Gale, Here's a scan that gives the slope of Dahl for two periods --
whatever periods you want. You could try all sorts of systems with it;
e.g., buying when the 3-day slope reaches a certain value and selling
when the 13-day slope falls to a given point; or buying when the 3-day
slope of Dahl rises above the 34-day slope of Dahl. With Wow or
Metastock, you could profit test your ideas. Good, wholesome fun --
huh?
One slope is dalslope and the other, dalslopeb. So you could set
dalslope for 3 periods, let's say, and dalsopeb for 13 periods. Then
you could write something like if dalslope>dalslopeb then println
Symbol, BUY; or if dalslope>.01, buy, and if dalslopeb<.06, sell.
using different periods for dalslope and dalsopeb. It's just a crazy
idea -- not based on any tried and true formulas for profit-testing
systems.
//Two-period slope of Dahl by Brooke Elise Nagler,
//Using Bob Jagow's QP formula for slope
output = "dalslopes.lst";
input = "portfoli.lst";
issuetype common;
Daystoload = 500;
float f, q, dalslope, Sxy, Sy, fb, qb, dalslopeb, Sxyb, Syb;
integer S, Sx, Sxx, i, j, r, Sb, Sxb, Sxxb, ib, jb, rb;
S := 3; //S is the number of days for the slope of dalslope
f:=0;
q:=0;
for j=0 to -(S-1) step -1
do
f := f + (MovAvg(j,50,cl)- MovAvg(j-15,50,cl));
next j;
for r=0 to -(S-1) step -1
do
q := q+(r*(MovAvg(r,50,cl)-MovAvg(r-15,50,cl)));
next r;
Sx := 0;
Sxx := 0;
//Sxy := 0;
//Sy := 0;
for i = 1 - S to 0 do
Sx := Sx + i;
Sy := f;
Sxx := Sxx + i*i;
Sxy := q;
next i;
dalslope := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
Sb := 13; //Sb is the number of days for the slope of dalslopeb
fb:=0;
qb:=0;
for jb=0 to -(Sb-1) step -1
do
fb := fb + (MovAvg(jb,50,cl)- MovAvg(jb-15,50,cl));
next jb;
for rb=0 to -(Sb-1) step -1
do
qb := qb+(rb*(MovAvg(rb,50,cl)-MovAvg(rb-15,50,cl)));
next rb;
Sxb := 0;
Sxxb := 0;
//Sxyb := 0;
//Syb := 0;
for ib = 1 - Sb to 0 do
Sxb := Sxb + ib;
Syb := fb;
Sxxb := Sxxb + ib*ib;
Sxyb := qb;
next ib;
dalslopeb := (Sb*Sxyb - Sxb*Syb)/(Sb*Sxxb - Sxb*Sxb);
println symbol,",",close(0):8:2,",",dalslope:8:4,",",dalslopeb:8:4; |
