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40 CPHD-IOmin NASDQ 10«e/2001 . . >,,., ,1,/ tlm,,,.-- ......... ,l,i.ini"">* ltl...>»l tfdunef) 1342.00 lll(4luMllk 14:4D Woe il:Vo 1Z:S0 14:1» l0/09 11:1» 12:10 1320 ¹ 3000.00 -2000.00 Figure 10.19. Cepheid Source Code The bitter and the &Mvet Come pom Uie amide. The tiardfrom within, from me& own efforts. Aftert Einstein, Oii of Ah- Later Years The history oftrading is apjTamid ofknowledge that has been constructed o\er the past centurj. From Liermore to Gann to Edwards and Magee, only time will teU which ofthe modem-day technicians wiU be mentioned in the same breath. The important point to remember is that trading is a collective effort in the sense that one draws inspiration from many sources. This book is a sjmthesis ofmany who have contributed to the body ofwork in technical analj-sis. The evolution oftrading software has been a catalyst for developing new prototj-pes of technical analj-sis in a short period oftime, especially with the development ofprogramming languages designed apecifically for trading. ofthe source code here is written in EasjLanguage, a language for technical analj-sis and trade management. The code was originally written for the TradeStation 20001 platform, but can be imported into TradeStation 6. Note the difference in signal names in Table 11.1 between the TradeStation 20001 platform and the TradeStation 6 platform: Table 11.1. TradeStation Signal Names | | TradeStation 20m | TraieStation 6 | Long Entrj | | | Short Entry | Sell | Sell Short | Long Exit | ExitLong | Sell | Short Ent | ExitShort | Buy To Cover |
11.1 Inventory All of the EasyLanguage code is grouped by function and roughly by chapter. Start with the Money Management code because it is the foundation for the rest ofthe code. Then, choose the system(s) to build. After the files have been created, verify the entire Acme code base, selecting the appropriate signal names in Table 11.1 based on the platform. If using the TradeStation 20001 and TradeStation 6 platforms, create the source code using the PowerEditor, verify the source, and then export all ofthe code with the Acme prefix to an ELS archive file. Finally, import the archive into TradeStation 6 for automatic conversion. The EasyLanguage code in this chapter is based on TradeStation 2000i. If using TradeStation 6, the signal names Sell, ExitLong, and ExitShort must be replaced with the signals SellShort, Sell, and BuyToCover, respectively. 11.1.1 WebSite A professional CD-ROM product containing the source code in this book can be purchased in EasyLanguage archive file format from the Acme Trader Web site at http: www.acmetrader.com. The product can simply be installed into TradeStation, and the trader can then open pre-defined workspaces provided on the CD-ROM. 11.1.2 Money Management Table 11.2. Money Management Modules 11.1 Inventory 11.1.3 Geometric Trading Table 11.3. Geometric Trading Modules Name | Type | Description | Acme Double Bottom | Indicator | Draw a line forming a double bottom | Acme Double Top | Indicator | Draw a line forming a double top | Acme R Strategy | Strategy | R Signal with the Acme Trade Manager | Acme R System | Signal | Look for rectangle breakouts | Acme Rectangle | Indicator | Draw a rectangle | Acme Triangle | Indicator | Draw a triangle | Acme Triple Bottom | Indicator | Draw a line forming a triple bottom | Acme Triple Top | Indicator | Draw a line forming a triple top | AcmeDoubleBottom | Function | Find a double bottom formation | AcmeDoubleTop | Function | Find a double top formation | AcmeRectangular | Function | Is the current region a rectangle? | AcmeTripleB ottom | Function | Find a triple bottom formation | AcmeTripleTop | Function | Find a triple top formation |
11.1.4 Market Models Name | Type | Description | Table 11.4. Market Model Modules | | | | | | | Acme HV | Indicator | Display the historic volatility of an instrument Set stops and profit targets | | | | Acme Trade Manager | Signal | Name | Type | Description | AcmeEntry Targets | Function | Plot the entry points for stop and limit orders | Acme All Strategies | Strategy | Combination ofF, M, N, R, and V strategies | AcmeExitTarg ets | Function | Plot the stop loss points and profit targets | Acme Market Model | Indicator | Label market sentimentpatterns | AcmeGetShares | Function | Calculate the shares based on the risk model | Acme Market Strategy | Strategy | Market Signal with the Acme Trade Manager | AcmeLogTrades | Function | Log trades to a file for spreadsheet import | Acme Market System | Signal | Look for multiple market sentiment patterns | AcnieVolatility | Function | Calculate the historic volatility | AcmeHighLowlndex | Function | Check for an index confirmation |
11.1.5 pair trading Table 11.5. pair trading modules Name | Type Description | acme p strategy | Strategy | p signal (does not use acme trade manager) | acme p system | signal | pair trading system | acme spread | indicator | display the spread between two instruments |
11.1.6 range trading Table 11.6. range trading modules Name Type Description acme id2 acme idnr acme n strategy acme n system acme nr acme nr% acme nr2 acme range ratio acmeinsideday2 ac melnsi ded aynr acmenarrowrange acmerang eperc ent acmerangeratio paintbar mark an inside day within an inside day paintbar mark inside day/narrow range combinations strategy n signal with the acme trade manager signal range ratio and narrow range pattem system paintbar mark the narrowest range in n bars paintbar mark a narrow range bar based on % of atr paintbar mark two consecutive narrow range bars indicator display the ratio oftwo bar ranges function search for two consecutive inside days function find an inside day/narrow range bar function is the specified bar a narrow range bar? function calculate the range percentage over n bars function calculate the range ratio 11.1 inventory 11.1.7 Pattern Trading Table 11.7. pattern trading modu | | Name | Type | Description | acme m strategy | Strategy | M Signal with the Acme Trade Manager | acme m system | signal | look for multiple pattern combinations | acme market patterns | indicator | label bar pattems | acmecobra | function | find a cobra pattern | acmeharami | function | search for the extended harami pattem | acmehook | function | search for a hook pattern | acmeonaverage | function | is the current bar sitting on the moving average | acmepullback | function | search for a gann pullback pattern | acmeretracedown | function | identify an n-bar pullback | acmeretraceup | function | identify an n-bar upward retracement | acmetail | function | identify a tail pattem | acmetest | function | identify a test pattern |
11.l.svolatility trading Table 11.8. volatility trading modules Name | Type | Description | acme v high zone | paintbar | mark when the v high zone is hit | acme v low zone | paintbar | mark when the v low zone is hit | acme v strategy | strategy | v signal with the acme trade manager | acme v system | signal | find v bottoms bused on linear regression | acmevhigh | function | find an inverted v high | AcmeVLow | Funton | find a v low |
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