Tour of APS Automatic Pattern Search - Create a T/S File This tour will illustrate the program steps required for discovering daily
price patterns in FTSE 100 Index futures. For the purpose of this example it is required that all patterns found by APS satisfy the following criteria:
1. The patterns signal a new position at the open of the day following the pattern formation 2. The profit target is 3% and the stop-loss is 4% both in terms of the entry price 3. Each pattern has a minimum of 27
historical trades, its profitability is more than 73% and there are less than 4 consecutive losers present in the testing period. The first step involves the creation of a T/S file with the profit target and stop-loss
in a single line, expressed as absolute values. The file is then saved by the name "T3S4" and shows in the program as "T3S4.trs". |