TS Macd RS Ratio

Trading System "Macd RS Ratio"

Macd Relative Strength Ratio pubblicato da Gilbert Raff nel novembre 1994 su Technical Analysis of Stocks and Commodities.

Formula per Tradestation™:

INIZIO FORMULA

Type : Signal, Name : Macd RS Ratio
Inputs:
R(12),
S(26),
Q(9),
Price(close of data1/close of data2);

Vars:
Mo(0),
Avg(0);

Mo=MACD(Price,R,S);
Avg=Xaverage(MACD(Price,R,S),Q);
Condition1=Mo crosses above 0;
Condition2=Mo crosses below 0;
Condition3=Mo>0;
Condition4=Mo<0;

If Condition1 then buy 1 contract on close;
If Condition2 then sell 1 contract on close;

FINE FORMULA

Vedi anche:

• Indice sequenziale Trading System