TheRumpledOne
6,411 posts
msg #103771
- Ignore TheRumpledOne |
12/14/2011 8:01:26 AM
/* TRO ZSCORE FREQUENCY DISTRIBUTION */
/* below from Kevin_in_GA */
/*FIRST DETERMINE HISTORICAL RATIO OF S&P STOCK TO THE SPY OVER THE LAST 16 DAYS*/
SET{PRICERATIO, CLOSE / IND(^SPX,CLOSE)}
SET{RATIOMA16, CMA(PRICERATIO,16)}
SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)}
SET{DIFF16, PRICERATIO - RATIOMA16}
SET{ZSCORE16, DIFF16 / RATIOSTD16}
/* above from Kevin_in_GA */
set{Long_Profit, ZSCORE16 }
set{C1A, count(Long_Profit > -99 , 100)}
set{C2A, count(Long_Profit > -4, 100)}
set{C0010, C1A - C2A}
set{D1A, count(Long_Profit > -4 , 100)}
set{D2A, count(Long_Profit > -3, 100)}
set{D1020, D1A - D2A}
set{E1A, count(Long_Profit > -3 , 100)}
set{E2A, count(Long_Profit > -2, 100)}
set{E2030, E1A - E2A}
set{F1A, count(Long_Profit > -2 , 100)}
set{F2A, count(Long_Profit > -1, 100)}
set{F3040, F1A - F2A}
set{G1A, count(Long_Profit > -1 , 100)}
set{G2A, count(Long_Profit > 0, 100)}
set{G4050, G1A - G2A}
set{H1A, count(Long_Profit > 0 , 100)}
set{H2A, count(Long_Profit > 1, 100)}
set{H50100, H1A - H2A}
set{I100, count(Long_Profit > 2 , 100)}
set{volcnt, count(volume below 1000000,100)}
/* PRICE POSITION Display */
/* enter your Upper Limit criteria */
set{UpperLim , High 16 day High}
/* enter your Lower Limit criteria */
set{LowerLim , Low 16 day Low}
set{ Dynamic_Range , UpperLim - LowerLim }
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / Dynamic_Range}
set{BallOn, PPDiv * 100}
/* DISPLAY COLUMNS */
add column ZSCORE16
and add column separator
add column BallOn {BallOn16}
add column UpperLim
add column LowerLim
and add column separator
and add column C0010 {_-4}
and add column D1020 {-4_-3}
and add column E2030 {-3_-2}
and add column F3040 {-2_-1}
and add column G4050 {-1_0}
and add column H50100 {0_1}
and add column I100 {2_}
and add column separator
/* SELECTION CRITERIA */
S&P500
volcnt below 1
stock is optionable
/* SORT CRITERIA */
SORT COLUMN 5 ASCENDING
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