Ken Roberts indicator formulas

Ken Roberts indicator formulas

12 month High / Low (contract)
This is Trinary wave indicator that you put into your own inner window. This formula is used only on specific contracts, which have less than 1 year of data. It will plot to +1 days which made the new contract and high -1 in the days that made the new contract low.
If (Highest (high)> Ref (Highest (high), -1) +
1, If (Lowest (low) <Ref (Lowest (low), -1) -1.0))
12 month high / low (permanent)
This is Trinary wave indicator that you put into your own inner window. This formula applies only in continuing agreements which have more than 1 year of data. It will plot to +1 days which made the new contract and high -1 in the days that made the new contract low.
If (HHV (High, 252)> Ref (HHV (High, 252), -1), +1, If (LLV (Low, 252) <Ref (LLV (Low, 252), -1) -1, 0))
50% retracement (contract)
This is an indicator that is applied directly to your price data table. This formula is used only on specific contracts, which have less than 1 year of data. It will plot a line on your chart will show that at any moment in time that is 50% retracement would be. Note: This line will change as a security makes a new high or new low, pointing to it as 50% retracement would be at that time.
((Highest (high)-Lowest (low)) / 2) + Lowest (low)
50% retracement (permanent)
This is an indicator that is applied directly to your price data table. This formula applies only in continuing agreements which have more than 1 year of data. It will plot a line on your chart will show that at any moment in time that is 50% retracement would be. Note: This line will change as a security makes a new high or new low, pointing to it as 50% retracement would be at that time.
((HHV (High, 252)-LLV (Low, 252)) / 2) + LLV (Low, 252)
Sideways channel research
Periodicity: Daily
Formulas
ColumnA: Top
Mov (Peak (1, H, 1), 45 C)-Ref (Mov (Peak (1, H, 1), 45 C), -45)
ColumnB: Bottom
Mov (through (1, l, 1), 45, S)-Ref (Mov (Through (1, l, 1), 45, S) -45)
Filter:
Cola <1 and the car> -1 and ColB <1 AND ColB> -1