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At 04:36 09/05/99 -0500, you wrote: >>>> All, Last week as I was perusing the misc.invest.futures newsgroup I came across a post containing what I guess is the TradeStation code for Linda Bradford Raschkes "ANTI" indicator from the book "Street Smarts". I've copied that post in it's entirety should someone here want to have a go at translating it into MetaStock code. All I ask is anyone who is successful please share with the group. Regards, Bill N. Milwaukee, WI USA ----------------
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---------------- On Sat, 8 May 1999 10:21:30 +0800, "Ezzz" wrote:
>Does anyone trade the ANTI described in the book Street Smarts? > > >
I believe credit for this goes to "The Code". =================================================================================================
{ANTI TRIGGER}
INPUT:FASTLINE(SLOWK(7)),SLOWLINE(SLOWD(10)), SETBARS(3),ENTRYADD(1 POINTS),EXITADD(1 POINTS);
VAR:BBUY(0),SSELL(0),CBUY(0),CSELL(0),FF(0),SS(0), LXSTOP(0),SXSTOP(99999),MP(0);
FF=FASTLINE; SS=SLOWLINE; MP=MARKETPOSITION; IF MP<1 THEN LXSTOP=L-EXITADD; IF MP>-1 THEN SXSTOP=H+EXITADD; IF BBUY[1]<99999 AND H>=BBUY[1] THEN LXSTOP=L-EXITADD; IF SSELL[1]>0 AND L<=SSELL[1] THEN SXSTOP=H+EXITADD; EXITLONG("InitialStop") LXSTOP STOP; EXITSHORT("InitialStop ") SXSTOP STOP;
IF FF>=FF[1] AND SS<=SS[1] THEN CSELL=CSELL+1 ELSE CSELL=0; IF FF<=FF[1] AND SS>=SS[1] THEN CBUY=CBUY+1 ELSE CBUY=0;
IF CBUY>=SETBARS THEN BBUY=H+ENTRYADD ELSE BBUY=99999; IF CSELL>=SETBARS THEN SSELL=L-ENTRYADD ELSE SSELL=0;
IF BBUY<99999 THEN BUY("AntiTrigger") BBUY STOP; IF SSELL>0 THEN SELL("AntiTrigger ") SSELL STOP;
<< enter long : setbars:=opt1{3}; entryadd:=opt2{1}; ff:=mov(stoch(7,1),3,e); ss:=mov(Mov(Stoch(10,1),3,E),3,e); cbuy:=if(ff<=ref(ff,-1) and ss>=ref(ss,-1),cum(1),0); bbuy:=if(cbuy>=setbars,H+entryadd, 99999); bbuy<99999
exit long setbars:=opt1{3}; entryadd:=opt2{1}; exitadd:=opt3{1}; ff:=mov(stoch(7,1),3,e); ss:=mov(Mov(Stoch(10,1),3,E),3,e); cbuy:=if(ff<=ref(ff,-1) and ss>=ref(ss,-1),cum(1),0); bbuy:=if(cbuy>=setbars,H+entryadd, 99999); lxstop:=if(ref(bbuy,-1)<99999 and h>=ref(bbuy,-1),l-exitadd,l); c<=lxstop
entershort setbars:=opt1{3}; entryadd:=opt2{1}; ff:=mov(stoch(7,1),3,e); ss:=mov(Mov(Stoch(10,1),3,E),3,e); csell:=if(ff>=ref(ff,-1) and ss<=ref(ss,-1),cum(1),0); ssell:=if(csell>=setbars,l-entryadd,0); ssell>0
exitshort setbars:=opt1{3}; exitadd:=opt3{1}; entryadd:=opt2{1}; ff:=mov(stoch(7,1),3,e); ss:=mov(Mov(Stoch(10,1),3,E),3,e); csell:=if(ff>=ref(ff,-1) and ss<=ref(ss,-1),cum(1),0); ssell:=if(csell>=setbars,l-entryadd,0); sxstop:=if(ref(ssell,-1)>0 and l<=ref(ssell,-1),h+exitadd,h); c>=sxstop
For this one some approximations were done because of differences in calculation in slowk/slowD compared to stoch in metastock and also because of impossibility (as far as I know for EOD version) to to set stop or limit order in metastock. In addition you could do some optimization on ff or ss.
>>>> (ANTI TRIGGER 1}
INPUT:FASTLINE(AVERAGE(C,3)-AVERAGE(C,10)),SLOWLINE(AVERAGE(AVERAGE(C,3)-AVE RAGE(C,10),16)), SETBARS(3),ENTRYADD(1 POINTS),EXITADD(1 POINTS);
VAR:BBUY(0),SSELL(0),CBUY(0),CSELL(0),FF(0),SS(0), LXSTOP(0),SXSTOP(99999),MP(0);
FF=FASTLINE; SS=SLOWLINE; MP=MARKETPOSITION; IF MP<1 THEN LXSTOP=L-EXITADD; IF MP>-1 THEN SXSTOP=H+EXITADD; IF BBUY[1]<99999 AND H>=BBUY[1] THEN LXSTOP=L-EXITADD; IF SSELL[1]>0 AND L<=SSELL[1] THEN SXSTOP=H+EXITADD; EXITLONG("InitialStop") LXSTOP STOP; EXITSHORT("InitialStop ") SXSTOP STOP;
IF FF>=FF[1] AND SS<=SS[1] THEN CSELL=CSELL+1 ELSE CSELL=0; IF FF<=FF[1] AND SS>=SS[1] THEN CBUY=CBUY+1 ELSE CBUY=0;
IF CBUY>=SETBARS THEN BBUY=H+ENTRYADD ELSE BBUY=99999; IF CSELL>=SETBARS THEN SSELL=L-ENTRYADD ELSE SSELL=0;
IF BBUY<99999 THEN BUY("AntiTrigger") BBUY STOP; IF SSELL>0 THEN SELL("AntiTrigger ") SSELL STOP;
<< just replace in all conditions
ff:=mov(c,3,s)-mov(c,10,s); ss:=mov(ff,16,s);
>>>> {ANTI BASIC 2}
Input: FASTLINE(SLOWK(7)),SLOWLINE(SLOWD(10)); IF FASTLINE CROSSES OVER FASTLINE[1] AND SLOWLINE>SLOWLINE[1] AND SLOWLINE[1]>SLOWLINE[2] Then Buy on Close; IF FASTLINE CROSSES UNDER FASTLINE[1] AND SLOWLINE
{ANTI BASIC 1}
Input: FASTLINE(AVERAGE(C,3)-AVERAGE(C,10)),SLOWLINE(AVERAGE(AVERAGE(C,3)-AVERAGE(C ,10),16)); IF FASTLINE CROSSES OVER FASTLINE[1] AND SLOWLINE>SLOWLINE[1] AND SLOWLINE[1]>SLOWLINE[2] Then Buy on Close; IF FASTLINE CROSSES UNDER FASTLINE[1] AND SLOWLINE
<< This one is non understandable : "IF FASTLINE CROSSES OVER FASTLINE[1] "?????
>>>>
Sincerely,
Philippe Poulat
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