V13:06: (269-270): Traders' Tips
Here are the formulas to implement the system discussed in Adam White's "A weekly S&P trading system" for SMARTrader. ...
This is a simple system to implement. As you can see, the highest/lowest functions are integral to building the
system. The highest/lowest rows each have a suffix appended to clarify their use in subsequent rows.
TAI is the trend analysis index calculation. The buy rule is that the current highest five-bar high is greater than the
previous five-bar highest and the current lowest five-bar low is higher than the current 13-bar lowest. The sell rule is
based on the percentage at the maximum retracement value and TAI at the minimum threshold value.