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Turin + Italy
Posts: 194 since Feb 2020
Thanks Given: 24
Thanks Received: 129
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Hi,
I found this Trading System in my archive and I tried to test it but it only makes Long trades (Buy and Sell) and there is no Short;
there is probably some error in the code. If anyone can correct it, I thank you in advance:
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Input: FastMA(9),SlowMA(26),MacdMA(4), NCOs(4), NBars(50), Trailbar(6);
Vars: MVal(0), MAvg(0), MDif(0), Counter(0), TotalBars(0), HighestHi(0), LowestLo(0);
Array: CO[2,50](0);
MVal = MACD(Close,FastMA,SlowMA);
MAvg = XAverage(MACD(Close,FastMA,SlowMA),MacdMA);
MDif = MVal - MAvg;
{ Store the MACD Cross information in the CO array }
If MDif Crosses Over 0 OR MDIF Crosses Under 0 Then Begin
For counter = 0 to 49 Begin
CO[ 0 , 50 - Counter ] = CO[ 0 , 49 - Counter ];
CO[ 1 , 50 - Counter ] = CO[ 1 , 49 - Counter ];
CO[ 2 , 50 - Counter ] = CO[ 2 , 49 - Counter ];
End;
CO[ 0 , 0 ] = BarNumber;
CO[ 1, 0 ] = High;
CO[ 2, 0 ] = Low;
End;
{ Find the Highest High and the Lowest Low of the cross over and under bars }
HighestHi = -1;
LowestLo = 9999;
For counter = 0 to NCOs-1 Begin
If CO[ 1 , counter ] > HighestHi then
HighestHi = CO[ 1 , counter ];
If CO[ 2 , counter ] < LowestLo then
LowestLo = CO[ 2 , counter ];
End;
{ If the last N crosses occured in the last 50 bars, then place the buy and sellshort orders }
Totalbars = BarNumber - CO[ 0 , NCOs - 1];
If TotalBars < NBars then Begin
Buy at HighestHi + Average(TrueRange,4)*.5 stop;
Sellshort at LowestLo - Average(TrueRange,4)*.5 stop;
End;
{ Trailing stop orders }
Sell next bar at Lowest( Low , TrailBar ) Stop;
Buytocover next bar at Highest( High , TrailBar ) Stop;
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