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To: Dale Wingo who wrote (7159)10/11/1998 11:22:00 PM
From: Bob Jagow  Read Replies (2) | Respond to of 11149
 
Dale,
This is the scan that says to buy Dell on 10/1 at 61.56 I printed the close because I didn't want to figure out which SAR to grab on the flipday. -Bob
___________________

---------------------
input = "30k+vol.lst";
output = "sar.lst";
float accdelta, accfac, SIP, SAR, SARp, xprice;
integer j, count, buysell,firstday, flipday;
accdelta := .02;
accfac := accdelta;
count := -100;
buysell := 0; // 1-long, 0-short
firstday := 1;
SAR := high(count);
SARp := SAR;
SIP := SAR;
xprice := high(count);

for j = count-1 to 0 step 1 do
if( buysell = 0 ) then // short position
if( firstday = 1 ) then
SAR := SIP;
firstday := 0;
else
if( low(j) < xprice ) then
xprice := low(j);
if( accfac < .2 ) then accfac := accfac + accdelta; endif;
endif;
SAR := SARp - accfac * abs(xprice - SARp);
endif;

if( SAR <= high(j) or SAR <= high(j-1) ) then
if( high(j) >= high(j-1)) then SAR := high(j);
else SAR := high(j-1); endif;
buysell := 1;
flipday:= j;
accfac := accdelta;
SIP := xprice;
firstday := 1;
endif;
endif;

if( buysell = 1 ) then // long position
if( firstday = 1 ) then
SAR := SIP;
firstday := 0;
else
if( high(j) > xprice ) then
xprice := high(j);
if( accfac < .2 ) then accfac := accfac + accdelta; endif;
endif;
SAR := SARp + accfac * abs(xprice - SARp);
endif;

if( SAR >= low(j) or SAR >= low(j-1) ) then
if( low(j) <= low(j-1)) then SAR := low(j);
else SAR := low(j-1); endif;
buysell := 0;
flipday:= j;
accfac := accdelta;
SIP := xprice;
firstday := 1;
endif;
endif;

SARp := SAR;
next j;

if buysell = 0 then println symbol," Buy on ",
date(flipday),",",close(flipday):6:3; endif;
if buysell = 1 then println symbol," Sell on ",
date(flipday),",",close(flipday):6:3; endif;