TS JMA/DWMA Crossover Strategy Code and ?s

clbradley17

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This is the JMA(Jurik)/DWMA Crossover Strategy Code for Tradestation, as written in the April Technical Analysis of Stocks and Commodities magazine:

Input:
series(close),
JMA_len(7), { range: any value > 0 }
JMA_phase(50), { range -100 ... +100 }
DWMA_len(10); { range: any integer > 1 }

vars:
float JMA(0),
float midDWMA(series),
float DWMA(0);

JMA = JRC.JMA.2k ( series, JMA_len, JMA_phase);
midDWMA = waverage ( series, DWMA_len) ;
DWMA = waverage ( midDWMA, DWMA_len) ;

if time > 935 AND time < 1545
then begin
if JMA crosses over DWMA then buy next bar at market;
if JMA crosses under DWMA then sell short next bar at market;
end
else begin
if marketposition = 1 then sell this bar at close;
if marketposition = -1 then buytocover this bar at close;
end;

Juat wondering if anyone is familiar with Jurik moving averages, can you help so it can be coded for a JMA/JMA, and a JMA/EMA Crossover strategy code for Tradestation? Think you may not need the series code, but instead use fast length and slow length, or MA1 and MA2, or value1 and value2. Also think that each JMA needs to have it's own separate JMA_len(#) and JMA_phase(#). Thanks for any help.

Curtis
 
I wasn't having any trouble verifying the JMA/DWMA Crossover Strategy code, but am looking for a JMA/JMA Crossover Strategy code that verifies.

Mark Jurik says this is the code for JMA/JMA crossovers:

Input:
series(close),
JMA_len1(7),
JMA_phase1(50),
JMA_len2(14),
JMA_phase2(-50),

vars:
float JMA1(0),
float JMA2(0);


JMA1 = JRC.JMA.2k ( series, JMA_len1, JMA_phase1);
JMA2 = JRC.JMA.2k ( series, JMA_len2, JMA_phase2);

But when I try to verify it in a strategy code similar to the JMA/DWMA, it asks for a ( after vars where the : is, and also says that JMA1 and JMA2 are not words recognized by Easy Language, so it won't verify, Does anyone know the proper code for TS 8 with a JMA/JMA crossover strategy?

Thanks for any help with this.

Curtis
 
You have to have a semi colon after the last input and variable in a list. You are showing a comma in the code above. I have seen this similar question in another forum :) I am aka _Nemo in that forum.
 
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