NexusFi: Find Your Edge


Home Menu

 





Trading System to be regularized


Discussion in EasyLanguage Programming

Updated
    1. trending_up 2,266 views
    2. thumb_up 3 thanks given
    3. group 0 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
Shaban
Turin + Italy
 
Posts: 201 since Feb 2020
Thanks Given: 26
Thanks Received: 138

Hello,
good day everyone. I found this Trading System in my archive, and I would like to test it, but Tradestation 2000i reports errors.
The formula of the T.S. it's the following:

-------------------------------------------------

Input: Per(30), Length(1), Per2(8), Per3(21);
Vars: Acceleraz1(false), Acceleraz2(false), ave(0);

Ave = XAverage(MACD(C, 10, 25), 10);

If adx(Per) <> 0 and adx(Per)[Length] <> 0 Then begin
value1 = (absvalue(ADX(Per) - ADX(Per)[Length])/ADX(Per)[Length])*100;

if Average(C, per2)[Length] <> 0 and Average(C, Per2) <> 0 then
value2 = (absvalue(Average(C, Per2)-Average(C, per2)[Length])/ Average(C, per2)[Length])*100;

if Average(C, per3)[Length] <> 0 and Average(C, Per3) <> 0 then
value3 = (absvalue(Average(C, Per3)-Average(C, per3)[Length])/ Average(C, per3)[Length])*100;

if value1 > value1[1]*3 Then Begin
if value2 > value3 and MACD(C, 10, 25) < Ave then Buy next bar {Highest(H, 5) Limit}O;
if value2 < value3 and MACD(C, 10, 25) > Ave Then Sell next bar {Lowest(L, 5) Limit}O;
end;

end
else value1 = 0;

if Marketposition = 1 and MACD(C, 10, 25) > Ave Then ExitLong ("LX") next bar at market;
if Marketposition = -1 and MACD(C, 10, 25) < Ave Then Exitshort ("SX") next bar at market;

-----------------------------------------------------

If anyone can correct the formula, I thank you in advance.


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
CFTC Opens First COT Report Review in 20 Years -- Asks W …
Traders Hideout
Roland Garros Final Day: $3M on Zverev at 80.5% -- Leban …
Prediction Markets & Event Contracts
Weekend Update: First Qatari LNG Transit Attempted -- IR …
Traders Hideout
Warsh Rate Hike at 40%, Iran June 15 Expires Tonight at …
Prediction Markets & Event Contracts
June 15 Peace Odds Surge From 3.6% to 12.25% After Trump …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Big Mike in Ecuador
196 thanks
Sober Journey With S&P
27 thanks
30 Sessions
20 thanks
BERN ALGOS algo trading journal
8 thanks
Volume Indicators
8 thanks
  #3 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,737 since Jul 2012
Thanks Given: 1,917
Thanks Received: 7,476



Shaban View Post
Hello,
good day everyone. I found this Trading System in my archive, and I would like to test it, but Tradestation 2000i reports errors.
The formula of the T.S. it's the following:

-------------------------------------------------

Input: Per(30), Length(1), Per2(8), Per3(21);
Vars: Acceleraz1(false), Acceleraz2(false), ave(0);

Ave = XAverage(MACD(C, 10, 25), 10);

If adx(Per) <> 0 and adx(Per)[Length] <> 0 Then begin
value1 = (absvalue(ADX(Per) - ADX(Per)[Length])/ADX(Per)[Length])*100;

if Average(C, per2)[Length] <> 0 and Average(C, Per2) <> 0 then
value2 = (absvalue(Average(C, Per2)-Average(C, per2)[Length])/ Average(C, per2)[Length])*100;

if Average(C, per3)[Length] <> 0 and Average(C, Per3) <> 0 then
value3 = (absvalue(Average(C, Per3)-Average(C, per3)[Length])/ Average(C, per3)[Length])*100;

if value1 > value1[1]*3 Then Begin
if value2 > value3 and MACD(C, 10, 25) < Ave then Buy next bar {Highest(H, 5) Limit}O;
if value2 < value3 and MACD(C, 10, 25) > Ave Then Sell next bar {Lowest(L, 5) Limit}O;
end;

end
else value1 = 0;

if Marketposition = 1 and MACD(C, 10, 25) > Ave Then ExitLong ("LX") next bar at market;
if Marketposition = -1 and MACD(C, 10, 25) < Ave Then Exitshort ("SX") next bar at market;

-----------------------------------------------------

If anyone can correct the formula, I thank you in advance.


This modification verifies...



Input: Per(30), Length(1), Per2(8), Per3(21);
Vars: Acceleraz1(false), Acceleraz2(false), ave(0);

Ave = XAverage(MACD(C, 10, 25), 10);

If adx(Per) <> 0 and adx(Per)[Length] <> 0 Then begin
value1 = (absvalue(ADX(Per) - ADX(Per)[Length])/ADX(Per)[Length])*100;

if Average(C, per2)[Length] <> 0 and Average(C, Per2) <> 0 then
value2 = (absvalue(Average(C, Per2)-Average(C, per2)[Length])/ Average(C, per2)[Length])*100;

if Average(C, per3)[Length] <> 0 and Average(C, Per3) <> 0 then
value3 = (absvalue(Average(C, Per3)-Average(C, per3)[Length])/ Average(C, per3)[Length])*100;

if value1 > value1[1]*3 Then Begin
if value2 > value3 and MACD(C, 10, 25) < Ave then Buy next bar {Highest(H, 5) Limit}O;
if value2 < value3 and MACD(C, 10, 25) > Ave Then Sell next bar {Lowest(L, 5) Limit}O;
end;

end
else value1 = 0;

if Marketposition = 1 and MACD(C, 10, 25) > Ave Then sell ("LX") next bar at market;
if Marketposition = -1 and MACD(C, 10, 25) < Ave Then buytocover ("SX") next bar at market;


Follow me on X Reply With Quote
Thanked by:
  #4 (permalink)
Shaban
Turin + Italy
 
Posts: 201 since Feb 2020
Thanks Given: 26
Thanks Received: 138

All right. Thank you very much.


Reply With Quote
  #5 (permalink)
Shaban
Turin + Italy
 
Posts: 201 since Feb 2020
Thanks Given: 26
Thanks Received: 138

Good morning,

to enter: Short with this formula for Tradestation 8 or higher, you need to modify this string as follows:

if value2 < value3 and MACD(C, 10, 25) > Ave Then Sellshort next bar {Lowest(L, 5) Limit}O;
end;

----------------------------------------------------

differences between Tradestation 2000i and Tradestation 8 or higher:

Tradestation 2000i: Sell
Tradestation 8: Sellshort

Tradestation 2000i: ExitLong("LX")
Tradestation 8: Sell

Tradestation 2000i: ExitShort("SX")
Tradestation 8: Buytocover

-----------------------------------------------------

Good continuation


Reply With Quote




Last Updated on February 11, 2020


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts