http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=20936 http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=21000
另： Dynamic Breakout II from "Building Winning Trading Systems That Work with Tradestation" http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=28885 Pullback Trader Pullback trading system described in "Beyond Technnical Analysis" by Tushar Chande. The system attempts to buy 5 day pullbacks in an uptrend (the reverse for shorts). I have added a filter to check the slope of the moving average which defines the long term trend. http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=20739