DALE ! LEADER OF THE MACD ! Author: Giorgos E. Siligardos, TASC, July 2008 ! Coded by: Richard Denning 05/14/08 ! MACD AND MACD SIGNAL LINE: Define S 12. Define L 26. Define X 9. ShortEMA is expavg([Close],S). LongEMA is expavg([Close],L). MACD is ShortEMA-LongEMA. SignalMACD is expavg(MACD,X). MACDhist is MACD-SignalMACD. ! LEADER Indicator1 is ShortEMA + expavg([Close]-ShortEMA,S). Indicator2 is LongEMA + expavg([Close]-LongEMA,L). Leader is Indicator1 - Indicator2. SignalLeader is expavg(Leader,X). LeaderHist is Leader - SignalLeader. ! TEST1: CROSSOVERS-LEADER VS MACD LE if Leader > MACD and valrule(Leader < MACD,1). SE if Leader < MACD and valrule(Leader > MACD,1). LX if {position days} >= 15 or SE. SX if {position days} >= 3 or LE. ! TEST2: SIMPLE DIVERGENCES-TRADE ! IN DIRECTION OF LEADER LEdvg if slope2(Leader,10) > 0 and slope2(MACD,5) < 0. SEdvg if slope2(Leader,10) < 0 and slope2(MACD,5) > 0. LXdvg if {position days} >= 15 or SEdvg. SXdvg if {position days} >= 3 or LEdvg. !--------------------------------------TASC code ends here--------------------------------------------------------------------------------------------- !AIQ LONG TERM RELATIVE STRENGTH 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. !AIQ MID TERM RELATIVE STRENGTH 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. !AIQ VERY SHORT TERM RELATIVE STRENGTH 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. List if 1. Rule Library CCodeViewList CReportViewSymbol<CloseO LeaderHistO MACDhistOLeaderOMACDO SignalLeaderV SignalMACDR AAPL(n@p!A@AADBE!B*A=d>>@?Q?4?t?ADSKB侸@>??'??AEO= A v=?OK>1?(=AKAMB;p>@?ڼ?K??ALTRA<@> h?p>b?AMATA/{0>=_.>8\AMGN+B/3=>aa> AMLNA0z[>7<g2AMZN\BfģdP*WbU0?APOLGAB x5]i> R?ݾ @?)ATVI33A@"?>h? f??>Oh>LESymbol<CloseO LeaderHistO MACDhistOLeaderOMACDO SignalLeaderV SignalMACDRSESymbol<CloseO LeaderHistO MACDhistOLeaderOMACDO SignalLeaderV SignalMACDRLEdvgSymbol<CloseO LeaderHistO MACDhistOLeaderOMACDO SignalLeaderV SignalMACDRSEdvgSymbol<CloseO LeaderHistO MACDhistOLeaderOMACDO SignalLeaderV SignalMACDRNAS100 CBackTestPropertyLELX\Pc LeaderMACD LESPXPNAS100 S@S@@S@SESX\Pc LeaderMACD SESPXPNAS100 S@S@@S@LEdvgLXdvg\<cLeaderMACD LEdvgSPXPNAS100 S@S@@S@SEdvgSXdvg b<cLeaderMACD SEdvgSPXPNAS100 S@S@@S@00:00