Metastock Formel TM 10-03: System US Open 1-2-3 für Dax Futures

Strategie: Buy Open 123 von Holger Arndt

im Traders Magazin Oktober 2003, Seite 50 bis 54

TrailProz:=1.1;
start:=(Hour()>15 OR (Hour()=15 AND Minute()>=30)) AND Hour() < 18;
end:=Hour()=19 AND Minute()>=50;

{Eintrittsbedingungen}
in:=Sum(C>Ref(C,-1),3)=3 AND start AND ADX(14) > 20;
out:=Sum(C<Ref(C,-1),3)=3 AND start AND ADX(14) > 20;

{Tages Hoch und Tages Tief}
Lasthigh:=HighestSince(1,DayOfMonth()<>Ref(DayOfMonth(),-1),H);
LastLow:=LowestSince(1,DayOfMonth()<>Ref(DayOfMonth(),-1),L);

{Trailing Stop}
StopLong:=C-C*TrailProz/100;
StopShort:=C+C*TrailProz/100;
TrailLong:=If(C<PREV,StopLong,Max(StopLong,PREV));
TrailShort:=If(C>PREV,StopShort,Min(StopShort,PREV));

{Handelsregeln}
EL:= Alert(in,14) AND start AND H=lasthigh;
ES:= Alert(out,14) AND start AND L=lastlow;
CL:=Cross(Ref(TrailLong,-1),C)OR end;
CS:=Cross(C,Ref(TrailShort,-1)) OR end;

State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND PREV=-1),0,PREV))));
state

Folgende Stati sind möglich:
State=1 AND Ref(State,-1)<1 {EL}
State=-1 AND Ref(State,-1)>-1 {ES}
State=0 AND Ref(State,-1)=1 {CL}
State=0 AND Ref(State,-1)=-1 {CS}

Strategie: Buy Open 1234 von Holger Arndt

TrailProz:=1.1;
start:=(Hour()>15 OR (Hour()=15 AND Minute()>=20)) AND Hour() <= 17;
end:=Hour()=19 OR Hour()>=50;

{Eintrittsbedingungen}
in:=Sum(C>Ref(C,-1),4)=4 AND start AND ADX(14) < 25;
out:=Sum(C<Ref(C,-1),4)=4 AND start AND ADX(14) < 25;

{Tages Hoch und Tages Tief}
Lasthigh:=HighestSince(1,DayOfMonth()<>Ref(DayOfMonth(),-1),H);
LastLow:=LowestSince(1,DayOfMonth()<>Ref(DayOfMonth(),-1),L);

{Trailing Stop}
StopLong:=C-C*TrailProz/100;
StopShort:=C+C*TrailProz/100;
TrailLong:=If(C<PREV,StopLong,Max(StopLong,PREV));
TrailShort:=If(C>PREV,StopShort,Min(StopShort,PREV));

{Handelsregeln}
EL:= Alert(in,14) AND start AND H=lasthigh;
ES:= Alert(out,14) AND start AND L=lastlow;
CL:=Cross(Ref(TrailLong,-1),C)OR end;
CS:=Cross(C,Ref(TrailShort,-1)) OR end;

State:=If(Cum(1)=1,0,If(EL,1,If(ES,-1,If((CL AND PREV=1) OR (CS AND PREV=-1),0,PREV))));
State

Folgende Stati sind möglich:
State=1 AND Ref(State,-1)<1 {EL}
State=-1 AND Ref(State,-1)>-1 {ES}
State=0 AND Ref(State,-1)=1 {CL}
State=0 AND Ref(State,-1)=-1 {CS}