Stairs Trading Strategy (Amibroker And Tradestation Code)

The original article can be found here.

The trading rules in plain English:

1. The close must be above the 200-day moving average.
2. The close must be below the 25-day moving average.
3. If 1 and 2 are true, then enter at the close.
4. Exit at the close when the close crosses above the 25-day moving average.

Amibroker code:

Buy= Close>MA(C,200) AND Cross(MA(C,25),Close) ;
buyPrice=Close;
Sell= Cross(Close,MA(C,25)) ;
sellPrice=Close ;

Tradestation code:

{
Strategy - Stairs Trading
https://www.quantifiedstrategies.com/lessons/stairs-trading-strategy-amibroker-code/
}

Input:
	SlowLookback(200),
	FastLookback(25);
	
if Close > Average(Close, SlowLookback) AND Close < Average(Close, FastLookback) Then
	buy this bar on close;

if Close > Average(Close, FastLookback) Then
	sell this bar on close;