Al Sat Sistemi Developing A Trading System by Dennis D. Peterson

Developing A Trading System by Dennis D. Peterson

{Developing A Trading System by Dennis D. Peterson}

{BUY SIGNAL}



standarddev:=60;

periods:=14;



StochRSI:=(RSI(periods)-LLV(RSI(periods),periods))/

(HHV(RSI(periods),periods)-LLV(RSI(periods),periods));



rdp1:=Round(Stdev(stochrsi,standarddev)/.053);

rdp2:=Round(Stdev(stochrsi,standarddev)/.035);

rdv1:=Round(Stdev(Mov(V,periods,S)/

1000000,standarddev));

adjust1:= rdv1-rdp1+11;

adjust1:=if(adjust1<8,8,adjust1);

adjust1:=if(adjust1>12,12,adjust1);

adjust2:=rdv1-rdp2+14;

adjust2:=if(adjust1<12,12,adjust2);

adjust2:=if(adjust1>20,20,adjust2);



{Setup}

periods:=adjust1;

BBpds:=adjust2;

howclosetoBBbot:=0.9;

longthresholdentry:=0.3;

wprice:=(2*C+H+L)/4;

deviations:=.0625*BBpds+0.75;



botpercentage:=Abs((wprice-BBandBot(wprice,BBpds,S,deviations))/(BBandTop(wprice,BBpds,S,deviations)-BBandBot(wprice,BBpds,S,deviations)));



{entry conditions}

entry1:=botpercentage-howclosetoBBbot<0.3;



entry2:=C*1.05>BBandBot(wprice,BBpds,S,deviations) and

StochRSI>longthresholdentry;

volbb:=If(C>Ref(C,-1),V,0);



entry3:=Volbb>Ref(volbb,-1);

entry4:=(C-O)/(H-L)>.2;



EntryTrigger:=entry1 and entry2 and entry3 and entry4;



EntryTrigger;

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{Patterson Stochastic RSI And Bollinger Bands Buy Signal}



StochRSI:=(RSI(14)-LLV(RSI(14),14))/(HHV(RSI(14),14)-LLV(RSI(14),14));



rdp1:=Round(Stdev(stochrsi,60)/.053);

rdp2:=Round(Stdev(stochrsi,60)/.035);

rdv1:=Round(Stdev(Mov(V,14,S)/1000000,60));



adjust1:= rdv1-rdp1+11;

adjust1:=If(adjust1<8,8,adjust1);

adjust1:=If(adjust1>12,12,adjust1);

adjust2:=rdv1-rdp2+14;

adjust2:=If(adjust1<12,12,adjust2);

adjust2:=If(adjust1>20,20,adjust2);



StochRSI:=(RSI(adjust1)-ExtFml("ASI.LLV",RSI(adjust1),adjust1))/(ExtFml("ASI.HHV",RSI(adjust1),adjust1)-ExtFml("ASI.LLV",RSI(adjust1),adjust1));



wprice:=(2*C+H+L)/4;

deviations:=.0625*adjust2+0.75;



varBBandTop:=ExtFml("ASI.sma",wprice,adjust2)+deviations*ExtFml("ASI.Stdev",wprice,adjust2,1);

varBbandBot:=ExtFml("ASI.sma",wprice,adjust2)-deviations*ExtFml("ASI.Stdev",wprice,adjust2,1);



botpercentage:=Abs((wprice-varBbandBot)/(varBBandTop-varBBandBot));



{entry conditions}

entry1:=botpercentage-0.9<0.3;

entry2:=C*1.05>varBBandBot and StochRSI>0.3;

volbb:=If(C>Ref(C,-1),V,0);

entry3:=Volbb>Ref(volbb,-1);

{suggested substitute code in S&C letters, V>ValueWhen(2,C>ref(C,-1),V)}

entry4:=(C-O)/(H-L)>.2;

entry1 and entry2 and entry3 and entry4
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