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  By: Missing5 on Venerdì 14 Dicembre 2001 21:41

HANDLINES Art Exhibit Features Seven Vials Of Semen Reuters (December 6) So this is art: For seven days Mexican performance artist Israel Mora ejaculated, in private, into seven glass vials. After this and presumably after Mora, 33, had rested, the vials of semen were put in a white, refrigerated box, and strung up for exhibit between two trees at the Banff Centre, a cultural institution in the Rocky Mountain resort of Banff. Mora's cooler bears the label: "Warning: Contains 6 ml of semen extracted through masturbation, distributed among seven glass tubes." MacDonald said the exhibit had gone mobile one day as Mora "did an walk downtown with his cooler as part of the performance. (The temperature) was about minus 25, and a group of artists from the center went along with him, and he was fairly discreet and he wasn't trying to make a big show."

 

  By: Missing5 on Venerdì 14 Dicembre 2001 21:40

TECHNIQUE OF THE WEEK FOUR FOCUSED FINGERS Take your thumbs and forefingers of both hands, and simply stroke up and down on your penis shaft. While only the tips of four fingers touch the penis, it is very intense, probably because the pressure is very focused. It is more a "pushing in" motion rather than a "squeezing." http://www.jackinworld.com

Tutti i Sistemi che Volete (codificati) - randello  

  By: Missing10 on Venerdì 14 Dicembre 2001 20:33

Trading strategy and system code Any questions about the code on this page should be directed to theoptisizer@yahoo.com. Sept. 2000 Oct. 2000 Nov. 2000 Dec. 2000 Jan./Feb. 2001 March 2001 April 2001 May 2001 June 2001 July 2001 Aug. 2001 Sep. 2001 Oct. 2001 Nov. 2001 Dec. 2001 Jan. 2002 September 2000 Trading System Lab (variation): Inputs: LookBack(9), WhereToBuy(0.5); Variables: HighValue(0), LowValue(99999), BuyValue(0); LowValue = Lowest(Low, LookBack); HighValue = Highest(High, LookBack); BuyValue = (HighValue - LowValue) * WhereToBuy ; If MarketPosition = 0 Then Begin Buy tomorrow at BuyValue + LowValue Stop; If Close < LowValue[1] Then ExitLong at Open; If BarsSinceEntry = 9 and OpenPositionProfit < 0 Then ExitLong on Open; For "Pivotal Trading" by John Ehlers in the September 2000 issue: Vars: Pivot(0), S1(0), S2(0), R1(0), R2(0); Pivot = (H[1] + L[1] + C[1]) / 3; R1 = 2*Pivot - L[1]; S1 = 2*Pivot - H[1]; R2 = Pivot + (R1 - S1); S2 = Pivot - (R1 - S1); Plot1(R1, "R1"); Plot2(S1, "S1"); October 2000 The following TradeStation code is from "Moving beyond the closing price" in the issue. For TradeStation users, the EasyLanguage code is: Inputs: LookBack(20); Variable: PercChange(0), NewLevel(0), AvgPercChange(0); PercChange = (Close - Close[1])/Close[1]; AvgPercChange = Average(PercChange,20); NewLevel = Close * (1 + AvgPercChange); Plot1[1](NewLevel,ää); ** Inputs: StDevs(1); Variable:StdDevChange(0), UpLevel(0), DownLevel(0); StdDevChange = StdDev(PercChange, 20); UpLevel = Close * (1 + AvgPercChange + StDevs * StdDevChange); DownLevel = Close * (1 + AvgPercChange - StDevs * StdDevChange); Plot2[-1](UpLevel,ää); Plot3[-1](DownLevel,ää); ** HighPercChange = (High - Close[1])/Close[1]; ** Input: VSStd(1); Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0); {First we define the array} Array: VS[20](0); {Then weâre using a loop function to fill it with the different price changes} For SetArr = 0 To 4 Begin VS[SetArr * 4 + 0] = (O[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 1] = (H[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 2] = (L[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 3] = (C[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; End; For SumArr = 0 To 19 Begin If SumArr = 0 Then SumVS = 0; SumVS = SumVS + VS[SumArr]; If SumArr = 19 Then {Here we calculate the average price change over the period} AvgVS = SumVS / 20; For DiffArr = 0 To 19 Begin If DiffArr = 0 Then DiffVS = 0; {Then we calculate the standard deviation} DiffVS = DiffVS + Square(VS[DiffArr] - AvgVS); If DiffArr = 19 Then StdVS = SquareRoot(DiffVS / 20); End; End; {Finally, we add the moving average (and the standard deviations) to the latest close for an indication of tomorrowâs trading range} VSLow = C * (1 + (AvgVS - StdVS * VSStd)); VSMid = C * (1 + AvgVS); VSHigh = C * (1 + (AvgVS + StdVS * VSStd)); Plot1[-1](VSLow, ãVS Lowä); Plot2[-1](VSMid, ãVS Midä); Plot3[-1](VSHigh, ãVS Highä); October 2000 Trading System Lab: Variables: RelStr(0), AvgRelStr(0), CalcRelStr(0), AvgOBV(0), CalcOBV(0), CalcStr(0); RelStr = IFF(AvgPrice = 0, 0, AvgPrice / AvgPrice Data2); AvgRelStr = Average(RelStr, 5); CalcRelStr = IFF(RelStr = 0, 0, RelStr / AvgRelStr); AvgOBV = Average(OBV, 5); CalcOBV = IFF(OBV = 0, 0, OBV / AvgOBV); CalcStr = CalcRelStr * CalcOBV; If CalcStr Crosses Above 1.0 and MarketPosition = 0 Then Buy on Close; If CalcStr Crosses Below 1 Then ExitLong on Close; If Close < EntryPrice * 0.96 Then ExitLong on Close; November 2000 Trading System Lab: Condition1 = MarketPosition = 0 and Close Average(Close, 50) and High High[1] and (close[1] < close[2] and close[2] < close[3]); If Condition1 = True Then Buy tomorrow at Market; ExitLong ("Stop") tomorrow at Lowest(Low, 2) Stop; If PositionProfit 0 Then ExitLong ("Exit") tomorrow at Market; December 2000 issue: For "Trading the momentum of market breadth:" {Data1 = Either the SPY S&P 500 index tracking stock or the S&P 500 commodity futures contract. Data2 = Advancing issues of the Nyse.} Inputs: RL(7), BZ(3), SZ(1); If ROC(Close Data2, RL) > BZ Then Buy; If ROC(Close Data2, RL) < SZ Then Sell; For "Doubly adaptive profit targets:" Vars: TrendIndicator(0), RiskReward(0); If ADX(14) > ADX(14)[1] Then TrendIndicator = 4; If ADX(14) <= ADX(14)[1] Then TrendIndicator = 2; Condition1 = MarketPosition = 0 and Close > Average(Close, 50) and Open Tomorrow > High and TrendIndicator = 4; If Condition1 Then Begin Buy Tomorrow at High Limit; RiskReward = AvgTrueRange(20); End; If MarketPosition = 1 Then Begin ExitLong ("Profit") Tomorrow at (EntryPrice + RiskReward * TrendIndicator) Limit; ExitLong ("Loss") Tomorrow at (EntryPrice - RiskReward * TrendIndicator) Stop; If Close < Average(Close, 50) Then ExitLong ("Trend") at Market; End; Jan./Feb. 2001 From "Better System Performance measures," p. 62. Vars: TotTr(0), Prof(0), TradeStr2(“”), CumProf(1), ETop(0), TradeStr2(""),CumProf(1), EBot(0), EDraw(0), TradeStr2(""); TotTr = TotalTrades; If TotTr > TotTr[1] Then Begin Prof = 1 + PositionProfit(1) / (EntryPrice(1) * BigPointValue); CumProf = CumProf * Prof; ETop = MaxList(ETop, CumProf); EBot = MinList(EBot, CumProf); EDraw = CumProf / ETop; TradeStr2 = NumToStr((Prof - 1) * 100, 2) + “,” + NumToStr((CumProf - 1) * 100, 2) + "," + NumToStr((ETop - 1) * 100, 2) + “,” + NumToStr((EBot - 1) * 100, 2) + "," + NumToStr((EDraw - 1) * 100, 2) + NewLine; {Make sure that you have a temp directory on your hard drive, or re-write the path inside the FileAppend command to an exsisting directory of your choice.} FileAppend("C:\Temp\Chap1-2.csv", TradeStr2); End; For the Trading System Lab page: Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0), RiskReward(0); Array: VS[20](0); For SetArr = 0 To 4 Begin VS[SetArr * 4 + 0] = (Open[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1]; VS[SetArr * 4 + 1] = (High[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1]; VS[SetArr * 4 + 2] = (Low[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1]; VS[SetArr * 4 + 3] = (Close[SetArr] - AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1]; End; For SumArr = 0 To 19 Begin If SumArr = 0 Then SumVS = 0; SumVS = SumVS + VS[SumArr]; If SumArr = 19 Then AvgVS = SumVS / 20; For DiffArr = 0 To 19 Begin If DiffArr = 0 Then DiffVS = 0; DiffVS = DiffVS + Square(VS[DiffArr] - AvgVS); If DiffArr = 19 Then StdVS = SquareRoot(DiffVS / 20); End; End; VSLow = AvgPrice * (1 + (AvgVS - StdVS * 2)); VSMid = AvgPrice * (1 + AvgVS); VSHigh = AvgPrice * (1 + (AvgVS + StdVS * 2)); If MarketPosition = 0 Then Begin Buy ("Buy") Tomorrow at VSLow Limit; RiskReward = VSMid-VSLow; End; If MarketPosition = 1 Then ExitLong ("PT") Tomorrow At VSHigh Limit; If MarketPosition = 1 Then ExitLong ("TS") Tomorrow At VSLow Stop; If Open Tomorrow >= VSLow Then ExitLong ("SLa") From Entry ("Buy") At (VSLow-(VSMid-VSLow)) Stop; If Open Tomorrow < VSLow Then ExitLong ("SLb") From Entry ("Buy") At (Open Tomorrow-(VSMid-VSLow)) Stop; March 2001 For the Trading System Lab: Vars: MaLen(21), Ratio2(0), Ratio3(0), MaRatio2(0), MaRatio3(0), DiffMaRatio2(0), DiffMaRatio3(0), ProdDiff(0), UpperProdDiff(0), LowerProdDiff(0); Ratio2 = C / C Data2; Ratio3 = C / C Data3; MaRatio2 = Average(Ratio2, MaLen); MaRatio3 = Average(Ratio3, MaLen); DiffMaRatio2 = Ratio2 / MaRatio2; DiffMaRatio3 = Ratio3 / MaRatio3; ProdDiff = DiffMaRatio2 * DiffMaRatio3; UpperProdDiff = 1 + StdDev(ProdDiff, MaLen) * 1; LowerProdDiff = 1 - StdDev(ProdDiff, MaLen) * 2; If MarketPosition = 0 and BarsSinceExit(1) > 1 and ProdDiff > UpperProdDiff and ProdDiff > ProdDiff[2] Then Buy ("Go Long") at Close; If MarketPosition = 1 and ProdDiff < ProdDiff[4] Then ExitLong ("End Long") at Market; ExitLong ("Trailing Long") tomorrow at Lowest(Low, 2) Stop; If MarketPosition = 0 and BarsSinceExit(1) > 1 and ProdDiff < LowerProdDiff and ProdDiff < ProdDiff[2] Then Sell ("Go Short") at Close; If MarketPosition = -1 and ProdDiff > ProdDiff[4] Then ExitShort ("End Short") at Market; ExitShort ("Trailing Short") tomorrow at Highest(High, 2) Stop; If BarsSinceEntry = 8 and OpenPositionProfit < 0 Then Begin ExitLong at Market; ExitShort at Market; End; April 2001 "Trading the VIX," by Price Headley: This is the system code (written in EasyLanguage for TradeStation), where Data1 is the OEX and Data2 is the VIX index. {Code by Price Headley, BigTrends.com} If Close of Data1 > Average(Close of Data1, 10) and Close of Data2[5] < BollingerBand(Close of Data2, 21, 2)[5] and Close of Data2[6] > BollingerBand(Close of Data2, 21, 2)[6] Then Buy on Close of Data1; If BarsSinceEntry = 5 and Close of Data1 < Close of Data1[5] Then ExitLong on Close of Data1; If Close of Data1 < Average(Close of Data1, 10) and Close of Data2[10] > BollingerBand(Close of Data2, 21, -2)[10] and Close of Data2[11] < BollingerBand(Close of Data2, 21, -2)[11] Then Sell on Close of Data1; If BarsSinceEntry = 5 and Close of Data1 > Close of Data1[5] Then ExitShort on Close of Data1; May 2001 Avoiding system testing traps Inputs: Len(63); Vars: PointRange(0), SumPosRange(0), SumNegRange(0), AvgPosRange(0), AvgNegRange(0); PointRange = High - Low; If Close > Close[1] Then SumPosRange = SumPosRange * (Len - 1) / Len + PointRange; If Close < Close[1] Then SumNegRange = SumNegRange * (Len - 1) / Len + PointRange; AvgPosRange = SumPosRange / Len; AvgNegRange = SumNegRange / Len; {Plot statements to use in indicator only} Plot1(AvgPosRange, ""); Plot2(AvgNegRange, ""); {Buy/sell statements to use in system only} {This identifies the up trend} If PosRange > NegRange and MarketPosition = 0 Then Buy on O; If PosRange < NegRange Then ExitLong ("Down Trend") on Open; {This identifies the down trend} If NegRange > PosRange * 1.06 and NegRange >= NegRange[1] and PosRange < PosRange[1] and MarketPosition = 0 Then Sell on O; If NegRange < PosRange * 1.06 Then ExitShort ("Up Trend") on O; {This is the short-term trading rules within the up trend} If BarsSinceEntry >=1 Then Begin ExitLong ("Loss Long") tomorrow at EntryPrice - NegRange stop; ExitLong ("Trail Long") tomorrow at Open tomorrow - NegRange stop; ExitLong ("Profit Long 2") tomorrow at Open tomorrow + 3*PosRange limit; ExitLong ("Profit Long 1") tomorrow at EntryPrice + 6*PosRange limit; End; {This is the short-term trading rules within the down trend} If BarsSinceEntry >=1 Then Begin ExitShort ("Loss Short") tomorrow at EntryPrice + PosRange stop; ExitShort ("Trail Short") tomorrow at Open tomorrow + PosRange stop; ExitShort ("Profit Short 2") tomorrow at Open tomorrow - 2*NegRange limit; ExitShort ("Profit Short 1") tomorrow at EntryPrice - 4*NegRange limit; End; Spreadsheet for "Building a better trend indicator." June 2001 For the Trading System Lab: Input: VSStd(1); Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0), RiskReward(0); Array: VS[20](0); For SetArr = 0 To 4 Begin VS[SetArr * 4 + 0] = (O[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 1] = (H[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 2] = (L[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; VS[SetArr * 4 + 3] = (C[SetArr] - C[SetArr + 1]) / C[SetArr + 1]; End; For SumArr = 0 To 19 Begin If SumArr = 0 Then SumVS = 0; SumVS = SumVS + VS[SumArr]; If SumArr = 19 Then AvgVS = SumVS / 20; For DiffArr = 0 To 19 Begin If DiffArr = 0 Then DiffVS = 0; DiffVS = DiffVS + Square(VS[DiffArr] - AvgVS); If DiffArr = 19 Then StdVS = SquareRoot(DiffVS / 20); End; End; VSLow = C * (1 + (AvgVS - StdVS * VSStd)); VSMid = C * (1 + AvgVS); VSHigh = C * (1 + (AvgVS + StdVS * VSStd)); If MarketPosition = 0 and BarsSinceExit(1) > 1 Then Begin If Average(Close, 80) > Average(Close, 80)[11] Then Buy ("Buy") tomorrow at VSLow limit; If Average(Close, 80) < Average(Close, 80)[11] Then Sell tomorrow at VSHigh limit; End; If BarsSinceEntry >= 1 Then Begin ExitLong on Close; ExitShort on Close; End; From "Measuring Trend Momentum:" {Tushar Chande 2001: VIDYA/CDMA} Input: Len(10); Vars: Diff(0), MyConst(0), MyAdx(0), Varma(0), EmaIndex(0); {… Index of EMA …} If Len > 0 then EmaIndex = (2 / (1 + Len)) else EmaIndex = 0.20; {… Stochastic oscillator using ADX …} MyAdx = ADX(20); Diff = Highest(MyAdx, 20) - Lowest(MyAdx, 20); If Diff > 0 then MyConst = (MyAdx - Lowest(MyAdx, 20))/Diff else MyConst = EmaIndex; {… Clamp length to that implied by input value of Len …} If MyConst > EmaIndex then MyConst = EmaIndex; {… Create the variable MA …} If CurrentBar < 50 then Varma = Close else Varma = (1 - MyConst) * Varma[1] + MyConst * Close; Plot1(Varma, “VarMA”) ; Plot2(XAverage(Close, Len), ”XAvg” July 2001 Trading System Lab: Volume-weighted average Vars: MaLen(9), AvgVolume(0), Turbo(0), InvTurbo(0), MaWeight(0), TurboMA(0); AvgVolume = Average(V, MaLen); Turbo = (AvgVolume - Lowest(AvgVolume, MaLen)) / (Highest(AvgVolume, MaLen) - Lowest(AvgVolume, Malen)); InvTurbo = 1 - Turbo; If MaLen > 2 Then MaWeight = (2 / (1 + MaLen)) Else MaWeight = 0.67; TurboMA = TurboMA * InvTurbo + AvgPrice * Turbo; If Date < 1000401 Then Begin If MarketPosition = 0 and C < TurboMA and TurboMA < TurboMA [1] Then Buy Tomorrow on Highest(High, 2) Stop; End; If MarketPosition = 1 and C < TurboMA Then Begin ExitLong on Close; ExitLong Tomorrow on EntryPrice * 0.96 Stop; End; If Date >= 1000401 Then Begin If MarketPosition = 0 and C > TurboMA and TurboMA > TurboMA [1] Then Sell Tomorrow on Lowest(Low, 2) Stop; End; If MarketPosition = -1 and C > TurboMA Then Begin ExitShort on Close; ExitShort Tomorrow on EntryPrice * 1.04 Stop; End; August 2001 Trading System Lab: If (Maxlist(High[3], Close[4]) > High[4] Or Maxlist(High[3], Close[4]) > High[2] Or Maxlist(High[3], Close[4]) > High[1]) and Close < Close[1] and Open Tomorrow <= High[3] Then Buy 1 Contract Tomorrow on (Maxlist(High[3], Close[4]) * 1.001) Stop; If (Minlist(Low[3], Close[4]) < Low[4] Or Minlist(Low[3], Close[4]) < Low[2] Or Minlist(Low[3], Close[4]) < Low[1]) and Close > Close[1] and Open Tomorrow >= Low[3] Then Sell 1 Contract Tomorrow on (Minlist(Low[3], Close[4]) * 0.999) Stop; If EntryPrice > 0 Then Begin If MarketPosition = 1 Then Begin ExitLong on EntryPrice * 0.96 Stop; ExitLong on EntryPrice * 1.12 Limit; End; If MarketPosition = -1 Then Begin ExitShort on EntryPrice * 1.04 Stop; ExitShort on EntryPrice * 0.88 Limit; End; End; If BarsSinceEntry >= 3 Then SetExitOnClose; ExitLong on Close; ExitShort on Close; End; September 2001 ADX spreadsheet from Indicator Insight Beta values spreadsheet (Note: If prompted to update links within the spreadsheet when Excel opens, click "No.") Programming code for 3L-R and GAP-2H patterns (from "Keeping it simple," by Michael Harris). {***************************************************** Description : 3L-R Pattern Entry Signal Developed By : Michael Harris, Tradingpatterns.com *****************************************************} if l[1] < l[2] and l[2] < l[3] and h[0] > h[3] then buy ("3L-R") next bar on the open; {***************************************************** Description : 3L-R Pattern Long Exit Signal Developed By : Michael Harris, Tradingpatterns.com Comments: ptarget and stopl are in percentage terms *****************************************************} variables: profitprice(0), stopprice(0); input: ptarget(8), stopl(8); profitprice = entryprice*(1+ptarget/100); stopprice = entryprice*(1-stopl/100); if marketposition =1 then begin exitlong ("3L-R Exit") at profitprice limit; exitlong ("3L-R Stop") at stopprice stop; end; ** {*********************************************** Description : GAP-2H Pattern Entry Signal Developed By : Michael Harris, Tradingpatterns.com ***********************************************} if h[0] > h[1] and h[2] > l[2] and l[0] > l[1] and l[1] > h[2] and h[1] > l[0] then buy ("GPA-2H") next bar on the open; {*********************************************** Description : GAP-2H Pattern Long Exit Signal Developed By : Michael Harris, Tradingpatterns.com Comments: ptarget and stopl are in percentage terms ***********************************************} variables: profitprice(0), stopprice(0); input: ptarget(7), stopl(7); profitprice = entryprice*(1+ptarget/100); stopprice = entryprice*(1-stopl/100); if marketposition =1 then begin exitlong ("GAP-2H Exit") at profitprice limit; exitlong ("GAP-2H Stop") at stopprice stop; end; ** January 2002 Formula for the True Strength Index (TSI): TSI(close,r,s) = 100*EMA(EMA(mtm,r),s)/EMA(EMA(/mtm/,r),s) where mtm = closetoday - closeyesterday EMA(mtm,r) = exponential moving average of mtm with alpha = r EMA(EMA(mtm,r),s) = exponential moving average of EMA(mtm,r) with alpha = s /mtm/ = absolute value of mtm r = 25, s = 13 ** For MetaStock, use the Indicator Builder: 100*(Mov(Mov((CLOSE - Ref(CLOSE,-1)),25,E),13,E))/(Mov(Mov(Abs(CLOSE - Ref(CLOSE,-1)),25,E),13,E)) For CQGNet, you first create the momentum (MTM) value, then create the TSI indicator in the custom studies module. Under the User Values tab create a new User Value "MTM" (Figure 2): Close(@) - Close (@)[-1] Next, under the Custom Studies tab create the new Custom Study TSI (Figure 3): 100*( MA(MA( V.mtm(@),Exp,25.000),Exp,13.000) )/( MA(MA( Abs( V.mtm(@)),Exp,25.000),Exp,13.000) )