imported>Stefano Fanton: /* Vedi anche: */

2012-03-22T07:48:42Z

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'''''Trading System "Key Reversal Pattern"'''''

Codice in EasyLanguage per una strategia basata sul key reversal pattern.

Formula per Tradestation™:

INIZIO FORMULA

Type : Strategy, Name : Key Reversal Pattern Input: StopLossAmount( 250 ) ;

variable: KRPattern( false ) ;

KRPattern = Low < Low[1] and Close > Close[1] and Close < High ;

{ You are counting how many times the pattern recurs. INCREMENT THE COUNT ONE BAR AFTER THE KR IS CONFIRMED. }

if KRPattern[1] then begin Value1 = Value1 + 1 ;

{ If there is a key reversal up pattern, how many times is the following high greater or equal to the last high? }

if High >= High[1] then Value2 = Value2 + 1 ; end ; { Now send the results to a text file }

if LastBarOnChart then begin Print( File( "C:\Patt.txt" ), GetSymbolName, " ", ELDateToString( CurrentDate), " Time: ", CurrentTime:4:0 ) ; Print( File( "C:\Patt.txt" ), "Key Reversal Up Pattern" ) ; if Value1 <> 0 then begin Print( File( "C:\Patt.txt" ), "Pattern ", Value1:4:0 ) ; Print( File( "C:\Patt.txt" ), "Total bars ", BarNumber:4:0, " Observation on total bars ", Value1 / BarNumber * 100, "%" ) ; Print( File( "C:\Patt.txt" ), "Next high is greater or equal to prev high ", Value2:4:0, Value2 / Value1 * 100, "%" ) ; end ; end ;

{ If you want to see trading signals include the code below }

if KRPattern then begin Buy this bar on Close ; Sell ( "Target" ) next bar at High limit ; end ; SetStopPosition ; SetStopLoss( StopLossAmount ) ; if BarsSinceEntry = 1 then Sell ( "EOD" ) this bar on Close ; FINE FORMULA

== Vedi anche: ==

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

[[Category:Formule_Trading_System]]

TS Key Reversal Pattern - Cronologia

imported>Stefano Fanton: /* Vedi anche: */