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Re: [EquisMetaStock Group] Turtle system coding?



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I'm not sure but you can to try this code (e<FONT 
face=Verdana>xpert advisors):
 
<FONT face=Verdana 
size=2>*****************Highlights**********************UP 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=1 DOWN EL:=H>Ref(HHV(H,20),-1); 
CL:=L<Ref(LLV(L,10),-1); ES:=L<Ref(LLV(L,20),-1); 
CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=-1 NEUTRAL 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=0 
*************Symbols**********************EL 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=1 AND Ref(Signal,-1)<1 CL 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=0 AND Ref(Signal,-1)=1 ES 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=-1 AND Ref(Signal,-1)>-1 CS 
EL:=H>Ref(HHV(H,20),-1); CL:=L<Ref(LLV(L,10),-1); 
ES:=L<Ref(LLV(L,20),-1); CS:=H>Ref(HHV(H,10),-1); 
Signal:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND 
PREV=-1),0,PREV)))); Signal=0 AND Ref(Signal,-1)=-1 
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Praktikus 
  
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">equismetastock@xxxxxxxxxxxxxxx 
  
  Sent: Saturday, May 08, 2004 2:17 
PM
  Subject: Re: [EquisMetaStock Group] 
  Turtle system coding?
  
  Alfred,
   
  Go to <A 
  href="">http://originalturtles.org/system.htm , 
  there you find a link to the pdf-file.
   
  Regards,
  Martin
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    Alfred 
    Bendig 
    To: <A 
    title=equismetastock@xxxxxxxxxxxxxxx 
    href="">equismetastock@xxxxxxxxxxxxxxx 
    
    Sent: Saturday, May 08, 2004 12:21 
    PM
    Subject: RE: [EquisMetaStock Group] 
    Turtle system coding?
    Hey Andrew,the download is not possible 
    becauseNot FoundThe requested URL /docs/turtlerules/pdf was not 
    found on this server.Additionally, a 404 Not Found error was 
    encountered while trying to use an ErrorDocument to handle the 
    requestNay there is a 
    mistake.regardsAlfred>From: "Andrew Tomlinson" <<A 
    href="">andrew_tomlinson@xxxxxxxxxxx>>Reply-To: 
    equismetastock@xxxxxxxxxxxxxxx>To: 
    <equismetastock@xxxxxxxxxxxxxxx>>Subject: [EquisMetaStock 
    Group] Turtle system coding?>Date: Wed, 5 May 2004 16:46:39 
    -0400>>I am intrigued by the possibility of using the Original 
    Turtle Trading>rules, but I want to backtest the system in MS9.0 
    before using real money.>However, there are several levels of 
    complexity on top of the basic>entry/exit rules, including ATR - 
    based stops and ATR-based pyramiding.>Before I set about stretching 
    my MS coding skills, does anyone know of a MS>version of the 
    system?>>The system description can be downloaded at><A 
    href="">http://originalturtles.org/docs/turtlerules/pdf>>A 
    additional level of complexity is the way in which portfolio risk 
    is>managed dynamically based on volatility and correlation. I can't 
    imagine>that Metastock can manage this. Can 
    TradeSim?>>Thanks>Andrew>><< 
    winmail.dat 
    >>_________________________________________________________________E-Mails 
    sind zu unpersönlich? Mit einer Webcam wird der MSN Messenger zum 
    Bildtelefon! <A 
    href="">http://www.msn.de/messenger Jetzt 
    kostenlos downloaden und mitmachen!







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