DALER !! TRADING THE AUSSIE ! Author: Markos Katsanos, TASC February 2009 ! Coded by: Richard Denning 12/08/2008 ! www.TradersEdgeSystems.com C is [close]. H is [high]. L is [low]. SEC2 is tickerUDF("XAUidx",C). SEC3 is tickerUDF("CRBidx",C). SEC5 is 100 - tickerUDF("YBAc1",C). SEC6 is tickerUDF("EURJPY",C). sma1A is simpleavg(C,15). sma1B is simpleavg(C,50). sma1 is simpleavg(C,30). sma2 is simpleavg(SEC2,30). sma3 is simpleavg(SEC3,30). sma5 is simpleavg(SEC5,40). sma6 is simpleavg(SEC6,40). stdev1 is sqrt(variance(C,30))*sqrt(29/30). stdev2 is sqrt(variance(SEC2,30))*sqrt(29/30). stdev3 is sqrt(variance(SEC3,30))*sqrt(29/30). DaysInto is ReportDate() - RuleDate(). Stop if DaysInto > 240. stopEmaF is iff(stop,C, emaFast). emaFast is valresult(stopEmaF,1) + 0.15*(C-valresult(stopEmaF,1)). stopemaS is iff(stop,C, emaSlow). emaSlow is valresult(stopEmaS,1) + 0.075*(C-valresult(stopEmaS,1)). macdEquis is emaFast - emaSlow. macdSig is expavg(MACDequis,9). sec1BOL is 1+((C-sma1+2*stdev1) / (4*stdev1+0.0001)). sec2BOL is 1+((SEC2-sma2+2*stdev2) / (4*stdev2+0.0001)). sec3BOL is 1+((SEC3-sma3+2*stdev3) / (4*stdev3+0.0001)). DIV2 is (sec2BOL-sec1BOL) / sec1BOL*100. DIV3 is (sec3BOL-sec1BOL) / sec1BOL*100. DIV1max is max(DIV2, DIV3). DIV1min is min(DIV2,DIV3). LE1 if highresult(DIV1max,3) > 10 and DIV1max < valresult(DIV1max,1) and (C / valresult(C,2)-1)*100 > 0 and C > (1+0.7/100)*lowresult(L,4) and sma5 > valresult(sma5,1). LE2 if DIV1max > 40 and DIV2 + DIV3 > 80 and DIV1max < valresult(DIV1max,1) and C > valresult(C,1) and C > (1+0.7/100)*lowresult(L,4). LE3 if sma1A > sma1B and valresult(sma1A,1) < valresult(sma1B,1) and sma5 > valresult(sma5,1). Buy if LE1 or LE2 or LE3. LX1 if macdEquis < macdSig and valresult(macdEquis,1) > valresult(macdSig,1) and highresult(macdEquis,5) > highresult(macdEquis,50,5). LX2 if DIV1min < -30 and ((SEC2 / valresult(SEC2,1)-1)*100 < -0.5 or (SEC3 / valresult(SEC3,1)-1)*100 < -0.5) and C < (1 - 0.7/100)*highresult(H,4). LX3 if DIV1min < 0 and (SEC6 / valresult(SEC6,2)-1)*100 < -1 and C < (1 - 0.7/100)*highresult(H,4) and sma6 < valresult(sma6,1). ExitLong if LX1 or LX2 or LX3 or SE1 or SE2 or SE3. SE1 if lowresult(DIV1max,3) < -10 and DIV1max > valresult(DIV1max,1) and (C / valresult(C,2)-1)*100 < 0 and C < (1 - 0.7/100)*highresult(H,4) and sma5 < valresult(sma5,1). SE2 if DIV1max < -20 and DIV2 + DIV3 < -40 and DIV1max > valresult(DIV1max,1) and C < valresult(C,1) and C < (1 - 0.7/100)*highresult(H,4). SE3 if sma1A < sma1B and valresult(sma1A,1) > valresult(sma1B,1). SellShort if SE1 or SE2 or SE3. SX1 if macdEquis > macdSig and valresult(macdEquis,1) < valresult(macdSig,1) and lowresult(macdEquis,5) < lowresult(macdEquis,50,5). SX2 if DIV1max > 30 and ((SEC2 / valresult(SEC2,1)-1)*100 > 0.5 or (SEC3 / valresult(SEC3,1)-1)*100 > 0.5) and C > (1 + 0.7/100)*highresult(H,4). CoverShort if SX1 or SX2 or LE1 or LE2 or LE3.  Rule Libraryÿÿ CCodeViewBuyÿÿ CReportViewÐSymbolÀ< SellShort€ÐSymbolÀ<~AUSSIEÿÿÿÿÿÿ CBackTestProperty SellShort CoverShortPPò_AUSSIE Sys1 SellShortSPXPCCAUSSIE Ømã@¨mã@ÿÿÿÿ@uâ@ hã@€BuyExitLongPPò_AUSSIE Sys1 BuySPXPCCAUSSIE ømã@Èmã@ÿÿÿÿ@uâ@ hã@€LE1LX3PP±_AUSSIE Sys1 LE1SPXPAUSSIE ømã@Èmã@ÿÿÿÿ –â@ hã@00:00