;nynht.ini
;by Don Bell, 06/06/2003

[Expression]

;NYNHT.ini..NY New High Thrust...06/06/03..dab..

$nynh = Edit($nynh, 6/5/03, 524)

;for manual testing

NH =  0

NL = 1000

;; $nynh = Edit(Shift($nynh, -1), 12/31/05, NH)
;; $nynl = Edit(Shift($nynl, -1), 12/31/05, NL)
            
;create Apple's new high thrust indicator.
            
NHT = 100*Sma($nynh /( $nynh + $nynl), 10)

;create a signal that buys at NHT = 88 and sells at 85.5 

nhthrust.Buy = Signal(nht -  88)    ;same 88 to 88.3  
nhthrust.Sell = Signal(nht - 85.5)     ;same 85.1  to 85.5 or 86.1
nhthrust = Stretch(nhthrust, 18) ;1 to 21   18

WriteFile(nhthrust, NYNHTS, "NY NHT Signal")
;;WriteFile(Signal(Shift(Vector(nynhts), -1)), NYNHTS0)
;;WriteFile(nht, NHT,"NY NHThrust")

;calculate required nynh/(nynh + nynl) for buy and sell signals

NHTBuy =  88   - 9 * Sma($nynh/($nynh + $nynl), 9)
NHTSell = 85.5 - 9 * Sma($nynh/($nynh + $nynl), 9)

Print(nhtbuy, "NY H/H+L reqd for Buy\n", nhtsell, "NY H/H+L reqd for Sell\n\n",3)

Print($nynh, "NY NH\n",
      $nynl, "NY NL\n",
      100*$nynh/($nynh+$nynl),"NY H/(H+L)\n",
      nht, "NY NHThrust\nBuy 88up\nSell 85.5dn\n",6)

Print(nynhts, "Last NYNHT Signal")


[SignalPairTrade]

Delay = 0         ;dfscx = Ann 16.4%, Mdd 6.2%
;Delay = 1        ;dfscx = Ann 15.7%, Mdd 6.8%
Signal = NYNHTS
;Fund =   VLE-I
;Fund =  DFSCX
Fund =  FDVLX
;Fund = SHSTX
;Fund = HRTVX
;Fund = GABAX
;Fund = PENNX
;Fund = HWSIX
;Fund = GSSMX
;Fund = GASVX
Index = PTLDX
;Index = FDRXX
HoldMinDays = 1 ;Iterate(1..50) ;31d = 1mo
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,3705) + 1), 1/14.7) - 1), "14.7yr Ann")