http://traderpedia.it/wiki/index.php?action=history&feed=atom&title=TS_Stochastic_S%26C_System 2026-05-07T08:30:42Z Cronologia della pagina su questo sito MediaWiki 1.35.2 http://traderpedia.it/wiki/index.php?title=TS_Stochastic_S%26C_System&diff=1846&oldid=prev 2012-03-22T07:54:43Z

<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;Stochastic S&amp;amp;C System&quot;''''' <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type: Function, Name: StochCustom &lt;br&gt;Inputs: &lt;br&gt;KPeriods(NumericSimple), &lt;br&gt;KSlow(NumericSimple);&lt;br&gt;Variables: &lt;br&gt;LoLo(0), &lt;br&gt;HiHi(0), &lt;br&gt;HLDIff(0);&lt;br&gt;LoLo = Lowest(Low, KPeriods);&lt;br&gt;HiHi = Highest(High, KPeriods);&lt;br&gt;HLDIff = HiHi - LoLo;<br /> <br /> If HLDIff &amp;gt; 0 Then Begin&lt;br&gt;If KSlow &amp;lt;= 1 Then&lt;br&gt;StochCustom = (Close - LoLo) / HLDIff * 100&lt;br&gt;Else&lt;br&gt;StochCustom = Average(Close-LoLo,KSlow) / Average(HLDIff, KSlow)*100;&lt;br&gt;End;<br /> <br /> <br /> <br /> Type: System, Name: Stochastic S&amp;amp;C &lt;br&gt;Input: KPeriods(7), DPeriods(12), KSlow(3), ExitBars(5);&lt;br&gt;Variables: KVal(0), DVal(0);&lt;br&gt;KVal = StochCustom(KPeriods, KSlow);&lt;br&gt;DVal = Average(KVal, DPeriods);&lt;br&gt;Condition1 = DVal &amp;gt; DVal[1] AND DVal[1] &amp;gt; DVal[2];&lt;br&gt;Condition2 = DVal &amp;lt; DVal[1] AND DVal[1] &amp;lt; DVal[2];<br /> <br /> If Condition1 AND SwingLow(1, KVal, 1, 2) &amp;lt;&amp;gt; -1 Then&lt;br&gt;Buy This Bar on Close;&lt;br&gt;If Condition2 AND SwingHigh(1, KVal, 1, 2) &amp;lt;&amp;gt; -1 Then&lt;br&gt;Sell This Bar on Close;<br /> <br /> If MarketPosition = 1 AND BarsSinceEntry = ExitBars Then&lt;br&gt;ExitLong This Bar on Close;&lt;br&gt;If MarketPosition = -1 AND BarsSinceEntry = ExitBars Then&lt;br&gt;ExitShort This Bar on Close;&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