Hi,

I found part of a seminar by Kevin Daley, an algotrader quite famous.

He presented 5 entries he still uses (or at least he says so…) in TS format. Just buying and selling bricks.

Maybe could be of interest having them translated in prt code.

Here they are:

1. Momentum and Big Range
   Idea: Go with momentum after big range
   bars

rrange=high-low;
if rrange>2*stddev(rrange,xr)+average(rrange,xr) and
close>close[daysback] then buy next bar at market;
if rrange>2*stddev(rrange,xr)+average(rrange,xr) and
close<close[daysback] then sellshort next bar at market;

//2 variables: xr, daysback

2. “Breakout – Idea: Go with the trend after a regular report”

If time=XXX then begin
buyprice=high+.01;
sellprice=low-.01;
end;
If time=XXX then begin
Buy next bar at buyprice stop;
Sellshort next bar at sellprice stop;
end;
//1 variable: XXX

3. Mean Reversion
Idea: Look for low volume reversal points

If v<average(v,5) then begin
If close=lowest(close,len) then buy next bar at market;
If close=highest(close,len) then sellshort next bar at
market;
end;
// 1 variable: len

4.  Simple Breakout
Idea: Go With The Trend!

if Close >= Highest( Close, Length ) then buy Next Bar at
Market;
if Close <= Lowest( Close, Length ) then SellShort Next Bar at
Market;
// 1 variable: Length

5. Dueling Momentum
Idea: Go with short momentum, against
long momentum

if c>c[sl] and c<c[slx] then buy next bar at market;
if c<c[sl] and c>c[slx] then sellshort next bar at market;
// 2 variables: sl, slx