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Not only is the code ugly, but the technique sucks as well.
You'll lose your shirt....try it and see !
> -----Original Message-----
> From: Greg Garvey [mailto:garveygreg@xxxxxxxxxxx]
> Sent: Thursday, November 16, 2000 12:32 PM
> To: Kenlow7@xxxxxxx
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: Code for 'Holy Grail'?
>
>
> {Holy Grail - from the book by Rashcke and Conners}
>
> INPUT:ADXLEN(14),CUTOFF(30),XMALEN(20),
> ENTRYADD(1 POINTS),EXITADD(1 POINTS);
>
> VAR:ADX14(0),XMA20(0),BBUY(99999),SSELL(0),REBUY(99999),RESELL(0),
> SETBUY(FALSE),SETSELL(FALSE),GOREBUY(FALSE),GORESELL(FALSE),
> LXSTOP(0),SXSTOP(99999),MP(0);
>
> MP=MARKETPOSITION;
> ADX14=ADX(ADXLEN);
> XMA20=XAVERAGE(C,XMALEN);
>
> IF MP<1 THEN LXSTOP=MINLIST(L,L[1],L[2])-EXITADD;
> IF MP>-1 THEN SXSTOP=MAXLIST(H,H[1],H[2])+EXITADD;
> IF BBUY[1]<99999 AND H>=BBUY[1] THEN BEGIN
> LXSTOP=MINLIST(L-EXITADD,LXSTOP);
> GOREBUY=TRUE;
> END;
> IF SSELL[1]>0 AND L<=SSELL[1] THEN BEGIN
> SXSTOP=MAXLIST(H+EXITADD,SXSTOP);
> GORESELL=TRUE;
> END;
> EXITLONG("InitialStop") LXSTOP STOP;
> EXITSHORT("InitialStop ") SXSTOP STOP;
>
> IF ADX14>CUTOFF AND ADX14>ADX14[1] THEN BEGIN
> IF L>XMA20 THEN SETBUY=TRUE;
> IF H<XMA20 THEN SETSELL=TRUE;
> END;
> IF L>XMA20 THEN BEGIN
> SETSELL=FALSE;
> RESELL=0;
> END;
> IF H<XMA20 THEN BEGIN
> SETBUY=FALSE;
> REBUY=99999;
> END;
> IF MP=1 THEN SETBUY=FALSE;
> IF MP=-1 THEN SETSELL=FALSE;
> IF SETSELL=FALSE THEN SSELL=0;
> IF SETBUY=FALSE THEN BBUY=99999;
>
> IF MP[1]=0 THEN BEGIN
> IF L<=RESELL[1] AND GORESELL[1] THEN RESELL=0;
> IF H>=REBUY[1] AND GOREBUY[1] THEN REBUY=99999;
> END;
> IF MP=0 THEN BEGIN
> IF POSITIONPROFIT(1)>0 OR (H>H[2] AND H>H[1] AND L>XMA20) THEN BEGIN
> RESELL=0;
> GORESELL=FALSE;
> END;
> IF RESELL>0 THEN SELL("HG Re-Sell") RESELL STOP;
> IF POSITIONPROFIT(1)>0 OR (L<L[2] AND L<L[1] AND H<XMA20) THEN BEGIN
> REBUY=99999;
> GOREBUY=FALSE;
> END;
> IF REBUY<99999 THEN BUY("HG Re-Buy") REBUY STOP;
> END;
>
> IF SETBUY AND L<=XMA20 THEN BBUY=H+ENTRYADD;
> IF SETSELL AND H>=XMA20 THEN SSELL=L-ENTRYADD;
>
> IF BBUY<99999 THEN BEGIN
> BUY("HolyGrail") BBUY STOP;
> REBUY=BBUY;
> END;
> IF SSELL>0 THEN BEGIN
> SELL("HolyGrail ") SSELL STOP;
> RESELL=SSELL;
> END;
>
>
> ----- Original Message -----
> From: <Kenlow7@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Tuesday, November 14, 2000 10:04 PM
> Subject: Code for 'Holy Grail'?
>
>
> > Anyone have TS2000i Easylanguage code for 'Holy Grail'
> > technique by Connors/Raschke? Thanks,
> >
> > Ken
> >
>
>
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