{king keltner }
input: avglength(40), atrlength(40);
var: upband(0),dnband(0),liquidpoint(0),ma(0);
ma=average((high+low+close)/3,avglength);
upband=ma + avgtruerange(atrlength);
dnband=ma - avgtruerange(atrlength);
if ma>ma[1] then
buy tomorrow at upband stop;
if ma<ma[1] then
sell tomorrow at dnband stop;
liquidpoint=ma;
if marketposition=1 then
exitlong tomorrow at liquidpoint stop;
if marketposition=-1 then
exitshort tomorrow at liquidpoint stop;
此交易系统引自"build wining trade system with tradestation"一书