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Thanks to everyone who replied. I'm pretty close now but it gets stuck
on the MaxHighTrade expression. I tried MaxPositionProfit but the system
gives no trades at all.
How does MaxHighTrade translate into 2000i?
Cheers,
Ian
> I wonder if some TS6 user would be kind enough to convert this into
> code for the rest of us. Some expressions don't seem quite right but
> it could be - probably is! - me.
>
> It came from www.tradingsystemdesign.com
>
> Thanks.
>
> Ian
>
> {System: Phil Lane's System
> Category: Short Term Trend Following
> Duration: Overnight
> Compression: Daily
> Dates: 7/96-9/02
> }
>
> Inputs: ATRLen(10),Lvl(10),GiveUp(2.25);
> Vars: Atr(0),Eb(0),LStop(0),Mp(0);
>
>
> Atr=Average(TrueRange,ATRLen);
>
>
> Mp=MarketPosition;
>
> If Mp<>1 and c[1]O>L[1] and Atr>Lvl then begin
> buy this bar on close;
> Eb=currentbar;
> LStop=0;
> end;
>
>
>
> If MP=1 and currentbar<>eb then begin
> LStop=Maxlist(LStop,MaxTradeHigh-GiveUp);
> Sell next bar at Lstop stop;
> end;
>
>
> Mp=MarketPosition;
>
> If Mp<>-1 and c[1]>o[1] and c[2]>o[2] and c[3]>o[3] and
> L>Lowest(L[1],3) and
> OLvl then begin
> Sell short this bar on close;
> Eb=currentbar;
> LStop=0;
> end;
>
>
> If MP=-1 and currentbar<>eb then begin
> LStop=Maxlist(LStop,MaxTradeHigh-GiveUp);
> Buy to cover next bar at Lstop stop;
> end;
>
>
>
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