It was originally published here: http://www.breakoutfutures.com/Newsletters/Newsletter1102.htm
Man, people are getting paranoid. --- In [email protected], "MAVIRK" <mvir...@...> wrote: > > Who holds the COPYRIGHT on the original EL code? > > > From: droskill > Sent: Sunday, December 21, 2008 7:34 PM > To: [email protected] > Subject: [amibroker] Re: Translating a system from Tradestation > > > Paul - thanks for the code. It's still generated only one trade for > the SPY. > > I'm wondering about two aspects - as to whether test lines of code > will actually work: > > > > Buy = Condition1 AND Condition2; > > > BuyPrice = HHV(H,2); > > > > > > Sell = C > BuyPrice AND BarsSince(Buy) >= 1; > > Can I use BarsSince Buy this way? > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > > > > You can make some small changes to bring the definition of true > > range to be in line how they are normally defined. > > TrueHigh = max(H, ref(c, -1)); > > TrueLow = min(L, ref(c, -1)); > > TrueRange = TrueHigh - TrueLow; > > /Paul. > > --- In [email protected], "droskill" <droskill@> wrote: > > > > > > Hey all - trying to translate a system but having some issues. > > Here's > > > the original EasyLanguage: > > > > > > Input: StopPts (30); { Size of money management stop, points } > > > Var: TR (0); { True Range } > > > > > > TR = TrueRange; > > > > > > Condition1 = TR < TR[1] and TR < TR[2]; > > > Condition2 = C > C[14] and C < C[2]; > > > Condition3 = C < C[14] and C > C[2]; > > > > > > If Condition1 and Condition2 then > > > Buy next bar at Highest(H, 2) stop; > > > > > > If Condition1 and Condition3 then > > > Sell short next bar at Lowest(L, 2) stop; > > > > > > If MarketPosition = 1 and C > EntryPrice and BarsSinceEntry >= 1 > > then > > > Sell this bar at close; > > > > > > If MarketPosition = -1 and C < EntryPrice and BarsSinceEntry >= 1 > > then > > > Buy to cover this bar at close; > > > > > > If MarketPosition = 1 then > > > Sell next bar at EntryPrice - StopPts stop; > > > > > > If MarketPosition = -1 then > > > Buy to Cover next bar at EntryPrice + StopPts stop; > > > > > > > > > ----------------------------------- > > > Here's what I've got - it ain't working: > > > > > > TR1 = abs(H-L); > > > TR2 = abs(H-Ref(C,-1)); > > > TR3 = abs(Ref(C,-1)-L); > > > > > > TRa = Max(TR1,TR2); > > > TRb = Max(TR2,TR3); > > > TR = Max(TRa,TRb); > > > > > > Condition1 = TR < Ref(TR,-1) AND TR < Ref(TR,-2); > > > Condition2 = C > Ref(C,-14) AND C < Ref(C,-2); > > > Condition3 = C < Ref(C,-14) AND C > Ref(C,-2); > > > > > > Buy = Condition1 AND Condition2; > > > BuyPrice = HHV(H,2); > > > > > > Sell = C > BuyPrice AND BarsSince(Buy) >= 1; > > > > > > Short = Condition1 AND Condition3; > > > ShortPrice = LLV(L,2); > > > > > > Cover = C < ShortPrice AND BarsSince(Short) >= 1; > > > > > > ApplyStop(stopTypeLoss,stopModePoint,30,0); > > > > > > ------------------------------ > > > Any thoughts greatly appreciated. > > > > > >
