ATS Strategy

Trend Formula
 
Uptrend: 100-(100/1-RS) RS uptrend

Down trend: 100+(100/1-RS) RS downtrend

RS up trend = Sum of Gains over the past 400 periods .
RS downtrend = Sum of Losses over the past 400 periods

 
 
Reversal Formula
 
Reversal down: 100-(100/1-RS) RS reverse down

Reversal up: 100+(100/1-RS) RS reverse up

RS revers down = Sum of Gains over the past 400 periods .
RS revers up = Sum of Losses over the past 400 periods

 
 
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