The Big Three Trading Strategy (Amibroker And Tradestation Code)

The original article can be found here.

Amibroker code:

Strategy 1:

If the IBS is below 0.1, we buy QQQ at the close.
We sell at the close when the IBS is above 0.9.

ibs=(C-L)/(H-L) ;

Buy = ibs<0.1 ;

BuyPrice=Close;

Sell = ibs>0.9;
SellPrice=Close;

Strategy 2:

1. When the 2-day RSI is below 10, we go long at the close.
2. When the 2-day RSI is above 90, we sell at the close.

Buy = RSI(2)<10 ;

BuyPrice=Close;

Sell = RSI(2)>90;
SellPrice=Close;

Strategy 3:

1. When the 100-day ADX is above 7, we are long S&P 500.
2. When the 100-day ADX is below 7, we are out of the market.

Buy = ADX(100)>7 ;
BuyPrice=Close;
Sell = ADX(100)<7 ;
SellPrice=Close;

Tradestation code:

{
Big three strategy (no 144A):
If the IBS is below 0.1, we buy QQQ at the close. 
We sell at the close when the IBS is above 0.9.
}

Inputs:
	BuyTreshold(0.1),
	SellTreshold(0.9);
	
Vars:
	ibs(0);

ibs=(C-L)/(H-L);

if ibs<BuyTreshold Then
	Buy this bar at close;
	
if ibs>SellTreshold Then
	Sell this bar at close;

{
Big three strategy (no 144B):
When the 2-day RSI is below 10, we go long at the close. 
When the 2-day RSI is above 90, we sell at the close. 
}

Inputs:
	Lookback(2),
	BuyTreshold(10),
	SellTreshold(90);
	
if RSI(C,Lookback)<BuyTreshold Then
	Buy this bar at close;
	
if RSI(C,Lookback)>SellTreshold Then
	Sell this bar at close;

{
Big three strategy (no 144C):
When the 100-day ADX is above 7, we are long S&P 500.
When the 100-day ADX is below 7, we are out of the market.
}

Inputs:
	Lookback(100),
	BuyTreshold(7),
	SellTreshold(7);
	
if ADX(Lookback)>BuyTreshold Then
	Buy this bar at close;
	
if ADX(Lookback)<SellTreshold Then
	Sell this bar at close;