TS Keltner Channels

Trading System "Key Reversal Pattern"

Codice in EasyLanguage per una strategia basata sul key reversal pattern.

Formula per Tradestation™:

INIZIO FORMULA

Type : Strategy, Name : Key Reversal Pattern
Input: StopLossAmount( 250 ) ;

variable: KRPattern( false ) ;

KRPattern = Low < Low[1]
and Close > Close[1]
and Close < High ;

{ You are counting how many times the pattern recurs.
INCREMENT THE COUNT ONE BAR AFTER THE KR IS CONFIRMED. }

if KRPattern[1] then
begin
Value1 = Value1 + 1 ;

{ If there is a key reversal up pattern,
how many times is the following high greater or equal to the last high? }

if High >= High[1] then
Value2 = Value2 + 1 ;
end ;
{ Now send the results to a text file }

if LastBarOnChart then
begin
Print( File( "C:\Patt.txt" ), GetSymbolName,
" ", ELDateToString( CurrentDate), " Time: ",
CurrentTime:4:0 ) ;
Print( File( "C:\Patt.txt" ),
"Key Reversal Up Pattern" ) ;
if Value1 <> 0 then
begin
Print( File( "C:\Patt.txt" ),
"Pattern ", Value1:4:0 ) ;
Print( File( "C:\Patt.txt" ), "Total bars ",
BarNumber:4:0, " Observation on total bars ",
Value1 / BarNumber * 100, "%" ) ;
Print( File( "C:\Patt.txt" ),
"Next high is greater or equal to prev high ",
Value2:4:0, Value2 / Value1 * 100, "%" ) ;
end ;
end ;

{ If you want to see trading signals include the code below }

if KRPattern then
begin
Buy this bar on Close ;
Sell ( "Target" ) next bar at High limit ;
end ;
SetStopPosition ;
SetStopLoss( StopLossAmount ) ;
if BarsSinceEntry = 1 then
Sell ( "EOD" ) this bar on Close ;

FINE FORMULA

Vedi anche:

• Indice sequenziale Trading System