Purely mechanical

["lorenzo vercesi" <ik2hlb@xxxxxxxx>]

-----Messaggio originale-----
Da: Andy Dunn <andy@xxxxxxxx>
A: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Data: giovedì 13 maggio 1999 0.04
Oggetto: Re:Purely mechanical


>
>>Does anyone have a system that is automatic and they never need to make
>>a judgment?  I am just curious.
>....


Systems work on S&P 135 minutes bar.


{---- POSITION ---}
Inputs:TTime(1300);
Vars:CC(0),Y(0);

CC=C/C[1]-1;
If Time=TTime And CurrentBar>5 Then Begin
  Y=3*CC[1]-7*CC[2];
  Y=  1 / (1 + ExpValue( -Y)) - .5;
  If Y > .01 Then Buy At Close;
  If Y < -.01 Then ExitLong At Close;
End;
{-------------------}




{---- DayTrading ----
 [x] Close all trades at end of day session, in Stop Setting Page}

Inputs:TTime(1300);
Vars:CC(0),Y(0);

CC=C/C[1]-1;
If Time=TTime And CurrentBar>5 Then Begin
  Y=5*CC[1]-5*CC[2];
  Y=  1 / (1 + ExpValue( -Y)) - .5;
  If Y > .01 Then Buy At Close;
  If Y < -.01 Then Sell At Close;
End;
{------------------}


Systems are delayed, they use close bars prices at time t-1, t-2 and t-3.
Codes are only for testing: all you need to use systems are an internet
connection (free Live Chart at quote.com site to see past prices) and a $10
pocket calculator. No realtime feed, no Tradestation (sorry Omega...).
TTime input is setted at 1pm Chicago time, 135 minutes before end market
(Live Chart give NY time).
There is a little profitability also trading E-Mini.

-Lorenzo Vercesi,  Italy.