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***** Regeln ******
Enter Long: Ref(close,-4) > Ref(close,-3) and Ref(close,-3) > Ref(close,-2) and Ref(close,-2) > Ref(close,-1) and Ref(High,-4) > Ref(High,-3) and Ref(High,-3) > Ref(High,-2) and Ref(High,-2) > Ref(High,-1) and High > Ref(High,-1)
Exit Long: (low < Ref(low,-1)) or (open > Ref(high,-1)) or ((High > Ref(high,-1)) and (close < Ref(close,-1)))
Enter Short: 0
Exit Short: 0
************** Testbedingungen **************** Positionen: Long+Short Enter-Basis: MAX(open,Ref(high,-1)) 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 Intra-GewinnLong bei 2% ab 1 Perioden Intra-VerlustLong bei 1% ab 1 Perioden Money-Manag.Kapitalanteil Anteil100%
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