EURUSD Trading Strategy (Amibroker And Tradestation Code)
The original article can be found here.
Code in plain English:
- We short at the close of the first trading day of a new month, and
- We cover at the close of the tenth trading day.
Amibroker code:
Short= Month() != Ref(Month(),-1) AND C>Ref(C,-22);
shortPrice=Close;
Cover= 0;
coverPrice=Close ;
Tradestation code:
{
Strategy - EURUSD Trading
https://www.quantifiedstrategies.com/lessons/eurusd-trading-strategy-amibroker-code/
}
if Month(Date) <> Month(Date[1]) AND Close > Close[22] Then
Sellshort this bar on close;
if Barssinceentry(0) >= 10 Then
Buytocover this bar on close;
