DALE¦!! ENTROPIC ANALYSIS OF EQUITY PRICES ! Author: Ron McEwan TASC Nov 2006 p. 56 ! Coded by: Richard Denning 10/30/06 N is 30. C is [close]. C1 is val([close],1). EMA20 is expavg(C,20). SMA50 is simpleavg(C,50). LnRC1 is ln(C / C1). SMAn is simpleavg(LnRC1,N). RMS is sqrt((sum(LnRC1 * LnRC1,N)) / N). EP is (((SMAn / RMS) + 1) / 2) * 100. !! SYSTEM 1: ! Long if above 50 , exit long if less than or equal to 50 LE if countof(EP > 50,2)=2 and countof(EP > 50,10,2)=0 and slope2(EMA20,5)>0 and hasdatafor(100)>=60. LX if countof(EP <= 50,2)=2. !! SYSTEM 2: !Set parameters for bands on EP: Define L 20. Define Factor1 2. Define Factor2 2.5. !Standard Deviation of EP: Variance is Variance(EP,L). StdDev is Sqrt(Variance). !Middle EP Band SMA is simpleavg(EP,L). !Upper EP Bands UpperEP1 is SMA + Factor1 * StdDev. UpperEP2 is SMA + Factor2 * StdDev. !Lower EP Bands LowerEP1 is SMA - Factor1 * StdDev. LowerEP2 is SMA - Factor2 * StdDev. !Use bands on the EP indicatior to generate signals: LE1 if EP > LowerEP1 and valrule(EP < LowerEP1,1) and TickerRule("NDX",slope2(SMA50,5)>0) and hasdatafor(100)>=60. LX1 if EP > UpperEP1 or slope2(SMA50,5)<0. SE1 if EP < UpperEP2 and valrule(EP > UpperEP2,1) and TickerRule("NDX",slope2(SMA50,5)<0) and hasdatafor(100)>=60. SX1 if EP 0. !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,Q0)) / val([open],Q1m,Q0) * 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 30/W. Q3s is STL / 4. !! Code error discovered 6/28/06 was LTL / 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,Q0)) / 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). List if 1.Rule Libraryÿÿ CCodeViewLEÿÿCReportViewÐSymbolÀ<¡CÀO ¡LowerBB1ÀO¡EPÀO ¡UpperBB1ÀOLE1€ÐSymbolÀ<¡EPÀO¡CÀOCTSH“¹SB®”BNTAPJ4HBBNVDA&YBffBSHLD`B ×)CTLAB˜l@BìQ,AURBN[@9B…‰ASE1€ÐSymbolÀ<¡EPÀO¡CÀOList€ÐSymbolÀ<¡EPÀO¡CÀOdBMET&NŠBBIACIž§‡B{þAMSFT:°…B ×åACMCSAtƒB{ BCDNSÇ³€Bš™ALINTA»h|B…¯AGOOGøÅ{BfæëCEBAYôv{B\BRIMM³àzB{”èBAPCC]IzB33ñAROST`ÃyBö(öAPAYXåyBBAMZNbÍwB ×BPCARMžvB¸jBCELG€‚uBš™NBMICCÂ$uB\@BDISCA´•tB33oAMEDI{XpB×£üALRCXèÕoBÃõCBDISHÎ:nB\ BXLNX„›mB…ëÇADELL°¾lB…ëÁASEPRyolBö(OBNIHD4ßkBq=}BWYNNŒ¯kBHá’BNTLIªkB= ×AJOYG9ÓjB33BLAMR‹²iBq=aBINTC*iB{¤AAMGN¢ïgBq½•BFISV¾gB×£CBERIC@™fB®GBBIIBocB{>BAAPL‹aB{”œBINTUXaB…BCSCO)aBö(¾AKLACòaB®>BEXPEÌÍ`B®GƒASHLD`B ×)CSBUXTG_BHáBMNSTÕ…^BìQBEXPD*þ\B)\8BCHKP#Î\Bff¤ASUNWûn\B)\§@ATVIåA\Bš™}ACTASÛZBáz#BBRCM¶8ZB®ñAPTENYuYB×£¾ANVDA&YBffBGILD>xXBR¸‡BCOSTøñUB®GOBSPLSû˜UBHáÊASIAL¬iTB¸•BCTSH“¹SB®”BCMVTÔySB{°ACDWCÊZSBÃõBJNPRÁISB\†AERTSÛRBÃõlBLBTYADRB…ëÏAGRMN RB®G:BYHOOÄuQB¤pÑAMCHPâCQB®GBVRSN”ûPB¸«AADBEtãOBBORCL˜MNBq=ŽAMXIMú NBö(æAAMATLèMB×£ˆAGENZi×LB)\„BPETM$¯JBàABBBY7ýIBq=BNTAPJ4HBBADSKð7GB= BLNCRÉãFBq=BAKAMEÐFBHá7BMRVLúmBBHá’AFAST7ÏABš™BAMLNnÀAB= .BTLAB˜l@BìQ,APDCOIÉ?B…BJDSUD€V?B×£„ATEVA_ç