# Zone Analysis System

I posted some research on zone analysis at www.futurestruth/wordpress.com.  Based on this research I created a very simple system framework.  Here is some trade examples and performance results for the past four years.

``` //Zone Program by George Pruitt // Buy when market opens in zone 1 and dips into zone 3 // Sell when market opens in zone 4 and rises into zone 2 vars: myZone1B(0),myZone2T(0),myZone2B(0),myZone3T(0),myZone3B(0),myzone4T(0); vars:oz1cz1(0),oz1cz2(0),oz1cz3(0),oz1cz4(0); vars:oz2cz1(0),oz2cz2(0),oz2cz3(0),oz2cz4(0); vars:oz3cz1(0),oz3cz2(0),oz3cz3(0),oz3cz4(0); vars:oz4cz1(0),oz4cz2(0),oz4cz3(0),oz4cz4(0); vars:myBarCount(0),buysToday(0),sellsToday(0); inputs: profitAmt\$(1000),riskAmt\$(500),stopEntryTime(1300); if date <> date[1] then begin buysToday = 0; sellsToday = 0; myBarCount = 1; end; if(marketPosition = 1) then buysToday = 1; if(marketPosition =-1) then sellsToday = 1; if date<> date[1] then myBarCount = myBarCount + 1; myZone1B = highD(1) + minMove/PriceScale; myZone2T = highD(1); myZone2B = (highD(1) + lowD(1))/2 + minMove/PriceScale; myZone3T = (highD(1) + lowD(1))/2; myZone3B = lowD(1); myZone4T = lowD(1) - minMove/PriceScale; //if openD(0) > myZone1B and low > myZone1B and myBarCount > 1 and sellsToday = 0 and time <> Sess1endtime then sellshort next bar at low stop; //if openD(0) < myZone4T and high < myZone4T and myBarCount > 1 and buysToday = 0 and time <> Sess1endtime then buy next bar at high stop; if openD(0) > myZone1B and low < myZone2B and myBarCount > 1 and buysToday = 0 and time < stopEntryTime then buy next bar at low limit; if openD(0) < myZone4T and high > myZone3T and myBarCount > 1 and sellsToday = 0 and time < stopEntryTime then sellshort next bar at high limit; myBarCount = myBarCount + 1; //print(date," ",time," ",buysToday," ",openD(0) > myZone1B and low > myZone1B and myBarCount > 1 and buysToday = 0); setProfitTarget(profitAmt\$); setStopLoss(riskAmt\$); setExitOnClose; ```

# Recent Last Trade Was Loser Filter Example

This just happened recently in the bond market. The LastTradeLoser filter prevented the Turtle 20 bar low entry from occurring. As you can see from the prior trade – it was a winner.