52 Week High Strategy (Amibroker And Tradestation Code)

The original article can be found here.

Strategy number one:

1. Calculate a 200-day moving average and a 50-day moving average of the 52 week high indicator.
2. When the 50-day moving average crosses above the 200-day moving average, we go long SPY at the close.
3. When the 200-day moving average crosses above the 50-day moving average, we sell SPY at the close.

Amibroker code:

Buy= Cross(MA(fremmed,50),MA(fremmed,200)) ;
buyPrice= Close ;
Sell= Cross(MA(fremmed,200),MA(fremmed,50));
sellPrice=Close ;

Strategy number two:

1. The 52-week high reading sets a new 10-day high and we go long at the close.
2. We sell when the 52-week high reading sets a 10-day low.

Amibroker code:

Buy= fremmed>Ref(HHV(fremmed,10),-1) ;
buyPrice= Close ;
Sell= fremmed<Ref(llV(fremmed,10),-1);
sellPrice=Close ;

Tradestation code:

{
Strategy 131A  52-week high strategy 
Calculate a 200-day moving average and a 50-day moving average of the 52 week high indicator.
When the 50-day moving average crosses above the 200-day moving average, we go long SPY at the close.
When the 200-day moving average crosses above the 50-day moving average, we sell SPY at the close.
}

Inputs:
	LookbackSlow(200),
	LookbackFast(50);

Vars:
	High52(0);
	
High52 = Highest(Close, 252);

if Average(High52, LookbackFast) cross over Average(High52, LookbackSlow) Then
	buy this bar on close;

if Average(High52, LookbackFast) cross under Average(High52, LookbackSlow) Then
	sell this bar on close;

-------------------------------------------------------------------------

{
Strategy 131B  52-week high strategy 
The 52-week high reading sets a new 10-day high and we go long at the close.
We sell when the 52-week high reading sets a 10-day low.
}

Inputs:
	Lookback(10);

Vars:
	High52(0);
	
High52 = Highest(Close, 252);

if High52 > Highest(High52, Lookback)[1]  Then
	buy this bar on close;

if High52 < Lowest(High52, Lookback)[1] Then
	sell this bar on close;