Ultimate Algorithmic Trading System

Function Xaverage(dataList, prevXavg, length, index, offset)
Function Xaverage(dataList, prevXavg, length, index, offset)
If prevXavg = 0 Then
Xaverage = dataList(index - offset)
Else
Xaverage = prevXavg + 2 / length * (dataList(index
- offset) - prevXavg)
End If
End Function
Sub MACD(dataList, shortLen, longLen, smooth, myMacd, mySmoothMacd,
xMavg1, xMavg2, index, offset)
Sub MACD(dataList, shortLen, longLen, smooth, myMacd,
mySmoothMacd, xMavg1, xMavg2, index, offset)
If xMavg1 = 0 And xMavg2 = 0 Then
xMavg1 = dataList(index - offset)
xMavg2 = dataList(index - offset)
myMacd = 0
mySmoothMacd = 0
Else
xMavg1 = xMavg1 + 2 / shortLen * (dataList(index
- offset) - xMavg1)
xMavg2 = xMavg2 + 2 / longLen * (dataList(index
- offset) - xMavg2)
myMacd = xMavg1 - xMavg2
mySmoothMacd = mySmoothMacd + 2 / smooth * (myMacd - mySmoothMacd)
End If
End Sub
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EXCEL SYSTEM BACKTESTER
Sub Stochastic(kLen, dLen, dSloLen, kVal, dVal, dSloVal, index, offset)
Sub Stochastic(kLen, dLen, dSloLen, kVal, dVal, dSloVal, index, offset)
Dim index1, index2, hh, ll, sum As Double
Dim i, j, k As Integer
Dim kSto(100) As Double
Dim dSto(100) As Double
indexPt = index - offset
index1 = kLen + dLen
index2 = dLen - 1
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