DALEº!! MOVING AVERAGES ! Author: Anthony Trongone, TASC May 2007 ! Coded by: Richard Denning 3/12/07 ! ABBREVIATIONS: C is [close]. C1 is valresult(C,1). O is [open]. L is [low]. H is [high]. V is [volume]. ! INDICATORS: SMA34 is simpleavg(O,34). Space is O - SMA34. ONS is O - C1. V1 is valresult(V,1). MAV is simpleavg(V,50). MAV1 is valresult(simpleavg(V,50),1). ! NOTE: System is set to run on daily bars: ! TRADING SYSTEM WITHOUT FILTERS LE1 if Space > 0 and symbol() = "QQQQ". LEpr is O. ! Entry price is open ! EXIT IS ALWAYS TRUE FORCES AN EXIT AT CLOSE LX if 1. LXpr is C. ! Exit price is close ! TRADING SYSTEM WITH TMA FILTERS: LE2 if LE1 and V1 > 10000*100 and ONS < 0. ! MODIFIED TMA TRADING SYSTEM: LE3 if Space > 0 and V1 > MAV1 * 1.1 and ONS < 0. !AIQ RELATIVE STRENGTH: STL is 30. 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).  Rule Libraryÿÿ CCodeViewLE1ÿÿ CReportViewÐSymbolÀ<LE2€ÐSymbolÀ<LE3€ÐSymbolÀ<Summaryÿÿ CCrossTabRptÐSymbolÀ<€LE1 - 0À<€LE2 - 0À<€LE3 - 0À<‡¹HV-ETFÿÿÿÿÿÿ CBackTestPropertyLE1LXPPF·Moving Averages LE1SPXPLEprLXprHV-ETF UUUU5ã@ã@ÿÿÿÿWâ@ ã@€LE2LXPPF·Moving Averages LE2SPXPLEprLXprHV-ETF UUUU5ã@ã@ÿÿÿÿWâ@ ã@€LE3LXPP=·Moving Averages LE3SPXPLEprLXprHV-ETF UUUU5ã@ã@ÿÿÿÿ`Uâ@ ã@€LE4LXPP=¸Moving Averages LE4SPXPLEprLXprnas100 UUUUUã@(ã@ÿÿÿÿ`Uâ@@ã@€LE5LXPP=¸0Moving Averages LE5SPXPLEprLXprnas100 UUUUUã@(ã@ÿÿÿÿ`Uâ@@ã@€LE6LXPP=¸Moving Averages LE6SPXPLEprLXprnas100 UUUUUã@(ã@ÿÿÿÿ`Uâ@@ã@00:00