2012 Aug: Applying The Sector Rotation Model by Giorgos E. Siligardos

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File Name: SRMind.efs

Description:
Applying The Sector Rotation Model by Giorgos E. Siligardos

Formula Parameters:

SRMind.efs
Roc Period: 75

Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.

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SRMind.efs

SRMind.efs



EFS Code:

SRMind.efs
/*********************************Provided By:  eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2012. All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only and may be modified and saved under a new file name.  eSignal is not responsiblefor the functionality once modified.  eSignal reserves the right to modify and overwrite this EFS file with each new release.Description:        Applying The Sector Rotation Model by Giorgos E. SiligardosVersion:            1.00  13/06/2012Formula Parameters:                     Default:Roc Period                              75Notes:The related article is copyrighted material. If you are not a subscriberof Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();function preMain(){       setStudyTitle("SRMind");      setPlotType(PLOTTYPE_HISTOGRAM, 0);        setIntervalsBackfill(true);    var x=0;        fpArray[x] = new FunctionParameter("gPeriod", FunctionParameter.NUMBER);    with(fpArray[x++])    {        setName("Roc Period");        setLowerLimit(10);        setUpperLimit(200);        setDefault(75);    } }var bInit = false;var bVersion = null;var xXLY = null;var xXLF = null;var xXLE = null;var xXLU = null;var xXLP = null;function main(gPeriod){    if (bVersion == null) bVersion = verify();    if (bVersion == false) return;         if(!bInit)    {        xXLY = close(sym("XLY"));        xXLF = close(sym("XLF"));        xXLE = close(sym("XLE"));        xXLU = close(sym("XLU"));        xXLP = close(sym("XLP"));                bInit = true;    }        var nBull01 = xXLY.getValue(0) / xXLY.getValue(-gPeriod) - 1;    var nBull02 = xXLF.getValue(0) / xXLF.getValue(-gPeriod) - 1;            var nBear01 = xXLE.getValue(0) / xXLE.getValue(-gPeriod) - 1;    var nBear02 = xXLU.getValue(0) / xXLU.getValue(-gPeriod) - 1;    var nBear03 = xXLP.getValue(0) / xXLP.getValue(-gPeriod) - 1;        if (nBull01 == null || nBull02 == null || nBear01 == null || nBear02 == null || nBear03 == null)        return;         var nBeer = (nBear01 + nBear02 + nBear03) / 3;    var nBull = (nBull01 + nBull02) / 2;        var result = 100 * (nBull - nBeer);        return result;}function verify() {    var b = false;    if (getBuildNumber() < 779) {        drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",         Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,        null, 13, "error");        drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",         Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,        null, 13, "upgrade");        return b;    } else {        b = true;    }    return b;}