I have been using this strategy on a discretionary basis with good results. If it could be optimized, it would make trading the system more accurate. It utilizes two indicators:
Cyclical viewtopic.php?f=27&t=19419&hilit=Cyclical+Indicator&start=10#p42651
William Vix Fix viewtopic.php?f=17&t=6362&p=14632&hilit=Vix+Fix+indicator#p14632
The execution works like this:
1. When cyclical output >= than user specified level, and WVF <= user specified level then enter short.
2. When cyclical output <= than user specified level, and WVF >= user specified level then enter long
Parameters
1. Lot sizing
2. allow multiple positions
3. allow user specified stop/limit
4. allow closing on opposite signal
Much thanks in advance