A simple Trend-Following Strategy In The S&P 500 (Amibroker And Tradestation Code)

The strategy in plain English:

 

Buy when the close is above the 200-day moving average, and sell when it crosses below.

Entry and exits are done at the close on the same day as the signal.

 

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Amibroker code:

 

Buy= cross(close,ma(close,200);

buyprice= close;

sell= cross(ma(close,200),close);

sellprice= close;

 

 

Tradestation code:

 

If close Crosses above average(close,200)

then buy this bar at c;

If close Crosses below average(close,200)

then sell this bar at c;

 

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.