Quoting warthogDislikedthis is the strategy I am testing in easylanguage.
the lookup function was created using the history file from VP, it took
a little while to create.
=============================================
inputs: xMA1(23),xW(.6);
vars: vpHigh(0),vpLow(0),vp5MA(0),vp10MA(0),vpStrend(0),vpMtrend(0),vpNindex(0),vpStrength(0);
vars: ma1(0),ma2(0);
{
this function does a lookup on the date and returns the values
given by VP
}
Value1 = xVPLookUpGBPUSD(date,vpHigh,vpLow,vp5MA,vp10MA,vpStrend,vpMtrend,vpNindex,vpStrength);
{
jtHMA is the hull moving average function
the following takes the hull moving average of a weighted blend of the Short term trend and medium term trend
}
ma2 = jtHMA(xW*vpStrend+(1.-xW)*vpMtrend,xMA1);
{
the following just swings on the peaks and valleys
}
if (ma2 > ma2[1] and ma2[1]<ma2[2]) p="" then=""><> begin
buy next bar at open;
end;
if (ma2 < ma2[1] and ma2[1]>ma2[2]) then
begin
sell next bar at open;
end;
if( ma2< ma2[1] and ma2[1] > ma2[2]) then
begin
sellshort next bar at open;
end;
if (ma2>ma2[1] and ma2[1]<ma2[2]) p="" then=""><> begin
buy to cover next bar at open;
end;
============================================
the following file is a report of the activity.
Hopefully, this might inspire some more thoughts about how to best
use the VP output in a "set and forget" mode.Ignored
could you please explain the system. I apologize but I am a newbie and can't even find an exact definition of the set it and forget it system.
thanks
</ma2[2])></ma2[2])>