;nsnh0.ini
;by Don Bell, 07/04/2003

[Expression]

;NSNH0..from ..BThrust.ini..3/20/02..and..06/30/03..dab..

;uses 10d Ema of NH/NH+NL  as a thrust oscillator. 

;nsnhq = Edit(nsnhq, 6/20/03, xx)
;nsnlq = Edit(nsnlq, 6/20/03, yy)


;manual iteration for delay = 0 signals.

NHtoNL = 0.245
        
;; nsnlq = Edit(Shift(nsnlq, -1),12/31/05, 50)

;; nsnhq = Edit(Shift(nsnhq, -1), 12/31/05, 50 * NHtoNL)

            
;create  nh thrust indicator.
            
BT = 100*Ema(nsnhq / (nsnhq + nsnlq), 10)

;create a signal that buys at BT = 84 and sells at 81.5 

bthrust.Buy = Signal(bt -  84.0)      
bthrust.Sell = Signal(bt - 81.5)    
;;bthrust.Sell = Signal(bt - 79.9)  ;OK too

;bthrust = Stretch(bthrust, 27) ;27  (84, 81.5)

WriteFile(bthrust, NSNH0, "NS NH Signal")
;;WriteFile(Signal(Shift(Vector(nsnh0), -1)), NSNH00)
;;WriteFile(bt, NSNHo,"NS NH Oscillator")

;calculate NS   NH/(NH+NL) percent for buy and sell signals

nhBuy = 100 * (5.5 *  (.840 - BT/100) + BT/100)    ;5.56
nhSell = 100 * (5.5 * (.815 - BT/100) + BT/100)      


Print(nhBuy, "NS  NH/NH+NL reqd for Buy",
      nhBuy/(100 - nhSell), "NS NH/NL reqd for Buy\n",
      nhSell, "NS  NH/NH+NL reqd for Sell",
      nhSell/(100 - nhSell), "NS NH/NL reqd for Sell\n\n",3)

Print(nsnhq, "NS NH\n",
      nsnlq,  "NS NL\n",
      nsnhq/nsnlq, "NS NH/NL\n",
      100*nsnhq / (nsnhq+nsnlq), "NS NH/NH+NL\n",
      bt, "NS NHThrust\nBuy 84.0up\nSell 81.5dn",6)

Print(nsnh0, " NSNH0 Signal")


[SignalPairTrade]

Delay = 0
Signal = NSNH0
;Signal = NYNH0
;Fund =   VLE-I
Fund =  DFSCX
;Fund =  FDVLX
;Fund = SHSTX
;Fund = HRTVX
;Fund = GABAX
;Fund = PENNX
;Fund = HWSIX
;Fund = GSSMX
;Fund = GASVX
Index = PTLDX
;Index = Zero
HoldMinDays = 1 ;Iterate(1..50) ;35
StartDate = 9/1/88
;;StartDate = 4/30/91  ;Iterate(12/31/90..6/30/91)  ;lower mdd from here
FnuFile = f

[Expression]

Print(-100*(Max(f,Sum(f/f)) - f)/Max(f,Sum(f/f)), "Current %DD",
100*Roc(f,1), "1d %Chg",
100*Roc(f,5), "5d %Chg",
100*Roc(f,21), "1mo %Chg",
100*Roc(f,63), "3mo %Chg",
100*Roc(f,126), "6mo %Chg",
100*Roc(f,189), "9mo %Chg",
100*Roc(f,252), "1yr Ann",
100*(Pow((Roc(f,504) + 1), 1/2) - 1), "2yr Ann",
100*(Pow((Roc(f,756) + 1), 1/3) - 1), "3yr Ann",
100*(Pow((Roc(f,1260) + 1), 1/5) - 1), "5yr Ann",
100*(Pow((Roc(f,2016) + 1), 1/8) - 1), "8yr Ann",
100*(Pow((Roc(f,3738) + 1), 1/14.8) - 1), "14.8yr Ann\n\n")