Differenze tra le pagine "TS Bond Futures LR Surfing System" e "TS Breakout System"

Versione attuale delle 09:40, 22 mar 2012

Trading System "Breakout System"

Formula per Tradestation™:

INIZIO FORMULA

Type : Signal, Name : Breakout System
Input:
BLen(20),
XLen(10);

IF CurrentBar > 1 and Close > Highest(High,BLen)[1]
Then Buy on Close;
IF CurrentBar > 1 and Close < Lowest(Low,XLen)[1]
Then ExitLong;

FINE FORMULA

@@ Riga 1: / Riga 1: @@
-'''''Trading System "Bond Futures LR Surfing System"'''''
+'''''Trading System "Breakout System"'''''
-Descrizione: "Surfing The Linear Regression Curve With Bond Futures."&nbsp; (Technical Analysis of Stocks &amp; Commodities 05/98)
-Autore: Dennis Meyers
 Formula per Tradestation™:
@@ Riga 9: / Riga 5: @@
 INIZIO FORMULA
-Type : Indicator, Name : Bond Futures LR Surfing System <br>inputs: ndays(30),<br>pctup(.01425),<br>pctdn(.01425),<br>jmpup(.0035),<br>jmpdn(.0050);
+Type : Signal, Name : Breakout System <br>Input:<br>BLen(20),<br>XLen(10);
-vars: pf(0),<br>le(0),<br>se(0);
-pf = linearregvalue(close, ndays, 0);
-if currentbar &gt; ndays then begin
-if marketposition = 0 then begin<br>if pf / pf[2] &gt; 1 + jmpup then begin<br>buy tomorrow open;<br>le = 1;<br>end;<br>if pf / pf[2] &lt; 1 - jmpdn then begin<br>sell tomorrow open;<br>se = 1;<br>end;<br>end;
-if marketposition = 1 then begin<br>if pf &lt; highest(pf, le) * (1 - pctdn) then begin<br>sell tomorrow open;<br>le = 0;<br>end;<br>le = le + 1;<br>end;
-if marketposition = -1 then begin<br>if pf &gt; lowest(pf, se) * (1 + pctup) then begin<br>buy tomorrow open;<br>se = 0;<br>end;<br>se = se + 1;<br>end;
-end;
-<br>FINE FORMULA
+IF CurrentBar &gt; 1 and Close &gt; Highest(High,BLen)[1] <br>Then Buy on Close;<br>IF CurrentBar &gt; 1 and Close &lt; Lowest(Low,XLen)[1] <br>Then ExitLong;<br><br>FINE FORMULA
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