Differenze tra le pagine "TS True Range Breakout" e "TS TrueContrarian"

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imported>Stefano Fanton
 
imported>Stefano Fanton
 
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'''''Trading System "True Range Breakout"'''''  
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'''''Trading System "TrueContrarian"'''''  
  
 
Formula per Tradestation™:  
 
Formula per Tradestation™:  
Riga 5: Riga 5:
 
INIZIO FORMULA  
 
INIZIO FORMULA  
  
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Type : Signal, Name : True Range Breakout <br>Input<br>:Period(20);
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Typ : Function, Name : CriteriaCounter
  
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Condition1=range &lt; Average(range,Period);
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Inputs: Criteria(TrueFalse), Length(Numeric);<br>Vars: Accum(0);  
  
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{LongEntry}<br>If Condition1 then Buy at Open of tomorrow + range Stop;
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For value1 = 0 To Length-1 Begin <br>IF Criteria[value1] Then<br>Accum = Accum + 1;<br>End;
  
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{ShortEntry}<br>If Condition1 then Sell at Open of tomorrow - range Stop;<br><br>FINE FORMULA  
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IF Accum &lt;&gt; 0 Then Begin<br>CriteriaCounter = Accum;<br>Accum = 0;<br>End;
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<br><br>
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Typ : System, Name : TrueContrarian <br>Inputs: Criteria(C Cross Over Average(C, 10) Or C Cross Under Average(C, 10)), Length(40);
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If CriteriaCounter(Criteria, Length) &gt; 10 Then Begin<br>If C Cross Over Average(C, 10) Then<br>Buy Tomorrow at Open;<br>If C Cross Under Average(C, 10) Then<br>Sell Tomorrow at Open;<br>End;
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If C Cross Under Average(C, 10) Then<br>ExitLong Tomorrow at Open;<br>If C Cross Over Average(C, 10) Then<br>ExitShort Tomorrow at Open;
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<br><br>FINE FORMULA  
  
 
== Vedi anche:  ==
 
== Vedi anche:  ==

Versione attuale delle 09:57, 22 mar 2012

Trading System "TrueContrarian"

Formula per Tradestation™:

INIZIO FORMULA

Typ : Function, Name : CriteriaCounter

Inputs: Criteria(TrueFalse), Length(Numeric);
Vars: Accum(0);

For value1 = 0 To Length-1 Begin
IF Criteria[value1] Then
Accum = Accum + 1;
End;

IF Accum <> 0 Then Begin
CriteriaCounter = Accum;
Accum = 0;
End;



Typ : System, Name : TrueContrarian
Inputs: Criteria(C Cross Over Average(C, 10) Or C Cross Under Average(C, 10)), Length(40);

If CriteriaCounter(Criteria, Length) > 10 Then Begin
If C Cross Over Average(C, 10) Then
Buy Tomorrow at Open;
If C Cross Under Average(C, 10) Then
Sell Tomorrow at Open;
End;

If C Cross Under Average(C, 10) Then
ExitLong Tomorrow at Open;
If C Cross Over Average(C, 10) Then
ExitShort Tomorrow at Open;



FINE FORMULA

Vedi anche:

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