TS Macd Momentum System

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