Does anyone have TS codes they are willing to post or swap maybe from popular systems or books ? Looking to build several strategies new to easy language just helps to take bits and pieces from other codes I see. Anyone ever testing any systems from this book ? Professional Stock Trading: System Design and Automation
Sure, here is the Turtle System: Code: //heres the complete code to the 20-day strategy. //again, make sure you allow for *4* multiple entries //when *generated by different orders* in the "strategy properties". //also, on the "DV = (N*10000) * 10;" line, you have to change the "10000" //to the dollar value of one point. i was using 10000 on forex. vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0), Tracker(0),LastTrade(0),HBP(0),LBP(0); input: InitialBalance(10000000); /// Turtle 20-Day Breakout Replica ////////////////////////////////////// if marketposition = 0 then begin BB = 0; N = AvgTrueRange(20); DV = N*BigPointValue; AccountBalance = InitialBalance; // + netprofit; DollarRisk = AccountBalance * .01; LTT = IntPortion(DollarRisk/DV); StopLoss = 2 * DV * LTT; if LastTrade = -1 then begin buy LTT shares next bar highest(h,20) or higher; buy LTT shares next bar highest(h,20) + (0.5*N) or higher; buy LTT shares next bar highest(h,20) + (1.0*N) or higher; buy LTT shares next bar highest(h,20) + (1.5*N) or higher; sellshort LTT shares next bar lowest(l,20) or lower; sellshort LTT shares next bar lowest(l,20) - (0.5*N) or lower; sellshort LTT shares next bar lowest(l,20) - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,20) - (1.5*N) or lower; end; if LastTrade = 1 then begin buy LTT shares next bar highest(h,55) or higher; buy LTT shares next bar highest(h,55) + (0.5*N) or higher; buy LTT shares next bar highest(h,55) + (1.0*N) or higher; buy LTT shares next bar highest(h,55) + (1.5*N) or higher; sellshort LTT shares next bar lowest(l,55) or lower; sellshort LTT shares next bar lowest(l,55) - (0.5*N) or lower; sellshort LTT shares next bar lowest(l,55) - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,55) - (1.5*N) or lower; end; end; // PREVIOUS TRADE TRACKER if HBP = 0 and h > highest(h,19)[1] then begin Tracker = 1; HBP = h; LBP = 0; end; if LBP = 0 and l < lowest(l,19)[1] then begin Tracker = -1; LBP = l; HBP = 0; end; if Tracker = 1 then begin if l < HBP - (2*N) then LastTrade = -1; if h > HBP + (4*N) then LastTrade = 1; end; if Tracker = -1 then begin if h > LBP + (2*N) then LastTrade = -1; if l < LBP - (4*N) then LastTrade = 1; end; // LONG 20 if LastTrade = -1 and marketposition = 1 then begin BB = BB + 1; if currentshares = LTT then begin buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher; buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher; buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher; end; if currentshares = LTT * 2 then begin buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher; buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher; end; if currentshares = LTT * 3 then buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher; end; // LONG 55 if LastTrade = 1 and marketposition = 1 then begin BB = BB + 1; if currentshares = LTT then begin buy LTT shares next bar highest(h,55)[BB] + (0.5*N) or higher; buy LTT shares next bar highest(h,55)[BB] + (1.0*N) or higher; buy LTT shares next bar highest(h,55)[BB]+ (1.5*N) or higher; end; if currentshares = LTT * 2 then begin buy LTT shares next bar highest(h,55)[BB] + (1.0*N) or higher; buy LTT shares next bar highest(h,55)[BB] + (1.5*N) or higher; end; if currentshares = LTT * 3 then buy LTT shares next bar highest(h,55)[BB] + (1.5*N) or higher; end; sell ("out-S") next bar lowest(l,10) or lower; // SHORT 20 if LastTrade = -1 and marketposition = -1 then begin BB = BB + 1; if currentshares = LTT then begin sellshort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower; sellshort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower; end; if currentshares = LTT * 2 then begin sellshort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower; end; if currentshares = LTT * 3 then sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower; end; // SHORT 55 if LastTrade = 1 and marketposition = -1 then begin BB = BB + 1; if currentshares = LTT then begin sellshort LTT shares next bar lowest(l,55)[BB] - (0.5*N) or lower; sellshort LTT shares next bar lowest(l,55)[BB] - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower; end; if currentshares = LTT * 2 then begin sellshort LTT shares next bar lowest(l,55)[BB] - (1.0*N) or lower; sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower; end; if currentshares = LTT * 3 then sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower; end; buytocover ("out-B") next bar highest(h,10) or higher; // STOPS if currentshares = (2 * LTT) then StopLoss = DV * 3.5 * LTT; if currentshares = (3 * LTT) then StopLoss = DV * 4.5 * LTT; if currentshares = (4 * LTT) then StopLoss = DV * 5.0 * LTT; setstoploss (StopLoss); // COMMENTARY commentary ("LTT: ",LTT,Newline); commentary ("CurrentShares: ",CurrentShares,Newline); commentary ("StopLoss: ",StopLoss,Newline); commentary ("AccountBalance:",AccountBalance,NewLine); commentary ("LastTrade: ",LastTrade,NewLine);
here's some sites i had bookmarked: http://www.purebytes.com/archives/omega/ http://www.systems4trading.com/ http://www.hamfon.com/daytrade/tradestation.htm http://trader-online.tk/ELZ/!-ELZ-index.html http://www.xeatrade.com/category/tradestation/tradestation-trading-systems http://www.activetradermag.com/index.php/c/Strategy_code kreslik.com
http://www.elitetrader.com/vb/showthread.php?s=&threadid=146049 EasyLanguage Treasure Chest - started by Tums
I discovered these two sites for easylanguage. In this, there are many indicators and free strategies: https://financestrategysystem.com/indicators/ There are also tutorials, but the indicators part seems more interesting to me. In this instead, there are many tutorials to learn easylanguage: https://markplex.com/free-tutorials/ Enjoy the reading!