For Mark Brown:
I found in the Market Scalper website the formula of your T.S.: Another Oddball System, published in the magazine: Active Trader in 2009, and while trying several times with Tradestation, there are no signs;
there is probably some error in the formula reported in the site.
If you have time, could you correct it?
I thank you in advance.
---------------------------------------------------------
{Another Oddball System, Origin: Omega-List Written by Mark Brown Date found: 1 oct 97}
inputs:BBLength(38),BBStdDev(3),
BBHPrice(Adaptive(H,10)),BBLPrice(Adaptive(L,10));
vars:BBH(0),BBL(0);
BBH=BollingerBand(BBHPrice,BBLength,BBStdDev);
BBL=BollingerBand(BBLPrice,BBLength,-BBStdDev);
if c >bbh then buy this bar on close;
if c<bbl then sellshort this bar on close;
-----------------------------------------------------------------------------------
{The Adaptive function part is Perry Kaufmans: AMA by P. Kaufmans}
inputs: Price(numericseries),period(numericsimple);
vars: noise(0),signal(0),dif(0),efratio(0),
smooth(1),fastend(.666),slowend(.0645),am(0);
{CALCULATE EFFICIENCY RATIO}
dif = AbsValue(price - price[1]);
if(currentbar <= period) then am =price;
if(currentbar > period)then begin
signal = AbsValue(price - price[period]);
noise = summation(dif,period);
efratio = signal/noise;
smooth = Power(efratio*(fastend - slowend) + slowend,2);
{ADAPTIVE MOVING AVERAGE}
am = am[1] + smooth*(price - am[1]);
Adaptive=am;
end;
-----------------------------------------------
