VOB Analiz,VOB Al-Sat Tahminleri

Explorer Formülleri Connors & Raschke’s Historical Volatility System

Connors & Raschke’s Historical Volatility System

Column A : Vol ratio
std(log(C/ref(C,-1)),5)/std(log(C/ref(C,-1)),99)
Column B : NR4 day
if(H-L,<,ref(LLV(H-L,3),-1),1,0)
Column C : Inside
if(H,<,ref(H,-1),if(L,>,ref(L,-1),1,0),0)
Column D : High
HIGH
Column E : Low
LOW
Filter
when(colA,<,0.5)AND(when(colB,=,1)OR when(colC,=,1))
Aroon and DMA buy

Column A : EWOsc
Mov(CLOSE,5,E)-Mov(CLOSE,35,E)
Column B : MoAVG
Mov(C,7,S)- ROC( Mov(C, 7, S ) ,5,$))
Filter
When(colA>0) AND When( CLOSE>colB ) AND (When(ROC(AroonUp(14), 1,$)>0) OR When(AroonUp(14) = 100)) AND (When(ROC(AroonDown(14), 1,$) <= 0) OR When(AroonDown(14)=0))
Pring’s Daily KST Buy

Column A : Close
CLOSE
Column B :KST
(Mov(ROC(C,10,%),10,S)*1)+(Mov(ROC(C,15,%),10,S)*2)+
(Mov(ROC(C,20,%),10,S)*3)+(Mov(ROC(C,30,%),15,S)*4)
Column C : KST MA
Mov((Mov(ROC(C,10,%),10,S)*1)+(Mov(ROC(C,15,%),10,S)*2)+
(Mov(ROC(C,20,%),10,S)*3)+(Mov(ROC(C,30,%),15,S)*4),10,S)
Column D : KST-1
Ref( (Mov(ROC(C,10,%),10,S)*1)+(Mov(ROC(C,15,%),10,S)*2)+
(Mov(ROC(C,20,%),10,S)*3)+(Mov(ROC(C,30,%),15,S)*4),-1)
Column E : MA KST-1
Ref(Mov((Mov(ROC(C,10,%),10,S)*1)+(Mov(ROC(C,15,%),10,S)*2)+
(Mov(ROC(C,20,%),10,S)*3)+(Mov(ROC(C,30,%),15,S)*4),10,S),-1)
Filter
When(colB,>,colC)AND When(colB,<,0)AND When(colD,<,colE)
John Hunt’s Exploration

Filter
When(C-Mov(C,25,S),>,0) AND When(Ref(C-Mov(C,25,S),-1),<=,0) AND
When(HHV(Mov(Ref(C-Mov(C,25,S),-1),3,S),19),<=,0) AND When(C,<,0.8*HHV(C,260))

Mike Anoldi SAR Exploration

Column A : BUY
Cross(L,(SAR(.02,.2)))
Column B : SELL
Cross(SAR(.02,.2),H)
Filter
cola=1 or colb=1
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