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RB,
Is this what you had in mind for system 1. Set to the stops you mentioned
using MOC orders it does poorly from what I can tell on DM, SF, or most
anything. S&P had a modest profit. I set the Commission at $25, Slippage at
$50 per contract. Slippage for the S&P I would guess should be more like
$100 or more.
Input: N(2);
IF C[1]>C[N] and O<L[1]
Then Buy L[1] Stop;
IF C[1]<C[N] and O>H[1]
Then Sell H[1] Stop;
Best Regards,
Brent
----------
> From: RSBCJJ <RSBCJJ@xxxxxxx>
> To: realtraders@xxxxxxxxxxxxxx
> Subject: Code me up, Scotty!
> Date: Friday, April 17, 1998 8:45 AM
>
> Wanted to know if anyone wants to code up these high probability systems
for
> Tradestation or SuperCharts...
>
> System #1:
>
> Buy if close today > close[x] and open tomorrow<yesterday's low then buy
at
> yesterday's low on a stop.
>
> Sell if close today is < close[x] and open tomorrow > yesterday's high
then
> sell at yesterday's high on a stop.
>
> Swiss Franc is a $900 profit target and a $1600 stop. Bonds & D-Mark have
an
> $800 pt and a $1200 stop.
>
> System #2: (for S&P 500)
>
> If high > highest high of the previous 2 bars and the close is <
yesterday's
> close and tomorrow's open is < yesterday's close then buy tomorrow at
> yesterday's close on a stop. Buy only on Monday, Tuesday or Wednesday.
>
> If low < lowest low of the previous 2 bars and the close is > yesterday's
> close and tomorrow's open is > yesterday's close, then sell tomorrow at
> yesterday's close on a stop. Sell only on Thursday and Friday. Exit long
or
> short position on close unless you were able to take a $2500 profit
> beforehand.
>
> System #3: (for S&P 500)
>
> Buy if close 11 days ago is > today's close and the open tomorrow is <
the low
> yesterday then buy at yesterday's low on a stop.
>
> Sell if close 11 days ago is < today's close and the open tomorrow is >
than
> the high yesterday, then sell at yesterday's high on a stop.
>
> Exit either short or long... exit with a $1250 target, a $3,500 stop and
if
> either of those aren't hit the day you get in.. exit the first day the
open
> yields you a profit. Whichever one of those is hit first.. take it.
>
> These three systems are wildly profitable 85% to 97% with very low
drawdowns.
>
> If anyone wants to program them and send them, either to the list or back
to
> me, I will kick in a few more systems or indicators from my library
(1000+) as
> a bonus.
>
> Thanx,
>
> RB
>
>
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