Download: TRIX S&C Str.ela
File Includes:
Signal - TRIX System S&C
Function - newTRIX
Category: Strategy > TRIX System S&C
Inputs:
Price
TrixLen
TSLen
ZeroCrss
AvgCrss
Description:
Signal TRIX System S&C ELA Code:
INPUTS: PRICE(CLOSE), TRIXLEN(3), TSLEN(8), ZEROCRSS("Y"), AVGCRSS("Y");
VARS: TRXVAL(0), AVGTRX(0), ZERO(0);
TRXVAL = NEWTRIX(PRICE, TRIXLEN);
AVGTRX = LINEARREGVALUE(TRXVAL, TSLEN, 0);
IF UPPERSTR(ZEROCRSS) = "Y" THEN BEGIN
IF TRXVAL CROSSES ABOVE ZERO THEN
BUY ("B_ZCRSS") THIS BAR ON CLOSE;
IF TRXVAL CROSSES BELOW ZERO THEN
SELL ("S_ZCRSS") THIS BAR ON CLOSE;
END;
IF UPPERSTR(AVGCRSS) = "Y" THEN BEGIN
IF TRXVAL CROSSES ABOVE AVGTRX THEN
BUY ("B_AVGCRSS") THIS BAR ON CLOSE;
IF TRXVAL CROSSES BELOW AVGTRX THEN
SELL ("S_AVGCRSSS") THIS BAR ON CLOSE;
END;