Monday, January 31, 2011

What Happens When Your Stomach Rumbles

ind ProRealTime

bdm volume
//////// / / ////// pp = p = 4 15

MoneyFlow calc = [p] (close) * Range [p]


////////////////////////////// /////////////////
lowest a = [p] (calc + low)
average b = [pp] (a)
c = b / b [1] -1 Highest
d = [p] (calc + high)
e = average [pp] (d)
f = e / e [1] -1
colored 10000 return c * (255,0,0) as "bdmlowvol" , f * colored 10000 (0,255,0) as "bdmhighvol" 30as "on",-30as "down"
///////////////////////////////////////////
///////commodity gilmore index
///////a=19  oppure 25
/////////b=18   oppure  28
////////////c=38  oppure  26

return (diplus[a]+diplus[b])-diplus[c]coloured(0,0,255)as"gilmorecorto",25COLOURED(255,0,0)as"25short",15COLOURED(0,255,0)as"15long",(diplus[a*2]+diplus[b*2])-diplus[c*2]coloured(0,0,100)as"gilmorelungo",20COLOURED(0,0,255)as"Centro"
///////////////////////////////////////////////
////stoc   sestetto
///p=10

piuAlto = HIGHEST[p](HIGH)
piuBasso = LOWEST[p](LOW)



oscillatore = (CLOSE - piuBasso) / (piuAlto - piuBasso) * 100





RETURN oscillatore  coloured(51,51,255)as"sestetto",45coloured(255,0,0)as" short",55coloured(0,255,0)as" long",10coloured(255,0,0)as"se ritesta buy",90coloured(0,255,0)as"se ritesta short",triangularaverage[round(p*0.618)](oscillatore)coloured(255,0,0)as"trigg"

///////////////////////////////////////

///////stocsestettoevolume
///p=10
piuAlto = HIGHEST[p](HIGH)
piuBasso = LOWEST[p](LOW)
oscillatore = (CLOSE - piuBasso) / (piuAlto - piuBasso) * 100
///////////////////////////////////////////
hilo= volume/range
opeclo= close-open
a= (exponentialaverage[2](hilo*opeclo))
piuAlto = HIGHEST[p](a)
piuBasso = LOWEST[p](a)
verde = (a- piuBasso) / (piuAlto - piuBasso) * 100





RETURN oscillatore COLOURED(51,50,250) as "sestettoblu",45coloured(255,0,0)as" 45short",55coloured(0,255,0)as"55 long",10coloured(255,0,0)as"10se ritesta buy",90coloured(0,255,0)as"90se ritesta short",verde  COLOURED(0,102,0) as "verdesestettovolumeaggiungicolore"
///////////////////////////////////////
////stop  volatilita
//////moltiplier=da2,5  a4

rang6= (highest[6]((high)[1]))-(lowest[6]((low)[1]))
rang7= ((rang6+range)/7)*moltiplier
stopshort=(lowest[7](close))+rang7
stoplong=(highest[7](close))-rang7
///////////////////////////////////////////////////////////


return ExponentialAverage[7](stopshort)coloured(255,0,0) as"stopshortsemplice",ExponentialAverage[7](stoplong)coloured(0,255,0) as"stoplongsemplice"
//////////////////////////////////

///////volume.system.force.index
return exponentialaverage[13](forceindex(close)),0
////////////////////////
/////////volume a moneyflow

a=MoneyFlow[p](close)*average[p](volume/range)
aa=MoneyFlow[pp](close)*average[pp](volume/range)

return a coloured(250,170,0)as "moneicorto",aa coloured(100,200,150) as"moneilungo",0 as"zero"
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////volume.bost.rep.
/////////co=4
/////bostian
a=close+close-high-low
b=high-low
intens=a/b
bost=summation[co](intens)*volume
bostsu=0
if bost >0 then
    bostsu=bost
else
    bostsu=0
endif
bostgiu=0
if bost <0 then
    bostgiu=bost
else
    bostgiu=0
endif
lineabostsu=std [co*2] ( bostsu)
lineabostgiu=std [co*2] ( bostgiu)*-1
///////////////////////////////////////bostian///////////////
if bostsu>0 and bostsu>lineabostsu then
    signal=2
endif
if bostsu>0 and bostsu
    signal=1
endif
if bostgiu<0 and bostgiu
    signal=-2
endif
if bostgiu<0 and bostgiu>lineabostgiu then
    signal=-1
endif
////////////////////////////////////////////////////bostiansignal///////////////
///repulse/////////
rep=repulse[co](close)
repsu=0
if rep >0 then
    repsu=rep
else
    repsu=0
endif
repgiu=0
if rep  <0 then
    repgiu=rep
else
    repgiu=0
endif
linearepsu=std [co*2] (repsu)
linearepgiu=std [co*2] ( repgiu)*-1
///////////////////////////////////////////////////////repulse repnal/////
if repsu>0 and bostsu>linearepsu then
    repnal=2
endif
if repsu>0 and bostsu
    repnal=1
endif
if repgiu<0 and bostgiu
    repnal=-2
endif
if repgiu<0 and bostgiu>linearepgiu then
    repnal=-1
endif
/////////////////////////////////repulse repnal
////volume a punti
hilo= volume/range
opeclo= close-open
a= (exponentialaverage[co](hilo*opeclo))
baseper=(signal+repnal)
///////////////////////

repulsignal=(exponentialaverage[co*2](repulse[co](close)))*2
if repulsignal>6 then
    repulsignal=6
endif
if repulsignal<-6 then
    repulsignal=-6
endif
return baseper COLOURED(51,0,0) as "lineamarrone.repulse.bostian",0.5COLOURED(0,255,0)as"limitsopra0",-0.5COLOURED(255,0,0)as"limitsotto0",repulsignal coloured(255,0,0)as"linearossa average double the repulse "0coloured (0,0,255) as" balance, "4coloured (51,0,0) as" 4 "," 4coloured (51,0,0) as "-4"
///// ////////////////////////////////////////////////// ////////////////////////////////////////////////// ////////// /////////////////
stop.trendlinea
c1 = high> high [1] = c2
high> high [2]
c3 = high> high [3]
c4 = high> high [4] = low

var1 var2 = low
var3=low
var4=low
if c1 and c2 and c3 and c4 then
    trendlong=1
    trendshort=0
endif
if var1 and var2 and var3 and var4 then
    trendlong=0
    trendshort=-1
endif
if trendshort=-1 then
    if low
        linea=low
    else
        linea=linea[1]
    endif
endif
if trendlong=1 then
    if high>linea then
        linea=high
    else
        linea=linea[1]
    endif
endif

return linea
//////////////////////////////////////////////////////////////////////////

///////////////Trend Index
////y=20
//ONCE y = 20 // This value is also the horizon of time over which the prediction is made.  The larger y is, the larger the timeperiod over which we can interpret the indicatorIf there is a low trend index, there are too many reversals, or the price is stagnanting, so the price is not trendy.

Useful Applications :
High values of the trend index can be used to validate signals given by particular indicaters which are only valid in treding periods and not in trading ranges..
ONCE upTrend = 0
ONCE downTrend = 0
ONCE countHighs = 0
downTrendLength = 0
upTrendLength = 0
countUpTrends = 0 // Number of consecutive increasing bars
countDownTrends = 0 // Number of consecutive decreasing bars
countLows = 0
IF BarIndex > y+4 THEN
    FOR x=0 TO y
        IF Close[x]>Max(High[x+1],Min(High[x+2],Min(High[x+3],High[x+4]))) THEN
            countHighs = countHighs + 1
            upTrend = 1
        ELSE
            IF upTrend THEN
                upTrendLength = countHighs + upTrendLength
                countUpTrends = countUpTrends + 1
    countHighs = 0 = 0
uptrend
ENDIF ENDIF


;     IF Close[x]
            countLows = countLows + 1
            downTrend = 1
        ELSE
            IF downTrend THEN
                downTrendLength = countLows + downTrendLength
                countDownTrends = countDownTrends + 1
                countLows = 0
                downTrend = 0
            ENDIF
        ENDIF
    NEXT
   
    upTrendAvgLength = upTrendLength/countUpTrends // Average length of bullish trends
    downTrendAvgLength = downTrendLength/countDownTrends // Average length of bearish trends
    trendsAvgLength = (upTrendAvgLength+downTrendAvgLength)/2 // Average length of trending periods.
    trendingIndex = 1-(countDownTrends + countUpTrends)/y // Number of bullish and bearish trends.  The less there are in relation to the number of bars, the more trendy the value is aand the higher TrendingBars will be.
ELSE
    trendingIndex = undefined
    trendsAvgLength = undefined
ENDIF
IF BarIndex > 2*y THEN
    trendingIndexMMy = Average[y](trendingIndex)
ELSE
    trendingIndexMMy = undefined
ENDIF
IF trendsAvgLength THEN
ENDIF
RETURN trendingIndex COLOURED(255,0,0) AS "Trending index", trendingIndexMMy COLOURED(255,128,0) AS "Trending index MA(y)" //, trendsAvgLength AS "Trends average length"
//////////////////////////////////////////////////

/////////TrailingStop
//////p=10
// ---- script begin ----
//
// TrailingStop%
// JWK, 20091016

perc = p // input Trailing Loss % - median term: 5 - 10
longloss = high*perc/100
shortloss = low*perc/100

If high < shorttrail[1] and direction[1] = -1 then // staying short
    shorttrail = Min(shorttrail[1],low + shortloss)
    longtrail = Min(longtrail[1],high - longloss)
    plot = shorttrail
    direction = -1
elsif high > shorttrail[1] and direction[1] = -1 then // short stopped out, going long
    shorttrail = Max(shorttrail[1], low + shortloss)
    longtrail = high - longloss
    plot = longtrail
    direction = 1
elsif low > longtrail[1] and direction[1] = 1 then // staying long
    longtrail = Max(longtrail[1],high - longloss)
    shorttrail = Max(shorttrail[1], low + shortloss)
    plot = longtrail
    direction = 1
elsif low < longtrail[1] and direction[1] = 1 then // long stopped out, going short
    long trail = Min (long trail [1], high - long loss)
short trail = low + short shorts = loss
plot trail
direction = -1 else

; short trail = low + short = high loss
long trail - long loss
plot = long trail

direction = 1 endif return

AS plot ' % trail stop "

/ / ---- script end ----///////////////////////////////// ///////

////////////volumi.pos.e.neg.
////m=5
volpos=0
volneg=0
for n=m downto 1
   
    if close[n-1]=>open[n-1] then
        volpos=volpos+volume[n-1]
    elsif close[n-1]
        volneg=volneg-volume[n-1]
    endif
next
return volpos coloured(0,255,0) or "VOLUME POSITIVI" volneg colored (255,0,0) AS "VOLUME NEGATIVI", 0 as "zero", the theme [m] (volpos + volneg) or "trigger"

////////////////////////////////////// ///////////////////////// ////////////


punticum volumes for a = volume / range
b = abs (open-close)
tissue = a * b
f = open
volpi
India * 1 else
foxes *- 1 = then return
endif

cumSum (foxes)
////////////////////////// ////////////////////////////////////////////////// ////////




Thursday, January 27, 2011

Best Resort In Northeast



Thursday, January 13, 2011

Egg White Cervical Mucus Day 9

wh SelfInvest strategies free




WH Selfinvest
ACTIVE INVESTING MADE EASY






>> NEWS '.. . 7 Trading Strategies in addition
>> NEWS '... best broker in France





CHOOSE YOUR STRATEGY ...




7 New strategies have been added to our trading platforms. In WHS FutureStation these strategies can work in semi-automated or fully automatica.Potrete edit or add your own ideas.
There are new strategies for swing trading and day trading. It 's interesting to note that traders from various countries contributed to the creation of strategies. From France come all the indicators created by the trader and author Eric Lefort. In addition to these, Mr. Lefort shortly propose new strategies for our clients. Germany, the strategies are the result of collaboration with Germany and the Trade Academy trader and author Claus Grube.
An overview

Aroon Divergence


Differences are a very interesting concept of trading. It has a divergence when the market moves in one direction, but indicators point to the opposite direction.

Crossing TEMAS


TEMAS The Crossing is a trend following strategy. Can 'be used for swing and day trading. The strategy uses exponential moving averages measured three times.

SineWave Market Cycles


engineer Dr. John Ehlers has carried out research on various market cycles. He is one of the first to have developed an automated trading system.

TrendPlus


TrendPlus identify the movements of inversion in a market with a clear trend, for example in a bull market that temporarily reversed the trend, or in a bear market that suddenly moves upward.

Open trade HA-BB


Open Trade HA-BB is a pure strategy of day trading. The strategy applies to a time frame of 3 minutes. E 'can also explore the strategy in less time frame.

Break-Out SuperTrend


strategy BO SuperTrend try to take advantage small price break-outs. It 's a day trading strategy. Along with the price channel the popular indicator is used SuperTrend.
Lefort Indicators


Eric Lefort is a French trader and author. Work with a website dedicated to active investors and offers training and seminars. Many of his instruments are popular in France.


Notes
Each strategy is explained in details on our website . There are strategies for each style and for any financial instrument trading (Forex, CFDs, Futures). New strategies will be added regularly. Today there are 13 strategies available. Our customers will one day provide more than 100 strategies. The strategies are integrated in some of our trading platforms and are free.







Not bad ...



Readers of the popular French magazine La Vie Financière - MoneyWeek gave the highest score 'top WH SelfInvest naming him "Best Broker". Readers were asked to evaluate each broker based on 12 different criteria. WH SelfInvest got the best score in 9 out of 12 evaluation criteria! Scorers 'treble is given for "commissions more' low (including spread)", "Execution Order", "Access to Markets Foreign "," Phone Line "," Stop and Limit Order Management "and" Tools and trading platforms.



WH SelfInvest

Luxembourg T: +352 42 80 42 85
F: +352 42 25 75 25
www.whselfinvest.com


Paris T: +33 1 42 99 95 35
F: +33 1 42 99 95 01
www.whselfinvest.fr

Gent T: +32 (0) 9383 86 38
F: +32 (0) 9383 86 39
www.whselfinvest.be
Amsterdam
T: +31 (0) 20 682 35 93
F: +31 (0) 20 681 43 87
www.whselfinvest.nl

Frankfurt T: +49 69 271 39 78
-0 F: +49 69 271 39 78-99
www.whselfinvest.de

Tuesday, January 11, 2011

Price Dog Cyst Removal

What are bond ETFs?

Bond ETFs like index funds in government bonds or corporate bonds (issued by that company), which are traded throughout the day on the market. Through these ETFs, investors can buy or sell shares or baskets of bonds that invest in multiple markets through a single operation. These tools have the flexibility and highly liquid, just as for the shares, but allow you to invest in bonds. An excellent alternative to direct investment (not recommended for those who do not have high capital and can not diversify on a variety of securities and issuers)

source sostrader

Monday, January 10, 2011

Show Episodes Online Of Kutumb

Intermarket

model intermarket described by Martin Pring seeks to classify the business cycle in several stages, each characterized by a precise setting, bullish or bearish bond market, equities and commodities. You can benefit from this classification, by changing the asset allocation in the different phases of their investments.
Phase 1, "start economic contraction"
salt bond market
decreases inflationary pressure
down the stock goes down
raw materials.
Phase 2 "maximum intensity of the economic downturn"
salt bond market
decreases inflationary pressure
salt the stock falls
raw materials.
Phase 3 "of the beginning of economic recovery"
salt bond market
decreases inflationary pressure
salt the halls stock
raw materials.
Stage 4 "of economic expansion,"
bond market falls
increases inflationary pressure
salt the halls stock
raw materials.
Phase 5 "maximum intensity of economic expansion"
down bond market
increases inflationary pressure
down the halls stock
raw materials.
Phase 6 "of slower economic growth"
market falls
bond increases inflationary pressure
down the stock goes down
raw materials.
shows a downward direction in all three markets.

Sunday, January 2, 2011

Car Accident Television Script



Arithmetic Operators

As the name of the category, arithmetic operators are those that allow operators to perform the arithmetic operations from simple to complex:

Operator
Description
+
Addition
-
Stealing
*
Multiplication
/
Division
%
remainder of a division - percentage
+ +
Increase the value of a a variable
-
Decrements a value of a variable


Assignment Operators



Operator
Description
Example
=
Assignment
x = 34
+ =
Assignment additive
= x + y equals x = x + y
-=
Assignment subtractive
x-= y equals x = xy
*= multiplication assignment
x *= y equals x = x * y
/ =
Assignment divisional
x / = y equals x = x / y


Boolean Operators



Operators report
Operator
Description
& &
AND conditional operator
!
negation operator NOT
Operator



Description
> ; =
==
Equality
! =
not equality
\u0026lt;
Minor
>
Major
\u0026lt;=
Less than or equal
Greater than or equal