经典策略回测系列之Elder Impulse System

Alexander Elder- come into my trading room
The Impulse System is based on two indicators, a 13-day exponential moving average and the MACD-Histogram. The moving average identifies the trend, while the MACD-Histogram measures momentum. As a result, the Impulse System combines trend following and momentum to identify tradable impulses. This unique indicator combination is color coded into the price bars for easy reference.

public class shElderImpulse : Strategy
{
private bool _usesHigherTimeFrame;

private MACD _htfMacd, _macd;