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Anyone...?
Cheers,
Ian
> Thanks to everyone who replied. I'm pretty close now but it gets
> stuck on the MaxHighTrade expression. I tried MaxPositionProfit but
> the system gives no trades at all.
>
> How does MaxHighTrade translate into 2000i?
>
> Cheers,
> Ian
>
>
> > 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;
> >
> >
> >
>
>
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