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    Headsup01 Osc - Afl

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    Anonymous Mw6J6Sh

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    © All Rights Reserved
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    Headsup01 Osc - Afl

    Uploaded by

    Anonymous Mw6J6Sh
    10 views2 pages

    Original Title

    Headsup01_Osc.afl.txt

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    © © All Rights Reserved

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    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    10 views2 pages

    Headsup01 Osc - Afl

    Uploaded by

    Anonymous Mw6J6Sh

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
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    /* This is an AB script based on portions of the headsup.

    ini Script
    created by Chas Richards. This script modified for AB by Ken Close 3/9/02*/
    /*1A: Calculate RSI/Stochastics (using 13/21 Stochastics AND RSI-14)*/
    /* Modified 5/11/02 to include Buys/Sells on crossing Score extreme levels */

    /* RISK MANAGEMENT*/

    RiskPer = 0.01; //Optimize("Risk %", 0.01, 0.01, 0.04, 0.01 );


    //ApplyStop( 0, 1, Optimize( "max. loss stop level", 18, 2, 30, 1 ),1);
    StopLoss = .18 ; //Optimize("StopLoss", 0.20, 0.02, 0.30, 0.01 );

    Capital = 100000;
    Risk = RiskPer * Capital;
    PositionSize = (Risk / (StopLoss * Open)) * BuyPrice ;
    Shares = PositionSize / Open;

    Filter=1;
    Filter = Ref(C,-1) != C;
    NumColumns = 14;
    Column0 = C;
    Column0Name = "Close";
    Low1=LLV(C,21);
    High1=HHV(C,21);
    FastStoc=(EMA(100*(Close - Low1)/(High1 - Low1),13)/2) + (RSI(14)/2);
    Column1 = FastStoc;
    Column1Name = "FastStoc";

    /*2a: Calculate RSI/Stochastics momentum over last six market days*/;


    mocon = FastStoc - Ref(FastStoc, -6);
    Column2 = mocon;
    Column2Name = "Mocon";

    /*Compare Stock to its 30-day exponential moving average*/;


    fam30ma=EMA(Close,30);
    fam30pct = 100 * (Close - fam30ma) /fam30ma;
    Column3 = fam30pct;
    Column3Name = "30dAvg";

    /*4a: Create price oscillators for the family*/;


    PriceOsc = ((EMA(Close,19) - EMA(Close,39)) / EMA(Close,39)) * 10000;
    Column4 = PriceOsc;
    Column4Name = "PriceOsc";

    /*5a: Calculate trend of Stock's price oscillator*/;


    OscGain = PriceOsc - Ref(PriceOsc, -6);
    Column5 = OscGain;
    Column5Name = "OscGain";

    /*6a: Calculate return over last 21 days*/;


    Roc1 = ((ROC(Close, 1)));
    Roc21 = ((ROC(Close, 21)));
    Column6 = ROC1;
    Column6Name = "Roc1";
    Column7 = ROC21;
    Column7Name = "Roc21";

    drawdown = - (1 - ((Close) / HHV(Close,10))) * 100;


    Column8 = drawdown;
    Column8Name = "10d DD";

    BuyCond = IIf(Close >= HHV(Close, 22),1,0);// AND MA(C,65)>Ref(MA(C,65),-1);//


    SellCond = IIf(LLV(Close, 11) >= Close,1,0);
    Column9 = BuyCond;
    Column9Name = "BuyCond";
    Column10 = SellCond;
    Column10Name = "SellCond";

    /*Calculate Headsup `Score*/;


    Score = IIf((FastStoc - 50)>0,1,0) //Signal for RSI/Stochastics 50//
    + IIf((FastStoc - 65)>0,1,0) //Signal for RSI/Stochastics 65//
    + IIf(mocon>0,1,0) //RSI/Stochastics momentum for last 6 days//
    + IIf(OscGain>0,1,0) //Signal for trend of stock's price oscillator//
    + IIf(fam30pct>0,1,0) //Signal for stock vs. its 30-Day average//
    + IIf(BuyCond>0,1,0); //stocks that are on A Turtle Buy Signal//
    Column11 = Score;
    Column11Name = "Score";

    //Buy = Score > 5;


    //Sell = Score < 5;
    Buy=Cross(Score,1);
    Sell=Cross(5,Score);

    Buy = ExRem(Buy,Sell);
    Sell = ExRem(Sell,Buy);

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