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Don't shoot the messenger, maybe the technique as written by Connersis not
actually the holy grail!
----- Original Message -----
From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
To: "Greg Garvey" <garveygreg@xxxxxxxxxxx>; <Kenlow7@xxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, November 16, 2000 5:37 PM
Subject: RE: Code for 'Holy Grail'?
> 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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