CRSI_Multi 0

Posted on 14, February 2014

in Category SID


Description for CRSI_Multi SID 957

This system utilizes the Connors RSI indicator along with the ADX indicator. The CRSI Multi trades the following symbols: USDCAD, USDCHF, EURCHF, EURGBP, EURJPY.

CRSI Multi/sid Notes for this Trading Account:

This system utilizes the Connors RSI indicator along with the ADX indicator.

The CRSI Multi trades the following symbols:

- USDCAD, USDCHF, EURCHF, EURGBP, EURJPY.

Rules:

– Enters a long position when CRSI is above 30 and ADX is above 48.
– Closes a long position when CRSI is below 80.
– This system doesn’t short.

CRSI Multi/sid Rules for this Trading Account:

CRSI Multi/sid Notes for this Trading System:

CRSI Multi/sid Rules for this Trading System:

CRSI Multi/sid Bar event logic:

#This system utilizes the Connors RSI indicator along with the ADX indicator.
my $CRSI = Now(ConnorsRSI(3,2,100));
my $ADX = Now(ADX(10));


if(NoPosition){

	#enterVal and adxVal is set in the variables section.
	#Open long position when CRSI is above 30 and ADX is above 48...
	BuyOpen if $CRSI<$enterVal && $ADX>$adxVal;

}else{
	
	#When the current closing price is above the enter price, modify the stop loss.
	#The stop loss value is defined by the closing price minus the value of the ADX with a period of 41, multiplied by 2.
	PlaceStopLoss('CRSI_Trailing_Stop',ClosePrice-ADX($ADX_sl)*2) if ClosePrice>EnterPrice && LongPosition;

	#closeVal is set in the variables section.
	#Close long position if CRSI is above 80...
	PlaceSellOpen('CRSI_Close_Long') if $CRSI>$closeVal && LongPosition;

}

CRSI Multi/sid OrderFill event logic:

my $stoploss;

$stoploss = EnterPrice-30*PipValue() if LongPosition;
$stoploss = EnterPrice+30*PipValue() if ShortPosition;

PlaceStopLoss('CRSI_Buy_StopLoss',$stoploss) if LongPosition;
PlaceStopLoss('CRSI_Sell_StopLoss',$stoploss) if ShortPosition;

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