DALE    ¼  !!! MODELING THE MARKET, TASC August 2006
!!  Author: John F. Ehlers
!!  Coded by: Richard Denning 6/09/06
!! INSTANANEOUS TRENDLINE

C is [close].
H is [high].
L is [low].
Price is (H+L)/2.
LL is 10.
SMA is simpleavg(Price,LL).
Slope is Price - valresult(Price,LL - 1).
sSlope is (Slope + 2 * valresult(Slope,1) 
       + 2 * valresult(Slope,3) +  valresult(Slope,3)) / 6.
ITrend is SMA + 0.5 * sSlope.

!! CYCLIC COMPONENT	
SS is 2 * LL +1.		!Convert Recursive averaging to exponential averaging
Alpha is (1 - sin(360 / LL)) / cos(360 / LL).
HP is expavg((1 + alpha) * (Price - valresult(Price,1)),SS).
sHP is (HP + 2 * valresult(HP,1) 
      + 2 * valresult(HP,2) + valresult(HP,3)) / 6.

!! MODELING THE MARKET
Model is ITrend + sHP.

ssHP is expavg(sHP,3).

!! STOCHASTIC RSI OF CYCLIC COMPONENT
! Added post Traders Tips on 9/1/06	
Value1	is sHP.			
Delay	is 2.
U 	is Value1-valresult(Value1,1).
D 	is valresult(Value1,1)-Value1.
AvgU 	is ExpAvg(iff(U>0,U,0),SS).
AvgD 	is ExpAvg(iff(D>=0,D,0),SS).
RSIw 	is 100-(100/(1+(AvgU/AvgD))).

StoRSIcc is (RSIw - lowresult(RSIw,LL)) /(highresult(RSIw,LL) - lowresult(RSIw,LL)) * 100.
StoRSIccD2 is valresult(StoRSIcc,Delay).   Rule Libraryÿÿ  	 CCodeViewñ    ÿÿÿÿ            00:00