Visualizza wikitesto di TS TRIX System S&C

'''''Trading System "TRIX System S&amp;C"''''' 

Sistema ricavato dall'articolo "Playing TRIX" discusso nel numero di&nbsp;giugno 1997 nella rivista&nbsp;STOCKS &amp; COMMODITIES. 

Formula per Tradestation™: 

INIZIO FORMULA 

Type: Function, Name: NewTRIX <br>Inputs: Price(NumericSeries), Length(NumericSimple); <br>Vars: LogP(0), alpha(0), sm1(0), sm2(0), sm3(0); 

LogP = Log(Price); 

IF CurrentBar = 1 Then Begin <br>sm1 = LogP; <br>sm2 = LogP; <br>sm3 = LogP; <br>alpha = 2 / (Length + 1); <br>End Else Begin <br>sm1 = (LogP - sm1) * alpha + sm1; <br>sm2 = (sm1 - sm2) * alpha + sm2; <br>sm3 = (sm2 - sm3) * alpha + sm3; <br>NewTrix = (sm3 - sm3[1]) * 100; <br>End; 

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Type: System, Name: TRIX System S&amp;C 

Inputs: Price(Close), TrixLen(3), TSLen(8), ZeroCrss("Y"), AvgCrss("Y"); <br>Vars: TRXval(0), AvgTRX(0), Zero(0); 

TRXval = NewTRIX(Price, TRIXLen); <br>AvgTRX = LinearRegValue(TRXval, TSLen, 0); 

IF UpperStr(ZeroCrss) = "Y" Then Begin <br>IF TRXval Crosses Above Zero Then <br>Buy ("B_ZCrss") This Bar on Close; <br>IF TRXval Crosses Below Zero Then <br>Sell ("S_ZCrss") This Bar on Close; <br>End; 

IF UpperStr(AvgCrss) = "Y" Then Begin <br>IF TRXval Crosses Above AvgTRX Then <br>Buy ("B_AvgCrss") This Bar on Close; <br>IF TRXval Crosses Below AvgTRX Then <br>Sell ("S_AvgCrssS") This Bar on Close; <br>End; 

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<br><br>FINE FORMULA 

== Vedi anche:  ==

*[[Indice sequenziale Trading System|Indice sequenziale Trading System]]

[[Category:Formule_Trading_System]]