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Tom
Demark's Range Expansione Index
TDREI
TD1:= H-Ref(H,-2);
TD2:=
L-Ref(L,-2);
TD3:= If((H>=Ref(L,-5) OR H>=Ref(L,-6)) AND
(L<=Ref(H,-5) OR L<=Ref(H,-6)),1,0);
TD4:=
If((Ref(H,-2)>=Ref(C,-7) OR Ref(H,-2)>=Ref(C,-8)) AND
(Ref(L,-2)<=Ref(C,-7) OR Ref(L,-2)<=Ref(C,-8)),1,0);
TD6:= (TD1)
+ (TD2);
TD5:= If((TD3) + (TD4)>=1, (TD6), 0);
TD7:= Abs(TD1)
+ Abs(TD2);
TDREI:=((TD5) + Ref(TD5,-1) + Ref(TD5,-2) +
Ref(TD5,-3) + Ref(TD5,-4))/ (TD7) + Ref(TD7,-1) + Ref(TD7,-2) +
Ref(TD7,-3) + Ref(TD7,-4)*100;
TDREI;
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Trading channel index
AP+: Average price
( H + L
+ C ) / 3
ESA+: Smoothed price average
Mov( Fml( "AP+" ) ,10 ,E ) + ( Mov( Ref( Fml( "AP+" ) ,-1 ) ,10
,E ) )
D+: Price range estimate
Mov( ( Fml( "AP+" ) - Fml( "ESA+" ) ) ,10 ,E ) + ( Mov( Ref(
Fml( "AP+" ) - Fml( "ESA+" ) ,-1 ) ,10 ,E ) )
CI+: Channel index
( (
Fml( "AP+" ) - Fml( "ESA+" ) ) / ( 0.015 * Fml( "D+" ) ) )
TRADING CHANEL INDEX:
Mov(
Fml( "CI+" ) ,21 ,E ) + ( Mov( Ref( Fml( "CI+" ) ,-1 ) ,21 ,E )
)
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Trailing Stop
strata:=10;
If(
C=PREV,
PREV,
If(
((Ref(C,-1)<PREV)AND (C<PREV)),
Min(PREV,C*(1+strata/100)),
If(
(Ref(C,-1)>PREV) AND (C>PREV),
Max(PREV,C*(1-strata/100)),
If(
C>PREV,
C*(1-strata/100),
C*(1+strata/100)))))
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Trailing Stop
Loss Indicator
If(cum(1)=1,
{then} Close,
{else} If((C*1.1) <= PREV,
{then}(C*1.1),
{else} PREV));
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Trailing Stop
Indicator III by Adam Hefner
If(cum(1)=1,
{then} Close,
{else} If((C*1.1) <= PREV,
{then}(C*1.1),
{else} PREV));
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Trailing Stops
- Volatility-Based
Volatility Stop (Long)
Pds1:= Input("ATR Lookback?",2,100,10);
Mult:= Input("ATR Multiplier?",1,20,3);
Pds2:= Input("HHV
Lookback?",2,100,20);
PrelimStop:= HHV(H,Pds1) - ATR(Pds1)*Mult;
ActualStop:= HHV(PrelimStop,Pds2);
ActualStop
Volatility Stop (Short)
Pds1:= Input("ATR Lookback?",2,100,10);
Mult:= Input("ATR Multiplier?",1,20,3);
Pds2:= Input("LLV
Lookback?",2,100,20);
PrelimStop:= LLV(L,Pds1) + ATR(Pds1)*Mult;
ActualStop:= LLV(PrelimStop,Pds2);
ActualStop
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trend continuation
+TCF
pc:=If(ROC(C,1,$)>0,ROC(C,1,$),0);
nc:=If(ROC(C,1,$)<0,Neg(ROC(C,1,$)),0);
ncf:=If(nc=0,0,PREV+nc);
Sum(pc,35)-Sum(ncf,35)
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-TCF
pc:=If(ROC(C,1,$)>0,ROC(C,1,$),0);
nc:=If(ROC(C,1,$)<0,Neg(ROC(C,1,$)),0);
pcf:=If(pc=0,0,PREV+pc);
Sum(nc,35)-Sum(pcf,35)
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Position
pc:=If(ROC(C,1,$)>0,ROC(C,1,$),0);
nc:=If(ROC(C,1,$)<0,Neg(ROC(C,1,$)),0);
pcf:=If(pc=0,0,PREV+pc);
ncf:=If(nc=0,0,PREV+nc);
ptcf:=Sum(pc,35)-Sum(ncf,35);
ntcf:=Sum(nc,35)-Sum(pcf,35);
If(ptcf>0,1, If(ntcf>0,-1, PREV));
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Trend Detection Index
x:=Input("number of periods", 5,50,20);
am:=
Abs(C-Ref(C,-(x-1)));
td:= Sum(C-Ref(C,-(x-1)),x);
tdi:=
(Abs(td)+Sum(am,x))-Sum(am,(2*x));
status:= If(tdi>0,
If(td>0,1,-1), PREV);
tdi;
td;
status*LastValue(Highest(Max(Abs(tdi),Abs(td))))
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Trend Intensity Index
x:=Input("number of periods", 5,100,30);
ma:=Mov(C,2*x,S);
sdp:=Sum(If(C-ma>0, C-ma,0),x);
sdm:=Sum(If(ma-C>0, ma-C,0),x);
(sdp/(sdp + sdm)) * 100
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Trend Intensity
Index - Trade Position
x:=Input("number of periods", 5,100,30);
ma:=Mov(C,2*x,S);
sdp:=Sum(If(C-ma>0, C-ma,0),x);
sdm:=Sum(If(ma-C>0, ma-C,0),x);
tii:= (sdp/(sdp + sdm)) * 100;
If(tii>=80, 1, If(tii<=20,-1, 0))
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