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  #15 (permalink)  
Alt 09.03.16
RetepM RetepM ist offline
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Registriert seit: Feb 2016
Beiträge: 240
RetepM befindet sich auf einem aufstrebenden Ast
Standard

Ach ja zu besseren Verständnis, so sieht dann ein Code zu einer Startegie aus (ich gehöre übrigens nicht zu der Firma!):

--------------------------------------------------------------------
Pseudo Source Code of Strategy 0.1751512
with parameter names.

Generated by StrategyQuant version 3.8.1
Generated at Wed Mar 09 13:00:00 GMT 2016

Tested on EURUSD_DUK, H1, 01.01.2007 - 26.11.2015
Spread: 2.5, Slippage: 1.0, Min distance of stop from price: 5.0
--------------------------------------------------------------------
================================================== ==================
== Entry conditions
================================================== ==================
LongEntryCondition = (Open(9) Crosses Below EMA(69))
ShortEntryCondition = (Close(9) Closes Above EMA(77))


================================================== ==================
== Entry orders
================================================== ==================
-- Long entry
if LongEntryCondition is true {
if No position is open then Buy at EMA(17) + (-0.2 * TrueRange(3)) Stop;
Stop/Limit order expires after 25 bars.

Stop Loss = (3.31 * ATR(96)) pips;
}

-- Short entry
if ShortEntryCondition is true {
if No position is open then Sell at Close(4) + (0.3 * TrueRange(20)) Stop;
Stop/Limit order expires after 15 bars.

Stop Loss = 290 pips;

// Stop trailing (on close)
Move Stop to (EMA(50) + (-0.3) * BarRange(97))) on bar close;
}

================================================== ==================
== Exit orders
================================================== ==================
-- Long exit
if MarketPosition is Long {
if (Bars Since Entry >= 45) {
Close position at market;
}

}

-- Short exit
if MarketPosition is Short {
}