BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_Main
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_Main
BARCOUNT=AUTOMATIC
ELEM=POS:Position Indicator:POS[ ] Result 1 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,1,6,744744,10,
ELEM=V#13:V#13 (V#13)
ELEM=POS_STATE:Backtesting 1=Long 2=Short
SIGNAL=IF(POS = 1) THEN (SET(V#13, 0));\IF(POS_STATE > 0) THEN (SET(V#13, POS_STATE));
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_Main
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_LongTarget
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_LongTarget
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=V#11:V#11 (V#11)
SIGNAL=HI >= V#11
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_LongTarget
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_LongStop
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_LongStop
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=V#11:V#11 (V#11)
ELEM=LO:Low
ELEM=V#12:V#12 (V#12)
SIGNAL=LO <= V#12
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_LongStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_EOD
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_EOD
BARCOUNT=AUTOMATIC
ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10,
SIGNAL=POS = 1
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_EOD
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_Buy
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_Buy
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=SESST_HI:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,0,3,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=SESST_CL:Session Statistics Indicator:SESST[ ] Stat 6 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,6,2,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=SESST_OP:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,0,1,1,10,10401040,0,0,8,1500,F,F,60,0,
ELEM=TINC:Tick Increment
ELEM=V#10:V#10 (V#10)
ELEM=SESST_LO:Session Statistics Indicator:SESST[ ] Stat 1 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,1,4,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=V#11:V#11 (V#11)
ELEM=V#12:V#12 (V#12)
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
ELEM=V#13:V#13 (V#13)
SIGNAL=(HI >= SESST_HI + TINC) AND /* POS % 5 = 0 AND CL >= SESST_HI + TINC AND */\(V#13 != 1) AND \(POS > 30) AND \(SESST_HI - SESST_LO < 100 * TINC) AND \(SESST_CL > SESST_OP)  AND \SET(V#10, SESST_HI + TINC) AND SET(V#11, V#10 + 30 * TINC) AND SET(V#12, SESST_LO - 2 * TINC)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_Buy
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_ShortTarget
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_ShortTarget
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=V#11:V#11 (V#11)
ELEM=LO:Low
SIGNAL=LO <= V#11
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_ShortTarget
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_ShortStop
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_ShortStop
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=V#11:V#11 (V#11)
ELEM=LO:Low
ELEM=V#12:V#12 (V#12)
SIGNAL=HI >= V#12
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_ShortStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for OR_Short
COMMENT=NONE
SOURCE=Anonymous
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011 12:46
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OR_Short
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=SESST_HI:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,0,3,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=SESST_CL:Session Statistics Indicator:SESST[ ] Stat 6 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,6,2,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=SESST_OP:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,0,1,1,10,10401040,0,0,8,1500,F,F,60,0,
ELEM=TINC:Tick Increment
ELEM=V#10:V#10 (V#10)
ELEM=SESST_LO:Session Statistics Indicator:SESST[ ] Stat 1 PREFS: 0,117,117,2,2,0,0,0,0,1,0,0,1,4,30,10,10401040,0,1,8,1500,F,F,60,0,
ELEM=V#11:V#11 (V#11)
ELEM=V#12:V#12 (V#12)
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
ELEM=V#13:V#13 (V#13)
ELEM=LO:Low
SIGNAL=(LO <= SESST_LO - TINC) AND  /* POS % 5 = 0 AND CL <= SESST_LO - TINC AND */\(V#13 != 2) AND \(POS > 30) AND \(SESST_HI - SESST_LO < 100 * TINC) AND \(SESST_CL < SESST_OP)  AND \SET(V#10, SESST_LO - TINC) AND SET(V#11, V#10 - 30 * TINC) AND SET(V#12, SESST_HI + 2 * TINC)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for OR_Short
BEGIN Investor/RT TRADING SYSTEM DEFINITION for OpeningRange
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/27/2011
VERSION=10.4c7
DATAFEED=IQFEED
NAME=OpeningRange
PERIODICITY= 1 Minute
SYSTEM=OpeningRange,.All Symbols,MSFT,1,38,1077703,1000,1000,0.000000,0.000000,3392020451,3376224538,3102595738,100,3,\0,OR,1,0,2,0.000000,0.000000,50,0,\0,0,18,\0,0.000000,0.000000,0.000000,
FIND=OR
RULE 1: Action: NONE, Signal: OR_Main,11,41,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 2: Action: SELL, Signal: OR_LongTarget,5,42,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 3: Action: SELL, Signal: OR_LongStop,5,43,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 4: Action: SELL, Signal: OR_EOD,5,2,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 5: Action: BUY, Signal: OR_Buy,1,41,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 6: Action: COVERSHORT, Signal: OR_ShortTarget,10,42,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 7: Action: COVERSHORT, Signal: OR_ShortStop,10,43,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 8: Action: COVERSHORT, Signal: OR_EOD,10,2,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
RULE 9: Action: SELLSHORT, Signal: OR_Short,6,41,1,32,1,16,34816,0,134,0,0,0,0,0,0,3,1,1073741824,
END Investor/RT TRADING SYSTEM DEFINITION for OpeningRange