BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_EOD_Exit
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_EOD_Exit
BARCOUNT=AUTOMATIC
ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10,
SIGNAL=POS = 1
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_EOD_Exit
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_CoverStop
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_CoverStop
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=ENTRY:Entry price
ELEM=V#10:V#10
ELEM=HI:High
SIGNAL=HI >= ENTRY + 2 AND SET(V#10, ENTRY + 2)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_CoverStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_SellStop
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_SellStop
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=ENTRY:Entry price
ELEM=V#10:V#10
SIGNAL=LO <= ENTRY - 2 AND SET(V#10, ENTRY - 2)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_SellStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Cover
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Cover
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=V#10:V#10
ELEM=LO:Low
SIGNAL=LO <= VWAPI AND SET(V#10, VWAPI)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Cover
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Sell
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Sell
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=V#10:V#10
SIGNAL=HI >= VWAPI AND SET(V#10, VWAPI)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Sell
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Buy
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Buy
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=V#10:V#10
ELEM=VWAPL:VWAPI Lower Band:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,7.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,3,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,
ELEM=TIME: Bar Time - hhmm.ss
SIGNAL=LO <= VWAPL AND LO.1 > VWAPL.1 AND SET(V#10, VWAPL) AND TIME >= 0930 AND TIME <= 1530
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Buy
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Short
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010 09:48
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Short
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=V#10:V#10
ELEM=VWAPL:VWAPI Lower Band:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,7.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,3,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=HI:High
ELEM=VWAPU:VWAPI Upper Band:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,7.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,3,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,
SIGNAL=HI >= VWAPU AND HI.1 < VWAPU.1 AND SET(V#10, VWAPU) AND TIME >= 0930 AND TIME <= 1530
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Short
BEGIN Investor/RT TRADING SYSTEM DEFINITION for VWAP_Fade
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/18/2010
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VWAP_Fade
PERIODICITY= 1 Minute
SYSTEM=VWAP_Fade,.All Symbols,@ES#,1,31,17330639,10,10,0.000000,0.000000,3359698961,3348172800,3350391007,100,3,\0,VF_,1,0,31,0.000000,0.000000,50,0,\0,0,0,^TYX,100000.000000,0.000000,0.000000,
FIND=VF_
RULE 1: Action: SELL, Signal: VF_EOD_Exit,5,2,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 2: Action: COVERSHORT, Signal: VF_EOD_Exit,10,2,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 3: Action: COVERSHORT, Signal: VF_CoverStop,10,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 4: Action: SELL, Signal: VF_SellStop,5,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 5: Action: COVERSHORT, Signal: VF_Cover,10,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 6: Action: SELL, Signal: VF_Sell,5,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 7: Action: BUY, Signal: VF_Buy,1,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 8: Action: SELLSHORT, Signal: VF_Short,6,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
END Investor/RT TRADING SYSTEM DEFINITION for VWAP_Fade