Missing a semicolon after 3000
--- In [email protected], "three_percent" <se...@...> wrote: > > Here is my attempt at a turtle script based on the ATR command. I've been > backtesting it against the S&P500 since 1990. If you guys have any comments > or improvements, let me know... > > > > > --------------------------------------------------------------------- > > // ATR/Turtle Script by Andrew Senft > // > > > > // Backtester Options > SetOption("AllowSameBarExit", False); > SetOption("MaxOpenPositions",1); > PositionSize = -100; > > > // Optimization numbers > ATRPeriod = Optimize("ATRPeriod", 15, 10, 50, 5); > BuyThreshold = Optimize("BuyThreshold", .3, .1, .50, .05); > BuySlope = Optimize("BuySlope", 1.08, 1.05, 1.10, .01); > SellThreshold = Optimize("SellThreshold", .15, .1, .50, .05); > ProfitPercent = Optimize("ProfitPercent", 25, 25, 35, 5); > > > // Buy/Sell signals and prices > Buy = Ref(ATR(ATRPeriod),-1) < BuyThreshold AND > Ref(Close,-1) > Ref(Close,-1 * ATRPeriod / 2) AND > Ref(Close,-1 * ATRPeriod / 2) > Ref(Close,-1 * ATRPeriod) AND > // NEW NEW NEW > Ref(Close,-1) / Ref(Close,-1 * ATRPeriod) > BuySlope AND > Ref(MA(Volume,20),-1) > 3000 // 300,000 volume or more > Ref(Close,-1) >= 2; // stocks over $2 > BuyPrice = Open; > BeginATR = Ref(ValueWhen(Buy, ATR(ATRPeriod),1), -1); > FilterBeginATR = ValueWhen(Buy, ATR(ATRPeriod),1); > Sell = Ref(ATR(ATRPeriod),-1) > BeginATR + SellThreshold; > SellPrice = Open; > Buy = ExRem(Buy,Sell); > Sell = ExRem(Sell,Buy); > > PositionScore = 100 - Ref(ATR(ATRPeriod),-1); > > > ApplyStop( stopTypeProfit, stopModePercent, ProfitPercent ,True, 0 ); >
