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

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SRMind.efs  

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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.

 

Download File:
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 responsible
for 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. Siligardos

Version:            1.00  13/06/2012

Formula Parameters:                     Default:
Roc Period                              75

Notes:
The related article is copyrighted material. If you are not a subscriber
of 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;
}