RelStrength.12(0), LongAvgRelStre.12(0), ShortAvgRelStre.12(0),
LongPercRelStre.12(0), ShortPercRelStre.12(0),
RelStrength.13(0), LongAvgRelStre.13(0), ShortAvgRelStre.13(0),
LongPercRelStre.13(0), ShortPercRelStre.13(0),
RelStrength.14(0), LongAvgRelStre.14(0), ShortAvgRelStre.14(0),
LongPercRelStre.14(0), ShortPercRelStre.14(0),
RelStrength.15(0), LongAvgRelStre.15(0), ShortAvgRelStre.15(0),
LongPercRelStre.15(0), ShortPercRelStre.15(0),
LongTotRelStre(0), ShortTotRelStre(0), LongBaseTriggerCalc(0),
ShortBaseTriggerCalc(0), LongTriggerStrength(0), ShortTriggerStrength(0);
{Code for normalizing the number of contracts traded goes here.}
RelStrength.12 = Close / Close Data2;
RelStrength.13 = Close / Close Data3;
RelStrength.14 = Close / Close Data4;134 PART 2 Trading System Development
FIGURE 11.1
Long trading in the Russell 2000 Index.