Differenze tra le pagine "TS Long Trends" e "TS Macd Momentum System"

Versione attuale delle 09:50, 22 mar 2012

Trading System "Macd Momentum System"

Codice per il MACD Momentum, creato da Barbara Star, pubblicato nel febbraio 1994 su Technical Analysis of Stocks and commodities.

Formula per Tradestation™:

INIZIO FORMULA

Type : Function, Name : McdMo
Inputs:
R(Numeric),
S(Numeric),
Q(NUmeric),
Dsp(Numeric),
Smth(Numeric);

Vars:
Mo(0),
Avg(0),
Diff(0);

Mo=MACD(C,R,S);
Avg=XAverage(MACD(C,R,S),Q);
Diff=Mo-Avg;
McdMo=Average(Diff-Diff[Dsp],Smth);

Type : Function, Name : MacdDiff
Inputs:
R(Numeric),
S(NUmeric),
Q(Numeric);
Vars: Mac(0),
Avg(0);

Mac=MACD(C,R,S);
Avg=Xaverage(MACD(C,R,S),Q);
MACDDiff=Mac-Avg;

Type : Signal, Name : Macd Momentum
Input:
R(12),
S(26),
Q(9),
Dsp(10),
Smth(3);

Vars:
Mcdif(0),
McdCr(0);

Mcdif=MacdDiff(R,S,Q);{Trigger}
McdCr=McdMo(R,S,Q,Dsp,Smth);{Filter}

Condition1=McdCr<0 and Mcdif crosses below 0;
Condition2=McdCr>0 and Mcdif crosses above 0;
Condition3=McdCr crosses above 0;
Condition4=mcdCr crosses below 0;

If Condition1 then sell 1 contract on close;
If Condition3 then exitshort 1 contract on close;
If Condition2 then buy 1 contract on close;
If Condition4 then exitlong 1 contract on close;

FINE FORMULA

Vedi anche:

Indice sequenziale Trading System

@@ Riga 1: / Riga 1: @@
-'''''Trading System "Long Trends"'''''
+'''''Trading System "Macd Momentum System"'''''
+Codice per&nbsp;il&nbsp;MACD Momentum, creato da Barbara Star, pubblicato nel&nbsp;febbraio&nbsp;1994 su&nbsp;Technical Analysis of Stocks and commodities.
 Formula per Tradestation™:
@@ Riga 5: / Riga 7: @@
 INIZIO FORMULA
-Type : Signal, Name : Long Trends
+Type&nbsp;: Function, Name&nbsp;: McdMo <br>Inputs:<br>R(Numeric),<br>S(Numeric),<br>Q(NUmeric),<br>Dsp(Numeric),<br>Smth(Numeric);
+Vars:<br>Mo(0),<br>Avg(0),<br>Diff(0);
+Mo=MACD(C,R,S);<br>Avg=XAverage(MACD(C,R,S),Q);<br>Diff=Mo-Avg;<br>McdMo=Average(Diff-Diff[Dsp],Smth);
+<br>
+Type&nbsp;: Function, Name&nbsp;: MacdDiff <br>Inputs:<br>R(Numeric),<br>S(NUmeric),<br>Q(Numeric);<br>Vars: Mac(0),<br>Avg(0);
+Mac=MACD(C,R,S);<br>Avg=Xaverage(MACD(C,R,S),Q);<br>MACDDiff=Mac-Avg;
+<br>
+<br>Type&nbsp;: Signal, Name&nbsp;: Macd Momentum <br>Input:<br>R(12),<br>S(26),<br>Q(9),<br>Dsp(10),<br>Smth(3);
-inputs:NoDays(21), N(22),MULT1(2), MULT2(2);<br>vars:valuea(0),valueb(0),valuec(0), VAL1(0), VAL2(0);
+Vars:<br>Mcdif(0),<br>McdCr(0);
-valuea=highest(high,NoDays);<br>valueb=lowest(low,NoDays);<br>VAL1= Average(VALUEA,NODAYS);<br>VAL2= Average(VALUEB,NODAYS);
+Mcdif=MacdDiff(R,S,Q);{Trigger}<br>McdCr=McdMo(R,S,Q,Dsp,Smth);{Filter}
-IF VALUEA CROSSES ABOVE VAL1 AND VALUEB &gt; VAL2 THEN BUY ON CLOSE;<br>IF VALUEB CROSSES ABOVE VAL2 AND VALUEA &gt; VAL1 THEN BUY ON CLOSE;<br>IF VALUEA CROSSES BELOW VAL1 AND VALUEB &lt; VAL2 THEN SELL ON CLOSE;<br>IF VALUEB CROSSES BELOW VAL2 AND VALUEA &lt; VAL1 THEN SELL ON CLOSE;
+Condition1=McdCr&lt;0 and Mcdif crosses below 0;<br>Condition2=McdCr&gt;0 and Mcdif crosses above 0;<br>Condition3=McdCr crosses above 0;<br>Condition4=mcdCr crosses below 0;
-VALUE1 = ((HIGHEST (HIGH, N)) - ((LOWEST (LOW, N))));<br>VALUE2= VALUE1 * MULT1;<br>VALUE3= VALUE1 * MULT2;<br>{VALUE2=TARGET, VALUE3 = STOPLOSS}<br>IF MARKETPOSITION = 1 THEN BEGIN<br>EXITLONG TOMORROW AT ENTRYPRICE + VALUE2 LIMIT;<br>EXITLONG TOMORROW AT ENTRYPRICE - VALUE3 STOP;<br>END ;<br>IF MARKETPOSITION = -1 THEN BEGIN<br>EXITSHORT TOMORROW AT ENTRYPRICE + VALUE3 STOP;<br>EXITSHORT TOMORROW AT ENTRYPRICE - VALUE2 LIMIT;<br>END ;<br><br>FINE FORMULA
+If Condition1 then sell 1 contract on close;<br>If Condition3 then exitshort 1 contract on close;<br>If Condition2 then buy 1 contract on close;<br>If Condition4 then exitlong 1 contract on close;<br><br>FINE FORMULA
 == Vedi anche:  ==

Differenze tra le pagine "TS Long Trends" e "TS Macd Momentum System"

Versione attuale delle 09:50, 22 mar 2012

Vedi anche:

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