TS Aberration
Trading System "Aberration"
Formula per Tradestation:
INIZIO FORMULA
Type : Signal, Name : Aberration
Inputs: Length(35), StdDevUp(2.0), StdDevDn(-2.0);
Vars: UpBand(0), DnBand(0), Ave(0);
UpBand = BollingerBand(Close,Length,StdDevUp);
DnBand = BollingerBand(Close,Length,StdDevDn);
Ave = Average(Close,Length);
{ ---- Enter Long ---- }
if ( MarketPosition = 0 ) and ( Close > UpBand )
then Buy("BE") tomorrow at market;
{ ---- Enter Short ---- }
if ( MarketPosition = 0 ) and ( Close < DnBand )
then Sell("SE") tomorrow at market;
{ ---- Exit Short ---- }
if ( MarketPosition = 1 ) and ( Close < Ave )
then ExitLong("LX") today at close;
{ ---- Exit Long ---- }
if ( MarketPosition = -1 ) and ( Close > Ave )
then ExitShort("SX") today at close;
FINE FORMULA