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Seven Trading Systems for the S&P Futures Gap Strategies to Day Trade the Opening Bell_8 pptx

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20 11 Seurce Code ShortString = Shortstring + PatterrStrings

trú;

1 LengString oy “Then Begin Vales = fest henbate, fine, nh « Pricebelta, LoStrig); Hightort «test setabjiegalie, 2, 2;

TW ectuckcraundfolor = 1 The ‘est Setcalorvalve, Toot Yellow)

ast ‘ext SctCoor(Vaves, Tool Slack); 1 Alert or Stren(lengsteieg) >> 2 Then RhenkCiơg 2 + Legstriglr

keds

1 Shortstrieg ©“ Then Sepin Valuer = To hew(ste, Tey Low PriceDelta, ShorStrire)s 1 cettacereadtoler 3 Then “eet Setcolo(vaved, Tel Yello)

ase “tent SetColorValoe, Tel Black);

lostet > Text SetShlclikei, 2, 0; WP Alertnsbied or Strtn(Snorestring) >> 2 Then TH hen: 2 ShortStrieg)s trở fd ‘Acme Market Stategy Sates ‘Table U3, Acre Market Strtegy

‘Signa Name Long Entry | Longésat | Short Eotrs | Short Eat

‘Acme Market System |v v ‘Acie Trade Manager r r 114 Soteoe Cole ‘Acme Market System gai ‘cee Harket 5ystee: Lodk for cơrbinations cf nu]ttpTe market patter wm (vy

‘Rows Trdes, or TRIN (T) ull Bear Consensus (8) Short Sales Ratio (S)

vik PUtycaN Ratio New Highs New Lows

aN

Market Vane Bullish Consensus

Trang 2

250 1 8ansesds = high « đơtayacter * A SketStp © En -(eneyroctor * AT 1 DataConpression < 2 Then ‘Comentary(This indicator must be applied to a daily bar ” + ‘interval er longer.”) se Begin Pattersstrieg =“ ing

AYR = Volatslity(Length); Prdecbelta = ATR / 45 If Close of Dataz > 0 Then Begin Potterrstrang ~ "V”;

hen - cong inded(Clee sự Dan, legt)y If Hightow > 3 Thêm tring ~ LongString + PatternString 7

Else TẾ Mgh su = 2 The, ‘Shortstring = Shortstring + Patternstring; End;

1 Close of ng 2, Ten Bein fottertring =P";

Highton = Achoight oulndex(Close of Osts3, Length): TẾ Nghe c1 Thơ tơ hi stigv Pttengting ise TY Highton + 2 Then Shortsiing’= shorttring + Patexestrings fed

1 Close Patterrstrang = “1”; of Datas > 0 Then Begin

Nhgh on - Acnehigh o.trdes(Close of Data4, Legfh); TẾ Rightow =? Ther letgsteing - Lengstring Potterstring

Else TF Righlow = 1 Then ‘ShortString = shortString + PattemString; : End;

1 Che of nas >The Bein

Nghe = oauhoante(cne (of vatas, Length); i hagitae = Long - long + ntenstrig

chee TẾ BghÌm = 2 De ‘ShoxtString - sertstring + PattemString; ú feds 1 Close of bata6 > 0 Then Begin Patteestring "7 ti te ot Matte, Sth), ae (A A Banas ts 26

If Highton = 4 Then LongString = Longstring + Patternstring se’ Highloe ‘ShortString = Shortstring + PatternStxing; = 2 Then

1 Close of Data > 0 Then Begin

CAN iirde(deee

one Jntrdex(Close of Datar, Length); a higitae <2 Then Lerastring + rattomStri: ey fase TF tags <a = Shortstring = Shorstrieg + Patternstrig;

tnd;

IF Close of bataB > O Then Begin HighLow = AcneiighLowindex(Close of Oat36, Length); Patternstring = °S"; TF Hightow «1 Then tegstring- Longstring + PatterString

ase tights hen ‘ShortString = ShortString + Pattemnstring; nd;

{calculate shares based on risk model)

N= AcneGetShares( Equity, RisWodel, RiskPexcent, RiskATR)s (ultiple Pattern Buy Signal

oe era oes Paes

2 cee, my, 09 aka 8

(ultiple Pattern Sell signal)

[If StrLen(ShortString) >= MininunPatterns Then Begin {Draw Entry Targets on the Chart) If Dravrangets Then

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262 AemeN Strategy ‘ae ‘Table 1.14, Acme N Seatexy 11 Sousve Code Seed Name Lore Erry | Long Est | Short Every | Short But Acme N System r Vv Acme Tide Manager 1 v ‘cme N System Sina! (resvevernososanencesssnnntenssssoeccegnunansnnastesenesn ten: se sae 1 PCR Parameters) ecco, euler), KH nung ob, {filler raseters) Fulterson(Tive), FiIterlergth(34), Hinimmerice(20), initmeA0X38), Minisuntv(0-5), (Position Paraneters} Equity (100000), iskrodel(3), ay stp (0.0) Ratio te fied Nene fae otters vu, 114 Source Cole 263 Shortstop(0.0), Aa = vedas (aitegth), fa merge (lose mere

{Set Entry ond Exit stops}

BuyStop = High + (Ertryfactor * ATR ‘ShortStop = Low ~ (EntzyFactor * ATR (hone W Setup

Condition.» Aeaearrntonge(Wengtht, 1) and

‘enekarrontange(uergty 0), Cateiont = ton > Tow{a} and High ¢ High{a] and Le{S] > o2] and

co SN larodtvgelMirgt2, Hos nena o ceding = feelciebg ens 0

Conditions = Acratangtato(kationgihi, RtioLengtha) <= Maehangetatio: Keno = Coors or Condit or Conditions os Condon or conte ions

{Run trade filters)

1 Filterson Then Trader =e > runice aed (Faltertergth) >= RininustOX apd ‘enaVolatality(FiiterLength) >= Kinsey; 1,

forge cc fargefercert * AE and TradeFiiter Then Begin

(calculate shares based on risk model}

N= AceeGetShares(Equity, Rishtodel, RiskPercent, RiskATR);

{arrow Ranged

TradeFilter = true; If Filters00 Then

Tradefilter = PedianPrice > MA; If TradeFilter ond

Senet acePown(RetraceBars) and Twa bi en en

Trang 4

ai H1 ansssts fuy( “hone LE Wr) N shares Next Bar at PuyStop Stops TradefiIter = True; If Filterson Then "TeadeFilter = NedtanPrice < My TẾ TradeEllter and “Aenefetracelp(fetraccBars) and ‘TeadeFilter Then Begin {ơn truy, Tiệp on the Chart}

IF OrowTargets Then Conditions ~ AenentzyTargets("®", 0, 0, ShortStop, 0); S€I1CAcse SE N°) W Shares Next Bax at Shortstop Stop: end; nd ‘Acme NR — LỆ"9994EA439139Eeex9xkgtetsrtgkErrrtarttnsaotnnertettse eae MR: Display the narrowest range bar in, bars AMM: CESENDL te ctaarossstasamicesscannenansanevcc) ns: TNsegedo; TẾ koclarro.foogeargelentth, 0) Then Begin PlntraintarthĂVh Lạp Eácie My AlertC ke MT: fed Else begin hori a horton fs 28 Acme NRK —¬ nh 0686614044e011.0n0015010 l1140 ccgAmk.ee Bene NRX: Dist AE Inputs: Ty ưng), angeFactar(0.65); Variables: ‘ATR(O.0); IR = Volatility Eongetergt); Tf Range <= RangeFactor "ATR Then PIotraint to “ke Khen Cao ạt ket), tả Ee Ngon, heron); tr ferme NRO ‘itor L9 eteeetseereketrredderrosmdrorrerrrereerisoree Meets Olspay earn range bats in 200 eee ee Tuệ: Epeleth6); E eelarxsesrerExrgdlereth, 2) mở Amoasrlvos(fvpa gi C2 Thee Begin lotfainser ugh toe "hce Ma},

ler’ ("Rene N2 Aezt”) tne

Trang 5

266 11 Seurce Code ‘AemePStrategy

rater

‘The Acme P System is a self-contained system with its own ext strategy, thus, does notuse the Acme Trade Manager

“Table HAS Acme P Statexy Sspnal Name | Long Bry | tong Et | Shor Bury | Short Eur | AsmPSem| rr | V “ “ ‘Acme P Systern Xem ‘ene P Syston: Pairs Trading Requizenents

Detaa: Stock 1 Intraday, (ated: Steck 1 Oatly @ tad: Stock 2 Daily (hidden) tame ot, Wace om E6 nhi Length(39), {Position Sizing Paraneters} Equity(1900000}, RfolelQ), RiskPercent(2.0), RRATRG.0), Ms sancs 2a Volatilityconstant(o.0523), Uppereand(o.0), Lowertand(0.0), Spread(0.0) HF Date © Datel} Then Begin Ni dentetSares(uity, Rsbodl, RiskPercert, RsKATR) of bata; Hi = Aenevolatility(Lergth) of ata3; Wi? = AenaVel2t1110/(Legth) oF Dataa; GW ~ correlation(Pricet, Price2, Length);

Veustilityeand = velatalstyconstant ¥ (4 + Hz) # (4 - CỤ; Uppertare = StandareDeviations * VolatilstyBand; LowerBerd = StandareDeviations * (-VolatilityBand),

fd:

Spread = (Close of Datat 7 Pricet) ~ (Close of Dataz / Price2);, TF Spread crosses above towertand Then Buy("Aone P LE") N Stores This Bar oo Close;

TF Spread crosses above 0 Then Battorg(“Aene P 1X +”) This Bar on Close

Ese TF Spread <= StordardDeviations * Lonerfand Then ‘Exituong( "Aone P LX =") This Bar on Close;

1 Spreng crosses below tpprtand Thee SUiCAGHe #3) Astros his far on Closes

1 Spread crosses below 0 Then Budtshort("Aone P SX +") This far on Close

Else If Spread >~ StardardOeviations * Exitstert(7Acme PSX =") This BaF on Then {tog Trades for Spreadsheet Export)

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268 11 Source Code done syste: Look For ‘h Paroneters} fectagltegin( a, leFactor(3.0), ectangletatio(®.3), {Filter Paraneters Filterson(Tive), FilterLength(18), MinisusAtE (2-0), {Position Parancters} Equity(s00000), Riskredel(3), RiskFercent(.0), iskATR(2.0) EntryFactor(0.25), Drowfargets(Tive); Variables: No), AIR(O.0), ‘rRLength(20), TẾ ha đe Buystop(0.0), Shortstep(0.0), (variables) ToRectangle(False), Rectangleligh(0.0), Rectarglelon(0.0);, [ATR = NolatilSty(/TRLength); ct ng dat «Lên Rectangle figh ~ Highest (High, Rectangletength); — + (xtafactor* AN5 E— - (erator * A;

If Falters0n then TradeFiTter = ATR >» MinkeumsTR; Af TradeFiIter Then Begin

( shaves h shade T, esktwacent, KASHAN: A woe M4 Samos Am {Dekernine vhether or rot we are in 2 rectangle} {Shectrge'sscntectanstin(tectangleergty Rctargfangs, nh TT nn Mesto

TẾ IHRectayle Then Begin {Orme Ely Torgets"on the chort}

Pate ee Cordier hoedntryTmgets(TV, BayStop 0, ea, sys fuy(heae LER) N Sates Nextar oh Bystop' {Oran entry Targets on the Curt} Sty

lim CConditiona = AcnefntryTargets(R", 0, 0, Shortstop, 0); Then “Sel1CBeme SE R°) W Shares Next Bax 69 ShortStop St nd; (rrteseravesasessanssoce wevevecsanunseteanneesonsoennnenentt

‘ee nite hey Me ath a

"ERs tower init),

Uppertinit (2.3);

Iota (Lovertinit, “Lover Linst"); Plota(Uppertinit, “Upper Linit”)

Trang 7

210 1 Scarce Code rau: Recianglelength(), RangeLengthtt2), Rangefactor(l.0), Rangetatiolinit(3)5 ‘erectargleih(.0), Fectarglelon(@.0),” Uppertane(-1), toverLine(-1)} Rectangleligh = highest(tigh, Rectangle NA Ha nettle

IF nenetectangular(Rectangletongth, RangeLergth, RangeFactor,

ine Âu Re fetmglel=gt4]

Tìne|fectanglelength.1), te 7 exele), helo), ect ee

TF GetBackGroundColor = Black Then at 92 dpedte, elie) Tt Setcolor(Uppertine, Black); git SStetpetlne, 2; (ie nh pH th tung ng], Tie[Rectanglelength-1], Rectarglelow, Đate[o), Tire[o), RectangleLe); 1 LowerLine >= 6 Then Begin

If GetBackGrourdColor = Black Then ‘TL SetColor(LonerLine, Yellow) chế “TL Setcolor(LowesLine, Black); 1 setSize(Lowertine, 1); nd

Data2: Stock 2 Int Data: Stock 1 Daily ¢ Dates: Stack 2 Daily (hidden) gg g1NNH Pricea(Close of Dat3), Fricea(Close of Dataa), Staraardeviations(2.3, length(30); Variabies: wae, has), St ToseesGo), 0.0), RDHU em oan), tt Urata ‘Spread(o.0); If Date co Date[1] Then Begin Wit = Acneolatility(Lergth) of Datag; 2 = AcneVolatility(Lergth) of Data4;

GW - correlation(Pricet, Price2, Length); Vàsgl1itytmd — VelatTHiceeiam (tin + 2) * (1 ~ Cs Uppertand = Stardardeviatlone * VoTati12tyBand> cegltettod = Stanoraneiation * CAnlalllybr)y

st (ef mi) (res ea

Plota(o, *2ero")

Trang 8

on 11 Source Code Syste"), {hesition taragenent Paraeters) Exieractor(0.25), Stepbars(t), Tà treo, Profitrector(0-3), Hateors(s), Drowtargets(teve), ade đo tEne 6m ba) Variables: 'ATR(0.0), ‘aTRLength(20), ‘aTRFactor(0.0), PreFitBars(0), 5eHStrp(0.0), SelTargeta(0-0), ‘ell Target2(0.0), Coverstop(0.0 ATE = Volatility(ATRLength);

‘AlRFactor = ProfitFactor * ATR; ProfitBars = IntPortion(Holdats/2) © 1;

Setisop< Last (lon, Stpfors) = (etactr * AIR; BxdtLong(“Aene Li") Hert step Stop; 1 ProfatTarget Then Begin Sellargeta = High, + ATRFactor;

ExdtLong "Acne Lis") CurrentContracts/2 Shares Next ar at SellTargeta Limit; SelITarget2 = HighlProfitBars) + (2 * ATEfactor);

ExitLongc Acne Lies") ConrentContracts/2 Shares Next Bạt at Sellfarget2 Linit},

End

Tf BarsSincetntey >= HoldBars — 1 then ritheng("Aeer 130) Meal Bar on Open,

le Sup) «(UAL anton * ANE):

114 Seusce Code

Exitshort ("ne 54") Next Bar at Coverstep ‘If ProfitTarget T tan lun: Stops

overTrgett = Low ATRFctars Elsner ene 9£”) CurentCotzacts/2 Shares het Ba at overargst Ui Guerlangeta ~ Loe Profittars] ~ (2 + arRfactor)s Eclshort(Aene S02) Carentcnktacts/2 Shares Next Ba at If BarsSincetntry > HaldBars - 1 Then ExitShort “Acne Sx") Next Bar on Open; WfBStanr=or Tf DrawTargets Then ome ee, Sa ay 2 epee acy

inp eetgBpteem tre

{Log Trades for Spresdeheet Deort)

Trang 9

Naas,

‘Si, «'suinghighBax(N, gh, Strength, Lergth)s Tf Sia © = Then Begin Nai

FoundtighPlvet = False;

Nile FeundhighPivot ~ False ard N ce RadzueFivots Begin Sega Hh, street, Leet); Hf sia oot and high{ St) Haigh SHE sghPivot ~ THe;

“SsdngLexBar(, Low, Strength, Length); If sla ot Then Begin wey

FoundlevPivot = False;

ie ouahoivat = alse ad Wc Minas pin SL2 = SeinglonBan(W, Lov, Strength, Length); HF siz ea ond Loos} > Lenfst2] Then FoundLowivot = T2ue} neweay end End 1 rent and Forno Th en Mi ~ TLSlopetany (gh, Sa, St); TC TP = 1Slopetasy Clow Sử, 3405, Projectiigh = TUaotasy (gh, SH, S42, 0); Frojecttos 1WolctasyCiow 3, 3, Aaaluihslre) Pavia hàn ton = Pest Then Bexar De nh Hoxinalope ard

từ - TU enOate( ta], Timea], Highs}, Date, "tine, iets

Tem hếc@ebelSU), tine( Sta], ent, tate, nes end ted a 114 Sun TRO), Towa) sne(-25, lextstrdng(°")5 Ate Volatihity(Lockbocktars);

TS rildettntledlideae, sươh, tryưa<e0; TF Ter oo then tee Date obsr), Tame ota, km Hef), tow,

Alerstry 1 traPunfsibckaus) > Mine (Lostbackas) Ten «shen Tape Sti” Cates = Asalin(Ln = verge(lose, engl) <

RangeFactor * ATR = »)

the TẾ BA hs(lolbadesrs) minh ÄưoiietHgi ` maogefie, MnyA) = D80 LostbacBars) Ten Fengetactor

1 Conder men AienGtre = Mertstring ô â ke ô

Nntste(SLength, â) + tar Moving Averages

Trang 10

276 11 Source Code RengeFactor(0.), TA gtkƠO); Variables: hy

‘iar Aemriletr(Lrlbxlêns, Stength, Rangefater; If Trear © -1 Then begi True Th Menatel OL, ale eh,

Date[TTBax), Tane( TBar}, High);

‘lortString’> “Bene Triple Toy"; If DeTPlus(LookbsckBars) > DlMinus(LookbockBars) Then, (Conditions = AbsValue(tow = Avexage(CTese, MALergt!)) <= RangeFactor * ATR Else TF DMTPlus(LockhackBars) < DAIMinus(LookbackBars) Then Coreitiona = Absvalve(High ~ Average(Close, MiLength)) <

actor * ATR;

“TẾ Cenlrtierl Then lertString = AlertString + “ Near "+

ustostr(WaLength, 0) + Bar Moving Average”; If Alertérabled oF Condition: Then ‘Alert(Alertstring); Ena; ‘Acme V High Zone, —¬ TY nh 2mm: TH the te v hgh Zone fi l ss _ LatilityFactor(0.9), Length(20); variables: ‘ghzone(0.0);

spire = tea velataityractr, enh) We thighzore > 0.0 and Wigh >= Wighzore Then ft lơ S Mạ đe); Hee ‘Acme V Low Zone Tan pm Aene V XỔ nhhy«etes, “Thu =mee Variables: ‘VLowzone(0.0);

owone = heneMLow(Volatilityfactor, Length) TF Veawone > 0.0 and Low <= VLowZone Then

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208 11 Source Code Entyfacton(0.25), ng ATR = Nolzti1ty(ATRLengt), Wt ~ tverage(Close, Balength) Livalue = Linearkegvaloe(ton, Regressionfars, -1); {entry Signal)

IF (DayOfWeck(Date) = 1 or DayOFWeck(Oate) = 2) Then Begin {Calewate shares based on risk model}

Ws BenetetShares(Equity, Risttodel, RiskPercent, RISKATR)s If High < Lovest(high, Regressionfars - ){1) and

Range-<= RangeFactor * ATR and ow > LRAalue and

se Md

High > Lost} Then Begin {Draw Entry Targets on the chart}

IF Drawtargets then (Condition = AereEntryTargets(*V”, Close + Entryfactor, os, Of tute V) Nha Net B Cha + Ergon Steps en wet Asia nem LH tho nniveeettim b1 Tan: "Percent here) Range ators); 1.4 8anaS 2:9 ATR = Wolatility(Length)s

Af AcmetangePercent (Open, 0) <= Percent and enetargePercent (Close, 0) >= (1 - Percent) and Range <= RangeFactor * ATR Then Menecebra= 15

If AeneRangePercent(Open, 0) >= (4 - Percent) ard ‘cnefangePercent (Close, 0) <= Percent and Range <= RangeFactor * ATR Then ‘Renecobra = 25 Variables: Rangedelta(0.0), Hightvot(0.0), Leivek(0.0), ¬ <1; TH “hi veìrthity(laddxd8er); LoxPivot = PivetLowsBar(1, Lou, Strength, Strength, LookbockBars); vot = Pivothigh’SBar(2, Wigh, Strength, Strength, Lookbackbars); If HighPivot © -1 and ket <> 4 and

LowPivet sẽ Ledfinlus and

‘Absvalue(Low — toe{LowPivet)) <= RangeDelta and

‘Aosvalue(Lon - Lonest(Lony LowPivet)) <= Rangedelt2 and HighPivot < LeyPivot and

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280 11 Source Code ¬ itt ue, tr vie), neo tweeioy Voriables: Ha(o.0), Highrivot(o.0), LowPivot(0.0), Mghfunieut();

Aungetelta Rergeolts c Wigetoct = plactighisbarcs, igh, Sere, Steength, Lokbadbars): targefctor* Vol:4Đty(ledbadBar9) imgdacte * ); Ueleswct ~ vottodStory tow Strength Strength LookbockBors);

wget 0 -1 ant NT Ngee 5 hg

Side Shahup Sit) ce Ranges nd

Aimalriigh Hơm, Hạn tnỦ) c Rael wd mig 9 teh ence Higa; men ‘AcmetneryTargets "never {theeesenvessenssnnnsccsaneecesstannercecentsssenannancccennee sede rice rete nee Inputs: ‘SystentD(string), BuyStop(tuneric), fuyLinit@iuneric), ‘Shartstop(Muneric), ‘ShortLintt uneric}; variables: PlotCelor(8lxck), SLine(-1), tá Ban BLrext(-2), ssText(-1), strext(-a)}

encenteyTagets « False; 1 LastBarnchart Then Begin TP ceteackecunteohor 4 Then iotector = write;

1 ByStnp > © Then Begin Bebtring Lee syetent) + * stop *s ire = TLNew(ate(O], Tinto], BiyStop, Date(s), hae), Bystop)s

TF ie 90 6 then bepin Setcolor(Rt ines PlotColo); Te setsize(@stin, 3); RSL ein sTent = Text hen(bte, Tine; fuyStop,OSstring); ‘ent seiclar(estent,Plotcolor)y thác TF buytindt > 0 Then

BiStzing = IE â Syetent ô BlLine © T_new(atelO}, TR«[o], hit, «Lint; Datefa), Tae}, ByLanit);

TẾ BH le 3> 0 Tien Begin TL Set ler@ILe, Plotrelor);

TỊ SetStze(ELLine, 2) BSH re th se sci) BLiext = Tent Nen(Dte, Tse, Bọtiett, UString); “ert Setslor(M Tod, Plotcolr)y

Em

1F Shortstop > 0 Then Begin Ssstring = * SE's ystentD + * Stop "ý SSLine'= TL New(0atel0), Tiel0), Shortstop, Date[ap, Hse), shortstop)

TO SsLine >= 0 Then Be Te setcalor(SsLine,

Te Setsze(sstine, 1) TE Setothight (Sine, True);

fet = Tert Men(Date, Tine; Shortstop, SSString)s ‘Tent Setcalar(Sstext, Plotcolor); nt Color) en

Tf ShortLinit > 0 Then Begin Sistring « " SE." » SystenID + * tintt "; ‘SLLire = TL Ney(Date(6], Tinefo], shortLiett, Date(s], TÍAe[3], shortLieit);, If SlLine >= 0 Then Begin

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282 11 Source Code ‘ext Settolor(stText, PlotColox); ng End; End enetntyTargets = True ‘AcmebsicTargets —— L(*Q99+kot199500serhvAAArrtefetfrrt9tr111411210000040906 c0 TH HE ut te op ots od eo re eau, ts: cgD(strdre, Septastnner), nh gi, Potitargethneri), Variables: PlotColor(tilack), SLLine(-1), PTaLine(-2}, PraLine(a) sistring(*", stext(“3), Pristring™"), PTiToxt( 9), prastring("), Pratext(-3)s AeactxitTangets ~ False; If LastBaronchart Then Begin Tf HarketPosition = 3 Then Begin SUstring = "LX" + SystenlD + *:") Prastring = "DC" System » “4h Prastring = "UC" $ SystenD + "44 ind Tf forketPosition = -1 Then Begin ‘string =" SK" + SystealD 4 PHString - * SX "+ SystenID + “+ rastring =" SK” $ SystemID + "42"; Ends Flottolar = white;

SLLine - TL Nes(bate(o], Tine(Ol, Stoploss,

Datel] Tine[ TẾ Niệm a Stl T4 Bảm an

TL setstze(sttine, 2); TCSeteathight(SULing, Tze);

SlToxt = Text Ne(Oate, Tine, StopLess, SIStri

pelt Stinson hetcon)

PTatine = TLNew(Datefo], Tinefo), ProFitTarget1,

Da, that), Providfaneety TF Platine vs 0 Íne BagÌn = TL SetColox(PiLine, PlotCélor); TL Setsize(PTatine, 2);

Tsetortnighe(rratine, Tre);

Tiệc = Text Nen(atey Tine, ProfitTorgts, PTAString);

‘ent Setolar(Ptitet, Ploteaor); a

Bạc

TP me < t kedDatk[d], neo), ref3targeD, Ciel), Tiel Protos), TL TL SAloxtPDtiree Pldole); mg lạ beste

TW setsie(ratine, 25 Tsetse (Piling Tue);

Trang 14

28 11 Sousve Code —¬ rchntcongelte, ety the value of the oer flat hoa Teputs: TheFhoat(lomeric); Variables: Tlost8ars(6); .AcneFlộtChamelLow = Flostbars ~ 0;

TẾ heflest >'0 Then Sepin Flostbae - pncet lonttars(tesleat)s

If FleatBars >'0 Then ‘RereFloatChannelliog ~ Lovest(Lov, FloatBars); AcmeGetFloat ——

“This listing contains only a patial ist of float values Refer to Chapter 4 for ob- taining and adding afloat value to the AemeGetFloat function Kqeecetriogt, cot te ost cfs given sto bo sen); variables: 114 Source Cole 285

‘Symbols[ ix] = "ABC"; Fleats[dx] = 01.75 ix Sybols[ix) = “ABP”; Floats[ix] = 37.05 ‘Syabols[ix] = °ABFS*; Floats( ix] = 15.45 3x ĐA li < 28a oat ta = Gr be Sbels[Dx] = “ABE”; Fleats[b

‘Syabels[ix] = “AM Fleats[b

Soi] = “ABW Fleststbe = Tại SInbols{Sx) ~ “8u; EIos Dị - 2e; Symbols Sa] = “71CM; Elotsl ‘Synbolsfix] - "0472 Flosts[ix] = 28.8; Syabolsfix] = “Z8; rleats[b] = ta Syrbolsfix) = *ZRMP; Flosts[ix] = 9 ound = False; = 95 i= ee

While SynbolFound = False and (iu - (1) > 2 Begin in = IntPortion( 2 Sybet © Sabi (il + tu) / 2); Ther

Trang 15

2 Manse Oe If Fleatvalue > 0.0 Then Begin idle TotalVoline ¢ Floatvalue ang Bartrdex < MaxBarsBack Begin ‘AcneGetFloatBars = BarIndex; AemeGershares — (reteoseveersesseeerkeossrretstrgeerm Hy

ReneGetShares: Calculate the runber of stares based on risk model Rislobodel = 1, Equal Valve Units Hodel

Siigedel = 2, Percent Wik Poel Risbrodel = Tấn: qityweric), i05 (uad1), Einmeeettimeri9), Histintsqumeric Variables: ‘Minieurshares(200), iskshares(0), FE(0.0), Length(20);

ERP = Equity * RiskFercent / 3005 If Ristodel RiskShares ~ RouList(HirimaShares, = 1 and Close > 0 Then 400 * IntFortion(Equity / (300 * Ciose))); TẾ Rietfodel = 3 and Riskunits > 0 Then RiskStares = NanList WirinoShares, 1100 * IntPortion(ERP J (300? EislOnlt9))); Hf Rishtodel = 3 and Volatility(Length) > 0 Then Riskshares = WavList Qininashares, 200 * IntPortion(ERP / (400 * Volatility(Length))))s eneGetShares = RiskShares; T4 3n: RPLieit(6.45), RLinit(0.60), Marani1(Talse), Warani2(False), Horani3(False); Ancram = 0; 1 fang} > © and Rare] > © nd fae], > © Then Begin (eaten © tov se eal nd gh Faas Gratton = Ge >

CÁ ng ~ vơ erlet(Ge, ĐH] c UUit sở

TH ae 3 (1- RPLiit); Farah Cnt and Solio a bition and Se ae eel © atin cates

Conditions = Lon > Lon] and igh M2 CN = Leta > angio Heh nen ca, CN ~ xe-tvpdiorer(Clee, 2B] c tt xá no ants It Coit ond aia ed Cette ed No ines,

enditiora = Li = Lon} ae wih we

nitions = Lana] So Leu 3] antiga High];

Grieg = La > en} ad A) HA

Conditions = Close

ơi = SerctargePereert(Cose,1){3) cRPLinit and

Aenaaretrcrt Gey, Hit:

‘conditions = (Range /'Rangel3]) <= ReLinit;

rar = Condition and Condition2 and Conditions and Conditions and Conditions ard Conditions;

TẾ Haramil or Harani2 or Haramni3 Then ———

Conditions = Low > Lowfat} ard High < High|n]; Condition? = Clone < Opens

Gratin = Resetarys DE Gm iat), et (Open, LAY «a Ut

Trang 16

11 bance te aranis = Conditions and Condition? ard Cooditions and Conditions; conditions» tow > tn{2] sn High anemone rT: A Cảng cm cự CN ng - Andtvprtctert(ten, 2)D] « it mở fenctngcbercet (cose, Aa] (init: Ecnaitirs = (eng / Em) c Hs

Vtanta” canta nd Cnet an Efiien) an Cơn mở Gảidony

ontstions = tw > Lona] an High «Heh Hoa © Lm] > lu) and haga Hah endatzra~ Lua] >> tea] are HG] <= MNS Am = Close open

Ending = Rncargeerest(pen, 2(3} <= PL and Tan nu 7 ỌÌ c HH ania = cnelrs od Endo an Conder and cree / tages)

Cengithnt ar Canes ard Caner

“TẾ Haraaf1 or Harani2 or Harani3 Then Aenetaraml = 3; Em; Ae winder: enehightowindex: Calculate the High Low Index Ắ<=” Inputs: Price(Nurerl), Length(Nueric); ®enetighLontrder = 0; mm L1): 70N Mu 7 fa ef mst ric, teen — 2} Price > ecghesinde 2; 7 Search for a Hook Pattern ripe: s(uneric), th (Ai; Acrelbdk = 0; 1E AcechetraceIp(tength)[1] anử

Low < Lowf} and (Chose, 3) >= (4 - Percent) ‘hencook = 3, Then

Xf Acetraceso( erga] and

Trang 17

20 risa:

rf < Lomest(Range, Ra sth - 1) (Index + 1] and

tea at] mổ ghee ‘inet Te ene = AametogTrades Tam m=—= EEUENESI Da thu THỊ SE T62 EBOEEE, 3 teID(String); Variables: waren), Tradestzing("); kerelegTrades = False;

1 Leggingon and Category {leg Closed Positions} = 2 Then Begin Hf Barssincebxit(2) = 2 Then Begin TradeString = GetsyebolNone # ")" + eaters) ) +“, hustestx(EntryPrice(3},-3) + 2,” + unTestr(Exitbate(s), 6) + *7+ MaTestz(PvitfrleeQj, 3) t2 MaTestr(fes{tiefSofit(1), 3j + 0y” + aes tet), Ot ontests(VelatslstyCLength)foarssincetrtry(a)], 2)" *," + Mest (aenevolaetTity(Length)farssincetitry(s)], 3) + ‘ny systenlD + Red (ogrileiane, Tradestring); te Bosker

WEetrontaet and casetireseg > © Tho en eg ceo > teat (intrytate(a) 0)» Retest 066 fens 3)s NuTostr(OpentesitionProfit, 3) + ",” 3uafestr(Abx(ADMcngtt)|0arasircctrẺ ry() "MeTestr(\elat41iĐyfIergt)|Sar-Si (oN 2)"+ {Vevgth)tarssietateyo D's ‘AcmeNarrowRange ——

Đơn To species tar 3 arrow tnge hart, vabennovSsssasqnrcasbescunasesasonenetsocasemesaseseatetereesss)

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