## Computerized Trading: Maximizing Day Trading and Overnight ProfitsComplete with explanatory charts, diagrams, and checklists, a detailed discussion of the use of computerized trading systems draws on the expertise of twenty expert traders, and gives step-by-step advice on strategies and reliable data to both beginning and experienced investors. |

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Results 1-3 of 56

Page 198

Scaling variable Z by 1, 2, and 3 produces the three VAR lines. input: BB { default

value = 4 } input: N {default value = 30 } W = Log (

N) Y = X - average (

(Z X 2, “risk at 2 stdev, VAR line”) n plot3 (Z X 3, “risk at 3 stdev, max line ) To

return to the case of the trader who does not want to lose more than $200 per

contract under normal conditions, assume that this trader has been using a 45-

minute ...

Scaling variable Z by 1, 2, and 3 produces the three VAR lines. input: BB { default

value = 4 } input: N {default value = 30 } W = Log (

**close**/**close**[BB]) X = stddev (W,N) Y = X - average (

**close**, N) Z = average (Y, 30) plotl (Z X l, “risk at l stdev”) plot2(Z X 2, “risk at 2 stdev, VAR line”) n plot3 (Z X 3, “risk at 3 stdev, max line ) To

return to the case of the trader who does not want to lose more than $200 per

contract under normal conditions, assume that this trader has been using a 45-

minute ...

Page 235

11(0); If CurrentBar = I then begin begSP =

Data2, End. If Cun'entBar > I then begin m = AbsValue(

= AbsV:lue(

? - s; Y =j + b '

crosses above

11(0); If CurrentBar = I then begin begSP =

**Close**of Datal; begTR =**Close**ofData2, End. If Cun'entBar > I then begin m = AbsValue(

**Close**of Datal - begSP), n= AbsV:lue(

**Close**of Data2 - begTR); Ifn<>0 then b = m /n, B = b ' b¢sTR; J = M85? - s; Y =j + b '

**Close**[l] of Data2, {This is the transfonned T-Bond line.) End; IfYcrosses above

**Close**of Datal then Buy I the S&P} on Open; If Y crosses below**Close**ofDatal then Sell {the S&P}on Open, Source: Printed using TradeStation ...Page 239

End, If Y crosses above

and Momentum(CIose, Len2) of Datal < 0 [This is the additional filter} then Buy I

the S&P) on Open, If Y crosses below

of Data2 < 0 and Momentum(CIose, Len2) of Data] > 0 {This is the additional filter

} then Sell {the S&P}on Open, Source: Printed using TradeStation Powerliditor by

Omega Research Version 4.02.15-]ul < 09 1996. In building a trading model, we

...

End, If Y crosses above

**Close**ofData1 and Momentum(**Close**, Lenl) of Data2 > 0and Momentum(CIose, Len2) of Datal < 0 [This is the additional filter} then Buy I

the S&P) on Open, If Y crosses below

**Close**of Data] and Momentum(CIose, Lenl)of Data2 < 0 and Momentum(CIose, Len2) of Data] > 0 {This is the additional filter

} then Sell {the S&P}on Open, Source: Printed using TradeStation Powerliditor by

Omega Research Version 4.02.15-]ul < 09 1996. In building a trading model, we

...

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### Contents

PART l | 1 |

Popular Trading Indicators | 13 |

Combining Trend Analysis with Indicator Readings | 30 |

Copyright | |

22 other sections not shown

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