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Und hier die Umsetzung in Investox: ***** Regeln ******
Enter Long: calc spread:Ref(High - low,-1);
spread < Ref(spread,-1) and spread < Ref(spread,-2) and spread < Ref(spread,-3) and spread < Ref(spread,-4) and spread < Ref(spread,-5) and spread < Ref(spread,-6) and spread < Ref(spread,-7) and ADX(14) > 20 and PDI(14) > MDI(14) and High > Ref(High,-1)
Exit Long: 0
Enter Short: calc spread:Ref(High - low,-1);
spread < Ref(spread,-1) and spread < Ref(spread,-2) and spread < Ref(spread,-3) and spread < Ref(spread,-4) and spread < Ref(spread,-5) and spread < Ref(spread,-6) and spread < Ref(spread,-7) and ADX(14) > 20 and PDI(14) < MDI(14) and low < Ref(low,-1)
Exit Short: 0 Positionen: Long+Short Enter-Basis: MAX(Ref(high,-1),open) Short: MIN(Ref(low,-1),open) Delay: 0 Exit-Basis: Close Delay:0 Buy/Hold-Basis: Close Trade-Mindestdauer: 1 Out-Mindestdauer: 1 Startkapital: 1000 Margin: 100% Risikofreie Zinsen0 Entry-Gebühren: 0% Exit-Gebühren: 0% Slippage: 0,1% Portfolio Zinssatz: 5 Risikotoleranz: 25 Gewinn-StopLong bei 5% ab 1 Perioden ATR-VerlustLong+Short bei ATR(1)*1 Gewinn-StopShort bei 5% ab 1 Perioden Money-Manag.Kapitalanteil Anteil100%
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