http://traderpedia.it/wiki/index.php?action=history&feed=atom&title=TS_Recursive_Moving_Trendline_System 2026-05-07T08:29:22Z Cronologia della pagina su questo sito MediaWiki 1.35.2 http://traderpedia.it/wiki/index.php?title=TS_Recursive_Moving_Trendline_System&diff=1844&oldid=prev 2012-03-22T07:52:57Z

<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;Recursive Moving Trendline System&quot;''''' <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type : Signal, Name : Recursive Moving Trendline System &lt;br&gt;inputs: ndays(25);<br /> <br /> vars: alpha(0),&lt;br&gt;bo(0),&lt;br&gt;bo1(c),&lt;br&gt;xest(0),&lt;br&gt;xest1(c),&lt;br&gt;ema(0),&lt;br&gt;ema1(c),&lt;br&gt;tosc(0);<br /> <br /> alpha = 2 / (ndays + 1);<br /> <br /> bo = (1 - alpha) * bo1 + close;&lt;br&gt;ema = ema1 + alpha * (close - ema1);&lt;br&gt;xest = (1 - alpha) * xest1 + alpha * (close + bo - bo1);<br /> <br /> bo1 = bo;&lt;br&gt;xest1 = xest;&lt;br&gt;ema1 = ema;<br /> <br /> tosc = xest - ema;<br /> <br /> if barnumber &amp;gt; 50 then begin&lt;br&gt;if tosc &amp;gt; 0 then buy close;&lt;br&gt;if tosc &amp;lt; 0 then sell close;&lt;br&gt;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