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Hi Livetraderman,
There may be a better way to code it, but
this seems to work. I simplified the code to speed it up.
Create 3 indicators
first:
fx livetraderman 8
fx livetraderman 21
(change d1 to 21)
fx livetraderman stop
----------- indicator "fx livetraderman 8"
---------------
d1:=8; s1:=.84;
s2:=.7056; s3:=.5927;
e1:=Mov(C,d1,E);
e2:=Mov(e1,d1,E);
e3:=Mov(e2,d1,E);
e4:=Mov(e3,d1,E);
e5:=Mov(e4,d1,E); e6:=Mov(e5,d1,E);
c1:=-s3;
c2:=3*(s2+s3);
c3:=-6*s2-3*s1-3*s3;
c4:=1+3*s1+s3+3*s2;
Ti3:=c1*e6+c2*e5+c3*e4+c4*e3;
Ti3
-----------------------------------------------------------
---------- "fx livetraderman stop"
---------
Pp:=1.0015;
Pm:=.9985;
If(C = PREV, PREV,
If(Ref(C,-1)<PREV AND C<PREV, Min(PREV,C*Pp),
If(Ref(C,-1)>PREV
AND C>PREV, Max(PREV,C*Pm),
If(C>PREV, C*Pm,
C*Pp))));
----------------------------------
Check if the indicators do what intended,
then create a new system with BUY & BUY TO COVER as below, and reverse
">" & "<" for SELL & SELL SHORT. I didn't incorporate your stop,
see comment below.
----------- system tester BUY
------------
ff:=fml("fx livetraderman 8");
fs:=fml("fx livetraderman 21");
ff>fs and
ref(ff,-1)<=ref(fs,-1)
------------------------------------------
Need to watch the type of orders, as
you may not be allowed to mix the market and stop types (can anyone comment on
that?). Hope this helps.
I got frustrated with the limitations and
errors in MS system tester and do most of my testing in
VisualBasic.
I'm interested in your approach to
autoexecution as I'm looking for the same. Didn't realise that FXCM take orders
from MS.
Richard
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