BBC Global 30 0

Posted on 17, June 2013

in Category SID


Description for RobFirstAccount SID 930

BBC Global 30

BBC Global 30/sid Notes for this Trading Account:

BBC Global 30/sid Rules for this Trading Account:

BBC Global 30/sid Notes for this Trading System:

BBC Global 30/sid Rules for this Trading System:

BBC Global 30/sid Bar event logic:

my $ADXLength=30;
my $ShortAverage=10;
my $LongAverage=35;
my $period = 14;
my $dev = 2;

my $stop=$fixed_stop_percent/100;

#Bollinger Bands for Today
my $ma        = Today(SMA(Close,$period));
my $sta       = $dev*Today(StaDev(Close,$period));

my $bollupper=$sta+$ma;
my $bolllower=$ma-$sta;


#Bollinger Bands for Yesterday
my $ma        = Yesterday(SMA(Close,$period));
my $sta       = $dev*Yesterday(StaDev(Close,$period));

my $ybollupper=$sta+$ma;
my $ybolllower=$ma-$sta;

#Bollinger Bands for Two Days Ago
my $ma        = Ago(SMA(Close,$period),2);
my $sta       = $dev*Ago(StaDev(Close,$period),2);

my $y_two_bollupper=$sta+$ma;
my $y_two_bolllower=$ma-$sta;


#Only test the symbol if we do not hold a position.    Today(EMA(Close,200))>Today(EMA(Close,300))) & (Today(Close))>Today(EMA(Close,50)) & 
#Only  & (Today(EMA(Close, $period))>Ago(EMA(Close,$period),7))
  if (not Position) {
	if((Today(Close)<Yesterday(Highest(High,200)) )  & (Today(EMA(Close, $period))>Ago(EMA(Close,$period),7))  ) {
		
	if ((Today(Low)>$bolllower ) & (Yesterday(Low)<$ybolllower )) {
		BuyOpen;
		}
	}
  }
  #Exit
if (Position & (BarsSinceEntry<$BarsSinceEntry)) {
	if (Today(High)<$bolllower) 
		{
		SellOpen
		}
	else {
		if (Today(ADX($ADXLength))>22) { 
			if (Crossunder(EMA(Close,$ShortAverage),EMA(Close,$LongAverage))) {
				SellOpen; 
				Output("Sold on average cross")  
				} 
			else {
					if (Today(Close)<(EnterPrice-(EnterPrice*$stop))) { 
					Output("  EVAL 2 STOP Close =", Today(Close), "EnterPrice =", EnterPrice);
					SellOpen
				}
			}
		}
		else {
		if ( (  (Today(High)<$bollupper) & (Yesterday(High)>$ybollupper)) |  (  (Today(High)<$bollupper) & (Ago(High,2)>$ybollupper)) )  {
			SellOpen
			}
        else {
			Output("  EVAL STOP Close =", Today(Close), "    EnterPrice =", EnterPrice,"  StopPrice = ",EnterPrice-(EnterPrice*$stop));
			if (Today(Close)<(EnterPrice-(EnterPrice*$stop))) { 
				Output("  EVAL STOP Close =", Today(Close), "EnterPrice =", EnterPrice);
				SellOpen
				}
			}
		}
	}
}

SellOpen if (BarsSinceEntry>$BarsSinceEntry)

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