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KTP2  
#1 Posted : Wednesday, November 12, 2008 5:03:43 PM(UTC)
KTP2

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Joined: 2/2/2007(UTC)
Posts: 367

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Volatility System

Notes:
column A = long or short
column b = buy stop
column c = profit target

Column A: L/S
Formula:
If((C<Ref(C,-1) AND C>Mov(C,13,S)),1,-1)

Column B: Buy Stop
Formula:
r:=.5*(H-L);
If((C<Ref(C,-1) AND C>Mov(C,13,S)),C+r,C-r)

Column C: target
Formula:
If((C<Ref(C,-1) AND C>Mov(C,13,S)),H,L)

Filter:
(C<Ref(C,-1) AND C>Mov(C,13,S)) OR
(C>Ref(C,-1) AND C<Mov(C,13,S))

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