TS Conner 19
Trading System "Conner 19"
Autore: Michael Conner
Formula per Tradestation™:
INIZIO FORMULA
Type : System, Name : Conner 19
Input: LEConsec(4),SEConsec(4);
if MRO (close <= Close[1],LEConsec,1)= -1 then
buy ("LE1") tomorrow at lowest (h,4) stop;
if MRO (close >= Close[1],SEConsec,1)= -1 then
sell ("SE1") tomorrow at highest (l,4) stop;
{
if marketposition=1 then exitlong ("LX1")
from entry ("LE1") att highest(l,4)[1]limit;
if marketposition=-1 then exitshort ("sX1")
from entry ("SE1") att lowest(h,4)[1]limit;}
{anchors stop to entrybar low and high}
if BarsSinceEntry >0 then exitlong ("LX2") from entry ("LE1")
at$ low - 2 points stop;
if barsSinceEntry >0 then exitshort ("SX2") from entry ("SE1")
at$ high + 2 points stop;
{JKNote: Done in TradeStation PowerEditor, $1000 MM stop used, LX1 and SX1 coded but not used}
FINE FORMULA