The 200-Day Moving Average (Amibroker And Tradestation Code)

The original article can be found here.

This lesson has the code for Jeremy Siegel’s version of the doo-day moving average:

The strategy in plain English

• Buy when the close is 1 percent above the 200-day moving average.
• Sell when the close is 1 percent below the 200-day moving average.

Amibroker code:

 

MovingAverageEntry= MA(C,200) + (MA(C,200)*.01) ;
MovingAverageExit= MA(C,200) – (MA(C,200)*.01) ;

Buy= Cross(Close,MovingAverageEntry);
buyPrice=Close;
Sell= Cross(MovingAverageEntry,Close);
SellPrice=Close;

 

TradeStation code:

If c > average(c,200)*1.01 then buy this bar at close;
If c < average(c,200)*0.99 then buy this bar at close;