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 Thank you, I await the re-run... 
  
Anthony 
  ----- Original Message -----  
  
  
  Sent: Saturday, March 12, 2005 8:37 
  PM 
  Subject: Re: [amibroker] Re: OT: convert 
  Wealth lab fromula to Amibroker 
  
  Anthony, scratch that second run as it is not exiting 
  properly. I need to rework the stop loss.
  -------Original 
  Message------- > From: "duke.jones" <Duke.Jones@xxxxxxxxxxxxxxxxxxxxxx> > 
  Subject: Re: [amibroker] Re: OT: convert Wealth lab fromula to 
  Amibroker > Sent: 12 Mar 2005 12:25:42 > >  
  Anthony, >   >  Here is the rerun using the installstops 
  of 10%.  The formula needs to have the positions rewritten to remove the 
  shorts but there is no need as WL already gives you the long only and short 
  only position metrics.  I have included some graphs of the plots with 
  various chart type formations, big winners, trading range etc so you can see 
  how it worked. I also ran this on a list of High RS stocks and High EPS ranked 
  stocks and it does very well catching big moves. The risk  is these 
  induce higher drawdowns when market corrects but the outperformance makes it 
  something to explore in my book.  I think this might be a good exercise 
  for me to try and convert but it will have to go on the back burner as I am 
  already way behind in my other conversions. >   >  Duke 
  Jones, CMT >  -------Original Message------- >  > 
  From: "Anthony Faragasso" >  > Subject: Re: [amibroker] Re: OT: 
  convert Wealth lab fromula to Amibroker >  > Sent: 12 Mar 2005 
  19:51:43 >  > >  >  Duke, >  
  > >  >  Thank you for running the formula....would you 
  be so kind as to run the formula for Long only....or does the formula have to 
  be edited ? .... >  > >  >  Also, you mention 
  stops....is the maximum stop loss on initial purchase set to 10 % ?....if not 
  could you set it  to 10 %... >  > >  >  
  Is there any provision in the formula to plot something on a chart ? ...if 
  there is could you attach a chart ?.... >  > >  
  >  Thank you >  >  Anthony >  
  > >  >  Ps. I appreciate your time....thank you very 
  much. >  > >  >  ----- Original Message 
  ----- >  >  FROM:   duke.jones >  
  >  TO: amibroker@xxxxxxxxxxxxxxx >  >  SENT: 
  Saturday, March 12, 2005 7:20   PM >  >  SUBJECT: 
  Re: [amibroker] Re: OT: convert   Wealth lab fromula to 
  Amibroker >  > >  >  Anthony, I don't know if 
  I am at the stage of being able to   convert it to AFL yet but here 
  is what it looks like with 5% equity initial   positions and the 
  defined stops in the code. >  > >  >  The 
  list is a random   sampling of securities between lg cap small cap 
  etc. The data runs from 01 to   Nov 04. >  
  > >  >  Regards, >  > >  
  >  Duke Jones, CMT >  >  
  -------Original   Message------- >  >  > From: 
  "Anthony Faragasso" >  >  > Subject: Re: [amibroker] Re: 
  OT: convert   Wealth lab fromula to Amibroker >  
  >  > Sent: 12 Mar 2005   18:49:40 >  
  >  > >  >  >  Hello Jim, >  
  >  > >  >  >  It is   not a 
  joke, I am not familiar with Wealth lab coding.... >  >  
  > >  >  >  This formula is supposed to represent 
  Jesse Livermore's trading   rules / style.... >  
  >  > >  >  >  I was / am interested 
  in   testing it... >  >  > >  
  >  >  Thanks >  >  >    
  Anthony >  >  > >  >  >  
  ----- Original Message   ----- >  >  >  
  FROM:   jnk1997 >  >  >  TO:   
  amibroker@xxxxxxxxxxxxxxx >  >  >  SENT: Saturday, 
  March 12, 2005   1:30   PM >  >  
  >  SUBJECT: [amibroker] Re: OT:   convert   Wealth 
  lab fromula to Amibroker >  >  > >  
  >  >  Anthony, >  >  > >  
  >  >  That looks like a lot of   work (or is 
  it   a joke?). >  >  >  Anyway's perhaps 
  someone   would be willing if you published the WL >  
  >  >  stats, like win rate   etc..... >  
  >  >  If somone does, please post it     
  here. >  >  > >  >  >  
  Regards >  >  >  Jim >  >  
  > >  >  >  --- In 
  amibroker@xxxxxxxxxxxxxxx,   "Anthony   
  Faragasso" >  >  >  wrote: >  >  
  >  > Anyone able to convert   this  wealth lab 
  formula to   Amibroker ? >  >  
  >    > >  >  >  > Thank 
  you >  >  >  > Anthony >  >  
  >    > var Bar    : integer; >  
  >  >  > var   SecondaryRally, NaturalRally, 
  SecondaryReaction,   DnTrend    : >  
  >  >  float; >  >  >  > var 
  ResumeUpTrend,   ResumeDnTrend,   UseRule10  : 
  boolean; >  >  >  > var   Thresh , 
  threshold, HalfThresh   ,NaturalReaction, >  >  
  >    NaturalRallyBL, NaturalReactionRL, UpTrendRL, 
  UpTrend,     DnTrendBL    : >  
  >  >  float; >  >  >  > 
  var   MA10_10, MA10_Now ,   State,   
  ATRvalue         
  :     integer; >  >  >  > 
  var PtsPctATR,  tradetrends     :   
  integer; >  >  >  >   { Install 
  AutoStops   } >  >  >  > 
  {InstallStopLoss(   12 ); } >  >  
  >    >   threshold := 2; >  
  >  >  >   PtsPctATR   :=   
  2;     {0=Points, 1=Precent,   
  2=ATR} >  >  >  >     
  tradetrends :=   1;   {0=trends and reactions, 
  1=trends     only} >  >  >  
  >     {State = 0   Uptrend   
  } >  >  >  >     {State = 
  1   Dntrend   } >  >  >  
  >     {State =   2   
  NatRally} >  >  >  >     
  {State =   3   SecRally} >  >  
  >  >     {State =   4   
  NatReact} >  >  >  >     
  {State =   5   SecReact} >  >  
  >  >   if (PtsPctATR =   0)   
  then >  >  >  >    
  begin >  >  >    
  >        Thresh :=   
  threshold; >  >  >  
  >      HalfThresh   :=   
  thresh/2; >  >  >  
  >      end; >  >  >  
  >  for Bar := 1 to 21   do >  >  
  >    >   begin >  >  
  >  >   if (Bar = 1)     
  then >  >  >  >    
  begin >  >  >    
  >          
  AddCommentary('Init'); >  >  >  
  >        SecondaryRally :=   
  PriceClose(bar); >  >  >    
  >      NaturalRally :=     
  PriceClose(bar); >  >  >  
  >      UpTrend   :=   
  PriceClose(bar); >  >  >    
  >      SecondaryReaction 
  :=     PriceClose(bar); >  >  
  >  >        NaturalReaction 
  :=   PriceClose(bar); >  >  
  >    >      DnTrend 
  :=     PriceClose(bar); >  >  
  >  >        ResumeUpTrend 
  :=   false; >  >  >    
  >      ResumeDnTrend :=     
  false; >  >  >  >      
  UseRule10 := false;   {if true   try/test futures 
  only} >  >  >    >    
  end; >  >  >  >  if   
  (Bar      begin {1} >  >  
  >    >      MA10_Now  := 
  SMASeries( #Close, 10   ); >  >  >  
  >      MA10_10   :=   
  SMASeries( OffSetSeries( #Close, -10 ), 10 ); >  >  
  >  > >  >  >    
  > >  >  >  >    if (Bar = 
  21)     then >  >  >  
  >    begin {2} >  >  
  >    > >  >  >  
  >     if @MA10_Now[Bar] >   
  @MA10_10[Bar]   then >  >  >    
  >        begin >  >  
  >    
  >           
  AddCommentary('InUpTrend'); >  >  >    
  >       State   := 0; >  
  >  >    >       
  UpTrend :=     PriceClose(bar); >  >  
  >  >          
  end >  >  >  
  >          else >  
  >  >  
  >          begin >  
  >  >  
  >           
  AddCommentary('InDnTrend'); >  >  >    
  >         DnTrend :=   
  PriceClose(bar);; >  >  >  
  >         State   := 
  1; >  >  >  
  >        end; >  >  
  >  >    end   {2} >  >  
  >    >    end; {1} >  
  >  >  >     end; >  
  >  >  > >  >  >  
  >   {Main   Loop} >  >  >  
  >   for Bar := 22 to BarCount   - 1   
  do >  >  >  >   begin 
  {3} >  >  >  > >  >  
  >    >   if   (PtsPctATR = 1) 
  then >  >  >    
  >      begin >  >  
  >    >      Thresh := threshold 
  *     (PriceClose(bar-1)/100); >  >  
  >  >        HalfThresh 
  :=   Thresh/2; >  >  >  
  >      end >  >  >  
  >    else if   (PtsPctATR = 2)   
  then >  >  >  >      
  begin >  >  >    
  >      Thresh := threshold * 
  ATR(Bar,     14); >  >  >  
  >      HalfThresh   :=   
  Thresh/2; >  >  >  
  >        AddCommentary('ATR thresh ' 
  +   FloatToStr(Thresh)); >  >  
  >    >        
  AddCommentary('State '   +   
  IntToStr(State)); >  >  >    
  >      AddCommentary('Price '   
  +   FloatToStr(PriceClose(bar))); >  >  
  >    >        
  AddCommentary('Nat Reaction '   +   
  FloatToStr(NaturalReaction)); >  >  >    
  >      end; >  >  
  >    >     case State   
  of >  >  >    
  >     0: >  >  >  
  >     {   If   InUpTrend 
  then} >  >  >    
  >       begin   {4} >  
  >  >    
  >        if (PriceClose(bar)   
  >   (NaturalReaction + Thresh))   then >  
  >  >    
  >               
  NaturalReactionRL := NaturalReaction; {Rule   4b} >  
  >  >    
  >              
  AddCommentary('InUpTrend'); >  >  >  
  > >  >  >    
  >          
  if     ResumeUpTrend then { Rule 10 logic.   
  } >  >  >    
  >             
  begin   {6} >  >  >    
  >                
  if (PriceClose(bar) > (UpTrendRL + HalfThresh))     
  then >  >  >    
  >                 
  begin >  >  >    
  >                   
  ResumeUpTrend := false;   {Rule   10a} >  
  >  >    
  >                   
  State := 4;   {InNatReact} >  >  
  >    
  >                   
  NaturalReaction :=   PriceClose(bar); >  >  
  >    
  >                   
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                 
  end >  >  >    
  >                 
  else if (PriceClose(bar) < (UpTrendRL - HalfThresh)) >  
  >  >    then >  >  
  >    
  >                   
  begin >  >  >    
  >                     
  ResumeUpTrend := false;   {Rule   10b} >  
  >  >    
  >                     
  State := 4;   {InNatReact} >  >  
  >    
  >                     
  NaturalReaction :=   PriceClose(bar); >  >  
  >    
  >                   
  end; >  >  >    
  >             
  end   {6} >  >  >    
  >                 
  else if (PriceClose(bar) < (UpTrend - Thresh)) then >  
  >  >    {start   
  NaturalReaction} >  >  >    
  >                  
  begin {Rules 4a,   6a} >  >  
  >    
  >                   
  State := 4;   {InNatReact} >  >  
  >    
  >                   
  UpTrendRL := UpTrend;  {pivot point, rule   8} >  
  >  >    
  >                   
  NaturalReaction :=   PriceClose(bar); >  >  
  >    
  >                   
  ResumeUpTrend :=   false; >  >  
  >    
  >                  
  end >  >  >    
  >                  
  else if (PriceClose(bar) > UpTrend) then {remain in >  
  >  >  uptrend   higher high   
  price} >  >  >    
  >                     
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >              
  end;  {4    InUpTrend} >  >  
  >    
  >          2: >  
  >  >    
  >        {Natural 
  Rally     State} >  >  
  >    
  >          
  begin     {7} >  >  >  
  > >  >  >    
  >              
  if   (PriceClose(bar) > (NaturalReaction + 
  thresh))     then >  >  
  >    
  >                   
  NaturalReactionRL := NaturalReaction; {Rule   4b} >  
  >  >    
  >                
  if (PriceClose(bar) > UpTrend) then {resume     
  UpTrend} >  >  >    
  >                    
  begin {rules 6d,   6f} >  >  
  >    
  >                     
  State := 0;   {InUpTrend} >  >  
  >    
  >                     
  AddCommentary(' Set to   InUpTrend'); >  >  
  >    
  >                     
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                     
  if UseRule10 then ResumeUpTrend :=   true; >  >  
  >    
  >                    
  end >  >  >    
  >                    
  else if (PriceClose(bar) > (NaturalRallyBL + >  >  
  >    HalfThresh))   then >  >  
  >    
  >                     
  begin {Rules   5a} >  >  >    
  >                      
  AddCommentary('Set to   InUpTrend'); >  >  
  >    
  >                      
  State := 0;   {InUpTrend} >  >  
  >    
  >                      
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                      
  if UseRule10 then ResumeUpTrend :=   true; >  >  
  >    
  >                     
  end >  >  >    
  >                    
  else if (PriceClose(bar) < DnTrend) then {Start >  >  
  >    DnTrend} >  >  
  >    
  >                     
  begin {Rule   6b} >  >  >    
  >                      
  AddCommentary('InNatRally start   dntrend'); >  
  >  >    
  >                      
  State := 1;   {InDnTrend} >  >  
  >    
  >                      
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                      
  NaturalRallyBL := PriceClose(bar); {rule   4D} >  
  >  >    
  >                     
  end >  >  >    
  >                     
  else if (PriceClose(bar) < (NaturalRally - Thresh)) >  
  >  >    then >  >  
  >    
  >                      
  begin >  >  >    
  >                        
  if (PriceClose(bar) < NaturalReaction) then >  >  
  >  {start   Natural   Reaction} >  
  >  >    
  >                         
  begin {rule 4d,   6b} >  >  
  >    
  >                           
  State := 4;   {InNatReact} >  >  
  >    
  >                           
  AddCommentary('InNatRally start nat >  >  >  
  reaction'); >  >  >    
  >                           
  NaturalReaction :=   PriceClose(bar); >  >  
  >    
  >                           
  NaturalRallyBL :=  PriceClose(bar); {rule 4D} >  >  
  >  {Pivot pt,   Rule   9b} >  
  >  >    
  >                         
  end >  >  >    
  >                        
  else {start   secondaryreaction} >  >  
  >    
  >                         
  begin  {rule   6h} >  >  
  >    
  >                           
  AddCommentary('InNatRally start sec >  >  >  
  reaction'); >  >  >    
  >                           
  State := 5;   {InSecReact} >  >  
  >    
  >                           
  SecondaryReaction :=   PriceClose(bar); >  >  
  >    
  >                         
  end; >  >  >    
  >                         
  if (PriceClose(bar) > NaturalRally)   then >  
  >  >    
  >                            
  NaturalRally :=   PriceClose(bar); >  >  
  >    
  >                       
  AddCommentary(' none of the   above'); >  >  
  >    
  >                     
  end; >  >  >    
  >                   
  end; {7   InNatRally} >  >  
  >    
  >                 
  3:   { Secondary Rally   State} >  >  
  >    
  >                    
  begin >  >  >    
  >                          
  if (PriceClose(bar) > UpTrend)    then >  
  >  >    
  >                            
  begin {rules 6d,   6f} >  >  
  >    
  >                             
  AddCommentary('InSecRally'); >  >  >    
  >                             
  State := 0;   {InUpTrend} >  >  
  >    
  >                             
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                             
  if UseRule10 then ResumeUpTrend :=   true; >  >  
  >    
  >                            
  end >  >  >    
  >                           
  else if (PriceClose(bar) > (NaturalRallyBL + >  >  
  >    halfthresh))   then >  >  
  >    
  >                            
  begin {rules   5a} >  >  >    
  >                             
  State := 0;   {InUpTrend} >  >  
  >    
  >                             
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                             
  if UseRule10 then ResumeUpTrend :=   true; >  >  
  >    
  >                            
  end >  >  >    
  >                           
  else if (PriceClose(bar) > NaturalRally)      
  then >  >  >    
  >                             
  begin {rule   6g} >  >  >    
  >                               
  State := 2;   {InNatRally} >  >  
  >    
  >                               
  NaturalRally :=   PriceClose(bar); >  >  
  >    
  >                             
  end >  >  >    
  >                            
  else if (PriceClose(bar) < DnTrend) then >  >  
  >  {start     DnTrend} >  >  
  >    
  >                             
  begin {rule   6b} >  >  >    
  >                               
  State := 1;   {InDnTrend} >  >  
  >    
  >                               
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                               
  NaturalRallyBL := PriceClose(bar); {rule >  >  >  
  4d, pivot pt,   rule   9b} >  >  
  >    
  >                             
  end >  >  >    
  >                            
  else if (PriceClose(bar) > SecondaryRally) >  >  
  >  then {record   higher   high} >  
  >  >    
  >                              
  SecondaryRally := PriceClose(bar); {rule >  >  >  
  3,     6g} >  >  >    
  >                       
  end;   {InSecRally} >  >  >    
  >                     
  { DOWN TREND   STATE} >  >  
  >    
  >                   
  1: >  >  >    
  >                     
  begin {9} >  >  >  > >  >  
  >    
  >                       
  if (PriceClose(bar) < (NaturalRally - Thresh)) >  >  
  >    then >  >  >    
  >                          
  NaturalRallyBL := NaturalRally; {rule   4d} >  >  
  >    
  >                       
  if ResumeDnTrend then {Rule 10 logic best works >  >  
  >  with     futures} >  >  
  >    
  >                         
  begin >  >  >    
  >                           
  if (PriceClose(bar) < (DnTrendBL - >  >  >  
  HalfThresh))     then >  >  
  >    
  >                            
  begin >  >  >    
  >                             
  ResumeDnTrend := false; {rule   10a} >  >  
  >    
  >                             
  DnTrend :=  PriceClose(bar);  {rule 2,   6b} >  
  >  >    
  >                            
  end >  >  >    
  >                           
  else if (PriceClose(bar) > (DnTrendBL + >  >  >  
  HalfThresh)) then   {DnTrend   Over} >  
  >  >    
  >                           
  {return to   NaturalRally} >  >  
  >    
  >                            
  begin >  >  >    
  >                             
  AddCommentary('return to   NaturalRally'); >  >  
  >    
  >                             
  ResumeDnTrend :=   false; >  >  
  >    
  >                             
  State := 2;   {InNatRally} >  >  
  >    
  >                             
  NaturalRally :=   PriceClose(bar); >  >  
  >    
  >                            
  end; >  >  >    
  >                          
  end >  >  >    
  >                          
  else if (PriceClose(bar) > (DnTrend + >  >  >  
  Thresh))    then  {Start   
  NaturalRally} >  >  >    
  >                           
  begin  { rules 4c,   6c} >  >  
  >    
  >                             
  AddCommentary('return to   NaturalRally'); >  >  
  >    
  >                             
  State := 2;   {InNatRally} >  >  
  >    
  >                             
  NaturalRally :=   PriceClose(bar); >  >  
  >    
  >                             
  DnTrendBL := DnTrend; {Pivot Pt, Rule   8} >  >  
  >    
  >                             
  ResumeDnTrend :=   false; >  >  
  >    
  >                           
  end >  >  >    
  >                            
  else if (PriceClose(bar) < DnTrend)  then >  >  
  >  {remain in   down trend,   record 
  lower   lows} >  >  >    
  >                              
  DnTrend := PriceClose(bar); {Rule 2,   6b} >  >  
  >    
  >                       
  end;  {9   InDnTrend} >  >  
  >    
  >                     
  4: >  >  >    
  >                       
  { Natural Reaction State   } >  >  
  >    
  >                        
  begin   {Nat Reaction   State} >  >  
  >    
  >                           
  if (PriceClose(bar) < (NaturalRally - >  >  >  
  Thresh))     then >  >  
  >    
  >                             
  NaturalRallyBL := NaturalRally; {Rule   4d} >  >  
  >    
  >                           
  if (PriceClose(bar) < DnTrend) then {resume >  >  
  >    DnTrend} >  >  
  >    
  >                             
  begin {Rule 6b,   6e} >  >  
  >    
  >                               
  AddCommentary('InNatReact -   InDnTrend1'); >  >  
  >    
  >                               
  State := 1;   {InDnTrend} >  >  
  >    
  >                               
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                               
  if UseRule10 then ResumeDnTrend :=   true; >  >  
  >    
  >                             
  end >  >  >    
  >                             
  else if (PriceClose(bar) < >  >  >  
  (NaturalReactionRL - halfthresh   ))   then >  
  >  >    
  >                             
  {resume   DnTrend} >  >  >    
  >                              
  begin {rules   5b} >  >  >    
  >                                
  AddCommentary('InNatReact -   InDnTrend2'); >  >  
  >    
  >                                
  State := 1;   {InDnTrend} >  >  
  >    
  >                                
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                                
  if UseRule10 then ResumeDnTrend :=   true; >  >  
  >    
  >                              
  end >  >  >    
  >                              
  else if (PriceClose(bar) > UpTrend)  then >  >  
  >    {start   UpTrend} >  >  
  >    
  >                               
  begin {rule   6d} >  >  >    
  >                                
  AddCommentary('InNatReact -   InUpTrend1'); >  >  
  >    
  >                                
  State := 0;   {InUpTrend} >  >  
  >    
  >                                
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                                
  NaturalReactionRL := PriceClose(bar); >  >  >  
  {rule 4b, pvt point,   rule   9c} >  >  
  >    
  >                               
  end >  >  >    
  >                                 
  else if (PriceClose(bar) > >  >  >  
  NaturalReaction +   Thresh)   then >  
  >  >    
  >                                  
  begin >  >  >    
  >                                   
  if (PriceClose(bar) > NaturalRally) >  >  >  
  then {start   Natural   Rally} >  >  
  >    
  >                                     
  begin {rules 4b,   6d} >  >  
  >    
  >                                      
  State := 2; {In Nat   Rally} >  >  
  >    
  >                                      
  NaturalRally :=   PriceClose(bar); >  >  
  >    
  >                                      
  NaturalReactionRL := PriceClose >  >  >  (bar); 
  {rule 4b, pvt point,   rule   9c} >  >  
  >    
  >                                     
  end >  >  >    
  >                                    
  else {start   SecondaryRally} >  >  
  >    
  >                                      
  begin {rule   6g} >  >  >    
  >                                       
  State := 3; {In Sec   Rally} >  >  
  >    
  >                                       
  SecondaryRally :=   PriceClose(bar); >  >  
  >    
  >                                      
  end; >  >  >    
  >                                   
  end >  >  >    
  >                                 
  else if (PriceClose(bar) < >  >  >  
  NaturalReaction) then {remain   in   NaturalReaction , 
  record lower   lows} >  >  >    
  >                                   
  NaturalReaction := PriceClose(bar); >  >  >  {rule 
  3, 6a,     6b} >  >  
  >    
  >                            
  end;   {InNatReact} >  >  >    
  >                        
  5: >  >  >    
  >                          
  begin >  >  >    
  >                              
  AddCommentary('InSecReact'); >  >  >    
  >                              
  if (PriceClose(bar) < DnTrend)  then >  >  
  >  {resume     DnTrend} >  >  
  >    
  >                               
  begin {rules 6b,   6e} >  >  
  >    
  >                                
  State := 1;   {InDnTrend} >  >  
  >    
  >                                
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                                
  if UseRule10 then ResumeDnTrend :=   true; >  >  
  >    
  >                               
  end >  >  >    
  >                              
  else if (PriceClose(bar) < >  >  >  
  (NaturalReactionRL -   halfthresh))   then >  
  >  >    
  >                                
  begin {rules   5b} >  >  >    
  >                                 
  State := 1;   {InDnTrend} >  >  
  >    
  >                                 
  DnTrend :=   PriceClose(bar); >  >  
  >    
  >                                 
  if UseRule10 then ResumeDnTrend :=   true; >  >  
  >    
  >                                
  end >  >  >    
  >                               
  else if (PriceClose(bar) > UpTrend) then >  >  
  >  {start     UpTrend} >  >  
  >    
  >                                 
  begin {rules   6d} >  >  >    
  >                                   
  State := 0;   {InUpTrend} >  >  
  >    
  >                                   
  UpTrend :=   PriceClose(bar); >  >  
  >    
  >                                   
  NaturalReactionRL := PriceClose(bar); >  >  >  
  {rule 4b, pivot point,   rule   9c} >  
  >  >    
  >                                 
  end >  >  >    
  >                               
  else if (PriceClose(bar) < >  >  >  
  NaturalReaction)     then >  >  
  >    
  >                                 
  begin {rules   6h} >  >  >    
  >                                    
  State := 4;   {InNatReact} >  >  
  >    
  >                                    
  NaturalReaction :=   PriceClose(bar); >  >  
  >    
  >                                 
  end >  >  >    
  >                               
  else if (PriceClose(bar) < >  >  >  
  SecondaryReaction) then {record   lower   
  lows} >  >  >    
  >                                   
  SecondaryReaction := PriceClose >  >  >  
  (bar);  {rule     6h} >  >  
  >    
  >                           
  end;   {InSecReact} >  >  >    
  >                      
  else >  >  >    
  >                        
  begin >  >  >    
  >                           
  AddCommentary('Never get here!   '); >  >  
  >    
  >                        
  end; >  >  >    
  >                
  end; >  >  >  >  { Paint it } >  
  >  >    >    case 
  State   of >  >  >    
  >     0: >  >  
  >    >        
  begin >  >  >    
  >       SetBarColor( Bar, 
  #blue     ); >  >  >  
  >      end; >  >  
  >    >       
  1: >  >  >    
  >        begin >  >  
  >    >       SetBarColor( 
  Bar, #Red     );    {Down 
  Trend} >  >  >    
  >        end; >  >  
  >    >     2: >  
  >  >    
  >        begin >  >  
  >    >       SetBarColor( 
  Bar, #Black     ); >  >  >  
  >      end; >  >  
  >    >       
  3: >  >  >    
  >        begin >  >  
  >    >       SetBarColor( 
  Bar, #Green     ); >  >  >  
  >      end; >  >  
  >    >       
  4: >  >  >    
  >        begin >  >  
  >    >       SetBarColor( 
  Bar, #yellow     ); >  >  >  
  >      end; >  >  
  >    >       
  5: >  >  >    
  >        begin >  >  
  >    >       SetBarColor( 
  Bar, #purple     ); >  >  >  
  >      end >  >  
  >    >       
  else >  >  >    
  >        
  AddCommentary('not     important to show! 
  '); >  >  >  >   end; >  
  >  >  >   if (tradetrends = 1)   
  then >  >  >  >  { Trend Rules   
  } >  >  >  >     
  begin >  >  >    >    
  if (State = 0) then      {uptrend} >  
  >  >  
  >          begin >  
  >  >  >       if   
  (not   lastpositionactive())   then >  
  >  >    
  >               
  begin >  >  >    
  >                 
  buyAtMarket( Bar+1,   'LE'); >  >  
  >    
  >               
  end; >  >  >  
  >       if     
  positionshort(lastposition)   then >  >  
  >    
  >              
  coverAtMarket( Bar+1,LastPosition, 'SXL'); >  >  
  >    >       
  end; >  >  >  > >  >  
  >    >     if (State = 1) 
  then      {downtrend} >  >  
  >  >           
  begin >  >  >  
  >        if   (not   
  lastpositionactive())   then >  >  
  >    
  >              
  begin >  >  >    
  >                
  shortAtMarket( Bar+1,   'SE'); >  >  
  >    
  >              
  end; >  >  >  
  >          if   
  positionlong(lastposition)   then >  >  
  >    
  >              
  SellAtMarket( Bar+1, Lastposition,   'LXS'); >  
  >  >    >       
  end; >  >  >  > >  >  
  >    >    end >  >  
  >  >   else >  >  
  >    > { Trend plus   Rules = trade trends, 
  rallies,   reactions} >  >  >  
  >     begin >  >  
  >    >     if ((State = 0) or (State 
  = 2) or   (State   = 3)) then >  >  
  >    >       
  begin >  >  >    
  >       if (not     
  lastpositionactive())   then >  >  
  >    
  >               
  begin >  >  >    
  >                 
  buyAtMarket( Bar+1,   'LE'); >  >  
  >    
  >               
  end; >  >  >  
  >       if     
  positionshort(lastposition)   then >  >  
  >    
  >              
  coverAtMarket( Bar+1,LastPosition, 'SXL'); >  >  
  >    >       
  end; >  >  >  > >  >  
  >    >     if ((State = 1) or (State 
  = 4)   or   (State = 5)) then >  >  
  >    >         
  begin >  >  >    
  >        if (not     
  lastpositionactive())   then >  >  
  >    
  >              
  begin >  >  >    
  >                
  shortAtMarket( Bar+1,   'SE'); >  >  
  >    
  >              
  end; >  >  >  
  >          if   
  positionlong(lastposition)   then >  >  
  >    
  >              
  SellAtMarket( Bar+1, Lastposition,   'LXS'); >  
  >  >    
  >         end; >  
  >  >    >    end; >  
  >  >  > >  >  >  
  >    end; >  >  >  
  > >  >  >  > >  >  
  >  > No virus found   in this outgoing 
  message. >  >  >  > Checked by   
  AVG   Anti-Virus. >  >  >  > Version: 
  7.0.308 / Virus Database: 266.7.2 -   Release   Date: 
  3/11/2005 >  >  > >  >  >  
  Please note   that this group is   for discussion between 
  users   only. >  >  > >  >  
  >  To get support from AmiBroker   please   send 
  an e-mail directly to >  >  >  SUPPORT 
  {at}   amibroker.com >  >  > >  
  >  >  For other   support   material 
  please check also: >  >  >  http://www.amibroker.com/support.html >  
  >  > >  >  >  
  ------------------------- >  >  > >  
  >  >  No virus   found in this incoming 
  message. >  >  >  Checked by 
  AVG     Anti-Virus. >  >  >  
  Version: 7.0.308 / Virus Database: 266.7.2 - Release   
  Date:   3/11/2005 >  >  > >  
  >  >  Please note that this   group is for 
  discussion between users only. >  >  > >  
  >  >  To   get support from AmiBroker please send an 
  e-mail directly to >  >  >    SUPPORT 
  {at} amibroker.com >  >  > >  >  
  >  For other support   material please check 
  also: >  >  >  http://www.amibroker.com/support.html >  
  >  > >  >  >  YAHOO! GROUPS 
  SPONSOR >  >  > >  >  
  >    ADVERTISEMENT >  >  
  > >  >  >    
  ------------------------- >  >  >  YAHOO! GROUPS 
  LINKS >  >  > >  >  >  To 
  visit your group on the web, go to: >  >  >  http://groups.yahoo.com/group/amibroker/ >  
  >  >    To unsubscribe from this group, send an 
  email to: >  >  >    
  amibroker-unsubscribe@xxxxxxxxxxxxxxx >  >  >  Your 
  use of Yahoo! Groups   is subject to the Yahoo! Terms of 
  Service. >  >  > >  >  
  >    ------------------------- >  >  
  >  No virus found in this outgoing   message. >  
  >  >  Checked by AVG Anti-Virus. >  >  
  >  Version:   7.0.308 / Virus Database: 266.7.2 - Release 
  Date: 3/11/2005 >  >  -------Original   
  Message------- >  > >  >  Please note that 
  this group is for   discussion between users only. >  
  > >  >  To get support from AmiBroker please   
  send an e-mail directly to >  >  SUPPORT {at} 
  amibroker.com >  > >  >  For 
  other   support material please check also: >  >  
  http://www.amibroker.com/support.html >  
  > >  >  ------------------------- >  
  > >  >  No virus found in this incoming 
  message. >  >  Checked by AVG   
  Anti-Virus. >  >  Version: 7.0.308 / Virus Database: 
  266.7.2 - Release Date:   3/11/2005 >  > >  
  >  Please note that this group is for discussion between users 
  only. >  > >  >  To get support from 
  AmiBroker please send an e-mail directly to >  >  SUPPORT 
  {at} amibroker.com >  > >  >  For other 
  support material please check also: >  >  http://www.amibroker.com/support.html >  
  > >  >  YAHOO! GROUPS SPONSOR >  
  > >  >  ADVERTISEMENT >  > >  
  >  ------------------------- >  >  YAHOO! GROUPS 
  LINKS >  > >  >  To visit your group on the 
  web, go to: >  >  http://groups.yahoo.com/group/amibroker/ >  
  >  To unsubscribe from this group, send an email to: >  
  >  amibroker-unsubscribe@xxxxxxxxxxxxxxx >  >  Your 
  use of Yahoo! Groups is subject to the Yahoo! Terms of Service. >  
  > >  >  ------------------------- >  
  >  No virus found in this outgoing message. >  >  
  Checked by AVG Anti-Virus. >  >  Version: 7.0.308 / Virus 
  Database: 266.7.2 - Release Date: 3/11/2005 >  -------Original 
  Message------- >   >  Please note that this group is for 
  discussion between users only. >   >  To get support 
  from AmiBroker please send an e-mail directly to >  SUPPORT {at} 
  amibroker.com >   >  For other support material please 
  check also: >  http://www.amibroker.com/support.html >  
   >  YAHOO! GROUPS SPONSOR >   >  
  ADVERTISEMENT >   >  
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  To unsubscribe from this group, send an email to: >  
  amibroker-unsubscribe@xxxxxxxxxxxxxxx >  Your use of Yahoo! Groups 
  is subject to the Yahoo! Terms of Service. -------Original 
  Message-------
 
  Please note that this group is for 
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  To get support from AmiBroker please 
  send an e-mail directly to  SUPPORT {at} amibroker.com
  For other 
  support material please check also: http://www.amibroker.com/support.html
 
 
 
  
  
    
  No virus found in this incoming message. Checked by AVG 
  Anti-Virus. Version: 7.0.308 / Virus Database: 266.7.2 - Release Date: 
  3/11/2005
  
  
Please note that this group is for discussion between users only. 
 
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