The Death Cross (Amibroker And Tradestation Code)

The article can be found here.

Amibroker code:

Below is the code to measure the returns after N days after a Death Cross.

The code uses the optimization function.

oddis=Optimize(“Days after entry”,10,10,200,10);

Buy= Cross( MA(C,200),MA(C,50) );
buyPrice=Close;
Sell= 0;
SellPrice=Close;
applyStop(stopTypeNBar,stopModeBars,oddis,1);

The code below buys a Golden Cross and sells when there is a Death Cross:

Buy= Cross(MA(C,50),MA(C,200));
BuyPrice=Close;
Sell= Cross(MA(C,200),MA(C,50));
SellPrice=Close;

Tradestation code:

{
This code to measure the returns after N days after a Death Cross (Strategy 96A)
}

Inputs:	HoldBars(10);

if Average(Close, 200) cross over Average(Close, 50) Then
	Buy this bar on close;
	
if Barssinceentry(0) >= HoldBars Then
	Sell this bar on close;

{
The code below buys a Golden Cross and sells when there is a Death Cross (Strategy 96B)
}

Inputs:
	FastLookback(50),
	SlowLookback(200);

if Average(Close, FastLookback) cross over Average(Close, SlowLookback) Then
	Buy this bar on close;
	
if Average(Close, SlowLookback) cross over Average(Close, FastLookback) Then
	Sell this bar on close;