files on the other for the best performance.

The internet downloader should work for all of you now.

The Metastock export has been rewritten as a 32 bit app. It no longer uses any Equis code. It should work much better under NT.

And more of course.

Thanks for your input. This release looks quite a bit better than the 16 bit version.

Gary


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