Spoke to Gary this week and he is still planning to come out this year(God willing) with a quick scan and access to intraday delayed data as well as StochRSI etc. Nice web site- I like the links page!!!!
g
this one's for the CUBS aptly named:
GRACE:
output="grace.lst";
input="250vol.lst";
ProcessMs= "c:\meta\grace\",VMS;
daystoload= 400;
daysrequired=400;
integer p, i, j;
float weight, maperiod1, maperiod2, total, totaldays,StochRSI,PrvStRSI, PrvPrvSRSI, StochRSI2, PrvStRSI2, PrvPrvSRSI2,maperiod1a, maperiod2a, weighta, totala, totaldaysa,bb,pctgain;
for p = 0 to 0 step 1 do
if close(p) > close(p-1) then
if qrs(p) > 87 or (qrs (p)<30 and qrs(p)>0) then
if movavg(p,89,hi)/movavg(p,89,lo) > 1.035 then
bb :=(stdev(p,p-7)/(.000001+max(p-1,p-144,hi)-min(p-1,p-144,lo)))*100;
if bb<12 then
//SET MA'S FOR FIRST STOCHRSI
maperiod1:=8; //set MA: e.g., in StochRSI(8,5), set for 8; in StochRSI(10),
maperiod2:=5;// set MA: e.g., in StochRSI(8,5), set for 5; in StochRSI(10),
set rsi = maperiod1;
//SET MA'S FOR SECOND STOCHRSI -- Second RSI is automatically set below when
maperiod1a:=21; //set MA: e.g., in StochRSI(8,5), set for 8; in StochRSI(10),
maperiod2a:=21;// set MA: e.g., in StochRSI(8,5), set for 5; in StochRSI(10),
weight:=0;
total:=0;
for i = maperiod2 to 1 step -1 do
total:= total + i;
next i;
totaldays:=total;
StochRSI:=0;
PrvStRSI:=0;
PrvPrvSRSI:=0;
for j = maperiod2 to 1 step -1 do
weight:=((j/totaldays)*100);
StochRSI:=StochRSI+((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 StochRSI>PrvStRSI then
if StochRSI<80 and StochRSI>32 then
set rsi = maperiod1a;
weighta:=0;
totala:=0;
for i = maperiod2a to 1 step -1 do
totala:= totala + i;
next i;
totaldaysa:=totala;
StochRSI2:=0;
PrvStRSI2:=0;
PrvPrvSRSI2:=0;
for j = maperiod2a to 1 step -1 do
weighta:=((j/totaldaysa)*100);
StochRSI2:=StochRSI2+((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));
PrvPrvSRSI2:=PrvPrvSRSI2+((rsi(j-(maperiod2a+2-p))-min(j-(maperiod2a+2-p),(j-maperiod2a)-(maperiod1a+1-p),rsi))/(.000001+max(j-(maperiod2a+2-p),(j-maperiod2a)-(maperiod1a+1-p),rsi)-min(j-(maperiod2a+2-p),(j-maperiod2a)-(maperiod1a+1-p),rsi))*(weighta));
next j;
if StochRSI2 < 60 then
If StochRSI2>PrvStRSI2 then
If PrvStRSI2<PrvPrvSRSI2 then
if p<-9 then
pctgain := ((Max(p+10,p+1,hi))/close(p))-1;
Println Symbol:-6,",",Max(p+10,p+1,hi):6:3,",",close(p):6:3,",",pctgain:6:3,",",StochRSI:4:2,",",StochRSI2:4:2,",",vol(p):8:0,",",vol(p)/(avgvol(p-1,p-34)):5:2,",",qrs(p):4:0,",", date(p),",","grace";
else
Println Symbol:-6,",",close(p):6:3,",",close(p-1):6:3,",",StochRSI:5:1,",",StochRSI2:5:1,",",vol(p):8:0,",",vol(p)/avgvol(p-1,p-34):6:3,",",qrs(p):4:0,",",date(p),",","grace";
endif;endif;endif;endif;endif;endif;endif;endif;endif;endif;
next p; |
