Program Trading System

www.multicharts.com.tw

MC.1

()

Trending

Directionless

Volatile

!!

Buy

Sell Short

Sell

Buy Cover

Program Trading System

MC.2
Multiple Chart ()
ATR ()

!!

!!

Channel ()
BollingerKeltner

RSIKDMACD

Program Trading System

.1
File >> New >>
1

Tools >> Editor Options

3

Program Trading System

.2
File >> OPEN >>

!!
3

4.1

Bollinger Bands LE

4.2

Bollinger Bands SE

Program Trading System

.3
A

C.1

C.1

A.B.C.
F3Power Language Editor
Program Trading System

.1
:
1. 0900~1230

:
1.Time ~

2. 1330
2.Buy ~ Sellshort ~

3.1
55KDMI

3.Sell ~ BuytoCover ~

4.DMIPlus(55)DMIMinus(55) ~ DMI

3.2

5.SetStopLoss()

55KDMI
K
4. 7000
Program Trading System

.2
:
1. 0900~1230

:
1.Time ~

2. 1330
2.Highest(High,30)~30K

3.1

30K

3.Buy next bar at Price Stop

3.2

30K
4. 7000
Program Trading System

Multiple Chart .1

1.
2.
3.
File >> New >> Chart Windows

Program Trading System

Multiple Chart .2

K15
!!

Program Trading System

Multiple Chart .3

Format Window

Insert Study

(Signals)

Program Trading System

.0

Format Signals

Program Trading System

.1

KKK

O >> L >> H >> C

O >> H >> L >> C

Program Trading System

.2
A

Commission
(200)Slippage

(400)

1 !!

Program Trading System

.1
1

2
( )

( )

( )
IS ~ Inside Sample OOS ~ Out of Sample

3D

Program Trading System

.2

3D

Program Trading System

.3

5 min

20 min

30 min

8 min

15 min

60 min

10 min

12 min

75 min

KK
Program Trading System


Set Order
Filter

Entry Signal

Oscillator Index
RSIKD
Bias %CCI

Exit Signal

Momentum
Money Management

Momentum Decelerate

Set Stop Lost

Set Profit Target

Resistance & Support

Reversal & Opposite

Volatility Warning

EP + Ratio * TR

Set Critical Point

Event Risk Control

DMISAR
MACD

Channel & Bands

BollingerTurtle
MA + Ratio * TR

Net Profit
Program Trading System

.1

()

.1 ()

.2 ()

.1 (K)

.2 (K)

Program Trading System

.2

()

a. Highest(High,5)
()

b. Low

0.382*a + 0.618*c

()

c. Lowest(Low,5)

Program Trading System


HighD(0)

.1: ?

[HighD(0)+HighD(1) ] / 2

.2: ?

HighD(1)
New High

Swing High

HighD(0) - N point

Lowest ( Price , Len )

Swing Low
OpenD(0)
HighD(0)- ATR * ratio

Bollinger Lower Bands

Program Trading System

1.

1.
say 0.5%

1.

2.say 10K

2.

2.
3.()

3.

4.

3.

5.say 10K

4.

4.
6.
7.

Program Trading System


SetStopContract (
) SetStopPosition()
1.SetStopLoss(DollarValue)SetProfitTarget(DollarValue)

2. SetDollarTrailing(DollarValue)SetPercentTrailing(Min Profit ,DrawdownRatio)

3.SetBreakEven(DollarValue)

SetExitOnClose
Program Trading System

Print .1
Print (File ("c:\name.txt"), Date, Time, Close);

...
{Location of Opening Gap}
Vars:DateCount(0),Inside(0),UP2(0),UP3(0),Down2(0),Down3(0);
if Date[0]<>Date[1] then begin
DateCount=DateCount+1;
if OpenD(0)>LowD(1) and OpenD(0)<HighD(1) then Inside=Inside+1;
if OpenD(0)>=HighD(1) and OpenD(0)<2*HighD(1)-LowD(1) then UP2=UP2+1;
if OpenD(0)>=2*HighD(1)-LowD(1) then UP3=UP3+1;
if OpenD(0)<=LowD(1) and OpenD(0)>2*LowD(1)-HighD(1) then Down2=Down2+1;
if OpenD(0)<=2*LowD(1)-HighD(1) then Down3=Down3+1;
end;
if LastBarOnChart then begin
Print(File("C:\Gap.01.txt"),Date,Down3,Down2,Inside,UP2,UP3,DateCount);
end;
Program Trading System

Print .2
2.05%
2*HighD(1)-LowD(1)
Refer Point +
HighD(1) - LowD(1)

A
2.78%
B
15.33%

HighD(1)

HighD(1)

CloseD(1)
Refer Point

63.76%

OpenD(1)
LowD(1)

LowD(1)

Refer Point HighD(1) + LowD(1)

11.18%
E
2.82%

2*LowD(1)-HighD(1)

F
2.09%

2486
CMoney
Program Trading System

Print .3
K ...

Print:
1.
2.
3.

4. n K Bar
5.
6. nn
Program Trading System

Program Trading System

RSI

RS
RSI0~100

RSI(n)
RSI
(Wilder) 1978
Program Trading System

+DM

( Directional Movement Index )

+DM

.1

DM=0

-DM=0

+DM=0

DM=0
-DM
-DM
(J. Welles Wilder)
Program Trading System

( Directional Movement Index )

.2

(True Range)K :
Max { HighD(1) LowD(1) , Abs(CloseD(1) HighD(1)) , Abs(CloseD(1) LowD(1)) }

CloseD(1)

TR

TR
TR
CloseD(1)
CloseD(1)

KK
TR...
Program Trading System

( Directional Movement Index )

.3

(DI)(DX)(ADX)
TRDM+DM-

+DI () =

(DX) =

ADX =

+DI n / TR n

(+DI) - (-DI) / (+DI) + (-DI)

NDX

-DI () =

-DI n / TR n

DI

+DI -DI

DI

ADX

ADX

+DI -DI

ADX
Program Trading System

KD

K = K*2/3 + RSV*1/3
KK32
RSV31
K 50
D = D*2/3 + K*1/3
DD32
K31
D 50

KD
Stochastic Oscillator
George C. Lane 1950
Program Trading System

.1

AH

Daily Range

CDP =
[ High(1)+Low(1)+2*Close(1) ] * 0.25

High(1)

AH = CDP + High(1) Low(1)

Close(1)

NH = 2*CDP Low(1)

NH

1
2

CDP

2
Daily Range

NL = 2*CDP High(1)

1
NL

AL = CDP - High(1) + Low(1)

Low(1)
Daily Range
AL
Program Trading System

.2

e High(0)

Tom Demark (X)

High(1)

X = High(1)+2*Low(1)+Close(1)

Close(1)

X = 2*High(1)+Low(1)+Close(1)

Open(0)

X = High(1)+Low(1)+2*Close(1)

High = (X / 2) Low(1)

Low(1)

e Low(0)

Low = (X / 2) High(1)
Program Trading System

.3

High(1)
1.382
Daily Range

Low(1)+(High(1)-Low(1))*1.382
Close(1)

(High(1)+Low(1))/2
High(1)-(High(1)-Low(1))*1.382

Daily Range

Low(1)
1.382
Daily Range

Program Trading System

.4

R3
Daily Range
R2

Floor Pivot Point

Daily Range

Pivot = [ High(1)+Low(1)+Close(1) ] / 3
R3 = High(1) + 2 * (Pivot Low(1))

R1
High(1)

Close(1)

R2 = Pivot + High(1) Low(1)

R1 = 2 * Pivot Low(1)

Daily Range

S1 = 2 * Pivot High(1)

Low(1)

S1

S2 = Pivot - High(1) + Low(1)

Daily Range

S3 = Low(1) - 2 * (High(1) Pivot)

S2
Daily Range
S3
Program Trading System

1.
2.
3.
4.1 ()
4.2 ()
5.

Program Trading System