TradeStation World Presentation Dr. John F. CLayburg

Using the Directional Day Filter for High Percentage Trading

Directional Day Filter Code

Inputs: PlotTime(5),Delay(60) ;

Vars: NuHi(c), NuLo(c), Med(0), tclose(0);

If d<>d[1] then begin

NuHi = H;

NuLo = L;

end;

If H>NuHi then NuHi = H;

If L<NuLo then NuLo = L;

If T = CalcTime(Sess1StartTime,PlotTime) then Med = (NuHi + NuLo)/2;

If Med > 0 then plot1(Med,"DDFLine");

If t = CalcTime(Sess1StartTime,Delay) and nulo>0 then begin

Plot2(NuHi,"hi");

Plot3(NuLo,"lo");

Plot4(C,"C");

If checkalert then alert = true;

end;