Enter Long:
nh:=Security("c:\test\x.nasd-h",C);
nl:=Security("c:\test\x.nasd-l",C);
ratio:=nh/(nh+nl);
diff:=Mov(ratio,opt1,E)-Mov(ratio,opt2,E);
signal:=Mov(diff,opt3,E);
ratio>opt4 AND signal>diff
Close Long:
nh:=Security("c:\test\x.nasd-h",C);
nl:=Security("c:\test\x.nasd-l",C);
ratio:=nh/(nh+nl);
diff:=Mov(ratio,opt1,E)-Mov(ratio,opt2,E);
signal:=Mov(diff,opt3,E);
ratioopt7 AND signal.4 AND Alert(CCI(opt1)diff AND Alert(CCI(opt1)opt8
Enter short: Go short if overbought. This was a more extensive
test in the beginning using negative ratio momentum along with
being overbought, but the equity performance saw no difference.
nh:=Security("c:\test\x.nasd-h",C);
nl:=Security("c:\test\x.nasd-l",C);
nhnlratio:=nh/(nh+nl);
diff:=Mov(nhnlratio,7,E)-Mov(nhnlratio,16,E);
signal:=Mov(diff,2,E);
Alert(CCI(opt2)>opt7,opt6)
Close short: Exit a short position if the ratio indicates the
market is becoming bullish and prices are looking oversold.
nh:=Security("c:\test\x.nasd-h",C);
nl:=Security("c:\test\x.nasd-l",C);
nhnlratio:=nh/(nh+nl);
diff:=Mov(nhnlratio,7,E)-Mov(nhnlratio,16,E);
signal:=Mov(diff,2,E);
nhnlratio>.6 AND signal>diff AND CCI(opt2)
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