Download the Tradestation workspace here
{6 total data series, SPX, V9, V30, V3M, V6M, V1Y}
Inputs:
Model(1);
Vars:
V9D(0),
V1(0),
V3(0),
V6(0),
V12(0);
V9D = c data2;
V1 = c data3;
V3 = c data4;
V6 = c data5;
V12 = c data6;
If Model = 0 then Begin
If V9D < V1 then buy (100000/c + EquityCurve) shares next bar market; if date = 1210504 then sell next bar market;
end;
If Model = 1 then Begin
If V9D < V1 then buy (100000+ EquityCurve) /c shares next bar market; if V9D > V1 then sell next bar market;
end;
If Model = 2 then Begin
If V1 < V3 then buy (100000+ EquityCurve) /c shares next bar market; if V1 > V3 then sell next bar market;
end;
If Model = 3 then Begin
If V3 < V6 then buy (100000/c + EquityCurve) shares next bar market; if V3 > V6 then sell next bar market;
end;
If Model = 4 then Begin
If V6 < V12 then buy 100000/c shares next bar market; if V6 > V12 then sell next bar market;
end;