;nybt0.ini(updated)
;by Don Bell, 10/06/2003

[Expression]

;NYBT0..from ..BThrust.ini..3/20/02..and..05/20/03..dab..

;signals based on ny bt signal with delay = 0

;calculate the 10 day average of ny advances + declines

;$nadv = Edit($nadv, 6/20/03, 1568)
;$decl = Edit($decl, 6/20/03, 1655)

advdcl =  Sma($nadv+$decl, 10)

Print(advdcl, "NY 10d Sma Adv+Decl\n\n")


          ;;   $nadv = Edit(Shift($nadv, -1), 12/31/05, 1090)
          ;;   $decl = Edit(Shift($decl, -1), 12/31/05, 2170)


;manual iteration assumes that $decl = 3207 - $nadv

advances = 2150

;;$nadv = Edit(Shift($nadv, -1),12/31/05, advances)
        
;;$decl = Edit(Shift( $decl, -1),12/31/05, 3207 - advances)

            
;create Apple's breadth thrust indicator.
            
BT = 100*Ema($nadv /( $nadv + $decl), 10)

;create a signal that buys at BT = 60.1 and sells at 49.5 

bthrust.Buy = Signal(bt -  60.1)    ;OK to 59.8 for last 8.5 yrs   60.1
bthrust.Sell = Signal(bt - 49.5)    ;OK to 48.3, best 49.5
bthrust.Sell = Signal(bt - 50.5) ;48.3)

;;bthrust = Stretch(bthrust, 18) ;1 to 18   20

WriteFile(bthrust, NYBT0, "NY BT Signal")
WriteFile(Signal(Shift(Vector(nybt0), -1)), NYBT00)
WriteFile(bt, NYBT,"NY BThrust")

;calculate number of advances for buy and sell signals

advBuy = advdcl * (5.56 * (.601 - BT/100) + BT/100)
advSell = advdcl * (5.56 * (.495 - BT/100) + BT/100)      ;best
advSellL = advdcl * (5.56 * (.483 - BT/100) + BT/100)    ;lowest acceptable

Print(advBuy, "NY Adv reqd for Buy\n", advSell, "NY Best Adv reqd for Sell\n",
      advSellL, "NY Lowest Adv reqd for Sell\n\n",3)

Print($nadv, "NY Advances\n",
      $nadv - $decl, "NY Adv - Decl\n",
      bt, "NY BThrust\nBuy 60.1up\nSell 49.5dn",6)

Print(nybt0, "Last NYBT0 Signal")


[SignalPairTrade]

Delay = 0
Signal = NYBT0
;;;Signal = RASISig
;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) ;23
StartDate = 9/1/88
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,3780) + 1), 1/15) - 1), "15yr Ann\n\n")



;;;Print($nadv/(sp-cp - Shift(sp-cp, 1)), "Tst",6)