TS Breakout System
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Trading System "Breakout System"
Formula per Tradestation™:
INIZIO FORMULA
Type : Signal, Name : Breakout System
Input:
BLen(20),
XLen(10);
IF CurrentBar > 1 and Close > Highest(High,BLen)[1]
Then Buy on Close;
IF CurrentBar > 1 and Close < Lowest(Low,XLen)[1]
Then ExitLong;
FINE FORMULA