Re: Dallas System by Keith Fitschen CODING ATTEMPT

[Philip <pschmi02@xxxxxxxxxxx>]

Greetings,

Here's a first shot at coding the long side of "Dallas" -- thanks to the generous assistance of Dave
Nadeau! You'll see that I've used Dave's narrative as a kind of fill-in-the-blanks exercise. I'm not
sure, though, how to include the set-up, i.e. the initial volatility contraction. Any suggestions?

Looks like there might be some useful ideas in "Dallas." I would really appreciate any pointers the
more experienced technicians in the house may have to offer.

CMA:= Close-Mov(Close,LengthMA,S);
Sigma:= StdDev(CMA,LengthStDev);
LengthStDev:= 50;
Lookback:= -22;
LengthMA:=3;

{When Sigma becomes less than the Sigma of 22 bars ago, the setup begins}

Ref(Sigma > Ref(Sigma,Lookback),-1)?
or how about
Alert(Sigma > Ref(Sigma,Lookback), x?)

and
Sigma > Mov(Sigma, LengthMA ,S)
and
Sigma > Ref(Sigma, Lookback )
and
Close > Ref(Close, Lookback )
{All signs that the volatility is increasing, and the price is beginning to move upward}
and Close < Ref(Close,-1){small pullback}
{then}
{you'd enter long at the open of the next bar}

Best regards,
Philip