[RT] Re: Mechanical S&P Trading Systems

[gary@xxxxxxxxxxxx (Gary Funck)]

In reviewing this system with Dennis Holverstott,
I think the calculation of "pl" should be
changed as shown below.  I don't know how well
this tests out, and for now, do not have an
ELA to provide.

{************************************
  Blitzkrieg System
  Trades 90 min. bars on the S&P?
  courtesy of: "Dr. John Cappello"
	       <jvc689@xxxxxxxxxxx>
  "[RT] Mechanical S&P Trading Systems"
	(Dec 17,  5:57pm)
************************************}
input:ph((h+c)/2),  pl((h+c)/2-(H-L)),
      length(12), length2(12), ToEXIT(0);

buy highest(ph, length2) + 1 point stop; 

if Toexit=1 then
    exitlong lowest(L, length2) stop;

sell lowest(pl,length) - 1 point stop;

if ToEXIT=1 then
   exitshort highest(h,length2) stop;