ADT-05 past signals
===================

Copy and paste the three formula code below into MetaStock's Indicator
Builder, and plot only the last indicator ("ADT-05 - past signals")
on its own window below any ASX stock chart.
Take care to name the three indicators correctly, and plot using daily
charts only.


=========================
ADT-05 - past (1) signals
=========================
---8<--------------------------------------

{ ADT-05 past signals, 2/Jan/1997 to 31/Dec/2002
  +1=buy, -1=sell
  http://www.metastocktools.com }

y97:=Year()=1997;
y98:=Year()=1998;
y99:=Year()=1999;
y00:=Year()=2000;
y01:=Year()=2001;
y02:=Year()=2002;
m1:=Month()=1;
m2:=Month()=2;
m3:=Month()=3;
m4:=Month()=4;
m5:=Month()=5;
m6:=Month()=6;
m7:=Month()=7;
m8:=Month()=8;
m9:=Month()=9;
m10:=Month()=10;
m11:=Month()=11;
m12:=Month()=12;

In:=
   y97 AND m7 AND DayOfMonth()=14  {in #1}
OR y97 AND m12 AND DayOfMonth()=16 {in #2}
OR y98 AND m9 AND DayOfMonth()=30  {in #3}
OR y99 AND m2 AND DayOfMonth()=22  {in #4}
OR y99 AND m6 AND DayOfMonth()=30  {in #5}
OR y99 AND m8 AND DayOfMonth()=13  {in #6}
OR y99 AND m9 AND DayOfMonth()=29  {in #7}
OR y99 AND m10 AND DayOfMonth()=21 {in #8}
OR y00 AND m12 AND DayOfMonth()=29 {in #9}
OR y01 AND m4 AND DayOfMonth()=27  {in #10}
OR y01 AND m7 AND DayOfMonth()=2   {in #11}
OR y01 AND m10 AND DayOfMonth()=10 {in #12}
OR y02 AND m11 AND DayOfMonth()=1  {in #13}
OR y02 AND m12 AND DayOfMonth()=9; {in #14}

Out:=
   y97 AND m10 AND DayOfMonth()=15 {out #1}
OR y98 AND m2 AND DayOfMonth()=25  {out #2}
OR y99 AND m2 AND DayOfMonth()=2   {out #3}
OR y99 AND m3 AND DayOfMonth()=17  {out #4}
OR y99 AND m8 AND DayOfMonth()=10  {out #5}
OR y99 AND m9 AND DayOfMonth()=8   {out #6}
OR y99 AND m10 AND DayOfMonth()=18 {out #7}
OR y00 AND m3 AND DayOfMonth()=2   {out #8}
OR y01 AND m2 AND DayOfMonth()=22  {out #9}
OR y01 AND m5 AND DayOfMonth()=22  {out #10}
OR y01 AND m7 AND DayOfMonth()=31  {out #11}
OR y02 AND m2 AND DayOfMonth()=5   {out #12}
OR y02 AND m11 AND DayOfMonth()=13;{out #13}

In-Out

---8<--------------------------------------



=========================
ADT-05 - past (2) signals
=========================
---8<--------------------------------------

{ ADT-05 past signals, 1/Jan/2003 to 1/Sep/2006
  +1=buy, -1=sell
  http://www.metastocktools.com }

y03:=Year()=2003;
y04:=Year()=2004;
y05:=Year()=2005;
y06:=Year()=2006;
y07:=Year()=2007;
y08:=Year()=2008;
m1:=Month()=1;
m2:=Month()=2;
m3:=Month()=3;
m4:=Month()=4;
m5:=Month()=5;
m6:=Month()=6;
m7:=Month()=7;
m8:=Month()=8;
m9:=Month()=9;
m10:=Month()=10;
m11:=Month()=11;
m12:=Month()=12;

In:=
   y03 AND m4 AND DayOfMonth()=3   {in #15}
OR y03 AND m7 AND DayOfMonth()=2   {in #16}
OR y04 AND m10 AND DayOfMonth()=8  {in #17}
OR y05 AND m7 AND DayOfMonth()=6   {in #18}
OR y06 AND m9 AND DayOfMonth()=1;  {in #19}

Out:=
   y03 AND m1 AND DayOfMonth()=28  {out #14}
OR y03 AND m5 AND DayOfMonth()=29  {out #15}
OR y04 AND m2 AND DayOfMonth()=2   {out #16}
OR y04 AND m12 AND DayOfMonth()=14 {out #17}
OR y05 AND m11 AND DayOfMonth()=25;{out #18}

In-Out

---8<--------------------------------------



=====================
ADT-05 - past signals
=====================
---8<--------------------------------------

{ ADT-05 past signals, 2/Jan/1997 to 1/Sep/2006
  +1=buy, -1=sell
  Plot on own window below price chart
  http://www.metastocktools.com }

delay:=Input("Entry and Exit delay",0,5,0);
plot:=Input("plot:  entry/exit signals=1,  trade binary=2",1,2,1);

ADT:=Fml("ADT-05 - past (1) signals")
 +Fml("ADT-05 - past (2) signals");
In:=ADT=1;
Out:=ADT=-1;
Init:=Cum(In+Out>-1)=1;
flag:=Ref(BarsSince(Init OR In)
 <BarsSince(Init OR Out)+(Cum(In)=1),-delay);
odd:=Cum(1)/2=Int(Cum(1)/2);

0;
If(plot=1,0,If(odd,flag,0));
If(plot=1,ADT,flag)

---8<--------------------------------------




Testing your own system with the ADT-05 past signals
====================================================

For testing purposes (using the ADT filter in conjunction with your
current MetaStock system), you can filter out signals from either
or both of your entry and exit system signals.
Copy and paste the full formula below.


============================
ADT-05 - past signals binary
============================
---8<--------------------------------------

{ ADT-05 past signals binary
  2/Jan/1997 to 1/Sep/2006
  +1=buy, -1=sell
  Plot on own window below price chart
  http://www.metastocktools.com }

delay:=Input("Entry and Exit delay",0,5,0);
In:=Fml("ADT-05 - past signals");
Out:=Fml("ADT-05 - past signals")=-1;
Init:=Cum(In+Out>-1)=1;
flag:=BarsSince(Init OR In)
 <BarsSince(Init OR Out)+(Cum(In)=1);

Ref(flag,-delay)

---8<--------------------------------------


Usage examples
==============

To test with your own entry system, and only include your entry signals
during an ADT "in" period, add this code to your existing entry code:

   AND Fml("ADT-05 - past signals binary")


To test with your own exit system, and force your exit signals to
trigger during an ADT "out" period, add this code to your existing
exit code:

   OR Fml("ADT-05 - past signals binary")=0



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 From http://www.metastocktools.com/ADT/ADT-05.htm