Re: TS6>2000i conversion

[Mike Gossland <mga@xxxxxxxx>]

At 05:28 AM 11/24/2002, you wrote:
>I wonder if some TS6 user would be kind enough to convert this into code 
>for the rest of us. Some expressions don't seem quite right but it could 
>be - probably is! - me.
>
>It came from www.tradingsystemdesign.com
>
>Thanks.
>
>Ian
>
>{System: Phil Lane's System
>Category: Short Term Trend Following
>Duration:  Overnight
>Compression: Daily
>Dates: 7/96-9/02
>}
>
>Inputs: ATRLen(10),Lvl(10),GiveUp(2.25);
>Vars: Atr(0),Eb(0),LStop(0),Mp(0);
>
> 
>Atr=Average(TrueRange,ATRLen);
>
>
>Mp=MarketPosition;
>
>If Mp<>1 and c[1]O>L[1] and Atr>Lvl then begin
>buy this bar on close;
>Eb=currentbar;
>LStop=0;
>end;
>
> 
>
>If MP=1 and currentbar<>eb then begin
>LStop=Maxlist(LStop,MaxTradeHigh-GiveUp);
>Sell next bar at Lstop stop;
>end;
>
>
>Mp=MarketPosition;
>
>If Mp<>-1 and c[1]>o[1] and c[2]>o[2] and c[3]>o[3] and L>Lowest(L[1],3) 
>and
>OLvl then begin
>Sell short this bar on close;
>Eb=currentbar;
>LStop=0;
>end;
>
>
>If MP=-1 and currentbar<>eb then begin
>LStop=Maxlist(LStop,MaxTradeHigh-GiveUp);
>Buy to cover next bar at Lstop stop;
>end; 

Here's what's different:

TS2000i         TS6
Buy                     Buy
Sell                    SellShort
ExitLong                Sell
ExitShort               BuyToCover

Change the phrases in the TS6 column to the 2000i column, and it'll work.

HTH

Mike Gossland