Its not a gay film is it? If not I wold consider. And before you ask, the answer is no, I won't take a free copy of your book as payment.
One interesting thing I did find out was that Dennis named the group after visiting a turtle farm in Singapore.
I don't think I would be good material for your flim. I wish you luck with your book although I believe it's value is more anecdotal than anything and I have Erma Bombeck and Readers Digest for that. Secondly, I have done extensive backtesting and have written several algorithms using some of the methods Dennis instilled in his pupils and have had limited success as compared to the algos I use now. But if you would like to use it as an addendum to your current book or as part of the sequel here it is: { var ChannelUp, ChannelDn, LongExit, ShrtExit, FailsafeUp, FailsafeDn : integer; var N, L1, S1, L2, S2, L3, S3, L4, S4, SE, LE, LS, SS, FU, FD, Account, tick: float; var BrktProf : float; var Bar, p, LeadBars, ATRParam, LstPsExBar : integer; var cond20 : boolean; { Parameters input } ChannelUp := 20 ; ChannelDn := 20 ; LongExit := 10 ; ShrtExit := 10 ; FailsafeUp := 55 ; FailsafeDn := 55 ; ATRParam := 20 ; Account := 1000000 ; //This is the notional account { Cosmetics and general info } HideVolume ; PlotStops; EnableNotes(True); tick := GetTick ; //Tick Size in future table or 0 { Indicators plotting } PlotSeries( HighestSeries( #High, ChannelUp ), 0, #blue, #Thin ); PlotSeries( LowestSeries( #Low, ChannelDn ), 0, #fuchsia, #Thin ); PlotSeries( HighestSeries( #High, FailsafeUp ), 0, #green, #Dotted ); PlotSeries( LowestSeries( #Low, FailsafeDn ), 0, #green, #Dotted ); { MAIN CYCLE } LeadBars := Trunc(Max(FailsafeUp, FailsafeDn)); // Failsafe > Channel and Failsafe > Exit for Bar := LeadBars to BarCount - 1 do begin SE := Highest( Bar, #High, ShrtExit) + tick ; LE := Lowest( Bar, #Low, LongExit) - tick ; N := ATR( Bar, ATRParam ); // N calculation SetShareSize(Int( (Account * 0.01) / (N * GetPointValue))); // Unit { Entering the first position } if PositionCount = 0 then begin L1 := Highest( Bar, #High, ChannelUp) + tick ; S1 := Lowest( Bar, #Low, ChannelDn) - tick ; L2 := L1 + 0.5 * N ; S2 := S1 - 0.5 * N ; L3 := L1 + 1.0 * N ; S3 := S1 - 1.0 * N ; L4 := L1 + 1.5 * N ; S4 := S1 - 1.5 * N ; BuyAtStop( Bar + 1, L1, 'L1 ' + FormatFloat( '#0.00', L1)); ShortAtStop( Bar + 1, S1, 'S1 ' + FormatFloat( '#0.00', S1)); end; // of 'if PositionCount = 0 then' { Entering positions if not the first one } if PositionCount > 0 then begin if ActivePositionCount = 0 then begin { if cond20 is true, System 1 rules are triggered, otherwise System 2 rules apply. Ref. Faith page 19; cond20 turns true if last traded breakout was unprofitable. Faith rules state that not traded breakouts should also be considered, but this Script is currently limited to those actually traded. } cond20 := false ; BrktProf := 0 ; LstPsExBar := PositionExitBar( PositionCount - 1 ); for p := 0 to PositionCount - 1 do begin if PositionExitBar( p ) = LstPsExBar then BrktProf := BrktProf + PositionProfit( p ); end ; // Sum up all position profits belonging to the last breakout if BrktProf < 0 then cond20 := true ; if cond20 = true then begin L1 := Highest( Bar, #High, ChannelUp) + tick ; S1 := Lowest( Bar, #Low, ChannelDn) - tick ; L2 := L1 + 0.5 * N ; S2 := S1 - 0.5 * N ; L3 := L1 + 1.0 * N ; S3 := S1 - 1.0 * N ; L4 := L1 + 1.5 * N ; S4 := S1 - 1.5 * N ; BuyAtStop( Bar + 1, L1, 'L1 '+ FormatFloat( '#0.00', L1)); ShortAtStop( Bar + 1, S1, 'S1 '+ FormatFloat( '#0.00', S1)); end // of cases where cond20 = true else begin L1 := Highest( Bar, #High, FailsafeUp) + tick ; S1 := Lowest( Bar, #Low, FailsafeDn) - tick ; L2 := L1 + 0.5 * N ; S2 := S1 - 0.5 * N ; L3 := L1 + 1.0 * N ; S3 := S1 - 1.0 * N ; L4 := L1 + 1.5 * N ; S4 := S1 - 1.5 * N ; BuyAtStop( Bar + 1, L1, 'FU'); ShortAtStop( Bar + 1, S1, 'FD'); end; // of cases where cond20 = false end; // of entering positions ActivePositionCount = 0 if ActivePositionCount = 1 then begin LS := L1 - 2 * N ; SS := S1 + 2 * N ; BuyAtStop( Bar + 1, L2, 'L2 '+ FormatFloat( '#0.00', L2)); ShortAtStop (Bar + 1, S2, 'S2 '+ FormatFloat( '#0.00', S2)); end; if ActivePositionCount = 2 then begin LS := L2 - 2 * N ; SS := S2 + 2 * N ; BuyAtStop( Bar + 1, L3, 'L3 '+ FormatFloat( '#0.00', L3)); ShortAtStop (Bar + 1, S3, 'S3 '+ FormatFloat( '#0.00', S3)); end; if ActivePositionCount = 3 then begin LS := L3 - 2 * N ; SS := S3 + 2 * N ; BuyAtStop( Bar + 1, L4, 'L4 '+ FormatFloat( '#0.00', L4)); ShortAtStop (Bar + 1, S4, 'S4 '+ FormatFloat( '#0.00', S4)); end; if ActivePositionCount = 4 then begin LS := L4 - 2 * N ; SS := S4 + 2 * N ; end; end; // of buying rules when PositionCount > 0 { Check for position exit conditions } for p := 0 to PositionCount -1 do begin if PositionActive(p) then if Positionlong(p) then SellAtStop( Bar + 1, LS, p, 'LongStop') else CoverAtStop( Bar + 1, SS, p, 'ShortStop'); if PositionActive(p) then if Positionlong(p) then SellAtStop( Bar + 1, LE, p, 'LongExit') else CoverAtStop( Bar + 1, SE, p, 'ShortExit'); end; // of position exits end; // OF THE MAIN CYCLE }
It depends on your exit criteria. Longer term TF can leave a trend in tact much longer than shorter term TF. And there are no shortage of trend traders taking different angles and time horizons on "trends".
As mentioned in the post you quoted...that is just my opinion. I personally find that less than interesting.