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.txt Index:2 Index Date:20070327 PL:67.65% PS:32.35% Trades:34 CL:3// LONG, %, TARGET : 7, STOP : 7, ENTRY PRICE : OPEN, DELAY: 0var Bar: integer;SetAutoStopMode(#AsPercent);InstallProfitTarget(7);InstallStopLoss(7);for Bar := 12 to BarCount - 1 dobeginif not LastPositionActive then beginif (PriceHigh(Bar-2) > PriceHigh(Bar-1)) AND(PriceHigh(Bar-1) > PriceHigh(Bar-0)) AND (PriceHigh(Bar-0)> PriceLow(Bar-2)) AND (PriceLow(Bar-2) >PriceClose(Bar-0)) AND (PriceClose(Bar-0) >PriceLow(Bar-0)) AND (PriceLow(Bar-0) >PriceLow(Bar-1)) thenBuyAtMarket(Bar+1, Open );endelseApplyAutoStops(Bar);end;// File:SPY.txt Index:1 Index Date:20070703 PL:70.59% PS:29.41% Trades:34 CL:2// LONG, %, TARGET : 7, STOP : 7, ENTRY PRICE : OPEN, DELAY: 0var Bar: integer;SetAutoStopMode(#AsPercent);InstallProfitTarget(7);InstallStopLoss(7);for Bar := 12 to BarCount - 1 dobeginif not LastPositionActive then beginif (PriceHigh(Bar-0) > PriceLow(Bar-0)) AND(PriceLow(Bar-0) > PriceHigh(Bar-1)) AND (PriceHigh(Bar-1)> PriceHigh(Bar-2)) AND (PriceHigh(Bar-2) >PriceLow(Bar-1)) AND (PriceLow(Bar-1) > app JWBK136-Harris March 25, 2008 10:50 Char Count=162 PROFITABILITY AND SYSTEMATIC TRADINGPriceLow(Bar-2)) thenBuyAtMarket(Bar+1, Open );endelseApplyAutoStops(Bar);end;// File:SPY.txt Index:1 Index Date:20070621 PL:77.78% PS:22.22% Trades:36 CL:3// LONG, %, TARGET : 7, STOP : 7, ENTRY PRICE : OPEN, DELAY: 0var Bar: integer;SetAutoStopMode(#AsPercent);InstallProfitTarget(7);InstallStopLoss(7);for Bar := 12 to BarCount - 1 dobeginif not LastPositionActive then beginif (PriceHigh(Bar-1) > PriceHigh(Bar-2)) AND(PriceHigh(Bar-2) > PriceLow(Bar-2)) AND (PriceLow(Bar-2)> PriceHigh(Bar-0)) AND (PriceHigh(Bar-0) >PriceLow(Bar-1)) AND (PriceLow(Bar-1) > PriceLow(Bar-0))thenBuyAtMarket(Bar+1, Open );endelseApplyAutoStops(Bar);end;// File:SPY.txt Index:1 Index Date:20070424 PL:83.33% PS:16.67% Trades:36 CL:2// LONG, %, TARGET : 7, STOP : 7, ENTRY PRICE : OPEN, DELAY: 0var Bar: integer;SetAutoStopMode(#AsPercent);InstallProfitTarget(7);InstallStopLoss(7);for Bar := 12 to BarCount - 1 dobeginif not LastPositionActive then beginif (PriceHigh(Bar-1) > PriceHigh(Bar-2)) AND(PriceHigh(Bar-2) > PriceHigh(Bar-0)) AND (PriceHigh(Bar-0)> PriceLow(Bar-1)) AND (PriceLow(Bar-1) > PriceLow(Bar-0))AND (PriceLow(Bar-0) > PriceLow(Bar-2)) thenBuyAtMarket(Bar+1, Open );end app JWBK136-Harris March 25, 2008 10:50 Char Count=Appendix 163elseApplyAutoStops(Bar);end;DAX Patterns1.Metastock Formula Code Metastock code for selected DAX pat-terns.Metastock® is a registered trademark of Equis International, aReuters company.{File: DAX.txt Index: 11 Index Date: 20050121 PL: 68.42% PS:31.58% Trades: 38 CL: 3}{LONG, %, TARGET: 3, STOP: 3, ENTRY PRICE: OPEN, DELA: 1}(Ref (l,-2) > Ref (h,0)) AND (Ref (h,0) > Ref (l,-3)) AND(Ref (l,-3) > Ref (l,-1)){File: DAX.txt Index: 10 Index Date: 20050331 PL: 32.26% PS:67.74% Trades:31 CL: 2}{SHORT, %, TARGET: 3, STOP: 3, ENTRY PRICE: OPEN, DELAY: 1}(Ref (h,0) > Ref (h,-1)) AND (Ref (h,-1) > Ref (h,-2)) AND(Ref (h,-2) > Ref (c,0)) AND (Ref (c,0) > Ref (l,0)) AND(Ref (l,0) > Ref (l,-1)) AND (Ref (l,-1) > Ref (l,-2)){File: DAX.txt Index: 6 Index Date: 20050223 PL: 15.63% PS:84.38% Trades: 32 CL:1}{SHORT, %, TARGET: 2, STOP: 4, ENTRY PRICE: OPEN, DELAY: 1}(Ref (c,-4) > Ref (c,-2)) AND (Ref (c,-2) > Ref (c,-3)) AND(Ref (c,-3) > Ref (c,-1)) AND (Ref (c,-1) > Ref (c,0)){File: DAX.txt Index: 4 Index Date: 20050202 PL: 80.00% PS:20.00% Trades: 30 CL:1}{LONG, %, TARGET: 2, STOP: 4, ENTRY PRICE: OPEN, DELAY: 1}(Ref (h,0) > Ref (h,-1)) AND (Ref (h,-1) > Ref (l,0)) AND(Ref (l,0) > Ref (h,-2)) AND (Ref (h,-2) > Ref (l,-1)) AND(Ref (l,-1) > Ref (h,-3)) AND (Ref (h,-3) > Ref (l,-2)) AND(Ref (l,-2) > Ref (l,-3))2.EasyLanguage Code EasyLanguage® code for selected DAX pat-terns.EasyLanguage® is a registered trademark of TradeStation Technolo-gies, Inc.{File: DAX.txt Index: 11 Index Date: 20050121 PL: 68.42% PS:31.58% Trades: 38 CL: 3}{LONG, %, TARGET: 3, STOP: 3, ENTRY PRICE: OPEN, DELAY: 0} app JWBK136-Harris March 25, 2008 10:50 Char Count=164 PROFITABILITY AND SYSTEMATIC TRADINGinput: ptarget (3), stopl (3);variables: profitprice (0), stopprice (0);if l[2] > h[0] AND h[0] > l[3] AND l[3] > l[1] then beginBuy Next Bar at open;if Marketposition = 0 then beginprofitprice = O of tomorrow (1+ptarget/100);*stopprice = O of tomorrow (1-stopl/100);*sell next bar at profitprice limit;sell next bar at stopprice stop;end;end;if marketposition= 1 then beginprofitprice= entryprice (1 + ptarget/100);*stopprice= entryprice (1 - stopl/100);*sell next bar at profitprice limit;sell next bar at stopprice stop;end;{File: DAX.txt Index: 10 Index Date: 20050331 PL: 32.26% PS:67.74% Trades: 31 CL: 2}{SHORT, %, TARGET: 3, STOP: 3, ENTRY PRICE: OPEN, DELAY: 0}input: ptarget (3), stopl (3);variables: profitprice (0), stopprice (0);if h[0] > h[1] AND h[1] > h[2] AND h[2] > c[0] AND c[0] >l[0] AND l[0] > l[1] AND l[1] > l[2] then beginSell Short Next Bar at open;if Marketposition = 0 then beginprofitprice = O of tomorrow (1-ptarget/100);*stopprice = O of tomorrow (1+stopl/100);*buy to cover next bar at profitprice limit;buy to cover next bar at stopprice stop;end;end;if marketposition= -1 then beginprofitprice= entryprice (1 - ptarget/100);*stopprice= entryprice (1 + stopl/100);*buy to cover next bar at profitprice limit;buy to cover next bar at stopprice stop;end;{File:DAX.txt Index:6 Index Date:20050223 PL:15.63% PS:84.38% Trades:32 CL:1}{SHORT, %, TARGET: 2, STOP: 4, ENTRY PRICE: OPEN, DELAY: 0}input: ptarget (2), stopl (4);variables: profitprice (0), stopprice (0);if c[4] > c[2] AND c[2] > c[3] AND c[3] > c[1] AND c[1] >c[0] then begin app JWBK136-Harris March 25, 2008 10:50 Char Count=Appendix 165Sell Short Next Bar at open;if Marketposition = 0 then beginprofitprice = O of tomorrow (1-ptarget/100);*stopprice = O of tomorrow (1+stopl/100);*buy to cover next bar at profitprice limit;buy to cover next bar at stopprice stop;end;end;if marketposition= -1 then beginprofitprice= entryprice (1 - ptarget/100);*stopprice= entryprice (1 + stopl/100);*buy to cover next bar at profitprice limit;buy to cover next bar at stopprice stop;end;{File:DAX.txt Index:4 Index Date:20050202 PL:80.00% PS:20
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