|
PureBytes Links
Trading Reference Links
|
OK. Foun the problems.
This one verifies.
{Written by Price Headley in Futures February 2001}
If c>Average(c, 20) and (Close
Data2)[1]<BollingerBand(c, 21, -1.5)[1] and (close
data2)>BollingerBand(2,21,-1.5) then buy;
If BarsSinceEntry=12 or (BarsSinceEntry=5 and
PositionProfit <0) or close of
Data2>BollingerBand(c,21,1.5) then Exitlong;
If c<Average(c, 20) and (Close Data2)[1] >
BollingerBand(c,21,1.5)[1] and (close
Data2)<BollingerBand(c,21,1.5) then Sell;
If BarsSinceEntry=12 or (BarsSinceEntry=5 and
PositionProfit<0) or Close of
Data2<BollingerBand(c,21,-1.5) Then Exitshort;
--- Piranhas R Us <piranhasrus@xxxxxxxxx> wrote:
> In the Feb issue of Futures, Price Headley wrote an
> article showing the performance of a system. The
> code
> he provided does not verify. Could someone pont out
> where the problem is, please? Thank you.
>
> {Written by Price Headley in Futures February 2001}
> If c>Average(c, 20) and Close of
> Data2[1]<BollingerBand(c, 21, -1.5)[1] and close of
> data2>BollingerBand(2,21,-1.5);
> If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> PositionProfit <0) or close of
> Data2>BollingerBand(c,21,1.5) then Exitlong;
> If c<Average(c, 20) and close of Data2[1] >
> BollingerBand(c,21,1.5)[1] and close of
> Data2<BollingerBand(c,21,1.5);
> If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> PositionProfit<0) or Close of
> Data2<BollingerBand(c,21,-1.5);
>
>
>
>
> =====
> Julian
>
=====
Julian
|