NoShortMarkets(2), LongTermTRLookback(10), ShortTermTRLookback(5),
LongStopMulti(2), ShortStopMulti(1), LongTargetMulti(6), ShortTargetMulti(3),
{Leave these variables alone.}
RelStrength.12(1), RelStrength.13(1), RelStrength.14(1), RelStrength.15(1),
LongAvgRelStren.12(1), LongAvgRelStren.13(1),LongAvgRelStren.14(1),
LongAvgRelStren.15(1), ShortAvgRelStren.12(1), ShortAvgRelStren.13(1),
ShortAvgRelStren.14(1), ShortAvgRelStren.15(1), LongAvgSlope.12(0),
LongAvgSlope.13(0), LongAvgSlope.14(0), LongAvgSlope.15(0),
LongTotStrength.1(0), ShortAvgSlope.12(0), ShortAvgSlope.13(0),
ShortAvgSlope.14(0), ShortAvgSlope.15(0), ShortTotStrength.1(0),
RelStrength.21(1), RelStrength.23(1), RelStrength.24(1), RelStrength.25(1),
LongAvgRelStren.21(1), LongAvgRelStren.23(1),LongAvgRelStren.24(1),
LongAvgRelStren.25(1), ShortAvgRelStren.21(1),
ShortAvgRelStren.23(1),ShortAvgRelStren.24(1), ShortAvgRelStren.25(1),CHAPTER 12 Rotation 147
FIGURE 12.1
S&P 500 Index trading—September 2001.