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Simple Futures MA System
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| Added: August 13, 2008 |
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TradeStation, system
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The TradeStation programming tip for this month focuses on a rather simple idea, but it's one that's often requested by users. The code for the system and indicator presented here is based on the analysis techniques discussed in the interview with Jay Kaeppel in the May 1997 issue, namely, a filtered moving average crossover. The code given below is for the Power Editor, but both the indicator and the system can also be created in the Quick Editor.
Here, then, is the Power Editor code for implementing a filtered moving average crossover system in TradeStation. The system is called "Simple futures MA."
Code:
Type: System, Name: Simple Futures MA
Inputs: Price(Close), FastAvg(9), SlowAvg(50), AvgFltr(80);
Vars: FastMA(0), SlowMA(0), Filter(0);
FastMA = Average(Price, FastAvg);
SlowMA = Average(Price, SlowAvg);
Filter = Average(Price, AvgFltr);
Condition1 = Close > Filter;
Condition2 = Close < Filter;
IF FastMA Crosses Above SlowMA AND Condition1 Then
Buy This Bar on Close;
IF FastMA Crosses Below SlowMA AND Condition1 Then
ExitLong This Bar on Close;
IF FastMA Crosses Below SlowMA AND Condition2 Then
Sell This Bar on Close;
IF FastMA Crosses Above SlowMA AND Condition2 Then
ExitShort This Bar on Close;
Code to difficult? Find somebody to help you with coding here.
Author: Jay Kaeppel
Source: http://www.traders.com
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