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For a look at some pictures and results go to:
http://www.theswingmachine.com/QQQ_ND_UD_Volume.htm
The following is a very simple system based on the up and down
volume of the NASDAQ. Same inputs as Oddball but using the
QQQ (5 minute) instead of a futures contract.
This code is for TS6 but is easily modified for any other version of TS.
System is:
{System: Buy-Sell_D2D3_Diff
Author: Clyde Lee, Copyrighted 2002
Purpose: A very simple day trading system for the QQQ based on the up
and down volume for the NASDAQ market.
Buy or Sell when the difference in the Up volume and the
Down
volume reach a certain specified level.
Exit at end of day.
Results: 60 DAYS PRIOR TO AND INCLUDING 8/6/02
Trading 100 shares.
Net Profit $465.00 Max Drawdown: $189.00
Total Trades: 39 Winning Trades: 32
Remember not stops, just exit on close.
}
Input: DiffLevel(600000),
BegTime(1300);
SetExitOnClose;
Value1=C of Data2 - C of Data3;
If BegTime<Time then begin
If Value1>+DiffLevel and MarketPosition=0 then Buy this Bar on
Close;
If Value1<-DiffLevel and MarketPosition=0 then Sell Short this Bar on
Close;
End;
The pictures to support this are too big. Just go to the URL at the first
of this post to see what exists.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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