back start next


[start] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [ 45 ] [46] [47] [48] [49] [50] [51] [52] [53] [54]


45

If DataCompression = 0 and Barlnterval <= 5 Ttien

CommentaryCThls indicator must be applied to a bar interval"

" larger than 5 ticks.") Else

If DataCompression = 5 Then

ComnentaryCThis indicator cannot be appUed to" *

" Point and Figure charts. ") Else If Close HirimumPrice Then Begin

PatternString =

LongString = "";

ShortString =

PriceDelta = Volatility(Length} / 4; ADR = Average(Range, Length);

ReturnValue = AcmeCobra(CPercent, CRangeFactor); If ReturnValue > 0 Then Begin

PatternString = "C";

If ReturnValue = i Then

LongString = LongString + PatternString

Else

ShortString = ShortString + PatternString;

End;

ReturrtValue - AcmeHook(HLengt*i, Weicent); If ReturnValue > Then Begin

PatternString = "H";

If ReturnValue = l Then

LongString = LongString + PatternString

Else

ShortString = ShortString + PatternString;

End;

If AcmeInsideDay2 Then Begin PatternString = "I";

LongString = LongString + PatternString; ShortString = ShortString + PatternString; End;

ReturnValue = AcmeTail(LPercent, LRangeLength); If ReturnValue > 0 Then Begin

PatternString = "L";

If ReturnValue = l Then

LongString = LongString + PatternString

Else

ShortString = ShortString + PatternString;

End;

ReturnValue - AcrneHaranii;

If ReturnValue > 0 Then Begin

PatternString = "H";

If RMurnVnlitr 1 Th.n

liiiiKSIriii)-. 1. 1 . 11 t I.ill.rir......i;

I l%<-

End:

ShortString = ShortString t PatternString;

ReturnValue = AcmePullback(PADX, PLength); If ReturnValue > 0 Then Begin

PatternString = "P";

If ReturnValue = l Then

LongString = LongString + PatternString

Else

ShortString = ShortString + PatternString;

End;

ReturnValue = AcmeTest;

If ReturnValue > 0 Then Begin

PatternString = "T";

If ReturnValue = % Then

LongString = LongString + PatternString

Else

ShortString = ShortString + PatternString;

End;

VHighZone = AcmeVHigh(VFactor, Length); If High >= VHighZone and VHighZone > Then ShortString = ShortString * "V";

VtowZone - AcmeVLow(VFactoi, Length); If Low <= VLowZone and VLowZone > 0 Then LongString = LongString + "V";

(Qualifiers}

ACondition = AcnieOnAverage(ALength); If ACondition Then Begin PatternString = "A";

LongString = LongString + PatternString; ShortString = ShortString + PatternString; End;

Conditioni = AciiieNarrowRange(NLengthl, l) and AciiieNarrowFange(NLengthl, 0)[l];

Condition! = Low > Ldw[i] and High < High[l] and low[i) > Low(2] and High[i] < High[2];

Conditions AcineNarrowRange(NLength2, 0); Condition4 = AcmeInsideDayNR(NLength3. O); Conditions = Range <= CRangeFactor * ADR; If (Condilionl or Condition2 or Condition or Condition4 or Conditions) Then Begin

P.l1hTriMring - "N";

M 4lili-n(liiii>.Mri(it;) > 0 llu-n

hmij;mmi.> l..t.,..M,iĄ,: . 1-..11.-, . 1 :.

N .111.- .1(..1 1 ;) ( Hull



ShortString = ShortString + PatternString;

End;

If LongString <> "" Then Begin

valuel = Text New(Date, Time, High + PriceDelta, LongString); HighText = Text SetStyle(Valtel, 2, 2); If CetBackCroundColor = l Then

Text SetColor(Valbei, Toaljellow) Else

TeKt SetColor(Valuel, TooIBlack); If AlertEnabled or StrLen(LongString) >= 2 Then WertCLong " + LongString);

End;

If ShortString "" Then Begin

Valuel = Text New(Date, Time, Low - PriceDelta, ShortString); If CetBackCroundColor = i Then

Text SetColor(Valuel, Tool Yellow) Else

Text SetColor(Valuei, Toal Black); LowText = Text SetStyle(Valuel, 2, 0); If AlertEnabled or StxLEn(ShortString) >= 2 Then

AlertCShort " + ShortString);

End; End;

Acme Market Strategy

Table 11.13. Acme Market Strategy

SigiialNcnue

Long Entry

LongKxii

Short Eliry

Acme Market System

Acme Tfade Maimer

Acme Maiket System

Acme Market System: Look for combinations of multiple market patterns

1. VIX (V)

2. Put/Call Ratio (P) 3- New Highs (H)

4. New Lows (L)

5. Arms Index, or TRIM (T)

6. Bull/Bear Consensus (B)

7. Short Sales Ratio (S)

Datai: Market Index Data2: VIX

Data3: Put/Call Ratio Data4: New Highs DataS: New Lows Dats6: TRIN

Data/: Market Vane Bullish Consensus

DataS: Public / Specialist Short Sales Ratio

Inputs:

{Market Parameters} HinimumPatterns(2), Length(20), {Position Parameters} Equity(100000), RiskHodel(3), RiskPercent(2.0), RiskATR(1.0), EntryFactor(0.2), DrawTargets{Triie);

Variables: N(0). ATR{0.0), PatternStringC"), LongStringC"), ShortStringC"), ReturnValue(O), PriceDelta(o), HighLow(o), Smooth(4). BuySlup(0.0),



BuyStop = High + (EntryFactor * ATR); Shortstop = Low - (EntryFactor * ATR);

If DataCompression < 2 Then

CommentaryCThis indicator must be apfuied to a daily bar +

"interval or longer.") Else Begin

PatternString = "";

LongString = "";

ShortString = "";

ATR = Volatility(Length);

PriceDelta = ATR / 4;

If Close of Data2 > Then Begin PatternString = "V";

HighLow = AcmeHighLowIndex(Close of Data2, Length); If HighLow = 1 Then

LongString = LongString + PatternString Else If HighLow = 2 Then

ShortString = ShortString + PatternString;

End;

If Close of Data3 > Then Begin PatternString = "P";

HighLow = AcmeHighLowIndex(Close of Data3, Length); If HighLow = 1 Then

LongString = LongString + PatternString Else If HighLow = 2 Then

ShortString = ShortString + PatternString;

End;

If Close of Data4 > 0 Then Begin PatternString = "H";

HighLow = AcmeHighLowIndex(Close of Data4, Length); If HighLow = 3 Then

LongString = LongString + PatternString Else If HighLow = 1 Then

ShortString = ShortString + PatternString;

End;

If Close of DataS > 0 Then Begin PatternString = "L";

HighLow = AcnieHighLowIndex(Close of DataS, Length); If HighLow = 1 Then

LongString = LongString + PatternString Else If HighLow = 2 Then

ShortString = ShortString + PatternString;

End;

If Close of Data6 > Then Begin PallrrnSlring "T";

IlicMiw nll.lll; lwlnll.x( v.l.l..( 11.-. ol D.il.id. Vni.iilh).

If HighLow = 1 Then

LongString = LongString + PatternString Else If HighLow = 2 Then

ShortString = ShortString + PatternString;

End;

If Close of Data? > 0 Then Begin PatternString = "B";

HighLow = AcmeHighLowIndex(Close of Data?, Length); If HighLow = 2 Then

LongString = LongString * PatternString Else If HighLow = 1 Then

ShortString = ShortString + PatternString;

End;

If Close of DataS > 0 Then Begin PatternString = "S";

HighLow = AcmeHighLowIndex(Close of DataB. Length); If HighLow = 1 Then

LongString = LongString + PatternString Else If HighLow = 2 Then

ShortString = ShortString + PatternString;

End;

{Calculate shares based on risk model}

N = AcmeGetShares(Equity, RiskModel, RiskPercent, RiskATR); {Multiple Pattern Buy Signal}

If StrLen(LongString) >= MinimumPatterns Then Begin

(Draw Entry Targets on the Chart}

If DrawTargets Then

Conditioni = AcmeEntryTargets("H", BuyStop, 0, 0, 0);

Buy("Acme LE Harket") N Shares Next Bar on BuyStop Stop; End;

{Hultiple Pattern Sell Signal}

If StrLen(Short5tring) >= MinimumPatterns Then Begin {Draw Entry Targets on the Chart) If DrawTargets Then

Conditioni = AcmeEntryTargets("M", 0, 0, Shortstop, 0); Sell("Acme SE Harket") N Shares Next Bar on Shortstop Stop; End;

End;



[start] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [ 45 ] [46] [47] [48] [49] [50] [51] [52] [53] [54]