Trading system based on price ranges


The system LinRegr_extr sign of deviation is hit three times in a row of candles inside the extremes of the range. If three consecutive candles have a high lower than the expected value (line TSF (high)), it opens a short position, as the price is probably not continue the previous growth.

 Similarly, if three consecutive candles lows (low) do not fall below the predicted values (lower lines TSF (low)), then this is a sign that the fall was over, so a long position

Enter long high TSF AND high [1] TSF AND high [2] TSF
Enter short low TSF AND low [1] TSF AND low [2] TSF

Summarizing, we can say the system price ranges are attractive for its versatility. Among them are the trend of the system, and the reversal, so that each trader can choose to market their best option. Moreover, even the same system can be configured for both types of market behavior by appropriate choice of its parameters.

Although this article shows text only 13 specific systems, but, making different combinations of rules of opening and closing positions (and adding to them the rules of money management options), even of these designs can collect a lot of new systems that are applicable to a variety of markets in different time intervals.

In the previous issue of the "BC" [1] analyzed the trading system based on price ranges. The texts of 13 specific systems (Indicator Builder package format MetaStock), mentioned in the article. However, accounting for the various combinations of the rules of opening and closing positions and adding to them the rules of money management options, these structures can collect a lot of new systems that are applicable to a variety of markets in different time intervals.

Specific trading system based on the price range in the format Indicator Builder package MetaStock:

Envel_break
Stop & Revers breakthrough envelope system
Enter Long
Cross (C, (1 + opt1) * Mov (C, opt2, S))
Exit Long
Cross ((1-opt1) * Mov (C, opt2, S), C)
Enter Short
Cross ((1-opt1) * Mov (C, opt2, S), C)
Exit Short
Cross (C, (1 + opt1) * Mov (C, opt2, S))
Envel_ antitrend Antitrendovaya Stop & Revers system in the envelope
Enter Long
Cross ((1-opt1) * Mov (C, opt2, S), C)
Exit Long
Cross (C, (1 + opt1) * Mov (C, opt2, S))
Enter Short
Cross (C, (1 + opt1) * Mov (C, opt2, S))
Exit Short
Cross ((1-opt1) * Mov (C, opt2, S), C)
ExtraOpt
Extraordinary opportunities system. Open positions on the output of MA from the envelope.
Enter Long
Cross (Mov (C, opt1, S), (1 + opt3) ** Mov (C, opt2, S)) AND Mov (C, opt1, S)> Ref (Mov (C, opt1, S), -1 )
Enter Short
Cross ((1-opt3) * Mov (C, opt2, S), Mov (C, opt1, S)) AND Mov (C, opt1, S) <Ref (Mov (C, opt1, S), -1)

Comment: added a condition that at the time of MA crossing the envelope was sent in the direction of the intersection (at an output rose above the upper line and decreases in output below the bottom line.)

BolBand_reversal

Antitrendovaya system, the opening position when you return inside the Bollinger Band; position is closed at the intersection of the channel opposite