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<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;Bond Futures LR Surfing System&quot;''''' <br /> <br /> Descrizione: &quot;Surfing The Linear Regression Curve With Bond Futures.&quot;&amp;nbsp; (Technical Analysis of Stocks &amp;amp; Commodities 05/98) <br /> <br /> Autore: Dennis Meyers<br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type : Indicator, Name : Bond Futures LR Surfing System &lt;br&gt;inputs: ndays(30),&lt;br&gt;pctup(.01425),&lt;br&gt;pctdn(.01425),&lt;br&gt;jmpup(.0035),&lt;br&gt;jmpdn(.0050);<br /> <br /> vars: pf(0),&lt;br&gt;le(0),&lt;br&gt;se(0);<br /> <br /> pf = linearregvalue(close, ndays, 0);<br /> <br /> if currentbar &amp;gt; ndays then begin<br /> <br /> if marketposition = 0 then begin&lt;br&gt;if pf / pf[2] &amp;gt; 1 + jmpup then begin&lt;br&gt;buy tomorrow open;&lt;br&gt;le = 1;&lt;br&gt;end;&lt;br&gt;if pf / pf[2] &amp;lt; 1 - jmpdn then begin&lt;br&gt;sell tomorrow open;&lt;br&gt;se = 1;&lt;br&gt;end;&lt;br&gt;end;<br /> <br /> if marketposition = 1 then begin&lt;br&gt;if pf &amp;lt; highest(pf, le) * (1 - pctdn) then begin&lt;br&gt;sell tomorrow open;&lt;br&gt;le = 0;&lt;br&gt;end;&lt;br&gt;le = le + 1;&lt;br&gt;end;<br /> <br /> if marketposition = -1 then begin&lt;br&gt;if pf &amp;gt; lowest(pf, se) * (1 + pctup) then begin&lt;br&gt;buy tomorrow open;&lt;br&gt;se = 0;&lt;br&gt;end;&lt;br&gt;se = se + 1;&lt;br&gt;end;<br /> <br /> end;<br /> <br /> &lt;br&gt;FINE FORMULA <br /> <br /> == Vedi anche: ==<br /> <br /> *[[Indice sequenziale Trading System|Indice sequenziale Trading System]]<br /> <br /> [[Category:Formule_Trading_System]]</div>

imported>Stefano Fanton