Kent Calhoun's 5vb.

[markbrown@xxxxxxxxxxxxx (Mark Brown)]

Some Omega Lister sent me this and I wish to return it to them.  Since the
return email address was faulty that they gave me I am posting it here for
them  to recive.  There comments are noted below, not mine.  I have not used
or checked the code at all and frankly know nothing about it but please
accept it back I dont want it.  : - ) MB

==========================================

Private email:

Here's Kent Calhoun's 5vb.

It's marginal (as a system) on a 60 min S&P.

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{
Strategy:
  0 require violation by close for confirmation.
  1 require violation by range for confirmation.
  2 require violation by close, setup day for CA
  3 require violation by range, setup day for CA
etc.
Entries:
  1 = A, 2 = B, 3 = CA, 4 = CB
}
Inputs: nTicks (3), Strategy (3)  ;
Vars  : NumPoints (MinMove * nTicks points),
           Position (   0),         Confirmation(0),
           NewHi   (99999),     NewLo   (    0),
           LastHi  (    0),          LastLo  (99999),
           BSetup  (99999),    SSetup  (    0),
           NewLoBar(    0),     NewHiBar(    0),
           dummy(0),            strPrice(0) ;
VALUE1=NewHi;
VALUE2=NewLo;
VALUE3=LastHi;
VALUE4=LastLo;
VALUE5=BSetup;
VALUE6=SSetup;
VALUE7=NewLoBar;
VALUE8=NewHiBar;
VALUE9=dummy;
VALUE10=strPrice;
VALUE11=Position;
VALUE12=Confirmation;
VALUE13=NumPoints;

if (CurrentBar of Data1 <= 1) then begin
  NewHiBar = HighestBar (High, 10)[1] of Data1 * -1 ;
  NewLoBar = LowestBar  (Low,  10)[1] of Data1 * -1 ;
end ;

if (Position <> -1) then begin  { ========== SELL ============ }
  dummy = CurrentBar - NewHiBar ;
  if (High[0] > High[dummy])
  then begin
    NewHiBar = CurrentBar ;
    dummy    = CurrentBar - NewHiBar ;
  end ;

if dummy >= 1 then sell L  -  3 points stop ;

  Confirmation = 0 ;

  if (Strategy = 3) then begin
     if (Strategy = 3) then strPrice = Low ;

    if (dummy = 1) then begin
      NewHi  = High[dummy] ;
      SSetUp = Low [1] - NumPoints ;
    end ;

    if (dummy = 2) then begin
      NewHi  = High[dummy] ;
      SSetUp = Lowest (Low,  2)[1] - NumPoints ;
    end ;

    if (dummy >= 1) and (strPrice <= SSetUp) then begin
      if (Low [0] < LastLo) then
        if (Low [dummy] > Low [dummy - 1])
        then Confirmation = 3   { "CA.Sell " }
        else Confirmation = 4 ; { "CB.Sell " }
    end ;
    if (Confirmation = 0) and
       (dummy >  1) and (strPrice <= SSetUp) then begin
        if (Low [dummy] > Low [dummy - 1])
        then Confirmation = 1   { " A.Sell " }
        else Confirmation = 2 ; { " B.Sell " }
    end ;
  end ; { Strategy #3 }

  if (Confirmation > 0) then begin
    dummy = CurrentBar - NewHiBar ;
{{{
    if (Confirmation[0]  = 1) then Plot1[Dummy] (High[Dummy], "  A ") ;
    if (Confirmation[0]  = 2) then Plot2[Dummy] (High[Dummy], "  B ") ;
    if (Confirmation[0]  = 3) then Plot3[Dummy] (High[Dummy], " CA ") ;
    if (Confirmation[0]  = 4) then Plot4[Dummy] (High[Dummy], " CB ") ;
}}}
    Position    = -1 ;
    LastHi      = NewHi ;
    NewLoBar    = CurrentBar - LowestBar (Low, dummy) ;
    NewLo       =     0 ;
    SSetup      =     0 ;
end;
end;

if (Position <> +1) then begin  { ========== BUY =========== }
  dummy = CurrentBar - NewLoBar ;
  if (Low [0] < Low [dummy])
  then begin
    NewLoBar = CurrentBar ;
    dummy    = CurrentBar - NewLoBar ;
  end ;

if dummy >= 1 then buy H + 3 points stop ;

  Confirmation = 0 ;

  if (Strategy = 3) then begin
     if (Strategy = 3) then strPrice = High ;

    if (dummy = 1) then begin
      NewLo  = Low [dummy] ;
      BSetUp = High[1] + NumPoints ;
    end ;

    if (dummy = 2) then begin
      NewLo  = Low [dummy] ;
      BSetUp = Highest (High, 2)[1] + NumPoints ;
    end ;

    if (dummy >= 1) and (strPrice >= BSetUp) then begin
      if (High[0] > LastHi) then
        if (High[dummy] < High[dummy - 1])
        then Confirmation = 3   { "CA.Buy " }
        else Confirmation = 4 ; { "CB.Buy " }
    end ;
    if (Confirmation = 0) and
       (dummy >  1) and (strPrice >= BSetUp) then begin
        if (High[dummy] < High[dummy - 1])
        then Confirmation = 1   { " A.Buy " }
        else Confirmation = 2 ; { " B.Buy " }
    end ;
  end ; { strategy #3 }

  if (Confirmation > 0) then begin
    dummy = CurrentBar - NewLoBar ;
{{{
    if (Confirmation[0]  = 1) then Plot1[Dummy] (Low[Dummy], "  A ") ;
    if (Confirmation[0]  = 2) then Plot2[Dummy] (Low[Dummy], "  B ") ;
    if (Confirmation[0]  = 3) then Plot3[Dummy] (Low[Dummy], " CA ") ;
    if (Confirmation[0]  = 4) then Plot4[Dummy] (Low[Dummy], " CB ") ;
}}}
    Position    = +1 ;
    LastLo      = NewLo ;
    NewHiBar    = CurrentBar - HighestBar(High, dummy) ;
    NewHi       = 99999 ;
    BSetup      = 99999 ;
  end ;
end ; { currently short }