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Simple Trend Following system. Tests well on US Stocks
DB 100k into 1.1 mil over 10 yrs and NDX100 - 100k
into 1.5 mil over 10 yrs
//***************************************************//
Buy = C > 1.00 AND Volume > 10000000 AND Cross ( MACD
(12,26), Signal (12,26,9));
Sell = Cross( MA( Close, 200 ), EMA( Close, 22 ) );
//Stops
TrailStopAmount = 10 * ATR( 10 );
ApplyStop( 2, 2, TrailStopAmount, 1 );
//Position Sizing Algorithm
Capital= 100000;
RiskPercent= .20;
Risk = RiskPercent * Capital;
PositionSize = (Risk / TrailStopAmount) * BuyPrice;
PositionScore = 50-RSI(); // prefer stocks that have
low RSI;
//******************************************//
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