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4: ~ 110 ( mql4, C)
MultiCharts: ~ 155 (EasyLanguage, /Pascal ).
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function run()
{
vars Close = series(priceClose());
vars MA30 = series(SMA(Close,30));
vars MA100 = series(SMA(Close,100));
Stop = 4*ATR(100);
if(crossOver(MA30,MA100))
enterLong();
if(crossUnder(MA30,MA100))
enterShort();
}
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SMA R :
require(quantmod)
require(PerformanceAnalytics)
Data <- xts(read.zoo("EURUSD.csv", tz="UTC", format="%Y-%m-%d %H:%M", sep=",", header=TRUE))
Close <- Cl(Data)
MA30 <- SMA(Close,30)
MA100 <- SMA(Close,100)
Dir <- ifelse(MA30 > MA100,1,-1) # calculate trade direction
Dir.1 <- c(NA,Dir[-length(Dir)]) # shift by 1 for avoiding peeking bias
Return <- ROC(Close)*Dir.1
charts.PerformanceSummary(na.omit(Return))
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