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Slight goof.
Left out a couple of lines:
If MP<>MP[1] then begin
HH=H;LL=L;
End;
If H>HH then HH=H;
If L<LL then LL=L;
Stop does not track without last to lines.
As it was it was just a MM stop.
New .ela attached.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
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----- Original Message -----
From: "Clyde Lee" <clydelee@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 11, 2000 09:33
Subject: [RT] Re: Vendor Systems
> Robert setup a pair of rules which seemed to have promise.
>
> I added a couple of things for safety and performance.
>
> The results (optimized) on the US are shown in the .gif.
> In this case lengths of 4 worked better than the 2 which
> he published.
>
> The .ela is for non TS4-TS2000 users.
>
>
> System code
Below - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
>
>
> {
> From: Robert Hodge on Realtraders
>
> Yesterday I spent some time with the demo download program of a well
> known
> vendor trading system which retails for a few thousand dollars. With a
> little prompting from the documentation and some trial and error I
> managed
> to work out the rules. I tried out my idea on several of the trades in
> the
> demo and got the entries to be identical. BY inspection I can see that
> the
> others were also identical (or very very close).
>
> C. Lee -- added Chandelier type stop and trend direction MA.
>
> System Rules
> ============
> }
>
> Inputs: LLen(4),
> SLen(4),
> LVol(0.75),
> SVol(0.75),
> LengAvg(35),
> DolStop(2);
>
> Vars: StopPts(DolStop/BigPointValue),HH(h),LL(l),MP(0);
>
> {Junk added by C. Lee}
>
> MP = MarketPosition;
>
> If MP<>MP[1] then begin
> HH=H;LL=L;
> End;
>
> If DolStop>0 then begin
> If DolStop<50 then StopPts = DolStop*AvgTrueRange(21);
> If MP>0 then ExitLong at HH-StopPts stop;
> If MP<0 then ExitShort at LL+StopPts stop;
> End;
>
>
> {parameter values: no idea what parameters are intended to be
> used or tracked by Futures Truth}
>
> Value1=Average(c,3)-Average(c,LengAvg);
>
> If LengAvg=0 then Value1=+1;
>
> if MP <=0 and Value1>0 then
> buy open tomorrow + LVol *
> MaxList(Highest(High,Llen)-Lowest(Close,Llen),
> Highest(Close,Llen)-Lowest(Low,Llen)) stop;
>
> If LengAvg=0 then Value1=-1;
>
> if MP >=0 and Value1<0 then
> sell open tomorrow - SVol *
> MaxList(Highest(High,Slen)-Lowest(Close,Slen),
> Highest(Close,Slen)-Lowest(Low,Slen)) stop;
>
>
> End of System
code - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
>
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: <clydelee@xxxxxxx>
> 7910 Westglen, Suite 105 Work: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> To subscribe / unsubscribe from SwingMachine list
> http://www.egroups.com/list/swingmachine/
>
> After joining list the freeware SwingMachine program
> (DOS Version) is available in the VAULT at:
> http://www.egroups.com/list/swingmachine/
> - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
> ----- Original Message -----
> From: "Robert Hodge" <r-hodge@xxxxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Tuesday, January 11, 2000 04:09
> Subject: [RT] Vendor Systems
>
>
> >
> > Yesterday I spent some time with the demo download program of a well
> known
> > vendor trading system which retails for a few thousand dollars. With
a
>
>
>
Attachment Converted: "f:\eudora\attach\Robt_h_s1.ela"
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