imported>Alberto Bellemo il 20:01, 14 mar 2012

2012-03-14T20:01:26Z

Nuova pagina

'''''Trading System "Aberration"'''''

Formula per Tradestation:

INIZIO FORMULA

Type : Signal, Name : Aberration

Inputs: Length(35), StdDevUp(2.0), StdDevDn(-2.0); Vars: UpBand(0), DnBand(0), Ave(0);

 UpBand = BollingerBand(Close,Length,StdDevUp); DnBand = BollingerBand(Close,Length,StdDevDn);

Ave = Average(Close,Length);

{ ---- Enter Long ---- }

if ( MarketPosition = 0 ) and ( Close > UpBand ) then Buy("BE") tomorrow at market;

{ ---- Enter Short ---- }

if ( MarketPosition = 0 ) and ( Close < DnBand ) then Sell("SE") tomorrow at market;

{ ---- Exit Short ---- }

if ( MarketPosition = 1 ) and ( Close < Ave ) then ExitLong("LX") today at close;

{ ---- Exit Long ---- }

if ( MarketPosition = -1 ) and ( Close > Ave ) then ExitShort("SX") today at close;

FINE FORMULA

== Vedi anche: ==

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

[[Category:Formule_Trading_System]]

TS Aberration - Cronologia

imported>Alberto Bellemo il 20:01, 14 mar 2012