СИСТЕМА НА TRIX

Type: Function, Name: NewTRIX

Inputs: Price(NumericSeries), Length(NumericSimple);
Vars: LogP(0), alpha(0), sm1(0), sm2(0), sm3(0);

LogP = Log(Price);

IF CurrentBar = 1 Then Begin
sm1 = LogP;
sm2 = LogP;
sm3 = LogP;
alpha = 2 / (Length + 1);
End Else Begin
sm1 = (LogP — sm1) * alpha + sm1;
sm2 = (sm1 — sm2) * alpha + sm2;
sm3 = (sm2 — sm3) * alpha + sm3;
NewTrix = (sm3 — sm3[1]) * 100;
End;

Type: System, Name: TRIX System S&C

Inputs: Price(Close), TrixLen(3), TSLen(8), ZeroCrss(«Y»), AvgCrss(«Y»);
Vars: TRXval(0), AvgTRX(0), Zero(0);

TRXval = NewTRIX(Price, TRIXLen);
AvgTRX = LinearRegValue(TRXval, TSLen, 0);

IF UpperStr(ZeroCrss) = «Y» Then Begin
IF TRXval Crosses Above Zero Then
Buy («B_ZCrss») This Bar on Close;
IF TRXval Crosses Below Zero Then
Sell («S_ZCrss») This Bar on Close;
End;

IF UpperStr(AvgCrss) = «Y» Then Begin
IF TRXval Crosses Above AvgTRX Then
Buy («B_AvgCrss») This Bar on Close;
IF TRXval Crosses Below AvgTRX Then
Sell («S_AvgCrssS») This Bar on Close;
End;