Further examples of trading systems

Double Regression Index (DRI)

This trading system is based on the intersection of two different regression slopes (trends). The two lines are subtracted from each other so that a line can be seen that crosses the zero line.

Formula:

CODE

$c:=close;
$gd:=$c.gd[$GD_Zeitraum];
$tc:=$c.RegressionsSteigung[$Trend_Zeitraum];
$tgd:=$gd.RegressionsSteigung[$Trend_Zeitraum];
$dri:=$tc-$tgd;

HandelsSystem[
$dri.hl[0];
  $dri.breaks[0;false]
    and
  $tgd>$tgd.before[1];
  $dri.breaks[0;true];
  _;_;
  4;
  $Leerverkäufe_einbeziehen;
  $Spesen;
  $Losslimit]

Dynamic Regression Line (DRL)

This trading system compares the regression slope of the closing prices with their moving average. Corresponding signals are generated at crossings.

Formula:

CODE

$c:=close;

$trend:=$c.RegressionsSteigung[$Trend_Perioden];
$t0:=$trend-$trend.minimum[heute-$Normierungszeitraum;heute];
$tnorm:=100/$t0.maximum[heute-$Normierungszeitraum;heute];
$t100:=$t0*$tnorm;

$gd:=$c.gd[$GD_Perioden];
$g0:=$gd-$gd.minimum[heute-$Normierungszeitraum;heute];
$gnorm:=100/$g0.maximum[heute-$Normierungszeitraum;heute];
$g100:=$g0*$gnorm;

$drl:=$t100-$g100;

HandelsSystem[
  $drl;
  $drl.breaks[0;false];
  _;
  $drl.breaks[0;true];
  _;
  4;
  $Leerverkäufe_einbeziehen;
  $Spesen;
  $Losslimit]

Smoothed Overbought/Oversold (SOBOS)

This trading system smoothes the OBOS and checks whether it is below/above the signal line over a certain period of time. Signals are generated when this low/high level is broken out of.

Formula:

CODE

$indi:=close.OBOS[$OBOS_Zeitraum].gd[$GD_Zeitraum];
$pmax:=$indi.PeriodenMaximum[$PMax_Zeitraum];
$pmin:=$indi.PeriodenMinimum[$PMin_Zeitraum];

HandelsSystem[
  $indi.linesmulti[$pmax;$pmin].hl[30;70];
  $pmax<$Level_unten;
  _;
  $pmin>$Level_oben;
  _;
  4;
  $Leerverkäufe_einbeziehen;
  $Spesen;
  $Losslimit]