MEANDER SYSTEM V. 1

MEANDER SYSTEM V. 1

Typ : Signal, Name : Meander system v. 1

Vars: SumVS(0),
AvgVS(0),
DiffVS(0),
StdVS(0),
SetArr(0),
SumArr(0),
DiffArr(0),
VSLow(0),
VSMid(0),
VSHigh(0),
RiskReward(0);
Array: VS[20](0);

For SetArr = 0 To 4 Begin
VS[SetArr * 4 + 0] = (Open[SetArr] — AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];
VS[SetArr * 4 + 1] = (High[SetArr] — AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];
VS[SetArr * 4 + 2] = (Low[SetArr] — AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];
VS[SetArr * 4 + 3] = (Close[SetArr] — AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1];
End;

For SumArr = 0 To 19 Begin
If SumArr = 0 Then
SumVS = 0;
SumVS = SumVS + VS[SumArr];
If SumArr = 19 Then
AvgVS = SumVS / 20;
For DiffArr = 0 To 19 Begin
If DiffArr = 0 Then
DiffVS = 0;
DiffVS = DiffVS + Square(VS[DiffArr] — AvgVS);
If DiffArr = 19 Then
StdVS = SquareRoot(DiffVS / 20);
End;
End;

VSLow = AvgPrice * (1 + (AvgVS — StdVS * 2));
VSMid = AvgPrice * (1 + AvgVS);
VSHigh = AvgPrice * (1 + (AvgVS + StdVS * 2));
If MarketPosition = 0 Then Begin
Buy («Buy») Tomorrow at VSLow Limit;
RiskReward = VSMid-VSLow;
End;

If MarketPosition = 1 Then
ExitLong («PT») Tomorrow At VSHigh Limit;
If MarketPosition = 1 Then
ExitLong («TS») Tomorrow At VSLow Stop;
If Open Tomorrow >= VSLow Then
ExitLong («SLa») From Entry («Buy») At (VSLow-(VSMid-VSLow)) Stop;
If Open Tomorrow < VSLow Then
ExitLong («SLb») From Entry («Buy») At (Open Tomorrow-(VSMid-VSLow)) Stop;

 

MEANDER SYSTEM V. 1

 

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