clbradley17
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This is the JMA(Jurik)/DWMA Crossover Strategy Code for Tradestation, as written in the April Technical Analysis of Stocks and Commodities magazine:
Input:
series(close),
JMA_len(7), { range: any value > 0 }
JMA_phase(50), { range -100 ... +100 }
DWMA_len(10); { range: any integer > 1 }
vars:
float JMA(0),
float midDWMA(series),
float DWMA(0);
JMA = JRC.JMA.2k ( series, JMA_len, JMA_phase);
midDWMA = waverage ( series, DWMA_len) ;
DWMA = waverage ( midDWMA, DWMA_len) ;
if time > 935 AND time < 1545
then begin
if JMA crosses over DWMA then buy next bar at market;
if JMA crosses under DWMA then sell short next bar at market;
end
else begin
if marketposition = 1 then sell this bar at close;
if marketposition = -1 then buytocover this bar at close;
end;
Juat wondering if anyone is familiar with Jurik moving averages, can you help so it can be coded for a JMA/JMA, and a JMA/EMA Crossover strategy code for Tradestation? Think you may not need the series code, but instead use fast length and slow length, or MA1 and MA2, or value1 and value2. Also think that each JMA needs to have it's own separate JMA_len(#) and JMA_phase(#). Thanks for any help.
Curtis
Input:
series(close),
JMA_len(7), { range: any value > 0 }
JMA_phase(50), { range -100 ... +100 }
DWMA_len(10); { range: any integer > 1 }
vars:
float JMA(0),
float midDWMA(series),
float DWMA(0);
JMA = JRC.JMA.2k ( series, JMA_len, JMA_phase);
midDWMA = waverage ( series, DWMA_len) ;
DWMA = waverage ( midDWMA, DWMA_len) ;
if time > 935 AND time < 1545
then begin
if JMA crosses over DWMA then buy next bar at market;
if JMA crosses under DWMA then sell short next bar at market;
end
else begin
if marketposition = 1 then sell this bar at close;
if marketposition = -1 then buytocover this bar at close;
end;
Juat wondering if anyone is familiar with Jurik moving averages, can you help so it can be coded for a JMA/JMA, and a JMA/EMA Crossover strategy code for Tradestation? Think you may not need the series code, but instead use fast length and slow length, or MA1 and MA2, or value1 and value2. Also think that each JMA needs to have it's own separate JMA_len(#) and JMA_phase(#). Thanks for any help.
Curtis