[RT] Re: Mechanical S&P Trading Systems

[gary@xxxxxxxxxxxx (Gary Funck)]

Here's the text form of the system that John Cappello just posted.
For discussion purposes, it is easier to work from the source.

{ Blitzkrieg system, courtesy
input:ph((h+c+2*L)/2-L),  pl((h+c+2*L)/2-h),length(12),
      length2(12), ToEXIT(0);

buy highest(ph, length3) + 1 point stop; 

if Toexit=1 then
    exitlong lowest(L, length2) stop;

sell lowest(pl,length) - 1 point stop;


if ToEXIT=1 then
   exitshort highest(h, length2) stop;