CHARTS: $SPX, TNA, and AAPL

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Lisa
Can you guess the system error ?
The sell is a high below the 11 EMA
But just after each buy , the high is ALSO below the 11 ema.


The eye vs computer program

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Lisa
I just looked at the chart and made up the system.
I think it would fail in a true back test.

[LisaAu]

Regarding the sell: Why not sell 5 or 6 bars earlier? Change the rule?

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TNA_60_TREND_11 EMA

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Lisa
The top chart has your BUYS and SELLS
The bottom chart has your sells,
but my formulas for buys.

Was hoping to start back test, but can not
duplicate your buys.
Things take time when the computer checks every thing
for every point.

[TREND1]

LISA
Here is the BUY_BOX for TNA_CHART
Can not make it work....yet
/*..............................................................BUY_BOX .........................................................*/


CODET = 0; CODE1 =0; CODE2 =0; CODE3 =0; CODE4 =0; code5 =0;
if(EMA20.getValue(0) > EMA20.getValue(-1) && B == "END") {CODE1 = 1;}
if(STOD5.getValue(0) < STOK5.getValue(0) && STOK5.getValue(0)< 55 && B == "END") {CODE2 = 1;}
if(RSI2.getValue(0) > RSI2.getValue(-1) && RSI2.getValue(0) < 57 && B == "END") {CODE3 = 1;}
if(open() < close() && B == "END") {CODE4 = 1;}
CODET = CODE1 + CODE2 + CODE3 + CODE4 + CODE5;

if(CODET > 2 && B == "END"){
BUY = 0; SELL = 0;
B = "BEGIN"
N_TRADES =N_TRADES +1;
START_P = close(0);
TC=N_TRADES;
START_D = getMonth()+"/"+getDay()+" "+getHour()+":"+getMinute();

drawShapeRelative(0, close(),Shape.CIRCLE, null,Color.lime,Image.ONTOP,"Buy1"+BarCntr);
drawShapeRelative(0, low()-(space*0.5),Shape.UPARROW, null,Color.lime,Image.ONTOP,"Buy"+BarCntr);
drawTextRelative(0, low()-(space*2.00),"B"+TC+" - "+START_D,Color.black,Color.lime,Text.FRAME|Text.ONTOP|Text.BOLD|Text.CENTER|Text.BOTTOM, null,12,"text day"+BarCntr );
drawTextRelative(0, low()-(space*2.00), rnd2(START_P)+" "+CODET,Color.black,Color.lime,Text.FRAME|Text.TOP|Text.ONTOP|Text.BOLD|Text.CENTER|Text.TOP, null,12,"stop"+BarCntr );

}

[TREND1]

TNA_60_LISA

.
TNA_60_LIZA_FORMULSA

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example of some cammands
(a)BUY
if(getMonth() == 12 && getDay() == 1 && getYear() == 2010 && B == "END"){BUY = 1}

(b)BUY
if(high(0) > vMA1.getValue(MAStudy.MA,0) && B == "END") {BUY = 1}

(c) BUY
if(rsi(2) > 9 && rsi(2,-1) < 9 && B == "END") {

(d)SELL FOR 3% profit
if(high(0) > PERCENT2*STARTP && B == "BEGIN") {

[TREND1]

*****Lisa
Let me explain my program.
(1) This statement sends a bar down the program after the time is reached
setComputeOnClose();
(2) There are a BUY_BOX and a SELL_BOX
(3) After a BUY_BOX is activated, it is sealed closed
and only a SELL_BOX can be entered,
(4) Both boxes are constructed the same
(5)BUY_BOX has two groups of commands

(a)Those that must be done.
eg: price > 5 ema or 5 EMA > 20 EMA, etc

(b)Those commands that must add to a completed number
This is how you do your buys
eg: RSI2(0) > 9
RSI(-1) < 9
Slow Sto > . 50
etc,etc
Each command, if true, would get a "1"
At the end of(b), they would be added up and if it meets your
requirement a BUY would be activated and the BUY_BOX would be sealed.

The next bar would only be allowed to enter the SELL_BOX

Hope this helps.
PS: Since the programming is at 60 minutes, commands at a higher time can be added like day,week,month.
Commands below 60 minutes CAN NOT below used, since the bar is a
60 minute bar.

BARS contain the following data OPEN, HIGH, LOW, CLOSE and VOL

I think it is better if you emailed me about your commands
Why?
Because any buys/sells would be done at market.

[LisaAu]

An hourly chart with MAs for local trend direction, and RSI and Sto for local overbought or oversold:

http://stockcharts.com/h-sc/ui?s=$SPX&p=60&yr=0&mn=0&dy=10&id=p43583141600

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01_SPX_W_LISA

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LISA's SPX_W
.

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My $SPX Weekly Trend Model has five trades for the past two years:

Up 9 March 2009
Down 19 January 2010 (Changs to 1/18/2010_
U 1 March 2010
D 26 April 2010
U 30 August 2010; This is the current signal going forward.

The dates are the starts of weeks, i.e., Sundays. For calculation of actual entry points consider mid points of the candlesticks.

Here, again, I'll typically use a second chart to help actually set the trade point. That chart may be a daily, hourly, or faster chart depending on other factors.

Lisa

[TREND1]

This board will have charts of Lisa