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I get a little tired of discussions about possible trading techniques without
someone
showing us what goes on.
The attached is a picture of a very simple inside day system for bonds.
An .ela is attached and the code is listed below.
Seems that inside day IS A GOOD SETUP!!!!!!
Clyde Lee
{
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System: Inside Day
Inputs : None
Test inside day theory. Buy on breakout depending on divverence
in inside day h&l to prior day h&l.
Exit on next inside day if trade occurs.
Exit on MM stop based on multiple of 14 day ATR
= = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =
}
Input: ATRMult(1.5);
Value3=AvgTrueRange(14);
If currentbar > 1 then begin
Value1=H[1]-H;
Value2=L-L[1];
If Value1>0 and Value2>0 then begin
Buy H+Value1/2 on Stop;
Sell L-Value2/2 on Stop;
End;
End;
If ATRMult>0 then
If MarketPosition>0 then
ExitLong at EntryPrice - ATRMult*Value3 Stop
Else If MarketPosition<0 then
ExitShort at EntryPrice + ATRMult*Value3 Stop;
PGREC@xxxxxxx wrote:
> Hi Walt,
>
> In your example where would you enter and where would you place your initial
> stop?
>
> Regards,
>
> Peter Greco
Attachment Converted: "c:\eudora\attach\InsideDay_on_US.gif"
Attachment Converted: "c:\eudora\attach\Insideda.ela"
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