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Fazola MAROC System by Łukasz Kałużny
Podsyłam system, którym grałem parę lat na GPW. Jest to system podążający za trendem
a opiera się on na średniej i ROC o dwóch okresach krótko- i średnioterminowy).
Oprócz GPW sprawdza się nie najgorzej na walutach (EUR/USD, USD/JPY, GBP/USD - dane dzienne).


Fazola MAROC System

ENTER LONG

(Mov(CLOSE,10,EXPONENTIAL)<CLOSE AND
ROC(CLOSE,4,PERCENT)>0 AND
ROC(CLOSE,14,PERCENT)>0
AND
((Cross(ROC(CLOSE,4,PERCENT),0) AND
Alert(Cross(ROC(CLOSE,14,PERCENT),0),9) AND
Alert(Cross(CLOSE,Mov(CLOSE,10,EXPONENTIAL)),9))
OR
(Cross(CLOSE,Mov(CLOSE,10,EXPONENTIAL)) AND
Alert(Cross(ROC(CLOSE,4,PERCENT),0),9) AND
Alert(Cross(ROC(CLOSE,14,PERCENT),0),9))
OR
(Cross(ROC(CLOSE,14,PERCENT),0) AND
Alert(Cross(ROC(CLOSE,4,PERCENT),0),9) AND
Alert(Cross(CLOSE,Mov(CLOSE,10,EXPONENTIAL)),9))))

CLOSE LONG

Cross(Mov(CLOSE,10,EXPONENTIAL),CLOSE+(CLOSE*2.5/100))

ENTER SHORT

(Mov(CLOSE,10,EXPONENTIAL)>CLOSE AND
ROC(CLOSE,4,PERCENT)<0 AND
ROC(CLOSE,14,PERCENT)<0
AND
((Cross(0,ROC(CLOSE,4,PERCENT)) AND
Alert(Cross(Mov(CLOSE,10,EXPONENTIAL),CLOSE),9) AND
Alert(Cross(0,ROC(CLOSE,14,PERCENT)),9))
OR
(Cross(Mov(CLOSE,10,EXPONENTIAL),CLOSE) AND
Alert(Cross(0,ROC(CLOSE,14,PERCENT)),9) AND
Alert(Cross(0,ROC(CLOSE,4,PERCENT)),9))
OR
(Cross(0,ROC(CLOSE,14,PERCENT)) AND
Alert(Cross(0,ROC(CLOSE,4,PERCENT)),9) AND
Alert(Cross(Mov(CLOSE,10,EXPONENTIAL),CLOSE),9))))

CLOSE SHORT

Cross(CLOSE-(CLOSE*2.5/100),Mov(CLOSE,10,EXPONENTIAL))

 

Source / From: TOP
Fazola

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