Buenas tardes
Quisiera, por favor, ayuda para traducir este experto de la plataforma metastock “PS Fractal Trading System 1”
Performance Systems
Fractal Trading System 1
Trading signals for <Name> (<Symbol>) on <Date>
WriteIf(F1:=ValueWhen(1,H<Ref(H,-2) AND Ref(H,-1)<Ref(H,-2) AND Ref(H,-3)<Ref(H,-2) AND Ref(H,-4)<Ref(H,-2),Ref(H,-2));F2:=ValueWhen(1,L>Ref(L,-2) AND Ref(L,-1)>Ref(L,-2) AND Ref(L,-3)>Ref(L,-2) AND Ref(L,-4)>Ref(L,-2),Ref(L,-2));a:=Cross(H,F1);b:=Cross(F2,L);
state:=If(BarsSince(a)<BarsSince(b),1,0);
state>Ref(state,-1),”If trading short positions, exit all short positions today with a Market On Close (MOC) order or at the market price on tomorrow’s open.
If trading long positions, enter long today with a Market On Close (MOC) order or at the market price on tomorrow’s open. “)\
\
WriteIf(F1:=ValueWhen(1,H<Ref(H,-2) AND Ref(H,-1)<Ref(H,-2) AND Ref(H,-3)<Ref(H,-2) AND Ref(H,-4)<Ref(H,-2),Ref(H,-2));F2:=ValueWhen(1,L>Ref(L,-2) AND Ref(L,-1)>Ref(L,-2) AND Ref(L,-3)>Ref(L,-2) AND Ref(L,-4)>Ref(L,-2),Ref(L,-2));a:=Cross(H,F1);b:=Cross(F2,L);
state:=If(BarsSince(a)<BarsSince(b),1,0);
state<Ref(state,-1),”If trading long positions, exit all long positions today with a Market On Close (MOC) order or at the market price on tomorrow’s open.
If trading short positions, enter short today with a Market On Close (MOC) order or at the market price on tomorrow’s open. “)\
\
WriteIf(F1:=ValueWhen(1,H<Ref(H,-2) AND Ref(H,-1)<Ref(H,-2) AND Ref(H,-3)<Ref(H,-2) AND Ref(H,-4)<Ref(H,-2),Ref(H,-2));F2:=ValueWhen(1,L>Ref(L,-2) AND Ref(L,-1)>Ref(L,-2) AND Ref(L,-3)>Ref(L,-2) AND Ref(L,-4)>Ref(L,-2),Ref(L,-2));a:=Cross(H,F1);b:=Cross(F2,L);
state:=If(BarsSince(a)<BarsSince(b),1,0);
state=Ref(state,-1),”No trading signals today.”)
While there are many definitions for a fractal in securities trading, the definition used in these systems is a minor version of the type defined by Bill Williams, Ph.D., and his chaos-based trading methods. According to Bill Williams, an “up fractal” is defined as a middle bar with two lower highs on each side of it. A “down fractal” would be the reverse being a middle bar with two higher lows on each side of it.
This system is based on a very small fraction of Bill Williams’ complete trading system.
The system enters a long position when a price crosses above the most recent up fractal. The position would be exited and a short position entered when the price crosses below the most recent down fractal.
muchas gracias
