十大交易系统源码（http://bbs.tb18.net/forum.php?mod=viewthread&action=printable&tid=22501）

作者:tufeiyige 时间:2012-7-21 11:22:05

据美国权威交易系统评选杂志《Futures Truth Magazine》2011 年10 月

最新发布的交易系统排名，NatGator、Catscan、DCS II 等模型的业绩

在过去一年进入了前十名榜单，前三名模型年收益率均在200%以上。
前十大交易系统排名（过去1 年）

排名交易系统名称年收益率 %

1 NatGator 237.80%

2 Catscan 222.10%

3 DCS II 215.90%

4 Strategic 173.50%

5 Sidewinder 169.90%

6 ATS 6400 169.00%

7 Aberration 167.90%

8 Waverider 166.30%

Moving Average

9 164.40%

Reversal

10 Top Ten System 162.60%

注：收益截至2011 年7 月31日，收益率计算基于3 倍保证金。

作者:tufeiyige 时间:2012-7-21 11:22:48

前十大交易系统排名（自系统发布以来）

排名交易系统名称年收益率 %

1 Delphi II Agressive 170.50%

2 Trend Finder Tiger 162.50%

3 TSL_CEL_NG_1.1 161.90%

4 Natural Gas Offense 157.60%

5 Trend Finder Lion 2 141.90%

6 Auto Core Duo 90.10%

7 Propero ES 81.80%

8 Dual Thrust 81.70%

9 TSL_SP_1.0Z 76.90%

10 Trend Weaver 74.60%

注：交易系统必须发布18 个月以上，收益截至2011 年7 月31

日，收益率计算基于3 倍保证金。

作者:tufeiyige 时间:2012-7-21 11:24:12

前十大S&P 交易系统排名

排名交易系统名称年收益率 %

1 FT Classic 107.30%

2 TSL_SP_1.0Z 76.90%

3 TSL_CEL_SP1 74.50%

4 Keystone 54.10%

5 Impetus SP 50.50%

6 Big Blue 2 49.60%

7 Strategic 500 45.50%

8 STC SP Daytrader 42.00%

9 R-Breaker 37.10%

10 %C Daybreaker 36.30%

注：排名基于系统发布以来业绩，收益截至2011 年7 月31日，

收益率计算基于3 倍保证金。

作者:tufeiyige 时间:2012-7-21 11:25:10

前十大一致性最好的交易系统

交易系统名称开发者

Aberration Keith Fitschen

Andromeda Petros Development Corp.

Brix Alfaranda CTA

Checkmate Strategic Trading Systems

Dollar Trader for

Dave Fox

Currencies

Golden SX Randy Stuckey

R-Breaker Richard Saidenberg

Ready-Set-Go longtermtrading.com

STC S&P Daytrade Stafford Trading Company

Trendchannel John Tolan

注：发布于2011 年10 月

作者:tufeiyige 时间:2012-7-21 11:26:04

交易系统类别

交易系统名称按周期分策略类别使用市场

Aberration 长线趋势多市场

Andromeda 长线趋势多市场

Brix 长线趋势多市场

Checkmate 中线趋势多市场

Dollar Trader 长线趋势外汇

Golden SX 长线趋势多市场

R-Breaker 日内趋势+反转股票指数

Ready-Set-Go 长线趋势多市场

STC S&P Daytrade 日内趋势+反转股票指数

Trendchannel 长线趋势外汇、国债

作者:tufeiyige 时间:2012-7-21 11:28:36

Aberration trading system

Aberration 交易系统由Keith Fitschen 于 1986年发明，1993年Keith

Fitschen 将该系统商业化发布，自发布之日起，该系统业绩一直名列前

茅，在1997 年、2001 年、2005 年已发布交易系统的业绩排名中该系统

均排名前十。该交易系统的特点是同时交易在8 种不同的品种上，包括

谷物、肉类、金属、能源、外汇、金融以及股指期货等。Aberration交

易系统的交易频率常常是每年交易某一品种3-4次，60%的时间都持有

仓位，平均每笔交易持仓 60天。它通过长线交易捕捉趋势来获取巨额

利润。那它如何来弥补亏损呢？因为它同时交易在多个不相关的市场，

当某一品种损失时，另一品种可能获利。在一年的时间里，总是有某一

种或者多种品种能获得巨额利润。这些大的利润弥补了那些没趋势市场

的小额亏损。Aberration 交易系统对资金进行组合管理，因此可以接受

比较大的资金量。
在这里要感谢TB网友 rookies的翻译

//------------------------------------------------------------------------
// 简称: JYXT_Aberration
// 名称: Aberration
// 类别: 公式应用
// 类型: 用户应用
// 输出:Rookies
//------------------------------------------------------------------------
Params
Numeric Length(35);
Numeric StdDevUp(2.0);
Numeric StdDevDn(-2.0);
Numeric Lots(1);

Vars
NumericSeries UpperBand;
NumericSeries LowerBand;
NumericSeries AveMa;
Numeric StdValue;

Begin

AveMa=Average(Close[1],Length);
StdValue = StandardDev(Close[1],Length);

UpperBand=Avema+StdDevUp*StdValue;
LowerBand=Avema-StdDevUp*StdValue;
PlotNumeric("UpperBand",UpperBand);
PlotNumeric("LowerBand",LowerBand);

PlotNumeric("AveMa",AveMa);
If(MarketPosition!=1 &&CrossOver(Close[1],UpperBand[1]))
{
Buy(Lots,Open);
}

If(MarketPosition!=-1 &&CrossUnder(Close[1],LowerBand[1]))
{
SellShort(Lots,Open);
}

If(MarketPosition==1 && Close[1]<AveMa[1])
{
Sell(Lots,Open);

}

If(MarketPosition==-1 && Close[1]>AveMa[1])
{

BuyToCover(Lots,Open);
}

End

连接在http://bbs.tradeblazer.net/forum ... mp;page=1#pid106745

作者:rookies 时间:2012-7-21 11:29:16

本帖最后由 rookies 于 2012-7-21 11:40 编辑

目前已经有20多套策略在跑实盘，实盘资金也在800万以上。每月目前是保持正收益。

很不错啊，向你学习，要走的路还很长

作者:tufeiyige 时间:2012-7-21 11:36:01

Andromeda trading system

Andromeda 交易系统于2001 年由Petros Development Corp 开发，是一个

长线趋势交易系统，依赖简单的数学公式完全客观地进行交易，不带主

观成分，并可以使用在多个市场。该系统于2002年4月发布，其核心

优势是在公开发布之后也依然能保持稳定业绩。

Andromeda 交易系统针

对不同的市场都是用采同一套规则和参数，并没有进行最优化处理，属

于非曲线匹配系统，样本外测试和样本内测试的结果一致，并且在发布

后将近十年的时间里得到了验证。不同大小的资金账户皆可使用，由于

是日线模型，因此不需要天天盯市，所有的进场出场指令均在下一日的

开盘执行，有时候也可能很多天没有交易。

Andromeda 平均每笔交易的持仓时间为60-65 天，该系统的一大特色是，

交易终止点不是根据价格，而是根据持仓时间而定。

作者:tufeiyige 时间:2012-7-21 11:47:16

Checkmate trading system

Checkmate 交易系统是一个独特的交易系统，该系统最大的特点是，它

的目标不是最大化利润，而是保证收益率的一致性和最大回撤最小化。

该系统在全部的品种上使用相同的交易法则和参数，因此避免了过度优

化和曲线匹配的问题。

Checkmate在进场点选择上把关严格，可能在跟

踪时同时监控多个品种，但交易很少，这使得Checkmate 使用的保证金

平均来看会比其他系统要少。因此这个系统可以让较小的账户里来交易

大额的组合。

Checkmate是中线交易系统，目的是捕捉中线趋势，它采用改进趋势过

滤，这种方法可以使Checkmate 经常能在获利最大的最近高点或低点离

场，这点和那些有大回撤的趋势系统有所不同，它能迅速止盈离场，因

此Checkmate 让交易者的心理相对舒适。

作者:tufeiyige 时间:2012-7-21 11:52:01

Golden SX trading system

Golden SX 系统发布于1995 年，到目前16 年的时间里，仅2005 年一年

不盈利。它可以同时交易在 13个不同的品种上，并且采用相同的交易

法则。Golden SX 采用一个十分有效的指标GSX Indicator，在开始交易

前会先等市场有小幅回调再介入，以此来改进交易的成功率。系统有两

种止损方法，一个是资金保护止损点，另一个是持有头寸后基于盈利的

止损，这样可以保护资金的同时保证盈利。

新的改进版本Golden SX Electronic 于2009 年发布。可以对其中2 个参

数做一定优化，也可以不优化。1983 年-2010 年的测试显示，该系统有

60%的时间持有头寸，多个市场的平均胜率在56%左右。

作者:tufeiyige 时间:2012-7-21 11:54:37

本帖最后由 tufeiyige 于 2012-7-21 11:57 编辑

R-breaker trading system

R-breaker 是一个专门使用在股票指数上的交易系统，该系统为日内交易

策略，不持仓过夜。出场指令为止损或是收盘。每天交易不超过2 笔，

很多时候一天内可能没有交易。该系统的特点是，结合了趋势和反转两

种交易方法，既进行趋势交易也进行反转交易。自1993年公开发布以

来，系统的交易法则没有改变过，该系统已经在市场上存活了 14年之

久。尤其是当指数的日内波动较大时，该系统的收益更好，反之则没有

交易机会。

在这里要感谢 TB网友穿堂风对此公式的翻译

// 简称: R_Breaker

Params
Numeric notbef(9.00);
Numeric notaft(14.55);
Numeric f1(0.35);
Numeric f2(0.07);
Numeric f3(0.25);
Numeric reverse(1.00);
Numeric rangemin(0.2);
Numeric xdiv(3);

Vars
NumericSeries ssetup(0);
NumericSeries bsetup(0);
NumericSeries senter(0);
NumericSeries benter(0);
NumericSeries bbreak(0);
NumericSeries sbreak(0);
NumericSeries ltoday(0);
NumericSeries hitoday(9999);
NumericSeries startnow(0);
NumericSeries div(0);
BoolSeries rfilter(false);
Numeric i_reverse;
Numeric i_rangemin;
Numeric i_vB;
Numeric i_vS;

Begin
i_reverse = reverse*(OpenD(0)/100);
i_rangemin = rangemin*(OpenD(0)/100);
if(BarStatus==0)
{
startnow=0;
div=max(xdiv,1);
}

if(Date != Date[1])
{
SetGlobalVar(0,0);
SetGlobalVar(1,0);
startnow=startnow+1;
ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]);
senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1];
benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1];
bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);
bbreak=ssetup+f3*(ssetup-bsetup);
sbreak=bsetup-f3*(ssetup-bsetup);

hitoday=High;
ltoday=Low;

rfilter=(hitoday[1]-ltoday[1])>=i_rangemin;
}

if(High>hitoday)
{
hitoday=High;
}
if(Low<ltoday)
{
ltoday=Low;
}
if(Time*100>=notbef and Time*100<notaft and startnow>=2 and rfilter)
{

if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0)
{
SetGlobalVar(1,10000);
}
if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1)
{
If(Low<=(senter+(hitoday-ssetup)/div))
{
SellShort(1,senter+(hitoday-ssetup)/div);
SetGlobalVar(1,Time);
Return;
}
}
if(ltoday<=bsetup and marketposition<1and GetGlobalVar(1)<1)
{
If(High>=(benter-(bsetup-ltoday)/div))
{
Buy(1,benter-(bsetup-ltoday)/div);
SetGlobalVar(1,Time);
Return;
}
}

if(marketposition==-1)
{
SetGlobalVar(0,1);
if(High-EntryPrice>=i_reverse)
{
BuyToCover(1,entryprice+i_reverse);
Return;
}
}
if(marketposition==1)
{
SetGlobalVar(0,1);
if(EntryPrice-Low>=i_reverse)
{
Sell(1,entryprice-i_reverse);
Return;
}
}

if(marketposition==0)
{
if(High>=bbreak and GetGlobalVar(0) == 0)
{
Buy(1,bbreak);
Return;
}
}
if(marketposition==0)
{
if(low<=sbreakand GetGlobalVar(0) == 0)
{
SellShort(1,sbreak);
Return;
}
}

}

if(Time*100>=notaft and Time<0.1600)
{

if(marketposition==-1)
{
BuyToCover(1,Open);
}
if(marketposition==1)
{
Sell(1,Open);
}

}
End

连接http://bbs.tradeblazer.net/thread-15508-1-1.html

作者:tufeiyige 时间:2012-7-21 12:00:31

Ready-Set-Go trading system

Ready-Set-Go 交易系统是一个长线交易系统，可以使用在多个市场，自

2000 年公布以来都是使用相同的法则和参数，参数值可以根据市场趋势

强弱自动调整。该系统可以使用在多个市场，自1970 以来至2011 年中，

系统交易于8 个市场，在扣除每笔交易100 美元费用后平均收益率43%，

平均每年每个市场交易3-4 笔。

Ready-Set-Go 的进场点和离场点均会随趋势强度的变化而变化，持仓时

间从一两周至半年不等，极少数情况会持仓1 年。该系统只有50-60%

的时间是持有头寸的。它的止损方式是基于波动率过滤的移动止损，可

以为百分比止损，或是资金止损。

作者:tufeiyige 时间:2012-7-21 12:03:10

STC S&P Daytrade trading system

该交易系统由Stafford Trading Company 开发，是一个日内交易系统,全

称为"STC Volatility Based S&P Daytrade"。它的目标是捕捉日内上涨或下

跌的波动，不论在牛市还是熊市均可获利。并且该系统仅用于股票指数。

该系统在1997年至2011 年的15年测试中仅2005 和2006 两年出现略微亏损。

该系统每月平均交易10 笔左右，每天交易不超过2笔。市场总是有起

有伏，该系统首先采用"Price Trend Indicator"价格趋势指数来判断市场是

超买还是超卖，超买的市场应该卖出头寸，超卖的市场应该买入头寸。

第一笔交易进场方法是根据开盘价设一个区间，高于开盘价某些点位即

买入，低于开盘价某些点位即卖出。日趋势通常会在3-4 天后改变方向，

或是遇到跳空开盘，这些日子被称为"key reversal days"关键转折日。这

种日子在目前的市场正在不断增多，因此有一套"Superior Clear-Out

ReversalEnhancement" 系统来帮助找出反转信号并开始新方向的交易。

最后，该系统每天都有不同的风险暴露，因此需要设臵止损，系统采用

"Dynamic Risk Exposure Stops"方法止损。

作者:dengwu 时间:2012-7-22 10:30:04

顶啊，好贴。支持源码。

作者:tufeiyige 时间:2012-7-22 10:41:37

征集下列交易系统源码我将改为TB源码供大家使用

50001 Omega Research Prosuite2000i Platinum Edition Build 822 (Real-time/EOD version)
50002 Omega Research - Easy Language Manual
50003 Omega Research - Data Vendor Developers Kit b771
50004 Omega Research - Prosuite Updates (SP5 Release -2005 included)
50005 Omega Research - Developer's Kit
50006 Omega Research - Historybank CD (SP5 Release)

50007 $%B I
50008 $%B II
50009 $BollingerBand
50010 %C DT System (For TS4)
50011 %C-DT #1 & #2 (For TS)
50012 12System (For TS)
50013 1st 2h channel (For TS)
50014 1st Hour System
50015 3 Line Break (For TS)
50016 3:15pm
50017 3-28 (For TS)
50018 5 Day Mov. Avg. Less Mov. Avg. of Close of Prev 3 Weeks
50019 5Day Momentum (For TS)
50020 5vb by Kent Calhoun
50021 7winpack (For TS)
50022 A Market Bottom pattern for S&P Futures
50023 Aberration (For TS)
50024 Aberration2
50025 Abraham System and Indicator (For TS)
50026 Adaptive ELA by C.Lee (For TS)
50027 Adaptive Indicators v2.0 (For TS2000i)
50028 Adaptive Moving Average by Perry Kaufman
50029 Adaptive Moving Average System by Perry Kaufman
50030 Adaptive Stochastic Oscillator by Tushar Chande
50031 ADk1Floor (For TS)
50032 ADX - MovAvg Combo by Daniel Chesler
50033 ADX Indicator
50034 ADX w-Level by Daniel Chesler
50035 Alternating Swings
50036 AndrewsPitchfork v2 Indicator (For TS)
50037 AS S&P Bear System (For TS)
50038 AS S&P Raptor System (For TS)
50039 ASC Trend Clone (For TS)
50040 ASC Trend Pro Deluxe v3.03 for TS2000i
50381 -removed-
50041 AST Reversal Patterns (For TS)
50042 Atlanta Studies
50043 ATS (For TS)
50044 Automated Support and Resistance
50045 Bail3 For Daily System (For TS)
50046 BailOut
50047 Balance Of Power (BOP) by Igor Livshin
50048 Band Width Indicator
50049 Better Bollinger Bands by Dennis McNicholl
50050 Bill Blau's Ergodic Oscillator (ELA code)
50051 Bill Williams Indicators (For TS)
50052 Bill Williams Indicators (More (For TS))
50053 Binary Wave Study (For TS)
50054 BioComp Profit (system archives)
50055 Bob Buran Systems (For TS)
50056 Bollinger Bands on OBV
50057 Bond Futures LR Surfing Indicator by Dennis Meyers, PhD
50058 Bos Bse Ls Market system (For TS)
50059 BOS BSE LS Mkt System (For TS)
50060 Botton Fishing (For TS)
50061 Braincel v4.0 (For TS)
50062 BreakOut II (For TS)
50063 Breakout System by Leo J Zamansky, PhD, and David C Stendahl
50064 Breakout_Range2 by Mark Vakkur
50065 Broken Arrow (For TS)
50066 Buff Averages by Buff Dormeiers
50067 Bull Eye Indicators and Paint bars (For TS)
50068 Bullseye Indicators & Paintbars (For TS)
50069 Buy Data1 when Data2 Crosses a Moving Average
50070 Buy Monday and Sell Monday
50071 Buy Monday or Tuesday System
50072 C DT System (For TS4)
50073 Calhoun (For TS)
50074 Candle Code by Viktor Likhovidov
50075 Candle Forecaster Expert (For TS) (EL Code Revealed)
50076 CandleStick Patterns Indicator (For OR)
50077 Carls Volatility Low (For TS)
50078 Catching Waves with a Multi-Cycle Momentum Model (For TS)
50079 Catscan (For TS)
50080 CFB Trading System
50081 Chaikin Volatility
50082 Chande's RAVI
50083 Channel (For TS)
50084 Charles Le Beau - 25 x 25 BOND Trading System + Manual (For TS) (EasyLanguage code disclosed)
50085 Charles Le Beau - Big Dipper Bond Trading System (For TS)
50086 Charles Le Beau - Crossbow (For TS)
50087 Charles Le Beau - First Sword Yen Trading System + Manual (For TS)
50088 Charles Le Beau - MACK NYFE System (For TS)
50089 Charles Le Beau - MACK Trading System + Manual (For TS)
50090 Charles Le Beau - PRUDENT S&P Trading System + Manual (For TS)
50091 Charles Le Beau - Roughneck CO Trading System + Manual (For TS)
50092 Charles Le Beau - Strategic Swiss Franc (For TS)
50093 Cherry Picker (For TS)
50094 Close From One Day To The Next
50095 COA Ctg (For TS)
50096 Cole_s Range (For TS)
50097 Combine Indicator
50098 Commando (For TS)
50099 Commando II Trading System for TS
50100 Compressed Functions (For TS)

作者:tufeiyige 时间:2012-7-22 10:43:05

50101 Confluence 3
50102 Confluence Indicator (For TS)
50103 Confluence Ver2
50104 Conner 19 by Michael Connor
50105 Continuous High-Low
50106 Cooper (For TS)
50107 Coppock Curve Indicator
50108 Cosine IFM by John Ehlers
50109 CrossbowEla By Chack
50110 Cumulative Market Thrust Line
50111 Cup - With - Handle (For TS)
50112 Cup & Handle
50113 CYCLE (For TS)
50114 Cycle Surfer Indicators & Systems
50115 Cycle Trader Collection (For TS)
50116 Cycle Trader Collection (For TS)
50117 CycleFinder (For TS)
50118 CycleTrader - All Versions
50119 CycleTrader 5 (For TS)
50120 Dale Legan - Catching Waves with a Multi-Cycle Momentum Model (For TS)
50121 Dale Legan - Indicators (For TS)
50122 David Wright's Spoon (For TS)
50123 Day Care System (For TS)
50124 Day Traders Talking Toolbox (For TS)
50125 DBS 9.2 (a)
50126 DBS Trading System (For TS)
50127 DBS-B
50128 DBS-Break
50129 DBS-Day
50130 DBS-March
50131 DBS-Where
50132 Delayed Channel Breakout
50133 Delta Phenomenon TS4
50134 DEMA1 filter
50135 DeMarker Indicator
50136 Dennis Meyers' advanced short-term systems and indicators (For TS)
50137 Dennis Meyers' basic short-term systems and indicators (For TS)
50138 Dennis Meyers' Short Term Indicators v2 and Long Term v4 and v5 (For TS)
50139 Dennis Meyers' super walk forward optimizer (For TS)
50140 Dennis RSI Trading System
50141 Derivative Moving Average
50142 Detrend Indicator
50143 Detrended Price Oscillator (For TS)
50144 DGL Finder Convergence Indicator (For TS)
50145 Di Napoli Indicators (For TS)
50146 DiNapoli 5 by Joseph DiNapoli
50147 Displaced Moving Average
50148 Displaced Weighted Average
50149 Displaced XAverage
50150 Distance Coefficient Ehlers Filter by John Ehlers
50151 Divergence Index
50152 Divergence Indicators
50153 DMark Key System (For TS)
50154 Dmi (For TS)
50155 Double Smoothed Exponential Moving Average
50156 DoubleTopBot System by Murray Ruggiero
50157 Doubly Adaptive Profit Targets by Chuck LeBeau
50158 Dr John Clayburg indicators
50159 Dr. Elder Systems (For TS)
50160 Dual Color History (For TS)
50161 Dual Time Frame Moving Average
50162 DualThrust (For TS) (EasyLanguage code disclosed)
50163 Dunnigan's Way (For TS)
50164 Dynamic Momentum Idx
50165 Dynamic Zones by Leo Zamansky and David Stendahl
50166 E2 Bonder by Joe Krutsinger
50167 EasyLanguage Template Assistant For The PowerEditor (For TS)
50168 Ehlers Filter by John Ehlers
50169 Ehlers indicator (For TS)
50170 Ehrlich17 by Stan Ehrlich
50171 ELA_Breaker & OR_Patch & OR_Edit32
50172 Elder Ray (EMA 13, Bull Power, BearPower)
50173 Ellery Coleman`s - Systems and Indicators (For TS)
50174 Elliott Wave System
50175 Enhancing On-Balance Volume and Negative Volume
50176 EntryPoint 2000i (For OR)
50177 EntryPoint v2.2 (For TS4)
50178 Equity Curve Ind (For TS)
50179 Espday - for Omega 2000I
50180 ETS Dynatrend 2000 (For TS)
50181 ETS Trading System By Michael Mermer (For TS)
50182 eVwma by Christian Fries
50183 Exiting Partially
50184 FidXSys
50185 First 2 Hour Channel System
50186 FJK_PF Function
50187 Flexible RSI (For TS)
50188 Float Analysis
50189 Force Index
50190 Fox31 by David Fox
50191 Fractal Dimension (For TS)
50192 FT Indicators dll
50193 Futures Roll Over
50194 Gann Pivot (For TS)
50195 Gap-Trading System by Stéphane Reverre
50196 Gary Smith Systems (For TS)
50197 Garys Parabolic Average (For TS)
50198 GarySmith (For OR)
50199 Genetic Trader for Futures - OR
50200 Genetic Trader for Stock - OR
50201 Gettess 30 by Lee Gettess
50202 GMWA
50203 Greg Morris (For TS)
50204 Gunslinger (For TS)
50205 Gunslinger2 (for TS)
50206 HamnEggs
50207 HI LO Activator Indicator
50208 HI LO Activator Signal
50209 High Percentage Trading System by Michael R Bryant
50210 HighLow
50211 Hilbert Channel Breakout System by John Ehlers
50212 Hilbert Channel Indicator by Roger Darley
50213 Hilbert Transform by John Ehlers
50214 Hilbert_DTMentor (For TS)
50215 Historical Volatility and Pattern Recognition
50216 Historycal Volatility Ratio for TS
50217 HisVol w- Patterns by Laurence Connors and Linda Raschke
50218 Hit and Run (for TS)
50219 Hogwash by Robert R. Steward (Pivot Formula)
50220 Honey Baked
50221 HPI Custom
50222 Hybrid system No1
50223 Ichimoku Charts by Ken Muranaka
50224 Identifying Market Trends
50225 Identifying Powerful Breakouts Early
50226 Identifying Significant Chart Formations
50227 IE-2 by Tim Tillson
50228 Inside Advantage (For TS)
50229 Insight (For TS)
50230 Instantaneous Trend Line by John Ehlers
50231 Investor's Dream for MS & TS + Manuals
50232 I-Q IFM by John Ehlers
50233 J Curtis (For TS)
50234 Jack SchwagerOs Complete Guide to Designing and Testing Trading
50235 Jan Arps Swing Box (For TS)
50236 Jan Van Arps (For TS)
50237 Jensen collection of several indicators and systems
50238 Jmj Book (For TS)
50239 Joe Krut's 12 Ultimate Systems (For TS)
50240 John F. Clayburg - Custom TradeStation Programming (For OR)
50241 Jurik - (For TS4 (Block 7925))
50242 Jurik - JMA, CFB, DDR, VEL, WAV (For TS 2000)
50243 Jurik - New (For TS4)
50244 Jurik for TS2000 with UserID 1 FULL
50245 Kalman Filter
50246 Kalman Filter Function
50247 Kase (For TS)
50248 Kase 30 by Cynthia Case
50249 Keltner channel indicator
50250 Klinger Volume Oscillator by Stephen Klinger
50251 Lag Measurament (For TS)
50252 Larry Williams Inner Circle Indicators (For TS)
50253 Larry William's Systems (for TS4 & 2000)
50254 Learn to use Expert Commentary (For TS)
50255 Linda Raschke - LBR Edge (For TS)
50256 Linda Raschke Critical Day (For TS)
50257 LindaSystems (for TS)
50258 Linear Regression Channel (For TS)
50259 Linear Regression With Calc (For TS)
50260 LinearRegression2 ELA with code
50261 LMS Predictor by John Ehlers
50262 Long Trends
50263 Luna
50264 MACD Cross
50265 Macd Momentum
50266 Macd Momentum System
50267 MACD RS
50268 Macd RS Ratio
50269 Macd RS Ratio 2
50270 Mangeeze Program (For TS)
50271 Mark SP%R
50272 Market Analytics - Exhaustion Bars (For TS)
50273 Market Analytics - Fractal Toolkit (For TS)
50274 Market Analytics - Ma_Predict (For TS)
50275 Market Analytics - Momentum Toolkit (For TS)
50276 Market Annihilator System (For TS)
50277 Market Blueprint 7 ela zip file with many many commercial indicators and systems
50278 Market Reactivity System by Al Gietzen (For TS)
50279 MATCH
50280 Matheny tcbr system (For TS)

作者:tufeiyige 时间:2012-7-22 10:44:06

50281 MBBO System (For TS)
50282 McClellan and Summation Index
50283 Meander system v1
50284 Measure Cycle Period by John Ehlers
50285 Mesa2000 (For TS)
50286 Mesa98 v4.1 (For TS)
50287 Mesa98J (For TS)
50288 MesaDow (For TS)
50289 MesaMini (For TS)
50290 Mindfire Systems - Catscan (For TS) (EL Code Revealed)
50291 Misc TS Indicators & Systems - The Pit
50292 MOB Wolfe (For TS)
50293 Modified Moving Averages by Joe Sharp
50294 Mom v1.4.4 (For TS)
50295 Momentum AND Fourier - WAMI Optimization
50296 Momentum AND FourierWAMI Optimization
50297 Money Flow Indicator (Chaikin)
50298 MonteCarlo (For TS)
50299 Mov Avg - Supp-Res
50300 Mov Avg Sine-Weightd
50301 Mov Avg X 2_20 by David Landry
50302 Mov Avg X 2_20 System by David Landry
50303 Mov. Average Envelope Displaced
50304 MovAvgCrossExp
50305 Moving Average Adjuster
50306 Moving Averages with Resistance and Support by Dennis Tilley
50307 Moving Averages with Resistance and Support by Dennis Tilley 2
50308 Moving Beyond the Closing Price by Thomas Stridsman
50309 MSX System for TS
50310 Multivote OBV
50311 Murrey Math - Indicator (For TS)
50312 MWD XAverage Indicator
50313 Mx Capital trading (For TS)
50314 Narrow Sideways Channel
50315 NATT 2000 (For TS)
50316 NATT Collection (For OR)
50317 Neal Weintraub ELA code - TickleMeNeal - (for TS)
50318 Neely31 by Gleen Nelly
50319 Negative Volume Indicator
50320 New Market Paradigm (latest update)
50321 New Market Paradigm by Walt Downs A
50322 New Market Paradigm by Walt Downs B
50323 New Market Paradigm by Walt Downs C
50324 NewHPI Function
50325 Ninja Turtle (For TS)
50326 Nonlinear Ehlers Filter by John Ehlers
50327 OBVDI System by Phillip Holt
50328 OBVDI w- Avg by Phillip Holt
50329 Ocean (For TS)
50330 Offset Anything Indicator
50331 Omega Research - Portfolio Maxmizer (for TS4)
50332 OmniCom v5.17 (for TS2000)
50333 On Balance Volume Average
50334 On Balance Volume Percentage
50335 One Night Stand by Joe Krutsinger
50336 One Point Two Eight
50337 Optimal Tracking Filter by John Ehlers
50338 Osc Normalization by Brian Bell's
50339 Paint Alternating Sessions (For TS)
50340 Paint Day of Week (For TS)
50341 Parabolic System
50342 Pathfinder Currency by Nelson Freeburg
50343 Pathfinder Trading System
50344 Perry Kaufmann (For TS)
50345 Phase - Technical analysis indicator library & methodology for TS
50346 Phase Calculation 1(For TS)
50347 Phase Calculation by John Ehlers
50348 Phase Locked (For TS)
50349 PI Trading System (For TS)
50350 Pinpoint Systems (For TS)
50351 Pivot Point Average by Jayanthi Gopalakrishan
50352 Pivot Point for Trading
50353 Pivot Point Levels by Jayanthi Gopalakrishan
50354 Pivotal Trading by John Ehlers
50355 Pivots (For TS)
50356 PLAD System - Mutual Fund timing System Very good track record
50357 PlayWave Addon (For TS4)
50358 Point of Balance Oscillator by Walter Downs
50359 Polarized Fractal Efficiency
50360 PopSteckle by David Steckler
50361 Positive Volume Indicator
50362 PrecisionTrader - BuySell Point Indicator (For TS)
50363 Price- and Volume- Based System
50364 Probabilities From Quantitative Trading and Money Management
50365 Profitability-Test v2.0 (For TS)
50366 ProSuite Indicator Pkg by Trade Concepts (For TS)
50367 PSG Sys #1 Intraday (For TS)
50368 Quantum Leap (For TS)
50369 R Brooks (For TS)
50370 R Oscillator
50371 Rainbow Charts by Mel Widner
50372 Random Walk Index (For TS)
50373 RangeBrk (For TS)
50374 Raschke-Connors Anti (For TS)
50375 R-Breaker System (For TS)
50376 Reactivity Indicator by Dave DeLuca (For TS)
50377 Recurrence IV System (For TS)
50378 Recursive Moving Trendline Indicator by Dennis Meyers, PhD
50379 Recursive Moving Trendline System by Dennis Meyers, PhD
50380 Remarkable S & P Trading System v1.3 (For TS)
50382 Reverse Engineering
50383 RicoInd
50384 R-Mesa (For TS)
50385 R-Mesa3 (For TS)
50386 R-Mesa4 (For TS)
50387 Roos Hook for TS
50388 Roy Kelly's Money Maker (For TS)
50389 RPB Best Correlation Indicator (For TS)
50390 RS system No 1
50391 RSI Above 50 &amp RSI Below 50 PaintBar Studies by Thom Hartle
50392 RSI Oscillator by Thom Hartle
50393 R-Squared by Jack Karczewski
50394 Ruggerio Indicators (For TS)
50395 Ruggiero Stock Traders Toolbox (For TS)
50396 Safir v3.2 (For TS)
50397 SaittaTrend
50398 SCCHANDE
50399 Seasonal SB – Short by John Momsen
50400 Seasonal Trade by John Momsen
50401 Sector *Wiz* Systems
50402 Serendipity v1.1 - Bond Trading System (For TS) (EasyLanguage code disclosed)
50403 SHARK-32 System by Walter T Downs
50404 Sideways
50405 Signal to Noise Ratio (SNR) by John Ehlers
50406 Signaling Change with Projection Bands
50407 Simple Adv (For TS)
50408 Simple Futures MA Indicator by Jay Kaeppel
50409 Simple futures MA System by Jay Kaeppel
50410 Simple Futures Trading System
50411 Simplicity System (For TS)
50412 Sine Wave Indicator by John Ehlers
50413 SirTrade 2000 (For TS)
50414 SirTrade Cycle (For TS)
50415 SirTrade Cycle dll (MEM, FFT, Lomb periodogram)
50416 SirTsd98 (For TS)
50417 SKT Binary Wave (For TS)
50418 Smoothin Techniques For More Accurate Signals
50419 Sophie (For TS)
50420 Spike 35 (For TS)
50421 Spiral (For TS)
50422 Squat Bars (For TS)
50423 Squelch Indicator by John Ehlers
50424 Stafford SP Day Trading System (For TS)
50425 Standard Error Bands
50426 Standard Error Bands by Jon Andersen
50427 Stenberg Brothers AST Indicators (For TS)
50428 Stephen J. Klinger - Volume Osc
50429 Stochastic Indicator by Robert Zellner
50430 Stochastic RSI and Dynamic Momentum Index
50431 Stochastic S&C
50432 Stochastic System by Robert Zellner
50433 Stochastics by Stuart Evens
50434 Street Smarts Swing Trading Indicators (For TS)
50435 Stuart Evens - Stochastics
50436 Stuckey 19 by Randy Stuckey
50437 Success System (For TS)
50438 Support and Resistance Indicator by Mel Widner
50439 Support and Resistance System by Mel Widner
50440 Sup-Res (For TS)
50441 Swing Activator System (For TS)
50442 Swing Trader (For TS)
50443 Swing Trader Trendline
50444 Swing Wave Indicator
50445 Symmetrical Shark Indicator by by Walter T_ Downs
50446 SystemA by George Pruitt
50447 SystemB by George Pruitt
50448 SystemC by George Pruitt
50449 SystemD by George Pruitt
50450 SystemE by George Pruitt
50451 T3 by Tim Tillson
50452 TAStoch Indicator
50453 TD_Scalper (For TS2000i, TS, Excel)
50454 TEMA Indicator
50455 Test IDNR4
50456 Tether Line
50457 TFS Indicator
50458 TFS System by Bryan Strain
50459 The 2-20-Day EMA Breakout System
50460 The Market Facilitation Index
50461 The MOM144 Day Trading System & Lit (For TS)
50462 The Murrey Math Trading System (For TS)
50463 The S&P 500 Seasonal Day Trade
50464 Three-Line Break Chart
50465 Tick Days
50466 Tim Tillson's T3 Average(For TS)
50467 Times Series Forecast Indicator (For TS)
50468 Todd Mitchell indicators (For TS)
50469 Tom De Mark (For TS)
50470 Tom De Mark (More (for TS))
50471 Tom Demark_ Scalper System (For TS)
50472 Trade Cycles v2.0 (For TS)
50473 Trader's Tips Exclusive - His Volatility
50474 Trades after the fact
50475 TradeStation Systems & Indicators (Pkg's 1 & 2)
50476 TradeStation Trading Systems & Indicators Collection (25Mb Archives)
50477 TradeStation&trade - Bond Futures LR Surfing System by Dennis Meyers, PhD
50478 TradeWorks - Random Number Generator (for TS)
50479 Trend Reflection Trading System
50480 Trend Rider (For TS)

作者:tufeiyige 时间:2012-7-22 10:44:19

50481 Trend StdDev (For TS)
50482 Trend Trader (For TS)
50483 TrendChannel Pro (For TS)
50484 TrendySys (For TS)
50485 TRIX Indicator
50486 TRIX Indicator (For TS)
50487 TRIX System
50488 True Contrarian (For TS)
50489 True Range Breakout
50490 TrueContrarian
50491 TSCI - TrendWatch for TS
50492 TSCIFIX (For TS)
50493 TSCITrendwatch (For TS)
50494 TSF System
50495 TS-GET v7 Data Transfer + Manual (for TS)
50496 Turtle
50497 Uni-Channel Indicator
50498 Upside-Downside Volume
50499 US30MESA (For TS)
50500 Variable Volatility Stops
50501 Variation B of Dynamic Breakout System (For TS)
50502 Vertical Horizontal Filter by Jayanthi Gopalakrishnan
50503 VIDYA by Tuschar Chande
50504 VIDYA Variation
50505 VIMA by RG Boomer
50506 VirtualTrader v2.05 (For TS)
50507 VitRates (For TS)
50508 Volatility Reversals
50509 Volume Accumulation Percentage
50510 Volume-Weighted Average
50511 WA Trading Package (For TS)
50512 Wagner 31 by Gary Wagner
50513 Walter Bressert Indicators
50514 Walter Bressert Profit Trader 5 (For TS)
50515 Walter Bressert Stochastic Indicators for TS
50516 Walter Bressert's - The Cycle Trading Manual & ELA
50517 Weekly S&P Trading System
50518 Whisper System (For TS)
50519 William Tell Coffee (Black Box Version (For TS))
50520 Williams 19 by Bill Williams
50521 Williams 19 by Larry Williams
50522 Winmidas (For TS)
50523 Winning Edge (For TS)
50524 Wisdom Of The Ages (For TS)+ Manual
50525 Wolfe Waves (For TS)
50526 WonderBars (For TS)
50527 Workspace Conversion Utility for eASCTrend v6.0
50528 WWLink for TS & SC
50529 Zero Balance
50530 ZigZag

作者:lanhai123 时间:2012-7-22 13:45:40

这个是著名的Asctrend的源码（mt4），楼主能不能帮忙译成TB的代码，大家共同学习。

int start()
{

double value2;
double value3;
double value10=10;
double value11;
double x1=70;
double x2=30;
int TrueCount;
int counter;
int MRO1;
int MRO2;
int i1;
double Range;
double AvgRange;
double val1;
double val2;
double Table_value2[500][2];
int counted_bars=IndicatorCounted();

value10=3+RISK*2;
x1=67+RISK;
x2=33-RISK;
value11=value10;
//----------------------------

if(counted_bars<0) return (-1);
if(counted_bars>0) counted_bars--; //last bar recounted
int i;
int shift = Bars-counted_bars-1;
if (shift > AllBars) shift = AllBars;

for(i=shift; i>0; i--)
{

counter=i;
Range=0;
AvgRange=0;
for (counter=i ;counter<=i+9;counter++)
{
AvgRange=AvgRange+MathAbs(High[counter]-Low[counter]);
}
Range=AvgRange/10;

counter=i;
TrueCount=0;
while (counter<i+9 && TrueCount<1)
{
if (MathAbs(Open[counter]-Close[counter+1])>=Range*2.0 )
TrueCount++;
counter++;
}

if (TrueCount>=1)
MRO1=counter ;
else
MRO1=-1;

counter=i;
TrueCount=0;
while (counter<i+6 && TrueCount<1)
{
if(MathAbs(Close[counter+3]-Close[counter])>=Range*4.6)
{TrueCount++;}
counter++;
}

if(TrueCount>=1)
MRO2=counter;
else
MRO2=-1;

if (MRO1>-1)
value11=3;
else
value11=value10;

if (MRO2>-1)
value11=4;
else
value11=value10;

value2=100-MathAbs(iWPR(NULL,0,value11,i));
Table_value2[0]=i;
Table_value2[1]=value2;
val1=0;
val2=0;
value3=0;
//------------------- val1
if (value2<x2 )//x2 = 30
{
i1=1;
while (Table_value2[i+i1][1]>=x2 && Table_value2[i+i1][1]<=x1)
{i1++;}

if (Table_value2[i+i1][1]>x1)
{
value3=High+Range*0.5;
val1=value3;
}
}

//------------------- val2
if ( value2>x1) // x1 = 70
{
i1=1;
while (Table_value2[i+i1][1]>=x2 && Table_value2[i+i1][1]<=x1)
{i1++;}

if (Table_value2[i+i1][1]< x2)
{
value3=Low-Range*0.5;
val2=value3;
}
}

if (val2!=0 && up==0 )
{
val1buffer= val2-1*Point;
up=1;
dn=0;
if(shift<=2)
{
Alert (Symbol()," ",Period(),"MAsctrend BUY ");
}
}
if (val1 !=0 && dn==0)
{

val2buffer= val1+1*Point;
dn=1;
up=0;
if(shift<=2)
{
Alert (Symbol()," ",Period(),"M Asctrend SELL ");
}
}

}
return(0);