InSync Index (collective result of n indicators)

rvlv

Active Member
#1
Hi friends

Here is the afl by Panos

of course it does not contain ADX. But can be included .
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// Translated by Panos Boufardeas 03-SEP-2010
// http://www.equis.com/customer/resources/formulas/formula.aspx?Id=27
// http://www.precisiontradingsystems.com/INSYNC.htm

BOLInSLB = MA( C ,20 ) - 2 * ( StDev( C ,20 ) ) ;
BOLInSUB = MA( C ,20 ) + 2 * ( StDev( C ,20 ) ) ;
BOLInS2 = C - BOLInSLB / (BOLInSUB - BOLInSUB ) ;
BOLInSLL = IIf( BOLInS2 < .05 ,-5 ,IIf( BOLInS2 > .95 ,5 ,0 ) ) ;

CCIInS = IIf( CCI(14 ) > 100 ,5 ,IIf ( CCI(14 ) < -100 ,-5 ,0 ) );

// EMV - Ease of Movement
//
http://support2.dundas.com/OnlineDocumentation/WinChart2003/EaseOfMovement.html

// Calculation The Ease of Movement should be accompanied with it's
exponential moving average.
EMVcalc = ( (H+L/2) - ( Ref(H,-1) + Ref(L,-1) ) /2 ) / (V / H-L) ;
EMV= EMA(EMVcalc,10 );
EMVInS2 = EMV - MA( EMV ,10 ) ;
EMVInSB =IIf( EMVInS2 < 0 ,IIf( MA( EMV,10 ) < 0 ,-5 ,0 ) ,0 ) ;
EMVInSS = IIf( EMVInS2> 0 ,IIf( MA( EMV ,10 ) > 0 ,5 ,0 ) ,0 ) ;

// Macd
MACDInS2 =MACD(12,25 ) - MA( MACD(12,25 ) ,9 );
MACDinSB =IIf( MACDInS2 < 0, IIf( MA( MACD( ) ,10 ) < 0 ,-5 ,0 ) ,0 );
MACDInSS = IIf(MACDInS2 > 0 ,IIf( MA( MACD( ) ,10 ) > 0 ,5 ,0 ) ,0 );

// Money Flow index.
MFIInS =IIf( MFI( 20 ) > 80 ,5 , IIf( MFI( 20 ) < 20 ,-5 ,0 ) );

// PDO - Detrended Price Oscillator
PDO= C-Ref(MA(C,18),-(18/2)+1); // PDO modify
PDOInS2 =PDO - MA( PDO ,10 );
PDOInSB = IIf( PDOInS2 < 0 ,IIf( MA( PDO ,10 ) <0 ,-5 ,0 ) ,0 );
PDOInSS =IIf( PDOInS2 > 0 ,IIf( MA( PDO ,10 ) > 0 ,5 ,0 ) ,0 );

// ROC in points
// ROCInS2 = ROC( C ,10 ,$ ) - Mov( ROC( C ,10 ,$ ) ,10 ,S )
ROCInS2 = ROC( C ,10 ) - MA( ROC( C ,10 ) ,10 ); //<< need to correct
//ROCInSB = IIf( ROCInS2 < 0 ,IIf( MA( ROC( C ,10 ,$ ) ,10 ) < 0 ,-5 ,0 ) ,0 )
ROCInSB = IIf( ROCInS2 < 0 ,IIf( MA( ROC( C ,10 ) ,10 ) < 0 ,-5 ,0 ) ,0 );
// ROCInSS Index = IIf( ROCInS2 > 0 ,IIf( MA( ROC( C ,10 ,$ ) ,10 ) > 0 ,5
,0 ) ,0 )
ROCInSS_Index = IIf( ROCInS2 > 0 ,IIf( MA( ROC( C ,10 ) ,10 ) > 0 ,5 ,0 )
,0 );

// RSI
RSIInS = IIf( RSI(14 ) > 70 ,5 ,IIf( RSI(14 ) < 30 ,-5 ,0 ) );

// Stochastic
STOdInS = IIf( StochD(14 ,3 ) > 80 ,5 ,IIf( StochD(14 ,3 ) < 20 ,-5 ,0 ) );
STOkInS =IIf( StochK(14 ,1) > 80 ,5 ,IIf( StochK(14 ,1 ) < 20 ,-5 ,0 ) );

InSync_Index = 50+ CCIInS+ BOLInSLL + RSIInS + STOkInS + STOdInS +
MFIInS + EMVInSB + EMVInSS + ROCInSS_Index+ ROCInSB
+ Ref (PDOInSS ,-10 ) + Ref (PDOInSB ,-10 ) +MACDInSS + MACDInSB ;

Plot(InSync_Index,"InSync Index", 6,1);
Plot(20,"",2); Plot(75,"",2); Plot(50,"",5);

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