TS True Range Breakout
Versione del 22 mar 2012 alle 08:56 di imported>Stefano Fanton (→Vedi anche:)
Trading System "True Range Breakout"
Formula per Tradestation™:
INIZIO FORMULA
Type : Signal, Name : True Range Breakout
Input
:Period(20);
Condition1=range < Average(range,Period);
{LongEntry}
If Condition1 then Buy at Open of tomorrow + range Stop;
{ShortEntry}
If Condition1 then Sell at Open of tomorrow - range Stop;
FINE FORMULA