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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;Sideways&quot;''''' <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type : Signal, Name : Sideways<br /> <br /> inputs:NoDay(3), MULT11(2), MULT22(2), AVE(4);&lt;br&gt;vars:valuea(0),valueb(0),LINR(0), VAL1(0), VAL2 (0); <br /> <br /> valuea=highest(high,NoDay);&lt;br&gt;valueb=lowest(low,NoDay);&lt;br&gt;VAL1 = AVERAGE (VALUEA,NODAY);&lt;br&gt;VAL2 = AVERAGE (VALUEB, NODAY);&lt;br&gt;LINR = LinearRegValueFC(C,AVE,0); <br /> <br /> IF LINR CROSSES ABOVE VAL2 THEN BUY ON CLOSE;&lt;br&gt;IF LINR CROSSES ABOVE VAL1 THEN EXITLONG ON CLOSE;<br /> <br /> IF LINR CROSSES BELOW VAL1 THEN SELL ON CLOSE;&lt;br&gt;IF LINR CROSSES BELOW VAL2 THEN EXITSHORT ON CLOSE;<br /> <br /> &lt;br&gt;VALUE1 = ((HIGHEST (HIGH, NODAY)) - ((LOWEST (LOW, NODAY))));&lt;br&gt;VALUE2= VALUE1 * MULT11;&lt;br&gt;VALUE3= VALUE1 * MULT22;&lt;br&gt;{VALUE2=TARGET, VALUE3 = STOPLOSS}&lt;br&gt;IF MARKETPOSITION = 1 THEN BEGIN&lt;br&gt;EXITLONG TOMORROW AT ENTRYPRICE + VALUE2 LIMIT;&lt;br&gt;EXITLONG TOMORROW AT ENTRYPRICE - VALUE3 STOP;&lt;br&gt;END ;&lt;br&gt;IF MARKETPOSITION = -1 THEN BEGIN&lt;br&gt;EXITSHORT TOMORROW AT ENTRYPRICE + VALUE3 STOP;&lt;br&gt;EXITSHORT TOMORROW AT ENTRYPRICE - VALUE2 LIMIT;&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