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NO Guarentees. I'm not a CTA. Take the idea and test it!! The numbers in the
inputs are the standard numbers the orignators of the ideas used.
{System: Macd Extrm Zones}
Input: Rd(12),Sd(26),Qd(9),Lbck(50),Pct(.95);
Vars: Mod(0),Avgd(0),Upper(0),Lower(0),HH(0),LL(0),Rng(0),VrRng(0);
Mod=Macd(Closed(1),Rd,Sd);
Avgd=XAverage(Macd(CloseD(1),Rd,Sd),Qd);
HH=Highest(Mod,Lbck);
LL=Lowest(Mod,Lbck);
Rng=HH-LL;
VrRng=Rng*Pct;
Upper=LL+VrRng;
Lower=HH-VrRng;
Condition1=Mod crosses above Avgd;
Condition2=Mod crosses below Avgd;
Condition3=Mod crosses above Lower;
Condition4=Mod crosses below Upper;
if currentbar>maxbarsback then begin
If Condition1 and Condition3 then buy on close;
If Condition2 then exitlong on close;
If Condition2 and Condition4 then sell on close;
If Condition1 then exitshort on close;
end;
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