BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_Main COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_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#2:HVN1 (V#2) ELEM=POS_STATE:Backtesting 1=Long 2=Short ELEM=V#13:Op Move (V#13) SIGNAL=IF(POS = 1) THEN (SET(V#2, 0));\IF(POS_STATE > 0) THEN (SET(V#2, 1));\SET(V#13, 50); - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_Main BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitLong COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_ExitLong BARCOUNT=AUTOMATIC ELEM=HI:High ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,128,192,2,2,0,0,128,255,1,0,0,0,1,1,6,10011001,0,0,13,2,F,F,1020, ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10, ELEM=LO:Low ELEM=V#10:LVN1 (V#10) SIGNAL=HI >= SESST AND SET(V#10, SESST) - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitLong BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitShort COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_ExitShort BARCOUNT=AUTOMATIC ELEM=HI:High ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,128,192,2,2,0,0,128,255,1,0,0,0,1,1,6,10011001,0,0,13,2,F,F,1020, ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10, ELEM=V#10:LVN1 (V#10) ELEM=LO:Low SIGNAL=LO <= SESST AND SET(V#10, SESST) - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitShort BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_Buy COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_Buy BARCOUNT=AUTOMATIC ELEM=LO:Low ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,128,192,2,2,0,0,128,255,1,0,0,0,1,1,6,10011001,0,0,13,2,F,F,1020, ELEM=V#13:Op Move (V#13) ELEM=V#10:LVN1 (V#10) ELEM=V#2:HVN1 (V#2) ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10, SIGNAL=LO <= SESST - V#13 AND POS <= 180 AND SET(V#10, SESST - V#13) AND V#2 = 0 - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_Buy BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_Short COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_Short BARCOUNT=AUTOMATIC ELEM=LO:Low ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 0,128,192,2,2,0,0,128,255,1,0,0,0,1,1,6,10011001,0,0,13,2,F,F,1020, ELEM=V#13:Op Move (V#13) ELEM=V#10:LVN1 (V#10) ELEM=HI:High ELEM=V#2:HVN1 (V#2) ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10, SIGNAL=HI >= SESST + V#13 AND POS <= 180 AND SET(V#10, SESST + V#13) AND V#2 = 0 - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_Short BEGIN Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitEOD COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=Fri 05/13/2011 15:32 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOR_ExitEOD 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, ELEM=V#10:LVN1 (V#10) ELEM=ENTRY:Entry price SIGNAL=POS = 1 AND SET(V#10, ENTRY /* CL */) - Comments END Investor/RT TRADING SIGNAL DEFINITION for IOR_ExitEOD BEGIN Investor/RT TRADING SYSTEM DEFINITION for IOAMT_OpenReturn SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=05/13/2011 VERSION=10.4b1# DATAFEED=IQFEED NAME=IOAMT_OpenReturn PERIODICITY= 1 Minute SYSTEM=IOAMT_OpenReturn,.All Symbols,@ES#,1,31,2650575,1,1,0.000000,0.000000,3388041511,3102595738,3379594138,1000,3,\0,IOR,1,0,2,0.000000,0.000000,2,0,\0,0,18,\0,0.000000,0.000000,0.000000, FIND=IOR RULE 1: Action: NONE, Signal: IOR_Main,11,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 2: Action: SELL, Signal: IOR_ExitLong,5,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 3: Action: COVERSHORT, Signal: IOR_ExitShort,10,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 4: Action: BUY, Signal: IOR_Buy,1,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 5: Action: SELLSHORT, Signal: IOR_Short,6,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 6: Action: COVERSHORT, Signal: IOR_ExitEOD,10,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, RULE 7: Action: SELL, Signal: IOR_ExitEOD,5,41,1,33,3,16,8453888,0,0,0,0,0,0,0,0,3,1,0, END Investor/RT TRADING SYSTEM DEFINITION for IOAMT_OpenReturn