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Details:

Formula name: 4% Model - Determine Stock Market Direction

Author/Uploader: MTR Investors Group - (email hidden)
Date/Time added: 2009-06-20 02:46:18
Origin: 4% Model discovered by Ned Davis. Used to determine the direction of the stock market. Only works on the Value Line Arithmetic Index. Yahoo! Symbol ^VAY. Enhanced Model at www.MTRIG.com updated daily
Keywords: 4% Model, Ned Davis, Martin Zweig, 4 Percent Model
Level: medium
Flags: system

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Description:

Model discovered by Ned Davis. This is used to determine the direction of the stock Market. Once you know the direction the go LONG/SHORT an index ETF or your
Favorite stock. This model was made know by Martin Zweig in his book Winning on Wall Street.

Formula:

/*-------------------------------------------------------------------------------------
MTR Investors Group - www.MTRIG.com

System: 4% Model discovered by Ned Davis. This is used to determine the
direction of the
stock Market. Once you know the direction the go LONG/SHORT an index ETF or
your
Favorite stock. This model was made know by Martin Zweig in his book
Winning on Wall Street.

NOTE: This formula is the classic model. To see daily automated results of an
enhanced version
of this formula stop by www.MTRIG.com.

How To Use:
1. This system works ONLY with the Value Line Arithmetic Index. In Yahoo! the
symbol is ^VAY. Try to run it on the NASDAQ, SP500, or the DOW the results are
poor.
2. Overlay the system to see BUY/SELL indicators on a ^VAY chart.
3. Run a back-test on the ^VAY symbol to test the results.

---------------------------------
Returns: 1/1/1998 to 6/20/2009
Net Risk Adjusted Return: 408.01%
Winners: 45.57%
---------------------------------

-------------------------------------------------------------------------------------*/
//VC = The Close of the Value Line Arithmetic Index
VC = Foreign("^VAY", "Close");

//Compute the percent change of the VAY week over week.
PCTChange = ((VC - Ref(VC,-5 ) ) / Ref(VC,-5 ) ) * 100;

//Look for 4% changes this week compared to last week.
PCT_B = 4;
PCT_S = 4;
PCT_S = PCT_S * -1;

// BUYS And SELLS
xBuy = PCTChange >= PCT_B;
xSell = PCTChange <= PCT_S;

PlotBuy = ExRem(xBuy ,xSell);
PlotSell = ExRem(xSell ,xBuy );

Buy = (PlotBuy);
Sell = (PlotSell );

Short=Sell;
Cover=Buy;

PlotShapes(shapeUpArrow * PlotBuy , colorGreen, 0,L);
PlotShapes(shapeDownArrow * PlotSell , colorRed, 0,H);