Aurix Exchange

Trading System: improve it with 3 Exit

Kandrax

New member
Good morning,

in my archive, I found this Trading System, and the author recommended to do tests with 3 Exit, to improve the efficiency and robustness of the T.S.
If someone could kindly transform the 3 Exit into Easylanguage and insert them into the formula, which I will try one at a time with the use of parentheses: { }.

These are the 3 Exit to be included in the formula:


{after Buy}: Exit with a profit after 30 bars, if the closing is less than the exponential moving average of 5 days.
{after Sellshort}: Exit with a profit after 30 bars, if the closing is higher than the exponential moving average of 5 days.

{after Buy}: Exit with a limit order if the open profit exceeds 20%.
{after Sellshort}: Exit with a limit order if the open profit exceeds 20%.

{after Buy}: Exit with a profit if the trade lasts for more than 50 bars.
{after Sellshort}: Exit with a profit if the trade lasts for more than 50 bars.


This is the formula of the T.S. for Tradestation 8 or higher:
-----------------------------------------------------------------

Inputs: length(30), MaxEntryLB(60), MinEntryLB(20), MaxExitLB(30), MinExitLB(10);
Vars: HistVol(O), YestHistVol(O), DeltaHistVol(O), EntryLB(O), ExitLB(O),
YestEntryLB(O), YestExitLB(O);

YestHistVol = HistVol;
HistVol = StdDev(C, length);
DeltaHistVol = (HistVol-YestHistVol) / HistVol;
If CurrentBar = 1 Then EntryLB = 20;
YestEntryLB = EntryLB;
EntryLB = YestEntryLB * (1 + DeltaHistVol);
EntryLB = MaxList(EntryLB, MinEntryLB);
EntryLB = MinList(EntryLB, MaxEntryLB);
YestExitLB = ExitLB;
ExitLB = YestExitLB * (1 - DeltaHistVol);
ExitLB = MinList(ExitLB, MaxExitLB);
ExitLB = MaxList(ExitLB, MinExitLB);
Buy next bar at Highest(High, EntryLB) Stop;
Sellshort next bar at Lowest(Low, EntryLB) Stop;
Sell next bar at Lowest(Low, ExitLB) Stop;
Buytocover next bar at Highest(High, ExitLB) Stop;
Setstoploss(1500);

------------------------------------------------------------------------------

I thank you in advance for your collaboration.
 

Kandrax

New member
If it may be useful to someone, I insert here the 3 Exit translated in Esylanguage (in another Forum):

If marketposition=1 and close>entryprice and barssinceentry=30 and close<xaverage(close,5) then Sell("LX 30") next bar at market;
If marketposition=-1 and close<entryprice and barssinceentry=30 and close>xaverage(close,5) then Buytocover("SX 30") next bar at market;

If marketposition=1 and close>1.20*Entryprice then Sell("LX target") this bar at close;
If marketposition=-1 and close<0.8*Entryprice then Buytocover("SX target") this bar at close;

If marketposition=1 and close>entryprice and barssinceentry=50 then Sell("LX 50") this bar at close;
If marketposition=-1 and close<entryprice and barssinceentry=50 then Buytocover("SX 50") this bar at close;
 

xpnet

Member


































 

kd077

Member


































 

kd077

Member


































 

xpnet

Member


































 


































 

kd077

Member


































 

xpnet

Member


































 


































 

kd077

Member


































 


































 

kd077

Member


































 

kd077

Member









 

kd077

Member









 

kd077

Member









 









 

kd077

Member









 









 

xpnet

Member









 

cashmate

Member
What's up with all these spam post, is this new in the form now? I have seen a lot of these spam post throughout the forum. I am surprised that this goes unnoticed for so long without the moderator stepped in.
 

xpnet

Member









 

kd077

Member









 

kd077

Member









 

Aurix Exchange
Top