Ultimate Algorithmic Trading System

If condition1 and condition2 then buy this bar on close;
If not(condition1) and condition3 then sellShort this bar on close;
If barsSinceEntry = holdPeriod then
Begin
if marketPosition = 1 then sell this bar on close;
if marketPosition =-1 then buytocover this bar on close;
end;
Turtle with LTL Filter, Pyramiding and Position Sizing
inputs: absEntryChanLen(55),entryChanlen(20),exitChanLen(10),
lastTradeLoserFilter(TRUE),accountSize(100000),
riskPerTradePer(.01),numPyraMids(1);
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TRADESTATION AND EASYLANGUAGE
vars:lastTradeLoser(true),mp(0),virtmp(0),tradeProfit(0),
virtBuyPrice(0),virtSellPrice(0),
virtLongLiqPrice(0),virtShortLiqPrice(0),
virtLongLoss(0),virtShortLoss(0),
myFillPrice(0),N(0),N$(0),dollarRisk(0),lotSize(0),
stopLoss(0),buyPrice(0),sellPrice(0),
hh20(0),hh55(0),ll20(0),ll55(0),iCnt(0),initPrice(0),
stopLossPts(0),debug(TRUE);
mp = marketPosition;
if mp = 0 then
begin
N = AvgTrueRange(20);
N$ = N*BigPointValue;
dollarRisk = AccountSize * riskPerTradePer;
lotSize = IntPortion(DollarRisk/N$);
if lotSize < 1 then lotSize = 1;
lotSize = 1;
StopLoss = 2 * N$ * lotSize;
StopLossPts = 2 * N * lotSize;
StopLossPts = 2000/bigPointValue;
hh20 = highest(high,entryChanLen);
hh55 = highest(high,absEntryChanLen);
ll20 = lowest(low,entryChanLen);
ll55 = lowest(low,absEntryChanLen);
end;
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