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Published in S&C - TASC article "Playing Trix" by Joe Luisi (June 1997) and to be used on weekly data |
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TRIX - Timeseries CLA:=TRIX(3); CLB:=Ref(TRIX(3),-1); CLC:=Mov(TRIX(3),8,TIMESERIES); CLD:=Ref(Mov(TRIX(3),8,TIMESERIES),-1); SHORT:=When(CLA,>,CLC) AND When(CLB,<,CLD)AND When(CLA,<,0)AND When(CLA,>,-2); LONG:=When(CLA,<,CLC) AND When(CLB,>,CLD)AND When(CLA,>,0)AND When(CLA,<,+2); If(LONG>0,+1, If(SHORT>0,-1,PREVIOUS)) |
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