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

2012-03-22T07:56:06Z

Vedi anche:

Nuova pagina

'''''Trading System "TRIX System S&C"'''''

Sistema ricavato dall'articolo "Playing TRIX" discusso nel numero di giugno 1997 nella rivista STOCKS & COMMODITIES.

Formula per Tradestation™:

INIZIO FORMULA

Type: Function, Name: NewTRIX Inputs: Price(NumericSeries), Length(NumericSimple); Vars: LogP(0), alpha(0), sm1(0), sm2(0), sm3(0);

LogP = Log(Price);

IF CurrentBar = 1 Then Begin sm1 = LogP; sm2 = LogP; sm3 = LogP; alpha = 2 / (Length + 1); End Else Begin sm1 = (LogP - sm1) * alpha + sm1; sm2 = (sm1 - sm2) * alpha + sm2; sm3 = (sm2 - sm3) * alpha + sm3; NewTrix = (sm3 - sm3[1]) * 100; End;

 

Type: System, Name: TRIX System S&C

Inputs: Price(Close), TrixLen(3), TSLen(8), ZeroCrss("Y"), AvgCrss("Y"); Vars: TRXval(0), AvgTRX(0), Zero(0);

TRXval = NewTRIX(Price, TRIXLen); AvgTRX = LinearRegValue(TRXval, TSLen, 0);

IF UpperStr(ZeroCrss) = "Y" Then Begin IF TRXval Crosses Above Zero Then Buy ("B_ZCrss") This Bar on Close; IF TRXval Crosses Below Zero Then Sell ("S_ZCrss") This Bar on Close; End;

IF UpperStr(AvgCrss) = "Y" Then Begin IF TRXval Crosses Above AvgTRX Then Buy ("B_AvgCrss") This Bar on Close; IF TRXval Crosses Below AvgTRX Then Sell ("S_AvgCrssS") This Bar on Close; End;

 

 FINE FORMULA

== Vedi anche: ==

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

[[Category:Formule_Trading_System]]

TS TRIX System S&C - Cronologia

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