Und hier die Umsetzung in Investox:

*****  Regeln  ******

Enter Long:
calc spread:Ref(High - low,-1);

spread < Ref(spread,-1) and spread < Ref(spread,-2) and spread < Ref(spread,-3) and spread < Ref(spread,-4) and spread < Ref(spread,-5) and spread < Ref(spread,-6) and spread < Ref(spread,-7) and ADX(14) > 20 and PDI(14) > MDI(14) and High > Ref(High,-1)

Exit Long:
0

Enter Short:
calc spread:Ref(High - low,-1);

spread < Ref(spread,-1) and spread < Ref(spread,-2) and spread < Ref(spread,-3) and spread < Ref(spread,-4) and spread < Ref(spread,-5) and spread < Ref(spread,-6) and spread < Ref(spread,-7) and ADX(14) > 20 and PDI(14) < MDI(14) and low < Ref(low,-1)

Exit Short:
0
 

Positionen: Long+Short
Enter-Basis: MAX(Ref(high,-1),open)
    Short: MIN(Ref(low,-1),open)
    Delay: 0
Exit-Basis: Close
    Delay:0
Buy/Hold-Basis: Close
Trade-Mindestdauer: 1
Out-Mindestdauer: 1
Startkapital: 1000
Margin: 100%
Risikofreie Zinsen0
Entry-Gebühren: 0%
Exit-Gebühren: 0%
Slippage: 0,1%
Portfolio Zinssatz: 5
Risikotoleranz: 25
Gewinn-StopLong
bei 5%
ab 1 Perioden
ATR-VerlustLong+Short
bei ATR(1)*1
Gewinn-StopShort
bei 5%
ab 1 Perioden
Money-Manag.Kapitalanteil
    Anteil100%