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'''''Trading System "Moving average with resistance and support system"''''' 

Combinazione di una&nbsp;semplice media mobile con&nbsp;supporti e&nbsp;resistenze,&nbsp;presentato&nbsp;da Dennis Tilley nel suo articole "Moving averages with resistance and support." 

Formula per Tradestation™: 

INIZIO FORMULA 

Type: System, Name: Mov Avg--Supp/Res <br>Inputs: Price(Close), Length(10), F(8);<br>Vars: AvgVal(0), S(0), R(0), SC(0), RC(0);

AvgVal = Average(Price, Length);<br>RC = RC + 1;<br>SC = SC + 1;

IF CurrentBar &gt; 1 Then Begin<br>IF Close Crosses Below AvgVal AND Close &gt; S* (1+(F/100)) AND R &lt;&gt; 0 Then Begin<br>Sell Next Bar at Market;<br>S = Low;<br>SC = 0;<br>End<br>Else Begin<br>IF Close Crosses Below S AND R &lt;&gt; 0 Then Begin<br>Sell Next Bar at Market;<br>S = Low;<br>SC = 0;<br>End;<br>End;

IF Close Crosses Above AvgVal AND Close &lt; R / (1+(F/100)) AND S &lt;&gt; 0 Then Begin<br>Buy Next Bar at Market;<br>R = High;<br>RC = 0;<br>End<br>Else Begin<br>IF Close Crosses Above R AND S &lt;&gt; 0 Then Begin<br>Buy Next Bar at Market;<br>R = High;<br>RC = 0;<br>End;<br>End;<br>IF Close &gt; AvgVal Then Begin<br>IF High &gt;= R Then Begin<br>R = High;<br>RC = 0;<br>End;<br>End;

IF Close &lt; AvgVal Then Begin<br>IF Low &lt;= S OR S = -1 Then Begin<br>S = Low;<br>SC = 0;<br>End;<br>End;<br>End;<br><br>FINE FORMULA 

== Vedi anche:  ==

*[[Indice sequenziale Trading System|Indice sequenziale Trading System]]

[[Category:Formule_Trading_System]]