Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market

ShortAvgRelStren.42 = Average(RelStrength.42, ShortRelStrenLookb);

ShortAvgSlope.42 = ShortAvgRelStren.42 / ShortAvgRelStren.42[SlopeLookback];

ShortAvgRelStren.43 = Average(RelStrength.43, ShortRelStrenLookb);

ShortAvgSlope.43 = ShortAvgRelStren.43 / ShortAvgRelStren.43[SlopeLookback];

ShortAvgRelStren.45 = Average(RelStrength.45, ShortRelStrenLookb);

ShortAvgSlope.45 = ShortAvgRelStren.45 / ShortAvgRelStren.45[SlopeLookback];

LongTotStrength.4 = LongAvgSlope.41 * LongAvgSlope.42 * LongAvgSlope.43 *

LongAvgSlope.45;

ShortTotStrength.4 = ShortAvgSlope.41 * ShortAvgSlope.42 * ShortAvgSlope.43

* ShortAvgSlope.45;

RelStrength.51 = Close Data5 / Close;

RelStrength.52 = Close Data5/ Close Data2;

RelStrength.53 = Close Data5/ Close Data3;

RelStrength.54 = Close Data5/ Close Data4;

LongAvgRelStren.51 = Average(RelStrength.51, LongRelStrenLookb);

LongAvgSlope.51 = LongAvgRelStren.51 / LongAvgRelStren.51[SlopeLookback];

LongAvgRelStren.52 = Average(RelStrength.52, LongRelStrenLookb);

LongAvgSlope.52 = LongAvgRelStren.52 / LongAvgRelStren.52[SlopeLookback];

LongAvgRelStren.53 = Average(RelStrength.53, LongRelStrenLookb);

LongAvgSlope.53 = LongAvgRelStren.53 / LongAvgRelStren.53[SlopeLookback];

LongAvgRelStren.54 = Average(RelStrength.54, LongRelStrenLookb);

LongAvgSlope.54 = LongAvgRelStren.54 / LongAvgRelStren.54[SlopeLookback];

ShortAvgRelStren.51 = Average(RelStrength.51, ShortRelStrenLookb);

ShortAvgSlope.51 = ShortAvgRelStren.51 / ShortAvgRelStren.51[SlopeLookback];

ShortAvgRelStren.52 = Average(RelStrength.52, ShortRelStrenLookb);

ShortAvgSlope.52 = ShortAvgRelStren.52 / ShortAvgRelStren.52[SlopeLookback];

ShortAvgRelStren.53 = Average(RelStrength.53, ShortRelStrenLookb);

ShortAvgSlope.53 = ShortAvgRelStren.53 / ShortAvgRelStren.53[SlopeLookback];

ShortAvgRelStren.54 = Average(RelStrength.54, ShortRelStrenLookb);

ShortAvgSlope.54 = ShortAvgRelStren.54 / ShortAvgRelStren.54[SlopeLookback];

LongTotStrength.5 = LongAvgSlope.51 * LongAvgSlope.52 * LongAvgSlope.53 *

LongAvgSlope.54;

ShortTotStrength.5 = ShortAvgSlope.51 * ShortAvgSlope.52 * ShortAvgSlope.53

* ShortAvgSlope.54;

MinLongStrength = NthMaxList(NoLongMarkets, LongTotStrength.1,

LongTotStrength.2, LongTotStrength.3, LongTotStrength.4, LongTotStrength.5);

MaxShortStrength = NthMinList(NoShortMarkets, ShortTotStrength.1,

CHAPTER 12 Rotation 151