Differenze tra le pagine "TS Finite Volume Element (FVE) System" e "TS First 2 Hour Channel System"
(Differenze fra le pagine)
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imported>Stefano Fanton |
imported>Stefano Fanton |
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Riga 1: | Riga 1: | ||
− | '''''Trading System " | + | '''''Trading System "First 2 Hour Channel System"''''' |
− | |||
− | |||
Formula per Tradestation™: | Formula per Tradestation™: | ||
Riga 7: | Riga 5: | ||
INIZIO FORMULA | INIZIO FORMULA | ||
− | Type : | + | Type : Signal, Name : First 2 Hour Channel System |
+ | |||
+ | INPUT:<br>BEGINCH(SESS1STARTTIME),<br>ENDCH(1300); | ||
+ | |||
+ | { 1300 IS AN EXAMPLE } | ||
+ | |||
+ | VARS:CH(H),CL(L); | ||
− | + | IF TIME = BEGINCH + BARINTERVAL THEN BEGIN<br>CH = H;<br>CL = L;<br>END; | |
− | + | IF TIME >= BEGINCH AND TIME <= ENDCH THEN BEGIN<br>IF H > CH THEN CH = H;<br>IF L < CL THEN CL = L;<br>END; | |
− | + | IF TIME > ENDCH AND DATE = DATE TOMORROW THEN BUY AT CH STOP;<br>IF TIME > ENDCH AND DATE = DATE TOMORROW THEN SELL AT CH STOP;<br><br>FINE FORMULA | |
== Vedi anche: == | == Vedi anche: == |
Versione attuale delle 08:46, 22 mar 2012
Trading System "First 2 Hour Channel System"
Formula per Tradestation™:
INIZIO FORMULA
Type : Signal, Name : First 2 Hour Channel System
INPUT:
BEGINCH(SESS1STARTTIME),
ENDCH(1300);
{ 1300 IS AN EXAMPLE }
VARS:CH(H),CL(L);
IF TIME = BEGINCH + BARINTERVAL THEN BEGIN
CH = H;
CL = L;
END;
IF TIME >= BEGINCH AND TIME <= ENDCH THEN BEGIN
IF H > CH THEN CH = H;
IF L < CL THEN CL = L;
END;
IF TIME > ENDCH AND DATE = DATE TOMORROW THEN BUY AT CH STOP;
IF TIME > ENDCH AND DATE = DATE TOMORROW THEN SELL AT CH STOP;
FINE FORMULA