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

2012-03-22T07:53:24Z

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'''''Trading System "TS Shark 32"'''''

Combining Statistical & Pattern Analysis(Technical Analysis of Stocks & Commodities 10/98)  

Formula per Tradestation™:

INIZIO FORMULA

Type : Function (TrueFalse), Name : sym_shark input: symmetry(numericsimple); vars: apex(0), wb(0);

apex = (high + low) / 2; wb = high[2] - low[2];

if high < high[1] and low > low[1] and high[1] < high[2] and low[1] > low[2] and apex <= high[2] - (wb * symmetry) and apex >= low[2] + (wb * symmetry) then sym_shark = true else sym_shark = false;

 

Type : Signal, Name : SHRK-32 System input: symmetry(.28); vars: cont(0), revb(0), revs(0);

if cont <> 0 and marketposition = 0 then begin if close < high[3 + cont] and close > low[3 + cont] then cont = cont + 1; if close > high[3 + cont] then begin buy close; revb = cont + 3; cont = 0; end; if close < low[3 + cont] then begin sell close; revs = cont + 3; cont = 0; end; end; if revb <> 0 then begin if close > low[revb] then revb = revb + 1 else if close < low[revb] then begin sell close; revb = 0; end; end; if revs <> 0 then begin if close < high[revs] then revs = revs + 1 else if close > high[revs] then begin buy close; revs = 0; end; end; if sym_shark(symmetry)[1] = true then begin if close > high[3] then buy close; if close < low[3] then sell close; cont = cont + 1; end; if sym_shark(symmetry) = true and marketposition <> 0 then begin exitlong close; exitshort close; end; if barssinceentry = 78 then begin if marketposition = 1 then begin exitlong close; buy open; end; if marketposition = -1 then begin exitshort close; sell open; end; end; if revb > 100 then revb = 0; if revs > 100 then revs = 0; FINE FORMULA

== Vedi anche: ==

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

[[Category:Formule_Trading_System]]

TS Shark 32 - Cronologia

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