Group Mentoring: March 20, 2019

Session Contents:

  • Setting expectations for out of sample results (planning for success and failure of a strategy)
  • Easy language for multiple time frame moving averages (ACVO style)
  • First release of portfolio semi-optimization!

Three-State xAverage Easy Language

Inputs:
maf(4),
mam(13),
mas(20);
Variables:
fv(0),
mv(0),
sv(0),
condition(0);
fv = xaverage(c,maf);
mv = xaverage(c,mam);
sv = xaverage(c,mas);
If fv > mv and mv > sv and fv > sv then condition = 1
Else
If fv < mv and mv < sv and fv < sv then condition = -1
Else condition = 0;
If condition = 1 then buy this bar close;
If condition = -1 then sellshort this bar close;
If condition = 0 then begin
Buytocover this bar close;
Sell this bar close;
end;