Kovu, Keith, et. al.
I don't know what the rules were that were associated with the other versions, but they were not significantly different than these. We played with a couple of additional rules at one point, but in the final analysis, they did not add all that much. So, here is this rule set as interpreted by moi...
If the PPO(5,10) is between + or - 1.6 .AND. lower than yesterday's, then you are in Bear mode, otherwise you are in Bull mode (De Morgan's Law applies, i.e. Not (A .AND. B) = Not A .OR. Not B)
Bull Signal Rules (presumes you start from a VTO Long Buy)
1. Go Long at RSI 5 < 28, and hold the Long until RSI 5 > 50 (this is NOT a mandatory sell at RSI 5 > 50, it only means no other rule can cause a Short until RSI 5 > 50), i.e. when RSI 5 > 50, go to 2.
2. If the NDX > NDX 10 EMA, hold Long, otherwise, go to 3.
3. If RSI 5 > 70, go Short, otherwise, go to 4.
4. If NASI EMA 5 > NASI EMA 24, stay Long, or
5. If NASI EMA 5 < NASI EMA 24, go Short
Bear mode rules are identical to Bull mode, except that Rule 2 does not apply.
These are *notional* settings and give good results. You may be able to get better results by using different NASI EMA settings for Bull and Bear modes, different PPO settings and limits, and further optimizing the RSI levels to maximize returns.
