http://traderpedia.it/wiki/index.php?action=history&feed=atom&title=TS_His.Vol_w%2F_Patterns 2026-05-07T08:30:29Z Cronologia della pagina su questo sito MediaWiki 1.35.2 http://traderpedia.it/wiki/index.php?title=TS_His.Vol_w/_Patterns&diff=1835&oldid=prev 2012-03-22T07:47:10Z

<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;His.Vol w/ Patterns&quot;''''' <br /> <br /> His.Vol w/ Patterns creato&amp;nbsp;da Laurence Connors e Linda Raschke <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Function: HisVol &lt;br&gt;INPUTS: LOOKBCK(NumericSimple), ANNUAL(NumericSimple);&lt;br&gt;Vars: HVol(0), Per(0);&lt;br&gt;If DataCompression&amp;lt;=2 then Per=1;&lt;br&gt;If DataCompression=3 then Per=7;<br /> <br /> HVol=StdDev(LOG(Close/Close[1]),LOOKBCK)*SquareRoot(ANNUAL/Per);&lt;br&gt;HisVol= HVol*100;<br /> <br /> <br /> <br /> System: His.Vol w/ Patterns &lt;br&gt;Vars: HVRatio(0), NR4(False), InBar(False);&lt;br&gt;HVRatio=(HisVol(6,365)/HisVol(100,365))*100;&lt;br&gt;NR4=Range=Lowest(Range,4);&lt;br&gt;InBar=H&amp;lt;H[1] and L&amp;gt;L[1];&lt;br&gt;If HVRatio &amp;lt;= 50 and (NR4 or InBar) then begin&lt;br&gt;Buy at High + (1*MinMove points) stop;&lt;br&gt;Sell at Low - (1*MinMove points) stop;&lt;br&gt;end;&lt;br&gt;&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