LongAvgSlope.21(0), LongAvgSlope.23(0), LongAvgSlope.24(0),
LongAvgSlope.25(0), LongTotStrength.2(0), ShortAvgSlope.21(0),
ShortAvgSlope.23(0), ShortAvgSlope.24(0), ShortAvgSlope.25(0),
ShortTotStrength.2(0), RelStrength.31(1), RelStrength.32(1), RelStrength.34(1),
RelStrength.35(1), LongAvgRelStren.31(1), LongAvgRelStren.32(1),
LongAvgRelStren.34(1), LongAvgRelStren.35(1),
ShortAvgRelStren.31(1), ShortAvgRelStren.32(1), ShortAvgRelStren.34(1),
ShortAvgRelStren.35(1), LongAvgSlope.31(0), LongAvgSlope.32(0),
LongAvgSlope.34(0), LongAvgSlope.35(0), LongTotStrength.3(0),
ShortAvgSlope.31(0), ShortAvgSlope.32(0), ShortAvgSlope.34(0),
ShortAvgSlope.35(0), ShortTotStrength.3(0), RelStrength.41(1), RelStrength.42(1),
RelStrength.43(1), RelStrength.45(1), LongAvgRelStren.41(1),
LongAvgRelStren.42(1), LongAvgRelStren.43(1), LongAvgRelStren.45(1),
ShortAvgRelStren.41(1), ShortAvgRelStren.42(1), ShortAvgRelStren.43(1),
ShortAvgRelStren.45(1), LongAvgSlope.41(0), LongAvgSlope.42(0),
LongAvgSlope.43(0), LongAvgSlope.45(0), LongTotStrength.4(0),
ShortAvgSlope.41(0), ShortAvgSlope.42(0), ShortAvgSlope.43(0),
ShortAvgSlope.45(0), ShortTotStrength.4(0), RelStrength.51(1), RelStrength.52(1),
RelStrength.53(1), RelStrength.54(1), LongAvgRelStren.51(1),
LongAvgRelStren.52(1),LongAvgRelStren.53(1), LongAvgRelStren.54(1),
ShortAvgRelStren.51(1), ShortAvgRelStren.52(1),ShortAvgRelStren.53(1),
ShortAvgRelStren.54(1), LongAvgSlope.51(0), LongAvgSlope.52(0),
LongAvgSlope.53(0), LongAvgSlope.54(0), LongTotStrength.5(0),
ShortAvgSlope.51(0), ShortAvgSlope.52(0), ShortAvgSlope.53(0),
ShortAvgSlope.54(0), ShortTotStrength.5(0), MinLongStrength(0),
MaxShortStrength(0), LongTermTrueRange(0), ShortTermTrueRange(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;
RelStrength.15 = Close / Close Data5;
LongAvgRelStren.12 = Average(RelStrength.12, LongRelStrenLookb);
LongAvgSlope.12 = LongAvgRelStren.12 / LongAvgRelStren.12[SlopeLookback];
LongAvgRelStren.13 = Average(RelStrength.13, LongRelStrenLookb);
LongAvgSlope.13 = LongAvgRelStren.13 / LongAvgRelStren.13[SlopeLookback];
LongAvgRelStren.14 = Average(RelStrength.14, LongRelStrenLookb);
LongAvgSlope.14 = LongAvgRelStren.14 / LongAvgRelStren.14[SlopeLookback];
LongAvgRelStren.15 = Average(RelStrength.15, LongRelStrenLookb);
LongAvgSlope.15 = LongAvgRelStren.15 / LongAvgRelStren.15[SlopeLookback];148 PART 2 Trading System Development