Ultimate Algorithmic Trading System

FIGURE 7.16
All dependencies and functions are nested inside their strategy algorithm.
show all the functions or dependencies included in the Strategy algorithm (see
Figure 7.16).
This is just neat way to keep track of all the code connected to a particular project
and is a relatively new feature of the EL Editor.
■ Samples of EasyLanguage
Here is a simple Commodity Channel Index (CCI) algorithm:
{CCI system utilizing 3 ATR Profit
And a 1 ATR Stop}
inputs: cciLen(20),smooth(9);
vars: myCCIVal(0);
myCCIVal = average(cci(cciLen),smooth);
If myCCIVal crosses above -100 then buy this bar on close;
If myCCIVal crosses below 100 then sellShort this bar on close;
If marketPosition = 1 then
begin
If c > entryPrice + 3* avgTrueRange(10) then sell
this bar on close;
if c < entryPrice - 1* avgTrueRange(10) then sell
this bar on close;
end;
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AN INTRODUCTION TO EASYLANGUAGE
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