// Downloaded From https://www.WiseStockTrader.com //Price Persistency Exploration //Interpreted from January,2002, TASC, page 44 //article by Gordon Gustafson on Price Persistency //Coded by Anthony Faragasso, 12/31/01 //Version 1.00 /*****Bars in the test*****************/ bars=Cum(1); /**************************************/ Day1up=C > Ref(C,-1); Day1Dn=C < Ref(C,-1); /**************************************/ Day2up=C > Ref(C,-1) AND Ref(C,-1) > Ref(C,-2); Day2Dn=C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2); /***********************************************/ Day3up=C > Ref(C,-1) AND Ref(C,-1) > Ref(C,-2) AND Ref(C,-2) > Ref(C,-3); Day3Dn=C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3); /**********************************************/ Day4up=C > Ref(C,-1) AND Ref(C,-1)>Ref(C,-2)AND Ref(C,-2)>Ref(C,-3) AND Ref(C,-3) > Ref(C,-4); Day4Dn=C < Ref(C,-1) AND Ref(C,-1) Ref(C,-1) AND Ref(C,-1)>Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5); Day5Dn=C < Ref(C,-1) AND Ref(C,-1) Ref(C,-1) AND Ref(C,-1)> Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5) AND Ref(C,-5) > Ref(C,-6); Day6Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5) AND Ref(C,-5) < Ref(C,-6); /***********************************************/ Day7up=C > Ref(C,-1) AND Ref(C,-1)> Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5)AND Ref(C,-5)>Ref(C,-6) AND Ref(C,-6) > Ref(C,-7); Day7Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5)AND Ref(C,-5)< Ref(C,-6)AND Ref(C,-6) < Ref(C,-7); /*********************************************/ Day8up=C > Ref(C,-1) AND Ref(C,-1)> Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5)AND Ref(C,-5)>Ref(C,-6)AND Ref(C,-6) > Ref(C,-7) AND Ref(C,-7) > Ref(C,-8); Day8Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5)AND Ref(C,-5)< Ref(C,-6)AND Ref(C,-6) < Ref(C,-7)AND Ref(C,-7) < Ref(C,-8); /**********************************************/ Day9up=C > Ref(C,-1) AND Ref(C,-1)> Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5)AND Ref(C,-5)>Ref(C,-6)AND Ref(C,-6) > Ref(C,-7)AND Ref(C,-7) > Ref(C,-8) AND Ref(C,-8) > Ref(C,-9); Day9Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5)AND Ref(C,-5)< Ref(C,-6)AND Ref(C,-6) < Ref(C,-7)AND Ref(C,-7) < Ref(C,-8) AND Ref(C,-8) < Ref(C,-9); /**********************************************/ Day10up=C > Ref(C,-1) AND Ref(C,-1)> Ref(C,-2)AND Ref(C,-2)>Ref(C,-3)AND Ref(C,-3) > Ref(C,-4) AND Ref(C,-4) > Ref(C,-5)AND Ref(C,-5)>Ref(C,-6)AND Ref(C,-6) > Ref(C,-7)AND Ref(C,-7) > Ref(C,-8)AND Ref(C,-8)> Ref(C,-9) AND Ref(C,-9) > Ref(C,-10); Day10Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5)AND Ref(C,-5)< Ref(C,-6)AND Ref(C,-6) < Ref(C,-7)AND Ref(C,-7) < Ref(C,-8)AND Ref(C,-8) < Ref(C,-9) AND Ref(C,-9) < Ref(C,-10); /************************************************/ tot1dayUp=LastValue(Cum(Day1up));tot1dayDn=LastValue(Cum(Day1Dn)); tot2dayUp=LastValue(Cum(Day2up));tot2dayDn=LastValue(Cum(Day2Dn)); tot3dayUp=LastValue(Cum(Day3up));tot3dayDn=LastValue(Cum(Day3Dn)); tot4dayUp=LastValue(Cum(Day4up));tot4dayDn=LastValue(Cum(Day4Dn)); tot5dayUp=LastValue(Cum(Day5up));tot5dayDn=LastValue(Cum(Day5Dn)); tot6dayUp=LastValue(Cum(Day6up));tot6dayDn=LastValue(Cum(Day6Dn)); tot7dayUp=LastValue(Cum(Day7up));tot7dayDn=LastValue(Cum(Day7Dn)); tot8dayUp=LastValue(Cum(Day8up));tot8dayDn=LastValue(Cum(Day8Dn)); tot9dayUp=LastValue(Cum(Day9up));tot9dayDn=LastValue(Cum(Day9Dn)); tot10dayUp=LastValue(Cum(Day10up));tot10dayDn=LastValue(Cum(Day10Dn)); /*********Percentages for Up or Down as a % of total bars *************/ totpct1dayup=tot1dayUp/(Cum(1))*100; totpct1dayDn=tot1dayDn/(Cum(1))*100; totpct2dayUp=tot2dayUp/(Cum(1))*100; totpct2dayDn=tot2dayDn/(Cum(1))*100; totpct3dayUp=tot3dayUp/(Cum(1))*100; totpct3dayDn=tot3dayDn/(Cum(1))*100; totpct4dayUp=tot4dayUp/(Cum(1))*100; totpct4dayDn=tot4dayDn/(Cum(1))*100; totpct5dayUp=tot5dayUp/(Cum(1))*100; totpct5dayDn=tot5dayDn/(Cum(1))*100; totpct6dayUp=tot6dayUp/(Cum(1))*100; totpct6dayDn=tot6dayDn/(Cum(1))*100; totpct7dayUp=tot7dayUp/(Cum(1))*100; totpct7dayDn=tot7dayDn/(Cum(1))*100; totpct8dayUp=tot8dayUp/(Cum(1))*100; totpct8dayDn=tot8dayDn/(Cum(1))*100; totpct9dayUp=tot9dayUp/(Cum(1))*100; totpct9dayDn=tot9dayDn/(Cum(1))*100; totpct10dayUp=tot10dayUp/(Cum(1))*100; totpct10dayDn=tot10dayDn/(Cum(1))*100; /*******************************************************/ /**********Percent up or down / previous up or down***********************/ Pct2dayUp=(tot2dayUp/tot1dayup)*100; Pct2dayDn=(tot2dayDn/tot1dayDn)*100; pct3dayUp=(tot3dayUp/tot2dayup)*100; pct3dayDn=(tot3dayDn/tot2dayDn)*100; pct4dayUp=(tot4dayUp/tot3dayUp)*100; pct4dayDn=(tot4dayDn/tot3dayDn)*100; pct5dayUp=(tot5dayUp/tot4dayUp)*100; pct5dayDn=(tot5dayDn/tot4dayDn)*100; pct6dayUp=(tot6dayUp/tot5dayUp)*100; pct6dayDn=(tot6dayDn/tot5dayDn)*100; pct7dayUp=(tot7dayUp/tot6dayUp)*100; pct7dayDn=(tot7dayDn/tot6dayDn)*100; pct8dayUp=(tot8dayUp/tot7dayUp)*100; pct8dayDn=(tot8dayDn/tot7dayDn)*100; pct9dayUp=(tot9dayUp/tot8dayUp)*100; pct9dayDn=(tot9dayDn/tot8dayDn)*100; pct10dayUp=(tot10dayUp/tot9dayUp)*100; pct10dayDn=(tot10dayDn/tot9dayDn)*100; Filter=1; /***Current State of the Closes******/ stateUp=BarsSince(C < Ref(C,-1)); stateDown=BarsSince(C > Ref(C,-1)); AddColumn(stateUp,"currentUp"); AddColumn(statedown,"CurrentDown"); /***Close is equal to previous close*****/ AddColumn(Cum(C == Ref(C,-1)),"Close==PrevClose",1); /***Days in a row ,whether up or down ( A Run )********/ //1 day AddColumn(tot1dayUp,"1dayUp",1);AddColumn(tot1dayDn,"1dayDn",1);AddColumn(0,"%Up/PrevUp");AddColumn(0,"%Dn/PrevDn");AddColumn(totpct1dayUp,"%Up[bars]");AddColumn(totpct1dayDn,"%Dn[bars]"); //2 days AddColumn(tot2dayUp,"2dayUp",1);AddColumn(tot2dayDn,"2dayDn",1);AddColumn(pct2dayUp,"%Up/prevUp");AddColumn(pct2dayDn,"%Dn/prevDn");AddColumn(totpct2dayUp,"%Up[bars]");AddColumn(totpct2dayDn,"%Dn[bars]"); //3 days AddColumn(tot3dayUp,"3dayUp",1);AddColumn(tot3dayDn,"3dayDn",1);AddColumn(pct3dayUp,"%Up/prevUp");AddColumn(pct3dayDn,"%Dn/prevDn");AddColumn(totpct3dayUp,"%Up[bars]");AddColumn(totpct3dayDn,"%Dn[bars]"); //4 days AddColumn(tot4dayUp,"4dayUp",1);AddColumn(tot4dayDn,"4dayDn",1);AddColumn(pct4dayup,"%Up/prevUp");AddColumn(pct4dayDn,"%Dn/prevDn");AddColumn(totpct4dayUp,"%Up[bars]");AddColumn(totpct4dayDn,"%Dn[bars]"); //5 days AddColumn(tot5dayUp,"5dayUp",1);AddColumn(tot5dayDn,"5dayDn",1);AddColumn(pct5dayup,"%Up/prevUp");AddColumn(pct5dayDn,"%Dn/prevDn");AddColumn(totpct5dayUp,"%Up[bars]");AddColumn(totpct5dayDn,"%Dn[bars]"); //6 days AddColumn(tot6dayUp,"6dayUp",1);AddColumn(tot6dayDn,"6dayDn",1);AddColumn(pct6dayUp,"%Up/prevUp");AddColumn(pct6dayDn,"%Dn/prevDn");AddColumn(totpct6dayUp,"%Up[bars]");AddColumn(totpct6dayDn,"%Dn[bars]"); //7 days AddColumn(tot7dayUp,"7dayUp",1);AddColumn(tot7dayDn,"7dayDn",1);AddColumn(pct7dayUp,"%Up/prevUp");AddColumn(pct7dayDn,"%Dn/prevDn");AddColumn(totpct7dayUp,"%Up[bars]");AddColumn(totpct7dayDn,"%Dn[bars]"); //8 days AddColumn(tot8dayUp,"8dayUp",1);AddColumn(tot8dayDn,"8dayDn",1);AddColumn(pct8dayUp,"%Up/prevUp");AddColumn(pct8dayDn,"%Dn/PrevDn");AddColumn(totpct8dayUp,"%Up[bars]");AddColumn(totpct8dayDn,"%Dn[bars]"); //9 days AddColumn(tot9dayUp,"9dayUp",1);AddColumn(tot9dayDn,"9dayDn",1);AddColumn(pct9dayUp,"%Up/prevUp");AddColumn(pct9dayDn,"%Dn/prevDn");AddColumn(totpct9dayUp,"%Up[bars]");AddColumn(totpct9dayDn,"%Dn[bars]"); //10 days AddColumn(tot10dayUp,"10dayUp",1);AddColumn(tot10dayDn,"10dayDn",1);AddColumn(pct10dayUp,"%Up/prevUp");AddColumn(pct10dayDn,"%Dn/prevDn");AddColumn(totpct10dayUp,"%Up[bars]");AddColumn(totpct10dayDn,"%Dn[bars]"); AddColumn(bars,"bars",1);