From the original ida of E. Malverti, I’ve reproposed the very simple system, simply using longer intervals for investing with success daily
It works good with every financial instruments, except with INDEXES
// Definizione dei parametri del codice
DEFPARAM CumulateOrders = TRUE // Posizioni cumulate disattivate
// Condizioni per entrare su posizioni long
indicator1 = TRIX[N](typicalPrice)
c1 = (indicator1 CROSSES OVER 0)
IF c1 THEN
BUY 20000 CASH AT MARKET
ENDIF
// Condizioni per uscire da posizioni long
indicator2 = TRIX[N](typicalPrice)
c2 = (indicator2 CROSSES UNDER 0)
IF c2 THEN
SELL AT MARKET
ENDIF
// Condizioni per entrare su posizioni short
indicator3 = TRIX[25](typicalPrice)
c3 = (indicator3 CROSSES UNDER 0)
IF c3 THEN
SELLSHORT 20000 CASH AT MARKET
ENDIF
// Condizioni per uscire da posizioni short
indicator4 = TRIX[25](typicalPrice)
c4 = (indicator4 CROSSES OVER 0)
IF c4 THEN
EXITSHORT AT MARKET
ENDIF
// Stop e target
SET STOP %LOSS LO
SET TARGET %PROFIT PR
Range of variables
Results with € 60,000 of capital and € 20,000 invested per trade (fix commission at 50 € )
Similar results for other european and u.s. shares