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November 2010 Stocks and Commodities Traders Tips


Special K Indicator (from January 2009 issue)

Original article by Martin J. Pring
AIQ Code by Richard Denning

AIQ Version:

The AIQ code for Martin J. Pring’s Special K indicator from his January 2009 article, “Identifying And Timing With The Special K”, is shown below.

In Figure 1, I show the Special K indicator on a chart of the QQQQ ETF. Crossovers on the indicator seem to call significant market turns.

Captions:

Figure 1: Chart of QQQQ ETF with the Special K indicator.

AIQ EDS Code for Special K Indicator:
Special K Indicator.EDS
(RIGHT CLICK AND CHOOSE "SAVE AS." DO NOT LEFT CLICK OR YOUR BROWSER WILL TRY TO OPEN THE FILE.)


Zero Lag (from November 2010 issue)

Original article by John Ehlers and Ric Way
Traders Studio Code by Richard Denning

Traders Studio Version:

The TradersStudio code for the Zero Lag EMA indicator, function and system, from the article, “Zero Lag (Well, Almost)” by John Ehlers and Ric Way, is shown below. The coded version that I have supplied also includes the system that was supplied by the authors. The system is always in the market either long or short. To test the indicator, I ran a longer period (1/1/96 to 9/13/10) on MSFT using the authors’ suggested parameters. The resulting equity curve is shown in Figure 1. I also tested using the same parameters and test periods on QQQQ and on a portfolio of 76 liquid NASDAQ stocks, many of which are in the NASDAQ 100. The results of these two additional tests are shown in Figure 2 and Figure 3 respectively. All tests traded a constant 200 shares of each stock and applied round turn slippage and commission of $6.00 per share.

Captions:

Figure 1: Zero Lag system equity curve for MSFT for the period 1/1/96 to 9/13/10.

Figure 2: Zero Lag system equity curve for QQQQ for the period 1/1/96 to 9/13/10.

Figure 3: Zero Lag system equity curve for a portfolio of 76 NASDAQ stocks for the period 1/1/96 to 9/13/10.

Traders Studio Code for Zero Lag :
ZERO_LAG_EMA.zip
(RIGHT CLICK AND CHOOSE "SAVE AS.")

 

 

 

 

 

 

 

 

 

 

 

 

 

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