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I found this code on another web site. I back tested it trading RUT
and RYMKX. The good news is that the results are great. The bad
news is the backtest reports that it references future quotes. I
can't figure out why? I would appreciate any clues.
Thanks
p1 = Optimize("EMA Period", 8, 5, 25, 1); //Period for EMA
p2 = Optimize("DI+ DI- Period", 8, 5, 25, 1); //Period for PDI
and MDI
//--------------------------------------------
// Change Price Array to Foreign Ticker so it
// will be used to create Buy and Sell Signals
//--------------------------------------------
Signal_Symbol = ParamStr("Signal_Symbol", "!RUT");
SetForeign(Signal_Symbol);//-------------------------------------
// Long Buy Signal
//-------------------------------------
Cond1 = C > EMA(C,p1);
Cond2 = PDI(p2) > MDI(p2);
Buy = Cond1 AND Cond2 ;
//------------------------------------
// Long Sell Signal
//------------------------------------
Sell = C <= EMA(C,p1);
//------------------------------------
// Return prices to current ticker
//------------------------------------
RestorePriceArrays();
//---------------------------------------------
// Create Equity Composite for Chart Analysis
//---------------------------------------------
AddToComposite(Equity(0,0),"~TrendFollow", "X", 31);
//---------------------------------------------
// Exploration Code for detailed analysis of
// Signals (Buy, Sell, Cover, Short)
//---------------------------------------------
Filter = 1;
AddColumn(C,"Close", 1.2);
AddColumn (Cond1, "Cond1",1.0);
AddColumn (Cond2, "Cond2",1.0);
AddColumn (Buy, "Buy", 1, colorDefault, IIf(Buy, colorGreen,
colorDefault));
AddColumn (Sell, "Sell", 1, colorDefault, IIf(Sell,colorRed,
colorDefault));
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