Re: A N T I Indicator

To: metastock@xxxxxxxxxxxxx
Subject: Re: A N T I Indicator
From: Philippe Poulat <poulat@xxxxxxxxxxxxxxxxxxxx>
Date: Mon, 10 May 1999 19:15:27 +0200
Reply-To: metastock@xxxxxxxxxxxxx
Sender: owner-metastock@xxxxxxxxxxxxx


At 04:36 09/05/99 -0500, you wrote:

All, Last week as I was perusing the misc.invest.futures newsgroup I came across a post containing what I guess is the TradeStation code for LindaBradford Raschkes "ANTI" indicator from the book "Street Smarts". I've copiedthatpost in it's entirety should someone here want to have a go at translatingit into MetaStock code. All I ask is anyone who is successful please sharewith the group. Regards, Bill N. Milwaukee, WI USA

On Sat, 8 May 1999 10:21:30 +0800, "Ezzz" <cael@xxxxxxxxxxxx> wrote:

Does anyone trade the ANTI described in the book Street Smarts?
I believe credit for this goes to "The Code".
===================================================================

{ANTI TRIGGER}


INPUT:FASTLINE(SLOWK(7)),SLOWLINE(SLOWD(10)),
SETBARS(3),ENTRYADD(1 POINTS),EXITADD(1 POINTS);


VAR:BBUY(0),SSELL(0),CBUY(0),CSELL(0),FF(0),SS(0),
LXSTOP(0),SXSTOP(99999),MP(0);

FF=FASTLINE;
SS=SLOWLINE;
MP=MARKETPOSITION;
IF MP<1 THEN LXSTOP=L-EXITADD;
IF MP>-1 THEN SXSTOP=H+EXITADD;
IF BBUY[1]<99999 AND H>=BBUY[1] THEN LXSTOP=L-EXITADD;
IF SSELL[1]>0 AND L<=SSELL[1] THEN SXSTOP=H+EXITADD;
EXITLONG("InitialStop") LXSTOP STOP;
EXITSHORT("InitialStop ") SXSTOP STOP;

IF FF>=FF[1] AND SS<=SS[1] THEN CSELL=CSELL+1 ELSE CSELL=0;
IF FF<=FF[1] AND SS>=SS[1] THEN CBUY=CBUY+1 ELSE CBUY=0;

IF CBUY>=SETBARS THEN BBUY=H+ENTRYADD ELSE BBUY=99999;
IF CSELL>=SETBARS THEN SSELL=L-ENTRYADD ELSE SSELL=0;

IF BBUY<99999 THEN BUY("AntiTrigger") BBUY STOP;
IF SSELL>0 THEN SELL("AntiTrigger ") SSELL STOP;

For this one some approximations were done because of differences in calculation in slowk/slowD compared to stoch in metastock and also because of impossibility (as far as I know for EOD version) to to set stop or limit order in metastock. In addition you could do some optimization on ff or ss.

>>>>
(ANTI TRIGGER 1}

INPUT:FASTLINE(AVERAGE(C,3)-AVERAGE(C,10)),SLOWLINE(AVERAGE(AVERAGE(C,3) - AVERAGE(C,10),16)),
SETBARS(3),ENTRYADD(1 POINTS),EXITADD(1 POINTS);

VAR:BBUY(0),SSELL(0),CBUY(0),CSELL(0),FF(0),SS(0),
LXSTOP(0),SXSTOP(99999),MP(0);

FF=FASTLINE;
SS=SLOWLINE;
MP=MARKETPOSITION;
IF MP<1 THEN LXSTOP=L-EXITADD;
IF MP>-1 THEN SXSTOP=H+EXITADD;
IF BBUY[1]<99999 AND H>=BBUY[1] THEN LXSTOP=L-EXITADD;
IF SSELL[1]>0 AND L<=SSELL[1] THEN SXSTOP=H+EXITADD;
EXITLONG("InitialStop") LXSTOP STOP;
EXITSHORT("InitialStop ") SXSTOP STOP;

IF FF>=FF[1] AND SS<=SS[1] THEN CSELL=CSELL+1 ELSE CSELL=0;
IF FF<=FF[1] AND SS>=SS[1] THEN CBUY=CBUY+1 ELSE CBUY=0;

IF CBUY>=SETBARS THEN BBUY=H+ENTRYADD ELSE BBUY=99999;
IF CSELL>=SETBARS THEN SSELL=L-ENTRYADD ELSE SSELL=0;

IF BBUY<99999 THEN BUY("AntiTrigger") BBUY STOP;
IF SSELL>0 THEN SELL("AntiTrigger ") SSELL STOP;

<<<<
just replace in all conditions

ff:=mov(c,3,s)-mov(c,10,s);
ss:=mov(ff,16,s);

>>>>
{ANTI BASIC 2}

Input: FASTLINE(SLOWK(7)),SLOWLINE(SLOWD(10));
IF FASTLINE CROSSES OVER FASTLINE[1] AND SLOWLINE>SLOWLINE[1] AND
SLOWLINE[1]>SLOWLINE[2] Then Buy on Close;
IF FASTLINE CROSSES UNDER FASTLINE[1] AND SLOWLINE<SLOWLINE[1] AND
SLOWLINE[1]<SLOWLINE[2] Then Sell on Close;

{ANTI BASIC 1}

Input:
FASTLINE(AVERAGE(C,3)-AVERAGE(C,10)),SLOWLINE(AVERAGE(AVERAGE(C,3) - AVERAGE(C,10),16));
IF FASTLINE CROSSES OVER FASTLINE[1] AND SLOWLINE>SLOWLINE[1] AND
SLOWLINE[1]>SLOWLINE[2] Then Buy on Close;
IF FASTLINE CROSSES UNDER FASTLINE[1] AND SLOWLINE<SLOWLINE[1] AND
SLOWLINE[1]<SLOWLINE[2] Then Sell on Close;

<<<<
This one is non understandable : "IF FASTLINE CROSSES OVER FASTLINE[1] "?????
>>>>

Sincerely,
Philippe Poulat

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