DALE3! MIDAS TOUCH AKA VWAP INDICATOR ! Author: Andrew Coles, PhD, TASC September 2008 ! Coded by: Richard Denning 7/08/08 ! INPUTS: Month1 is 06. Day1 is 05.Year1 is 2008 . Month2 is 03. Day2 is 17.Year2 is 2008 . Month3 is 01. Day3 is 23. Year3 is 2008. Month4 is 12. Day4 is 11.Year4 is 2007. ! VARIABLES bars1 is OffSetToDate(month1,day1,year1). bars2 is OffSetToDate(month2,day2,year2). bars3 is OffSetToDate(month3,day3,year3). bars4 is OffSetToDate(month4,day4,year4). date1 is makedate(month1,day1,year1). date2 is makedate(month2,day2,year2). date3 is makedate(month3,day3,year3). date4 is makedate(month4,day4,year4). MP is ([high]+[low])/2. V is [volume]. CPV1 is sum(MP * V,^bars1). CPV2 is sum(MP * V,^bars2). CPV3 is sum(MP * V,^bars3). CPV4 is sum(MP * V,^bars4). CV1 is sum(V,^bars1). CV2 is sum(V,^bars2). CV3 is sum(V,^bars3). CV4 is sum(V,^bars4). ! DISCRETIONALRY INDICATORS TO PLOT: VWAP1 is iff(reportdate()>date1 and CV1>0, CPV1 / CV1,MP). VWAP2 is iff(reportdate()>date2 and CV2>0, CPV2 / CV2,MP). VWAP3 is iff(reportdate()>date3 and CV3>0, CPV3 / CV3,MP). VWAP4 is iff(reportdate()>date4 and CV4>0, CPV4 / CV4,MP). ! ---------------------------RD VWAP ADAPTIVE INDICATOR------------------------- !! PIVOTS-TWO LOW AND TWO HIGH ! Coded by: Richard Denning 9/12/06 !COMMON SETUP INFORMATION periods is 252. !Total look back period Define strength 12. !Number of bars on each side of pivot OTD is Offsettodate(Month(),Day(),Year()). LowR is LoVal([low],(2*strength)+1). LowM is Val([low],strength). LS if LowR = LowM. HighR is HiVal([high],(2*strength)+1). HighM is Val([high],strength). HS if HighR = HighM. !FIND FIRST PIVOT LOW LT1 is scanany(LS,periods) then OTD . LO1 is ^LT1 + Strength. LO1dte is SetDate(LO1). LowLO1 is val([low],^LO1). !FIND SECOND PIVOT LOW THAT IS BEFORE THE FIRST PIVOT LOW LT2 is scanany(LS,periods,LO1) then OTD. LO2 is ^LT2 + Strength. LO2dte is SetDate(LO2). LowLO2 is val([low],^LO2). !FIND FIRST PIVOT HIGH HT1 is scanany(HS,periods,0) then OTD . HO1 is ^HT1 + Strength. HO1dte is SetDate(HO1). HighHO1 is val([high],HO1). !FIND SECOND PIVOT HIGH THAT IS BEFORE THE FIRST PIVOT HIGH HT2 is scanany(HS,periods,HO1) then OTD. HO2 is ^HT2 + Strength. HO2dte is SetDate(HO2). HighHO2 is val([high],HO2). bars5 is min(LO1,HO1). CPV5 is sum(MP * V,bars5). CV5 is sum(V,bars5). ! RD VWAP INDICATOR TO PLOT: VWAP5 is iff(CV5 <> 0, CPV5 / CV5,[close]). !---------------------------------------------------------------------------------------------------- ! VWAP ADAPTIVE CROSSOVER SYSTEM: HD if hasdatafor(300)>=252. !Long Entry rule: LEvwap if HD and countof([close] > VWAP5,2)=2. !Long Exit rule: LXvwap if countof([close] < VWAP5,2)=2. !Short Entry rule: SEvwap if HD and countof([close] < VWAP5,2)=2. !Short Exit rule: SXvwap if countof([close] > VWAP5,2)=2. ! SIMPLE MOVING AVERAGE CROSSOVER SYSTEM: !Long Entry rule: LEsma if HD and countof([close] > simpleavg([close],25),2)=2. !Long Exit rule: LXsma if HD and countof([close] < simpleavg([close],25),2)=2. !Short Entry rule: SEsma if HD and countof([close] < simpleavg([close],25),2)=2. !Short Exit rule: SXsma if HD and countof([close] > simpleavg([close],25),2)=2. !----------------------------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. !! 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,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). List if [close] > 0.  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