Thanks again Larry for the work so far on this! I've been able to replicate the work in Libreoffice - based off the data lohill / Larry pasted above it get me started & moving forwards from there with manual updates. Now the task is to automate the update much like Larry has.

I do have one question on the DBE. The formulation below is quite different from the original...

The DBE part of the signal is either a 1 or zero. Once it is set to a particular value, it only gets to change when that day's NHNL value and the 99 preceding NHNL values are all different from the existing DBE value. 

... where the original is based around no closing highs of the S&P500 within the last 99-days. I've not opinion of the relative merits of the two formulations - and would love input on that - but have a couple of questions.

1) Does this formulation fire in-line with the original - or close to it in timing? I'm happy to explore this further myself, but it may have been looked at previously & I missed it.

2) Given that the Nasdaq NHNLWMA9 formulation shifts states quite quickly, does the DBE fire at all? Are there consistent 99-day periods where the NHNLWMA9 stays in a both states?

3) If 2) is true & 1) not, has this formulation been tested as better? It conceivably could be in that it could fire with better timing or exclusively fires in bear markets, it'd be interesting to know if there's been some work on this. It's also possible that this has been explored extensively here & I've missed it, so apologies if that's the case.

Thanks again for the work & sharing so far.
Platy