Dennis Meyers systems

[⭐ shawnh]

Another TradeStation request! Would anyone have any of Dennis Meyers systems from http://[email protected] please?

 

Thanks!

Shawn

 

[⭐ Azazel]

While waiting for someone to share what was requested in post #1, if it would be helpful, I found in my archives this Trading System in Easylanguage with reference to Dennis Meyers' article, "Surfing The Linear Regression Curve With Bond Futures" (Technical Analysis of Stocks & Commodities May 1998):

 

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inputs: ndays(30),

pctup(.01425),

pctdn(.01425),

jmpup(.0035),

jmpdn(.0050);

 

vars: pf(0),

le(0),

se(0);

 

pf = linearregvalue(close, ndays, 0);

 

if currentbar > ndays then begin

 

if marketposition = 0 then begin

if pf / pf[2] > 1 + jmpup then begin

buy tomorrow open;

le = 1;

end;

if pf / pf[2] < 1 - jmpdn then begin

sellshort tomorrow open;

se = 1;

end;

end;

 

if marketposition = 1 then begin

if pf < highest(pf, le) * (1 - pctdn) then begin

sellshort tomorrow open;

le = 0;

end;

le = le + 1;

end;

 

if marketposition = -1 then begin

if pf > lowest(pf, se) * (1 + pctup) then begin

buy tomorrow open;

se = 0;

end;

se = se + 1;

end;

 

end;

 

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[⭐ shawnh]

Thank you for that Azazel - that might be an interesting idea to test out.

 

Cheers

S