Ultimate Algorithmic Trading System

If mp <> 1 and mp[1] = 1 then
Begin
tradeProfit = ExitPrice(1) - EntryPrice(1);
lastTradeLoser = true;
If tradeProfit > 0 then lastTradeLoser = false;
if debug then
print(date," Long Trader ",tradeProfit
*bigPointValue," ",lastTradeLoser,
" ExitPrice ",ExitPrice(1):6:6," entryPrice ",
entryPrice(1):6:6);
end;
If mp <> -1 and mp[1] = -1 then
Begin
tradeProfit = EntryPrice(1) - ExitPrice(1);
lastTradeLoser = true;
If tradeProfit > 0 then lastTradeLoser = false;
if debug then
print(date," **** Short Trader ",tradeProfit
*bigPointValue," ",lastTradeLoser,
" mp ",mp," ",mp[1]);
end;
If lastTradeLoserFilter = False then lastTradeLoser = True;
If lastTradeLoser = False then
Begin
if debug then
print(date," In Virtual Section And VirtTmp = ",virTmp);
If(virtmp = 1) then
Begin
virtLongLiqPrice = maxList(lowest(low[1],
exitChanLen),virtLongLoss);
if(virtualLongExit(virtLongLiqPrice,1,
myFillPrice) =1) then
Begin
tradeProfit = myFillPrice - virtBuyPrice;
If tradeProfit < 0 then lastTradeLoser
= true;
virtmp = 0;
if debug then print(" Long Exit @ ",
myFillPrice);
end;
end;
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TRADESTATION AND EASYLANGUAGE
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