Monster Media 1993 #2/Image.iso/finance/tas515dm.zip/EXAMPLES.ZIP/MARKET.TAS

Text File | 1991-08-04 | 6KB | 151 lines

{ MARKET.TAS
   This script generates a market 'snapshot'. It will
   calculate

   -the McClellan Oscillator and the McClellan Summation
      indicators.
   -the ARMS Short Term Trading Index.
   -the Elphick's Volume Oscillator

   Calculate a McClellan Oscillator as follows
        ADdiff = NYAD - NYDE;
        MacOsc = MOV(ADdiff,19,'E')-MOV(ADdiff,39,'E')
   Calculate EVO as
        CVI = cumulative sum of (up vol-down vol)/total vol
        EVO = (3 day EMA of CVI - 10 day EMA of CVI) * 100
   Calculate Arms' Short Term Trading Index as
        TRIN =  (ADV ISSUES/DEC ISSUES)
                ------------------------
                (ADV VOL/DEC VOL)
   Calculate the 10 Day Open TRIN as
      10dayTRIN = SUM(ADV ISSUES,10)/SUM(DEC ISSUES,10)
                  -------------------------------------
                  SUM(ADV VOL,10)/SUM(DEC VOL,10)
   -----------------------------------------------------
   To run this, you should have a ticker file containing
   one of the following tickers and modify the variables
   named below to be the names of the tickers containing
   your advancing/declining issues, NYSE up/dn vol and
   NYSE total volume.

   It is important to note that ALL of the ticker files
   must have the _SAME_ number of quotes, or you should
   set #MAX_QUOTES to the _minimum_ number of quotes in
   any of the ticker files used for indices.

   NYADname -       Advancing
   NYDEname -       and NYSE Declining issues
   SPNUname -       NYSE Up Volume
   SPNDname -       NYSE Down Volume
   NYSEname -       Composite

   -----------------------------------------------------
}
MacSumBase = 310.005;  { Set this to whatever starting value
                          you want to MacSum to start at}
CVIBase = 0;        { and to adjust for the keeper of the EVO}
#index 'sp-500'
#output_file 'market.lst'
{
        NOTE----------------------------------------------
           Change the 5 symbol names in quotes below to
           whatever symbols you use for the tickers shown
        NOTE----------------------------------------------
}
NYADname = 'NYAD';      { Change to your NYSE Adv Issues ticker}
NYDEname = 'NYDE';      { Change to your NYSE Dec Issues ticker}
NYUPname = 'SPNU';      { Change to your NYSE UP Vol ticker}
NYDNname = 'SPND';      { Change to your NYSE DN Vol ticker}
NVOLname = 'NYSE';      { Change to your NYSE Total Volume}
GRAPH_IT = 0;           { Set to 1 to see graphs}
NYAD : ARRAY;           { advancing issues}
NYDE : ARRAY;           { declining issues}
NYUP : ARRAY;           { Up Vol}
NYDN : ARRAY;           { Dn Vol}
NVOL : ARRAY;           { Total Vol}
NYSE : ARRAY;           { NYSE Comp}
VLdiff : ARRAY;         { Up - Dn}
CVI    : ARRAY;         { Cum Vol Index}
EVO    : ARRAY;         { EVO goes here}
ADdiff : ARRAY;         { advancing - declining}
MacOsc : ARRAY;         { McClellan Oscillator goes here}
MacSum : ARRAY;         { McClellan Summation goes here}
MacBaseArray : ARRAY;   { array of Base value}
CVIBaseArray : ARRAY;   { Mike Elphick's values}
TRIN : ARRAY;
TRINdays = 10;          { 10 day open TRIN}
TRIN_AI : ARRAY;        { 10 day advancing issues}
TRIN_DI : ARRAY;        { 10 day declining issues}
TRIN_AV : ARRAY;        { 10 day advancing vol}
TRIN_DV : ARRAY;        { 10 day declining vol}
TRINma : ARRAY; { TRIN moving average}

NYAD = LOAD(NYADNAME,'C');
NYDE = LOAD(NYDENAME,'C');
NYUP = LOAD(NYUPNAME,'C');
NYDN = LOAD(NYDNNAME,'C');
NVOL = LOAD(NVOLname,'V');
NYSE = LOAD(NVOLname,'C');
{----------COMPUTATION HERE --------------}
if last_ticker = 0 then return;
{----- McClellan calculation-----}
ADdiff = SUB(NYAD,NYDE);   { Adv - Dec}
MacOsc = SUB(MOV(ADdiff,19,'E'),MOV(ADdiff,39,'E')); {19ema-39ema}
SET(MacBaseArray,MacSumBase);   { set array to constant value}
MacSum = CUM(MacOsc);           { compute cumulative value}
MacSum = ADD(MacSum,MacBaseArray);      { add the base offset for macsum}
{----- EVO calculation-----}
VLdiff = DIV(SUB(NYUP,NYDN),NVOL);   { (UP - DN)/TOTAL}
CVI = CUM(VLdiff);
SET(CVIBaseArray,CVIBase);   { set array to constant value}
CVI = ADD(CVI,CVIBaseArray);
EVO = SUB(MOV(CVI,3,'E'),MOV(CVI,10,'E')); {10ema-3ema}
EVO = MULBY(EVO,100);   { EVO * 100}
{-----TRIN calculation-----}
TRIN = DIV(NYAD,NYDE);
TRIN = DIV(TRIN,DIV(NYUP,NYDN));
TRIN_AI = SUM(NYAD,TRINdays);
TRIN_DI = SUM(NYDE,TRINdays);
TRIN_AV = SUM(NYUP,TRINdays);
TRIN_DV = SUM(NYDN,TRINdays);
TRINma = DIV(TRIN_AI,TRIN_DI);
TRINma = DIV(TRINma,DIV(TRIN_AV,TRIN_DV));
{ now that all the values are calculated,
write them out}
WRITELN(
'                   TAS Market Summary for ',DATE);
WRITELN();
WRITELN(
'                                   Today  Yesterday',
'     Change');

WRITELN('McClellan Oscillator            ',MacOsc,'   ',MacOsc[-1],
    '   ',MacOsc-MacOsc[-1]);
WRITELN('McClellan Summation             ',MacSum,'   ',MacSum[-1],
    '   ',MacSum-MacSum[-1]);
WRITELN('Elphicks Volume Oscillator(EVO) ',EVO,   '   ',EVO[-1],
    '   ',EVO-EVO[-1]);
WRITELN('Cumulative Volume Index(CVI)    ',CVI,    '   ',CVI[-1],
    '   ',CVI-CVI[-1]);
WRITELN('Arms Short Term Index (TRIN)    ',TRIN,'   ',TRIN[-1],
    '   ',TRIN-TRIN[-1]);
WRITELN('Open-10 TRIN                    ',TRINma,'   ',TRINma[-1],
    '   ',TRINma-TRINma[-1]);
if graph_it=0 then return;
OPENGRAPH(3);  { Start 3 graphs}
GRAPH(INDEX,'SP-500 Index');
GRAPH(MacOsc,'McClellan Oscillator');
GRAPH(MacSum,'McClellan Summation');
CLOSEGRAPH();
{At this point, the EVO and CVI are computed and held in arrays
 EVO and CVI. Let's graph them under NYSE Composite}
OPENGRAPH(3);  { Start 3 graphs}
GRAPH(NYSE,'NYSE Composite');
GRAPH(CVI,'Cumulative Volume Index');
GRAPH(EVO,'Elphicks Volume Oscillator');
CLOSEGRAPH();
OPENGRAPH(2);
GRAPH(DJ30,'DOW 30');
GRAPH(TRIN,'ARMS INDEX',TRINma,'ARMS 10 DAY TRIN');
CLOSEGRAPH();