BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Main
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Main
BARCOUNT=AUTOMATIC
ELEM=V#12:Target (V#12)
ELEM=V#13:Stop (V#13)
ELEM=CTX:RTL Context
ELEM=CTX_OPTI:Optimizing
ELEM=POS:Position Indicator:POS[ ] Result 1 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,1,6,744744,10,
ELEM=V#15:V#15
ELEM=POS_STATE:Backtesting 1=Long 2=Short
ELEM=V#16:BandBasis (V#16)
ELEM=V#17:V#17
ELEM=CTX_BKTST:Backtesting 
ELEM=CTX_TSYS:TSYS Indicator Context
ELEM=TRUE:TRUE
ELEM=V#18:V#18
SIGNAL=IF(CTX != CTX_OPTI) THEN (SET(V#12, 9.75) AND SET(V#13, 5) AND SET(V#16, 7) AND SET(V#18, 240000)); /* V#12 = Target, V#13 = Stop, V#16 = Band Basis, V#18 = VOLD Threshold */
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Main
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_EOD_Exit
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_EOD_Exit
BARCOUNT=AUTOMATIC
ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10,
ELEM=BARSOPEN:No. bars in position
SIGNAL=POS = 1
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_EOD_Exit
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_CoverStop
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_CoverStop
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=ENTRY:Entry price
ELEM=V#10:V#10
ELEM=HI:High
ELEM=V#13:Stop (V#13)
ELEM=V#15:V#15
ELEM=V#11:V#11
SIGNAL=SET(V#11, ENTRY + V#13);\HI >= V#11 AND SET(V#10, V#11);
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_CoverStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_SellStop
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_SellStop
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=ENTRY:Entry price
ELEM=V#10:V#10
ELEM=V#13:Stop (V#13)
ELEM=V#15:V#15
ELEM=V#11:V#11
SIGNAL=SET(V#11, ENTRY - V#13);\LO <= V#11 AND SET(V#10, V#11)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_SellStop
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Cover
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Cover
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=V#10:V#10
ELEM=LO:Low
ELEM=V#11:V#11
ELEM=ENTRY:Entry price
ELEM=V#12:Target (V#12)
ELEM=V#15:V#15
SIGNAL=SET(V#11, ENTRY - V#12); /* VWAPI */\LO <= V#11 AND SET(V#10, V#11)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Cover
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Sell
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Sell
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=V#10:V#10
ELEM=V#11:V#11
ELEM=ENTRY:Entry price
ELEM=V#12:Target (V#12)
ELEM=V#15:V#15
SIGNAL=SET(V#11, ENTRY + V#12); /* VWAPI */\HI >= V#11 AND SET(V#10, V#11)
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Sell
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Buy
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Buy
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=V#10:V#10
ELEM=VWAPL:VWAPI Lower Band:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,7.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,3,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=V#15:V#15
ELEM=V#16:BandBasis (V#16)
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=TARGET:Trading System Target Price
ELEM=V#12:Target (V#12)
ELEM=STOP:Stop Price
ELEM=V#13:Stop (V#13)
ELEM=V#18:V#18
ELEM=V#17:V#17
ELEM=MPD:Mixed Periodicity Data:MPD[ ] C PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,2,1,0,1,0,0,-1,F,T,T,F,F,F,51,JVNT.Z,MA[,\0,F,1,F,0,1,
SIGNAL=LO <= VWAPI.1 - V#16 AND LO.1 > VWAPI.2 - V#16 AND SET(V#10, VWAPI.1 - V#16) AND TIME >= 1025 AND TIME <= 1500 AND MPD > -1 * V#18
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Buy
BEGIN Investor/RT TRADING SIGNAL DEFINITION for VF_Short
COMMENT=NONE
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010 11:45
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VF_Short
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=V#10:V#10
ELEM=TIME: Bar Time - hhmm.ss
ELEM=HI:High
ELEM=VWAPU:VWAPI Upper Band:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,7.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,3,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,
ELEM=V#15:V#15
ELEM=V#16:BandBasis (V#16)
ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,6,10021002,T,F,1.000000,2.000000,255,0,0,1,0,0,0,0,0,0,0,0,0,128,0,1,0,0,0,0,0,0,0,0,0,240,120,0,1,0,0,240,120,0,1,0,0,3.000000,F,F,F,F,3350039956,F,F,405,F,
ELEM=TARGET:Trading System Target Price
ELEM=V#12:Target (V#12)
ELEM=STOP:Stop Price
ELEM=V#13:Stop (V#13)
ELEM=MPD:Mixed Periodicity Data:MPD[ ] C PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,2,1,0,1,3,1,-1,F,T,T,F,F,F,51,JVNT.Z,MA[,\0,F,1,F,0,1,
ELEM=V#18:V#18
ELEM=V#17:V#17
SIGNAL=HI >= VWAPI.1 + V#16 AND HI.1 < VWAPI.2 + V#16 AND SET(V#10, VWAPI.1 + V#16) AND TIME >= 1025 AND TIME <= 1500 AND MPD < V#18
- Comments
END Investor/RT TRADING SIGNAL DEFINITION for VF_Short
BEGIN Investor/RT TRADING SYSTEM DEFINITION for VWAP_Fade
SOURCE=Chad Payne
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=06/25/2010
VERSION=10.2.1
DATAFEED=IQFEED
NAME=VWAP_Fade
PERIODICITY= 1 Minute
SYSTEM=VWAP_Fade,.All Symbols,@ES#,1,31,17330639,10,10,0.000000,0.000000,3360309790,3348172800,3350391007,60,3,\0,VF_,1,0,31,0.000000,0.000000,50,0,\0,0,0,^TYX,100000.000000,0.000000,0.000000,
FIND=VF_
RULE 1: Action: NONE, Signal: VF_Main,11,2,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 2: Action: SELL, Signal: VF_EOD_Exit,5,2,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 3: Action: COVERSHORT, Signal: VF_EOD_Exit,10,2,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 4: Action: COVERSHORT, Signal: VF_CoverStop,10,41,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 5: Action: SELL, Signal: VF_SellStop,5,41,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 6: Action: COVERSHORT, Signal: VF_Cover,10,41,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 7: Action: SELL, Signal: VF_Sell,5,41,-1,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 8: Action: BUY, Signal: VF_Buy,1,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
RULE 9: Action: SELLSHORT, Signal: VF_Short,6,41,10,33,0,16,0,0,24,0,0,0,0,0,0,3,1,0,
END Investor/RT TRADING SYSTEM DEFINITION for VWAP_Fade