~MACDBULL TTM

["Dimitris Tsokakis" <TSOKAKIS@xxxx>]

For the Nasdaq 100 market, from March 2000 till 
now, you could use the following Trade-the-Market system.
All the ~2000 combinations are profitable for the 
Market.
Some of them may be close to your trading 
style.
 
 MACDBULL=<FONT 
size=2>Foreign("~macdbull"<FONT 
size=2>,"V"<FONT 
face="Times New Roman">);
X=Optimize(<FONT 
size=2>"X",11<FONT 
size=2>,5,<FONT 
size=2>15,1<FONT face=Verdana 
size=2>);
Y=Optimize(<FONT 
size=2>"Y",64<FONT 
size=2>,60,<FONT 
size=2>70,1<FONT face=Verdana 
size=2>);
D=DateNum()><FONT 
size=2>1000301<FONT 
face="Times New Roman">;
B1=Cross<FONT 
size=2>(MACDBULL,X);B2=Cross<FONT face=Verdana 
size=2>(X,MACDBULL);<FONT 
face="Times New Roman">
S1=Cross<FONT 
size=2>(MACDBULL,Y);S2=Cross<FONT face=Verdana 
size=2>(Y,MACDBULL);<FONT 
face="Times New Roman">
R1=Optimize(<FONT 
size=2>"R1",2<FONT 
size=2>,1,<FONT 
size=2>2,1<FONT face=Verdana 
size=2>);
R2=Optimize(<FONT 
size=2>"R2",2<FONT 
size=2>,1,<FONT 
size=2>2,1<FONT face=Verdana 
size=2>);
R3=Optimize(<FONT 
size=2>"R3",2<FONT 
size=2>,1,<FONT 
size=2>2,1<FONT face=Verdana 
size=2>);
R4=Optimize(<FONT 
size=2>"R4",2<FONT 
size=2>,1,<FONT 
size=2>2,1<FONT face=Verdana 
size=2>);
Buy1=(R1==1)*B1+(R1==<FONT 
size=2>2<FONT 
face="Times New Roman">)*B2;
Sell1=(R2==1)*S1+(R2==<FONT 
size=2>2<FONT 
face="Times New Roman">)*S2;
Short1=(R3==1)*S1+(R3==<FONT 
size=2>2<FONT 
face="Times New Roman">)*S2;
Cover1=(R4==1)*B1+(R4==<FONT 
size=2>2<FONT 
face="Times New Roman">)*B2;
Buy=D*Buy1;
Sell=D*Sell1;
<FONT 
face="Times New Roman">Short=D*Short1;Cover=D*Cover1;<FONT 
face="Times New Roman">
Buy=ExRem<FONT 
size=2>(Buy,Sell);Sell=ExRem<FONT face=Verdana 
size=2>(Sell,Buy);<FONT 
face="Times New Roman">
Short=ExRem<FONT 
size=2>(Short,Cover);Cover=ExRem<FONT face=Verdana 
size=2>(Cover,Short);
 
Dimitris 
Tsokakis
 
References:
<A 
href="">http://www.amibroker.com/library/detail.php?id=177