Constructors (trading systems)

Security.TradingSystem[Lines;Long;Short;CloseLong;CloseShort;SignalMode;Include_Short_Sells;Spreads;Limit;Interest;Rates;Delay;Slippage]→TradingSystem

Lines (time series): Lines to be displayed in the chart.

Long, Short, CloseLong, CloseShort (time series): Signal specification (depending on signal mode).

SignalMode (number: 1, 2 or 4 [4]): Interpretation mode for the signal time series.

Include_short_sales (Boolean[True]): Specification for the performance evaluation.

Expenses (percentage [0]): Specification for the performance evaluation.

Limit (number | function): Specification for the performance evaluation.

Interest (percentage [0]).

Prices (time series [Close]).

Delay (number[1]).

Slippage (percentage [0]): Data for performance evaluation.

Result: The TradingSystem function returns the trading system on the security specified by the parameters. (See the chapter Trading systems.)

To Limits:

To define a limit scheme, a function (an anonymous macro) is transferred with the <Limit> parameter, which is to make the decision on a limit exit for a trading position.

This function has the parameters:

Security: the evaluated security.

Long (Boolean): Indicates whether the position is long ("True") or short ("False").

EntryPrice (numberWithTime): Entry price and date (i.e. the price of the security on the day following the signal).

CurrentPrice (ZahlMitZeit): current exit price with date.

The function should return a Boolean as the result, "True" means "Limit exit". The limit function is evaluated from the entry point of a trading phase for each subsequent price (on a daily basis) until it returns "True" (or other signals end the trading phase).

Beispiel 1

#$[$Long;$EntryPrice;$CurrentPrice](
if($Long;
$CurrentPrice<$EntryPrice*(1-$Losslimit);
$CurrentPrice>$EntryPrice*(1+$Losslimit))
)

This function tests whether the price has fallen below the entry price minus a configurable percentage ($LossLimit) (nontrailing loss). The evaluation must be mirrored for short positions.

Beispiel 2

$TrailEntry:= -1;
$LimitFunction:=
#[$Long;$EntryPrice;$CurrentPrice](
$TrailEntry:=if($TrailEntry<0;$EntryPrice;$TrailEntry);
$TrailEntry:=if($Long;
Max($TrailEntry;$CurrentPrice);
Min($TrailEntry;$CurrentPrice));
if($Long;
$CurrentPrice<$TrailEntry*(1-$Losslimit);
$CurrentPrice>$TrailEntry*(1+$Losslimit))
)

This is a simulation of the trailing loss using a limit function. In the variable $TrailEntry, the entry price is updated and adjusted according to the current prices during the limit evaluation.

Please also read the chapter Trading systems.

Security.tradingSystemReference[Name:String]→TradingSystem

Result: The TradingSystemReference function returns the trading system defined by the trading system folder for the security specified by<name>. This function is primarily used to display trading systems in a chart that are given by Explorer objects.

Time series.HSBandBreakdownOutside[Band;Tolerance]→Trading system

Result: The HSBandBreakoutmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

Time series.HSBandBreakdowninside[Band;Tolerance]→Trading system

Result: The HSBandBreakdownmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

TimeSeries.HSBandComparison[Band;Comparison_period;Tolerance]→Trading system

Result: The macro HSBand comparison, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

Time_series.HSGD_Comparison[VglGD_period;VglGD_method;Comparison_period;Tolerance]→Trading_system

Result: The macro HSGD comparison, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

TimeSeries.HSLineComparison[center_line;comparison_period;tolerance]→trading_system

Result: The macro HSLineComparison, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

TimeSeries.HSLineComparisonZr[Line;Comparison_period;Tolerance]→Trading_system

Result: The HSZweiLinienVergleichmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

Time_series.HSMultilineCrossing[Comparison_period;Tolerance]→Trading_system

Result: The HSZweiLinienVergleichmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

Time series.HSReversal[midpoint line]→Trading system

Result: The HSReversalmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

TimeSeries.HSTwoLinesComparison[Top;Bottom;Comparison_period;Tolerance]→Trading system

Result: The HSZweiLinienVergleichmacro, which builds a corresponding trading system from an indicator line. For the meaning, see the macro definition.

Security.SignalSystemReference[Name:String]→Trading system

Result: The SignalSystemReference function returns the trading system defined by the signal system folder for the security specified by<name>. This function is primarily used to display trading systems in a chart, which are given by signal system folders in the Explorer.