Re: Long Term Systems - repost

[wong <whs@xxxxxxxxxxxx>]

Repost without the ela files....  Somehow the former post with the 2 ela
files are not posted after more than an hour...



Hi All:

Thanks to Mark and TJ, I have finally incorporated some indictor(s) to the
wkpd system, namely, amak, jma and t3average.  Since the jma is Jurik's, I
can't post it at all.

But 2 others are here:

- Xaverage Crossover2 (with amak)
- Xaverage Crossover4 (with t3Average)



The codes are below:


Xaverage Crossover2:

Input: Length1(4),Length2(9),exitlen(40),lastd(1091231);
IF CurrentBar > 1 and XAverage(Close,Length1) crosses above
XAverage(Close,Length2) Then Buy on Close;
IF c crosses below AMAK(c,exitlen) or date=lastd Then ExitLong l-.0625 Stop;
IF CurrentBar > 1 and XAverage(Close,Length1) crosses below
XAverage(Close,Length2) Then Sell on Close;
IF c crosses above AMAK(c,exitlen) or date=lastd Then ExitShort h+.0625 Stop;


Xaverage Crossover4:

Input: Length1(4),Length2(9),exitlen(40),lastd(1091231);
IF CurrentBar > 1 and XAverage(Close,Length1) crosses above
XAverage(Close,Length2) Then Buy on Close;
IF c crosses below T3Average(c,exitlen) or date=lastd Then ExitLong l-.0625
Stop;
IF CurrentBar > 1 and XAverage(Close,Length1) crosses below
XAverage(Close,Length2) Then Sell on Close;
IF c crosses above T3Average(c,exitlen) or date=lastd Then ExitShort
h+.0625 Stop;



By the way, please change length1 to 13 and length2 to 130 or some similar
values to make the system long term. I also optimize exitlen from, say, 20
to 100 (you may have to adjust maxbar if over 50).




My programming skill is extremely limited, so I just used the quick editor.
 I'm sure most of you can do much better.



Regards,

Wong