Appendix C. EasyLanguage Programs
for Filtered, Two Moving-Average Crossover Systems
Buys and Sells if Fast Average Crosses Over Slow Average Plus a Percentage Filter With Delay.
inputs: FLen(86), SLen(35),Filter(0.07), delay(1);variables: FMA(0),SMA(0),Btime(0),Stime(0);FMA = average(Close of data2,FLen) of data2;SMA = average(Close of data2,SLen) of data2;If Currentbar > SLen and FMA crosses aboveSMA*(1+Filter) then Begin Btime=currentbar+delay; Stime=0; End;If Currentbar = Btime then Buy this bar at close;If Currentbar > SLen and FMA crosses below SMA*(1-Filter) then Begin Stime=currentbar+delay; Btime=0; End;If Currentbar = Stime ...
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