Difference between revisions of "TS Aberration"

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== Vedi anche:  ==
 
== Vedi anche:  ==
  
*[[Indice_sequenziale_Trading_System|Indice sequenziale Trading System]]
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*[[Indice sequenziale Trading System|Indice sequenziale Trading System]]
  
[[Category:Trading_System]]
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[[Category:Formule_Trading_System]]

Latest revision as of 22:01, 14 March 2012

Trading System "Aberration"

Formula per Tradestation:

INIZIO FORMULA

Type : Signal, Name : Aberration

Inputs: Length(35), StdDevUp(2.0), StdDevDn(-2.0);
Vars: UpBand(0), DnBand(0), Ave(0);


UpBand = BollingerBand(Close,Length,StdDevUp);
DnBand = BollingerBand(Close,Length,StdDevDn);

Ave = Average(Close,Length);

{ ---- Enter Long ---- }

if ( MarketPosition = 0 ) and ( Close > UpBand )
then Buy("BE") tomorrow at market;

{ ---- Enter Short ---- }

if ( MarketPosition = 0 ) and ( Close < DnBand )
then Sell("SE") tomorrow at market;

{ ---- Exit Short ---- }

if ( MarketPosition = 1 ) and ( Close < Ave )
then ExitLong("LX") today at close;

{ ---- Exit Long ---- }

if ( MarketPosition = -1 ) and ( Close > Ave )
then ExitShort("SX") today at close;

FINE FORMULA

Vedi anche: