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There are many different classifications of exits other than your initial stop loss. These include exits that produce a loss but reduce your initial risk, exits that maximize profits, and exits that keep you from giving back too much money, and psychological exits.
Van K. Tharp
 
 
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JKL Trading System

System for: MetaStock


 

 

Views:  1766

Added: February 07, 2007
 
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Tags: MetaStock, system
 
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Code:

JKL System

E Long:

Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2) - Mov(Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2), opt3,SIMPLE)> opt1


C Long:

Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2),opt2) - Mov(Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2),opt2), opt3,SIMPLE)< opt1


E Short:

Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2)-Mov(Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2),opt3,SIMPLE)< opt1


C Short:

Sum(Stdev((C+O)/2,opt2) * (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2)-Mov(Sum(Stdev((C+O)/2,opt2)* (C+O)/2,opt2) /
Sum(Stdev((C+O)/2,opt2), opt2),opt3,SIMPLE)> opt1


Optimization:

Name: OPT1
Description: punkt zmiany 1
Minimum: -15
Maximum: 15
Step: 1

Name: OPT2
Description: okres kótki
Minimum: 3
Maximum: 10
Step: 1

Name: OPT3
Description: okres d³ugi
Minimum: 10
Maximum: 20
Step: 1


 






Author: Jarosław Kilon
Source: http://trader.online.pl/MSZ/e-st-JKL.html

 

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