DALEÌ! PREMIER STOCHASTIC OSCILLATOR (PSO) ! Author: Lee Leibfarth, TASC Aug. 2008 ! Coded by: Richard Denning 6/11/08 ! CODING ABBREVIATIONS: H is [high]. L is [low]. C is [close]. ! STANDARD STOCHASTIC UNSMOOTHED OSCILLATOR: lenK is 8. ! lookback length for oscillator pctK is 100*((C - lowresult(L,lenK)) / (highresult(H,lenK) - lowresult(L,lenK))). ! SMOOTHED STOCHASTICS: smoLen is 5. slowK is expavg(pctK,smoLen). slowD is expavg(slowK,smoLen). ! PREMIER STOCHASTIC OSCILLATOR INDICATOR: period is 25. ! lookback length for double smoothing of pctK lenS is iff(period < 0,1,sqrt(period)). ! double exponentially smoothed pct K: normStoch is (pctK - 50) * 0.1. dblSmoStoch is expavg(expavg(normStoch,lenS),lenS). PSO is (exp(1 * dblSmoStoch) - 1) / (exp(1 * dblSmoStoch) +1). PSOx100 is PSO * 100. ! TRADING STRATEGY WITH PSO & SK-SD: LINE1 is 0.9. LINE2 is 0.2. ! LONG TRADES: ! PSO SYSTEM: LE_pso if PSO < LINE1 and valrule(PSO > LINE1,1) or PSO < LINE2 and valrule(PSO > LINE2,1). ! SK-SD SYSTEM (for comparison): LE_sksd if slowK > slowD and valrule(slowK < slowD,1). ! SHORT TRADES: ! PSO SYSTEM: SE_pso if PSO > -LINE1 and valrule(PSO < -LINE1,1) or PSO > -LINE2 and valrule(PSO < -LINE2,1). ! SK-SD SYSTEM (for comparison): SE_sksd if slowK < slowD and valrule(slowK > slowD,1). !----------------------END TASC CODE-------------------------------------------------------------------- !AIQ LONG TERM RELATIVE STRENGTH !Coded by Rich Denning on 12/14/00 W is 1. LTL is 120/W. Q3 is LTL/4. Q2 is (LTL - Q3) / 3. Q1 is (LTL - Q2 - Q3) / 2. Q0 is LTL - Q1 - Q2 - Q3. ROCq3LT is (val([close],Q2,(Q1+Q0)) - val([open],Q3,(Q2+Q1+Q0))) / val([open],Q3,(Q2+Q1+Q0)) * 100. ROCq2LT is (val([close],Q1,Q0) - val([open],Q2,(Q1+Q0))) / val([open],Q2,(Q1+Q0)) * 100. ROCq1LT is (val([close],Q0,0) - val([open],Q1,Q0)) / val([open],Q1,Q0) * 100. ROCq0LT is ([close] - val([open],Q0,0)) / val([open],Q0,0) * 100. RS_AIQLT is ROCq0LT * 0.40 + ROCq1LT * 0.20 + ROCq2LT * 0.20 + ROCq3LT * 0.20. RS_AIQLT1 is valresult(RS_AIQLT,1). GRS_AIQLT is TickerUDF(RSticker(),RS_AIQLT). GRS_AIQLT1 is valresult(GRS_AIQLT,1). OTC_AIQLT is TickerUDF("OTC",RS_AIQLT). !AIQ MID TERM RELATIVE STRENGTH !Coded by Rich Denning on 12/14/00 MTL is 60/W. Q3m is MTL / 4. Q2m is (MTL - Q3m) / 3. Q1m is (MTL - Q2m - Q3m) / 2. Q0m is MTL - Q1m - Q2m - Q3m. ROCq3m is (val([close],Q2m,(Q1m+Q0m)) - val([open],Q3m,(Q2m+Q1m+Q0m))) / val([open],Q3m,(Q2m+Q1m+Q0m)) * 100. ROCq2m is (val([close],Q1m,Q0m) - val([open],Q2m,(Q1m+Q0m))) / val([open],Q2m,(Q1m+Q0m)) * 100. ROCq1m is (val([close],Q0m,0) - val([open],Q1m,Q0m)) / val([open],Q1m,Q0m) * 100. ROCq0m is ([close] - val([open],Q0m,0)) / val([open],Q0m,0) * 100. RS_AIQmt is ROCq0m * 0.40 + ROCq1m * 0.20 + ROCq2m * 0.20 + ROCq3m * 0.20. RS_AIQmt1 is valresult(RS_AIQmt,1). GRS_AIQmt is TickerUDF(RSticker(),RS_AIQmt). GRS_AIQmt1 is valresult(GRS_AIQmt,1). OTC_AIQmt is TickerUDF("OTC",RS_AIQmt). !AIQ VERY SHORT TERM RELATIVE STRENGTH !Coded by Rich Denning on 12/14/00 !Parameters supplied by AIQ for weights were 40%, 20%, 20%, 20%. STL is 32/W. Q3s is STL / 4. Q2s is (STL - Q3s) / 3. Q1s is (STL - Q2s - Q3s) / 2. Q0s is STL - Q1s - Q2s - Q3s. ROCq3s is (val([close],Q2s,(Q1s+Q0s)) - val([open],Q3s,(Q2s+Q1s+Q0s))) / val([open],Q3s,(Q2s+Q1s+Q0s)) * 100. ROCq2s is (val([close],Q1s,Q0s) - val([open],Q2s,(Q1s+Q0s))) / val([open],Q2s,(Q1s+Q0s)) * 100. ROCq1s is (val([close],Q0s,0) - val([open],Q1s,Q0s)) / val([open],Q1s,Q0s) * 100. ROCq0s is ([close] - val([open],Q0s,0)) / val([open],Q0s,0) * 100. RS_AIQst is ROCq0s * 0.40 + ROCq1s * 0.20 + ROCq2s * 0.20 + ROCq3s * 0.20. RS_AIQst1 is valresult(RS_AIQst,1). GRS_AIQst is TickerUDF(RSticker(),RS_AIQst). GRS_AIQst1 is valresult(GRS_AIQst,1). OTC_AIQst is TickerUDF("OTC",RS_AIQst). Rule Libraryÿÿ CCodeViewLE_psoÿÿ CReportViewÐSymbolÀ< ¡RS_AIQstÀO ¡RS_AIQLTÀO ¡RS_AIQmtÀO¡PSOx100ÀO‚LE_sksd€ÐSymbolÀ< ¡RS_AIQstÀO ¡RS_AIQLTÀO ¡RS_AIQmtÀO¡PSOx100ÀO‚SE_pso€ÐSymbolÀ< ¡RS_AIQstÀO ¡RS_AIQLTÀO ¡RS_AIQmtÀO¡PSOx100ÀO‚SE_sksd€ÐSymbolÀ< ¡RS_AIQstÀO ¡RS_AIQLTÀO ¡RS_AIQmtÀO¡PSOx100ÀO‚NAS100ÿÿÿÿÿÿ CBackTestPropertySE_psoPPÏPSO TASC SE_psoNDXPnas100 ˜Wã@hWã@ÿÿÿÿ á@€Wã@€SE_sksdPPÏPSO TASC SE_sksdNDXPnas100 ˜Wã@hWã@ÿÿÿÿ á@€Wã@€LE_psoSE_psoKdÏPSO TASC LE_psoNDXPNAS100 ˜Wã@hWã@ÿÿÿÿ á@€Wã@€LE_sksdSE_sksdKdÏPSO TASC LE_sksdNDXPNAS100 ˜Wã@hWã@ÿÿÿÿ á@€Wã@00:00