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Vic:
Was your MSX.ela written with TS2000i? I imported it into TS4 and it won't
verify because many of the names(such as SignalSelect) are longer than 8
letters and that seems to be a limit with TS4. I'm assuming this limitation
doesn't exist in TS2000i if that's what you use. I can rewrite all the
pertinent names but I wanted to check with you first.
John
----- Original Message -----
From: "Vic Brower" <techtrader12@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, August 03, 2001 8:02 PM
Subject: Indigo MSX system
> Hello Omega list,
>
> I'm sure most of you have heard of Indigo. Here is
> MSX, the most popular system in that so called "grey
> box" software package. In my opinion, it is also the
> only system in Indigo that is worthy of consideration
> for actually being traded. Even so, I would never
> trade this system as is. Instructions are included in
> the code.
>
> The "real" MSX system has a % trailing stop that exits
> a position once a trade retraces a specified % from
> the highest high/lowest low during a trade. This
> version contains a %profit target (just like the
> "real" MSX) but it does not include a % trailing stop.
> I had to leave something for you to do, right?
>
> Actually, if anyone has code for a basic % trailing
> stop, similar to chandelier but w/ % instead of ATR,
> I'd love to see how you've coded it. It sounds
> ridiculous, but I coded a basic %TrailStop a long time
> ago and now I can't find it.
>
> Enjoy,-L
>
> ==================Code below==========================
>
> {This is my rendition of the MSX system, the most
> popular & widely
> traded "model" in the Indigo "grey box" software
> package.
>
> Copy-"riiiight" Vic Brower, AKA - "L" 8/01
>
> **I did not hack into the Indigo program to obtain
> this code.
> I put this code together after reading publicly
> available
> information in the support section of Indigo's
> website.
> This system generates signals that are virtually
> identical
> to the actual MSX system, but it is not the EXACT
> same system**
>
> This code is provided for use in the public domain.
> I don't care what you do with it from this point
> forth,
> PLEASE DISTRIBUTE IT FREELY.
> However, if you decide to use it in a system for
> sale
> or lease, you are a huckster, you are worthless and
> weak,
> and you are just as lame as Indigo Investment
> Systems.
>
> -Set up any individual stock as Data1. High Beta
> stocks w/
> low market caps' tend to work OK.
>
> -Set up any index as Data2. The Nasdaq COMP tends to
> work well w/
> Nasdaq stocks.
>
> -Set MaxBarsBack to 5.
>
> -Set the DefaultTradeAmount to DollarsPerTransaction
> in the Costs tab.
>
> -Test it on a variety of stock/index combinations and
> decide for yourself
> if the Indigo software package is really worth $3700
> + dollars.}
>
> Inputs: BuyPct (.62),
> SellPct(.62),
> SignalSelect(01), {Set @ 1 to trigger off the
> index, 2 to trigger off the stock}
>
> IdxSellFiltTog (False), IdxSellFilt
> (00), {You can read about these on Indigo's}
> PriSellFiltTog (False), PriSellFilt (00),
> {website @ www.msindigo.com, or you can}
> PriPctSellFiltTog (False), PriPctSellFilt (00),
> {look at the code and figure it out.}
>
> ProfTrgtPct (9999) ; {Profit target percentage}
>
> Variables: MOM (00),
> SwingAv(00),
> IxSelDisable(00),
> PrSelDisable(00),
> PrPctSelDisable(00);
>
> {***********************************************************************}
> {Momentum value for Data2
> *********************************************}
>
> If SignalSelect < 2 then begin
> MOM = SwingIndex of Data2 ;
> End;
>
> If SignalSelect > 1 then begin
> MOM = SwingIndex {of Data1} ;
> End;
>
> {***********************************************************************}
> {Condition & Variable
> values********************************************}
>
> SwingAv = XAverage(AbsValue(MOM), 5) ;
>
> {Buy Condition}
> Condition1 = MOM > 0 + (SwingAv * BuyPct) ;
>
> {Sell Condition}
> Condition2 = MOM < 0 - (SwingAv * SellPct) ;
>
> {Index Sell Disable}
> If IdxSellFiltTog = True then begin
> If (C of Data2)[01] > Highest(C of Data2,
> IdxSellFilt)[02] AND
> (C of Data2)[00] > (Low of Data2)[01] then
> IxSelDisable = 01 else IxSelDisable = 00 ;
> End ;
>
> {Price Sell Disable}
> If PriSellFiltTog = True then begin
> If Close[01] > Highest(Close, PriSellFilt)[02] AND
> Close[00] > Low[01] then
> PrSelDisable = 01 else PrSelDisable = 00 ;
> End ;
>
> {Price percent Sell Disable}
> If PriPctSellFiltTog = True then begin
> If Close > (Close[1] + (Close[1] * (PriPctSellFilt /
> 100))) then
> PrPctSelDisable = 01 else PrPctSelDisable = 00 ;
> End ;
>
> {***********************************************************************}
> {Market Entries
> ********************************************************}
>
> {Buy signal}
>
> If Condition1 then Buy this bar on close ;
>
> {Sell signal}
>
> If (IxSelDisable + PrSelDisable + PrPctSelDisable) =
> 00 AND
> Condition2 then Sell this bar on close ;
>
> {***********************************************************************}
> {Market Exits
> **********************************************************}
>
> {ProfitTarget}
> If MarketPosition = 01 then begin {If we are currently
> long}
> ExitLong at EntryPrice + (EntryPrice * (ProfTrgtPct /
> 100 )) Limit ;
> End ;
> If MarketPosition = -01 then begin {If we are
> currently short}
> ExitShort at EntryPrice - (EntryPrice * (ProfTrgtPct /
> 100 )) Limit ;
> End ;
>
> {Exit all positions on last bar}
> If LastBarOnChart then begin
> ExitLong this bar on close ;
> ExitShort this bar on close ;
> End ;
>
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