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Unfortunately I cannot simply post the Matlab code due to reason I do not care to get into here in forum. However, I can show you the way. Most of the information on how to build can be found in Paul Ciana's-New Frontiers in Technical Analysis and Julius own website and public papers:
Calculate both a 10 and 30 week SMA
Take MACD of above
Create RS Ratio using MACD and Julius proprietary factor (1-99)
Calculate 9 week SMA of RS Ratio
Create RS Momentum of above.
Plot RS Ratio vs. RS Momentum
Good luck and please keep your word by posting Python code. Again, the hiccup if trying to match StockCharts or Bloomberg is that you do know know how Julius ranks the securities from 1-99. I use my own proprietary program to create rankings.
What do you think of using the SCTR (stockcharts own indicator, the formula is public and I like it as it has a mix of short,medium and long term scope)? I guess that could be used instead of "Julius proprietary factor (1-99)".
I am not familiar with stockcharts own indicator SCTR? Can you please provide a link?
Maybe that is what stockcharts is using when they generate the graphs and not Julius' factor? I do not have a stockcharts subscription but if they provide a SCTR for the indexes, then I can easily check ...