TS High Percentage Trading System
Trading System "High Percentage Trading System"
Formula per Tradestation™:
INIZIO FORMULA
Typ : System, Name : High Percentage Trading System
Input: ASize (30000), { starting account size, $ }
DDGoal (50), { max closed out trade drawdown, % }
RiskPer (10), { percentage risk per trade }
NRand (1000), { number of random sequences }
EntFrac (0.75); { multiple of range for entry }
Var: EntPr (0), { Entry target price }
XitPr (0), { mm stop exit price }
TrRisk (0); { trade risk, $ }
TrRisk = 1000;
EntPr = H + EntFrac * (H - L);
If C > C[1] then
Buy next bar at EntPr Stop;
Exitlong("MMStop") next bar at EntryPrice - TrRisk/BigPointValue stop;
If BarsSinceEntry >= 1 and open of next bar > EntryPrice then
ExitLong("ProfOpen") next bar at market;
{Value1 = MonteCarlo (ASize, DDGoal, RiskPer, TrRisk, NRand);}
{This last line calls the MonteCarlo function, which randomizes the
trades and summarizes the results. Delete it if you don't want the
MonteCarlo results.}
FINE FORMULA