ActiveTrader 2009-04 | Crossover system filtered by Impulse system (weekly) [Rev.A] by Eugene

These strategies were featured in the April, 2009 issue of Active Trader magazine.

Strategy 3 rules (crossover system filtered by Impulse system on weekly data):

Impulse filter states:
Green: : The 13-week EMA and 12-26-9 MACD histogram are both higher than last week's values.
Red: : The 13-week EMA and 12-26-9 MACD histogram are both lower than last week's values.

Buy at open next day when the 20-day SMA crosses above the 60-day SMA and the weekly Impulse filter is green.
Sell short at open next day when the 20-day SMA crosses below the 60-day SMA and the weekly Impulse filter is red.
Exit long at open next day when the 20-day SMA crosses below the 60-day SMA and the Impulse filter is not green.
Cover short position at open next day when the 20-day SMA crosses above the 60-day SMA and the Impulse filter is not red.

Author: Eugene
Category: Trend Following
Creation Date: 7/28/2017
Licence: Freeware
Availability: Globally
Instructions for Script Download
  1. In Wealth-Lab client software, open the Strategy Explorer (Ctrl+O)
  2. Click the "Download..." button
  3. Click "Begin Download"