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Hi Fulvio,
I tried your coding, ya! it works pretty well in
Expert Adviser.Thanks.
Do you know how to code it in System Tester
?
regards,
Desmond
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Fulvio
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Sunday, May 09, 2004 3:51 AM
Subject: Re: [EquisMetaStock Group]
Turtle system coding?
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:
<A title=praktikus@xxxxxxxxxx
href="">Praktikus
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Saturday, May 08, 2004 2:17
PM
Subject: Re: [EquisMetaStock Group]
Turtle system coding?
<FONT face=Arial
size=2>
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
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