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Message text written by INTERNET:omega-list@xxxxxxxxxx
>
Greetings....does anyone have the Easy Language code for the Mountain
Valley System described in High Impact Day Trading by Robert M.
Barnes...Thank you
<
I coded this up some time ago and don't recall if it is all debugged. As I
recall, I was trying to use it intraday and the results were not very good.
If anyone uses this and/or revises it, please let me know about
results/revisions.
No warranty, blah, blah, blah.
Regards,
Paul Weston, CTA
Helios Consulting, Inc
===========================================================================
==
{
Mountain Valley Vers 1.0
Based on N new highs (lows) by M Magnitude
Stop
Copyright 1996, Helios Consulting, Inc.
10/24/96 Add Start and Ending Date
}
Input: Count(4), Mag(12), StrtDate(960101), EndDate(991231) ;
Vars: FirstBar(0), ThisBar(0), StopLow(0), StopHigh(0),
NewHigh(0), NewLow(0), NewHighCount(0), NewLowCount(0),
LocalNewHigh(0), LocalNewLow(0), LNHCount(0), LNLCount(0),
Trend(0), PrintSW(0),
CurrJul(0), StrtJul(0), EndJul(0) ;
{ * * * * * * * * * TEST FOR START DATE * * * * * * * * * * * * * * * *}
CurrJul = DateToJulian(CurrentDate) ;
StrtJul = DateToJulian(StrtDate) ;
EndJul = DateToJulian(EndDate) ;
If CurrJul >= StrtJul and CurrJul <= EndJul
THEN BEGIN ;
{ * * * * * * * * TEST FOR DAY CHANGE * * * * * * * * * *}
If Date of Yesterday <> Date of Today
then begin;
FirstBar = CurrentBar;
end;
ThisBar = CurrentBar - FirstBar + 1; {Number of bars since start of day}
{Print(Date:6:0, Time:5:0 );}
PrintSW = 1 ;
{ - -- - - - - - - TIME WINDOW & ENTRY POINTS - - - - - - - - - - - - - -
-}
IF TimeToMinutes(Sess1EndTime) - TimeToMinutes(Time) > 90
then BEGIN; {Don't trade this many minutes before
close}
If ThisBar = 1 {Set up initial conditions}
then begin;
NewHigh = Close;
NewLow = Close;
NewHighCount = 0;
NewLowCount = 0;
LocalNewHigh = Close;
LocalNewLow = Close;
LNHCount = 0;
LNLCount = 0;
Trend = 0;
end;
IF TREND = 0 THEN BEGIN; {Look for new trend
to start}
If Close - NewHigh >= Mag points {Test for new
significant high close}
then begin;
NewHigh = Close;
LocalNewLow = Close;
LNLCount = 0 ;
end ;
If Close - LocalNewHigh >= Mag points {Test for local new high close}
then begin ;
LocalNewHigh = Close;
LNHCount = LNHCount + 1 ;
If PrintSW = 1 then
Print(Date:6:0, Time:5:0, " NH ", Trend:2:0,
Close:2:4, LNHCount:2:0 );
If LNHCount >= Count
then begin ;
Buy ("LNHCnt") next bar on the open;
Trend = 1 ;
end ;
end ;
If NewLow - Close >= Mag points {Test for new significant
low close}
then begin ;
NewLow = Close ;
LocalNewHigh = Close ;
LNHCount = 0 ;
end ;
If LocalNewLow - Close >= Mag points
then begin ;
LocalNewLow = Close ;
LNLCount = LNLCount + 1 ;
If PrintSW = 1 then
Print(Date:6:0, Time:5:0, " NL ", Trend:2:0,
Close:2:4,
LNLCount:2:0 );
If LNLCount >= Count
then begin ;
Sell ("LNLCnt") next bar on the open ;
Trend = -1 ;
end ;
end ;
END; {of trend = 0}
If Trend = 1 THEN BEGIN; {In uptrend
- look for reversal}
If Close - NewHigh >= Mag points {Test for new high close}
then begin ;
NewHigh = Close ;
NewHighCount = NewHighCOunt + 1 ;
NewLow = Close ;
NewLowCount = 0 ;
end ;
If NewLow - Close >= Mag points {Test for new low close}
then begin ;
NewLow = Close ;
NewLowCount = NewLowCount + 1 ;
If PrintSW = 1 then
Print(Date:6:0, Time:5:0, " TNL ", Trend:2:0,
Close:2:4,
NewLowCount:2:0 );
If NewLowCount >= Count
then begin ;
Sell ("NLCnt") next bar on the open ;
Trend = -1 ;
end ;
end ;
END; {of uptrend testing}
If Trend = -1 THEN BEGIN ; {In
downtrend - look for reversal}
If NewLow - Close >= Mag points
then begin ;
NewLow = Close ;
NewLowCount = NewLowCount + 1 ;
NewHigh = Close ;
NewHighCount = 0 ;
end ;
If Close - NewHigh >= Mag points
then begin ;
NewHigh = Close ;
NewHighCount = NewHighCount + 1 ;
If PrintSW = 1 then
Print(Date:6:0, Time:5:0, " TNH ", Trend:2:0,
Close:2:4,
NewHighCount:2:0 );
If NewHighCount >= Count
then begin ;
Buy ("NHCnt") next bar on the open ;
Trend = 1 ;
end ;
end ;
END;
{ - - - - - - - - - - - EXIT CRITERIA - - - - - - - - - - - -- - - -}
{ExitLong ("AMA Low") StopLow STOP;}
{ExitShort ("AMA High") StopHigh STOP ;}
END; {End of closing time window}
END; {of date window}
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