Strategi ini menggunakan beberapa indikator teknis untuk mengidentifikasi pasar yang bergetar dan menyerapnya pada saat yang kurang bergetar, dengan tujuan untuk menangkap peluang jangka pendek di pasar yang bergetar.
Strategi ini menggabungkan berbagai indikator teknis untuk mengidentifikasi peluang titik terendah. Pertama, menggunakan ROC variabel untuk menilai pasar berada di tahap terendah, kemudian indikator seperti RSI, StochRSI, MACD mengidentifikasi titik terendah, dan akhirnya menggabungkan sinyal penyaringan seperti pita Brin, indikator osilasi.
Saat memasuki strategi, ada beberapa situasi:
ROC turun, RSI rendah, StochRSI oversold, MACD mendatar, dan VIX turun. Ini menunjukkan bahwa pasar berada di bawah, dan banyak yang terlibat.
ROC turun, RSI lebih rendah, StochRSI sangat oversold, MACD terus menjauh dari dasar, Brin Band meluas, TEMA menyusut.
Indikator Chaikin mengalami pergeseran dan TRIX mengalami pergeseran.
MACD membentuk garpu emas, ROC dan CMO mendukung penyempurnaan. Resonansi berbagai indikator menunjukkan peluang untuk membalikkan tren garis pendek.
Selain itu, strategi ini juga menetapkan stop loss di bawah sabuk Brin untuk mengontrol risiko secara efektif.
Keuntungan terbesar dari strategi ini adalah dengan menggunakan berbagai indikator untuk mengidentifikasi peluang pembalikan dalam pasar yang bergejolak, meningkatkan keandalan sinyal. Keuntungan spesifik termasuk:
"Multi-indicator resonansi, pengesahan berulang, mencegah sinyal palsu.
Saat masuk, waktu masuknya tepat, bisa dibeli pada saat turunnya harga, dan risikonya terkontrol.
Dengan menggunakan sabuk pengaman, pengendalian risiko terjatuh dapat dilakukan secara efektif.
Operasi garis pendek, yang dapat dengan cepat menangkap peluang gelombang guncangan.
Parameter indikator telah dioptimalkan untuk mencocokkan berbagai kondisi pasar.
"Selama ini, saya ingin menunjukkan kepada Anda bahwa saya sangat senang dengan hasil yang kami dapatkan.
Namun, strategi ini juga memiliki beberapa risiko yang perlu diperhatikan:
Ketika ada tren arah jangka panjang di pasar, strategi goyah akan menghadapi risiko keluar dari leverage.
Ketika suatu kejadian mendadak menyebabkan pasar mengalami pasar yang cepat dan sepihak, stop loss dapat langsung jatuh dan menyebabkan kerugian yang lebih besar. Parameter stop loss harus dilepaskan dengan tepat.
Periode uji coba tidak cukup, yang dapat menyebabkan overfit. Periode uji coba harus diperluas, juga dilakukan verifikasi di lapangan.
Kombinasi dari beberapa indikator digunakan dengan tidak benar, mungkin terjadi hambatan satu sama lain dan kehilangan sinyal. Efek indikator harus diuji.
Perubahan struktur pasar dapat menyebabkan parameter asli tidak lagi berlaku dan perlu dioptimalkan secara terus menerus.
Strategi ini dapat dioptimalkan dari beberapa arah berikut:
Untuk mengidentifikasi kombinasi indikator yang paling optimal, Anda dapat menguji lebih banyak indikator teknis.
Mengoptimalkan parameter indikator agar lebih sesuai dengan lingkungan pasar yang berbeda. Optimalisasi parameter multidimensi dapat dilakukan dengan algoritma genetik.
Berdasarkan hasil retest, penyesuaian logika kondisi masuk mengurangi sinyal palsu. Metode pembelajaran mesin dapat digunakan.
Mengoptimalkan strategi stop loss untuk memastikan pengendalian risiko dan meminimalkan pembersihan stop loss yang tidak efektif.
Mengoptimalkan manajemen posisi, meningkatkan keuntungan strategis melalui penyesuaian posisi secara dinamis.
Melakukan verifikasi retest dan verifikasi real-time yang memadai untuk memeriksa kekuatan strategi.
Dengan menggunakan metode yang terprogram, pemeriksaan dan optimasi dilakukan secara teratur untuk menjaga strategi tetap optimal.
Strategi multi-head market yang menggunakan berbagai indikator teknis untuk mengidentifikasi peluang-peluang low-down, dapat secara efektif mengambil kesempatan perdagangan jangka pendek di pasar yang bergolak. Melalui metode optimasi parameter, pengoptimalan stop loss, manajemen posisi, dan lain-lain, strategi dapat terus meningkatkan stabilitas dan keuntungan.
Strategi ini menggunakan beberapa indikator teknis untuk mengidentifikasi pasar osilasi dan berjangka panjang pada titik terendah osilasi, bertujuan untuk menangkap peluang jangka pendek di pasar osilasi.
Strategi ini menggabungkan beberapa indikator teknis untuk mengidentifikasi peluang osilasi rendah. Pertama, ROC digunakan untuk menentukan apakah pasar berosilasi. Kemudian indikator seperti RSI, StochRSI, MACD mengkonfirmasi titik terendah osilasi. Akhirnya, Bollinger Bands, osilator dll menyaring sinyal.
Strategi ini masuk ke dalam beberapa skenario:
ROC turun, RSI oversold, StochRSI oversold, divergensi MACD di bawah, VIX turun.
ROC turun lebih banyak, RSI lebih banyak oversold, StochRSI terlalu banyak oversold, MACD divergensi lebih lanjut, BB berkembang, TEMA menyusut.
Chaikin osilator muncul, TRIX muncul dalam dukungan, keduanya mengkonfirmasi bawah jangka pendek.
MACD golden cross, ROC dan CMO muncul dalam dukungan.
Selain itu, stop diatur di Bollinger Band bawah untuk mengendalikan risiko.
Keuntungan terbesar dari strategi ini adalah menggunakan beberapa indikator untuk mengkonfirmasi sinyal, yang meningkatkan keandalan dalam mengidentifikasi peluang pembalikan di pasar osilasi.
Konfluensi dengan beberapa indikator mencegah sinyal palsu.
Waktu masuk yang tepat memungkinkan pembelian pada titik terendah osilasi, dengan risiko yang dapat dikendalikan.
BB stop loss secara efektif membatasi risiko penurunan.
Operasi jangka pendek memungkinkan untuk dengan cepat menangkap perubahan osilasi.
Parameter indikator yang dioptimalkan cocok dengan berbagai lingkungan osilasi.
Pelaksanaan otomatis dan verifikasi backtest mencegah pengaruh emosional.
Beberapa risiko yang perlu diperhatikan dengan strategi ini:
Pasar jangka panjang berisiko terhenti dengan kerugian.
Pasar yang tiba-tiba sepihak dapat menembus stop, menyebabkan kerugian besar.
Tidak cukup waktu untuk melakukan backtest, resiko overfit.
Kombinasi indikator yang tidak benar berisiko kehilangan sinyal.
Perubahan rezim pasar dapat membatalkan parameter.
Beberapa cara untuk mengoptimalkan strategi:
Uji lebih banyak indikator teknis untuk menemukan kombinasi terbaik. Pertimbangkan RSI, OBV dll.
Mengoptimalkan parameter indikator agar sesuai dengan lingkungan pasar yang berbeda. Menggunakan algoritma genetik untuk optimasi multidimensi.
Sesuaikan logik masuk berdasarkan hasil backtest untuk mengurangi sinyal palsu.
Optimalkan pemberhentian untuk mengurangi pemberhentian yang tidak perlu sambil mengendalikan risiko.
Mengoptimalkan model ukuran posisi untuk memaksimalkan pengembalian.
Melakukan backtesting yang kuat dan pengujian ke depan untuk memverifikasi konsistensi.
Mengadopsi pemeriksaan dan optimalisasi program untuk perbaikan terus menerus.
Strategi panjang pasar osilasi ini secara efektif mengidentifikasi titik terendah osilasi dengan menggunakan pertemuan indikator teknis. Pengembalian dapat ditingkatkan melalui optimasi parameter, optimasi stop, ukuran posisi dll, sambil mengelola risiko di pasar tren. Secara keseluruhan memiliki potensi aplikasi praktis yang kuat.
/*backtest
start: 2022-09-15 00:00:00
end: 2023-09-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
//*****************************************************************************************************************************************//
// @sahilmpatel1
// Idea was to create a script that would capture common oscillations in the market.
// This script contains 10 active cases. Cases start at around line 1020.
// OC1, OC2, STB1, STB2 are shorter trend buy cases
// MTB3 and MTB4 are medium trend buy cases
// LTB1 is a long trend buy case
// SC1, SC2, SC3 are shorting cases
// You can toggle the cases (and plots) on and off from the format menu to see which cases work best for you. (Which I suggest)
// Pyramiding is set at 4.
// Credit to many of the public indicators that helped me create this case study.
// Reach out with any recommendations or questions.
//*****************************************************************************************************************************************//
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Case Study//////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
strategy("Oscillating Market Case Study",pyramiding=4, overlay=true)
source = close
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////TOGGLE ON/OFF CASES//////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
longcases= input(title="Long Cases - On/Off", type=bool, defval=true)
shortcases= input(title="Short Cases - On/Off", type=bool, defval=true)
STcases= input(title="ST Cases - On/Off", type=bool, defval=true)
MTcases= input(title="MT Cases - On/Off", type=bool, defval=true)
LTcases= input(title="LT Cases - On/Off", type=bool, defval=true)
longcasesplot= input(title="Long Cases Plot - On/Off", type=bool, defval=true)
shortcasesplot= input(title="Short Cases Plot - On/Off", type=bool, defval=true)
STcasesplot= input(title="ST Cases Plot - On/Off", type=bool, defval=true)
MTcasesplot= input(title="MT Cases Plot - On/Off", type=bool, defval=true)
LTcasesplot= input(title="LT Cases Plot - On/Off", type=bool, defval=true)
BREAKt= input(title="**********BREAK**********", type=bool, defval=false)
aOC1 = input(title="OC1 - On/Off", type=bool, defval=true)
aOC1p = input(title="OC1 Plot - On/Off", type=bool, defval=true)
aOC2 = input(title="OC2 - On/Off", type=bool, defval=true)
aOC2p = input(title="OC2 Plot - On/Off", type=bool, defval=true)
aST1 = input(title="STB1 - On/Off", type=bool, defval=true)
aST1p = input(title="STB1 Plot - On/Off", type=bool, defval=true)
aST2 = input(title="STB2 - On/Off", type=bool, defval=true)
aST2p = input(title="STB2 Plot - On/Off", type=bool, defval=true)
// aMT1 = input(title="On/Off MTB1", type=bool, defval=true)
// aMT1p = input(title="On/Off MTB1 Plot", type=bool, defval=true)
// aMT2 = input(title="On/Off MTB2", type=bool, defval=true)
// aMT2p = input(title="On/Off MTB2 Plot", type=bool, defval=true)
aMT3 = input(title="MTB3 - On/Off", type=bool, defval=true)
aMT3p = input(title="MTB3 Plot - On/Off", type=bool, defval=true)
aMT4 = input(title="MTB4 - On/Off", type=bool, defval=true)
aMT4p = input(title="MTB4 Plot - On/Off", type=bool, defval=true)
aLT1 = input(title="LTB1 - On/Off", type=bool, defval=true)
aLT1p = input(title="LTB1 Plot - On/Off", type=bool, defval=true)
// aLT2 = input(title="On/Off LTB2", type=bool, defval=true)
// aLT2p = input(title="On/Off LTB2 Plot", type=bool, defval=true)
aSC1 = input(title="SC1 - On/Off", type=bool, defval=true)
aSC2 = input(title="SC2 - On/Off", type=bool, defval=true)
aSC3 = input(title="SC3 - On/Off", type=bool, defval=true)
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////Butterworth Filter Application////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//POLE CALCULATION
lenBW1 = 1
lenBW2 = 2
lenBW5 = 5
lenBW7 = 7
lenBW10=10
lenBW20=20
lenBW25=25
lenBW30=30
lenBW40=40
lenBW50=50
pi=3.14159265
DTR=pi/180 // To convert degrees to radians multiply by this DTR
// 2 Poles BW 1
a21BW1=exp(-sqrt(2)*pi/lenBW1) //Use input length
b21BW1=2*a21BW1*cos(DTR*(sqrt(2)*180/lenBW1))
cf21BW1=(1-b21BW1+a21BW1*a21BW1)/4
cf22BW1=b21BW1
cf23BW1=-a21BW1*a21BW1
// 2 Poles BW 2
a21BW2=exp(-sqrt(2)*pi/lenBW2) //Use input length
b21BW2=2*a21BW2*cos(DTR*(sqrt(2)*180/lenBW2))
cf21BW2=(1-b21BW2+a21BW2*a21BW2)/4
cf22BW2=b21BW2
cf23BW2=-a21BW2*a21BW2
// 2 Poles BW 5
a21BW5=exp(-sqrt(2)*pi/lenBW5) //Use input length
b21BW5=2*a21BW5*cos(DTR*(sqrt(2)*180/lenBW5))
cf21BW5=(1-b21BW5+a21BW5*a21BW5)/4
cf22BW5=b21BW5
cf23BW5=-a21BW5*a21BW5
// 2 Poles BW 7
a21BW7=exp(-sqrt(2)*pi/lenBW7) //Use input length
b21BW7=2*a21BW7*cos(DTR*(sqrt(2)*180/lenBW7))
cf21BW7=(1-b21BW7+a21BW7*a21BW7)/4
cf22BW7=b21BW7
cf23BW7=-a21BW7*a21BW7
// 2 Poles BW 10
a21BW10=exp(-sqrt(2)*pi/lenBW10) //Use input length
b21BW10=2*a21BW10*cos(DTR*(sqrt(2)*180/lenBW10))
cf21BW10=(1-b21BW10+a21BW10*a21BW10)/4
cf22BW10=b21BW10
cf23BW10=-a21BW10*a21BW10
// 2 Poles BW 20
a21BW20=exp(-sqrt(2)*pi/lenBW20) //Use input length
b21BW20=2*a21BW20*cos(DTR*(sqrt(2)*180/lenBW20))
cf21BW20=(1-b21BW20+a21BW20*a21BW20)/4
cf22BW20=b21BW20
cf23BW20=-a21BW20*a21BW20
// 2 Poles BW 25
a21BW25=exp(-sqrt(2)*pi/lenBW25) //Use input length
b21BW25=2*a21BW25*cos(DTR*(sqrt(2)*180/lenBW25))
cf21BW25=(1-b21BW25+a21BW25*a21BW25)/4
cf22BW25=b21BW25
cf23BW25=-a21BW25*a21BW25
// 2 Poles BW 30
a21BW30=exp(-sqrt(2)*pi/lenBW30) //Use input length
b21BW30=2*a21BW30*cos(DTR*(sqrt(2)*180/lenBW30))
cf21BW30=(1-b21BW30+a21BW30*a21BW30)/4
cf22BW30=b21BW30
cf23BW30=-a21BW30*a21BW30
// 2 Poles BW 40
a21BW40=exp(-sqrt(2)*pi/lenBW40) //Use input length
b21BW40=2*a21BW40*cos(DTR*(sqrt(2)*180/lenBW40))
cf21BW40=(1-b21BW40+a21BW40*a21BW40)/4
cf22BW40=b21BW40
cf23BW40=-a21BW40*a21BW40
// 2 Poles BW 50
a21BW50=exp(-sqrt(2)*pi/lenBW50) //Use input length
b21BW50=2*a21BW50*cos(DTR*(sqrt(2)*180/lenBW50))
cf21BW50=(1-b21BW50+a21BW50*a21BW50)/4
cf22BW50=b21BW50
cf23BW50=-a21BW50*a21BW50
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////***************************INDICATORS***************************/////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////BOLLINGER BANDS/////////////////////////////////////
length = input(20,minval=1)
mult = input(2.5,minval=0.001,maxval=50)
basis = sma(source,length)
dev = mult * stdev(source,length)
upperbb = basis + dev
lowerbb = basis - dev
diffTo20MA=abs(source-basis)
diffTolowerbb=abs(source-lowerbb)
percentGapBB=abs(upperbb-lowerbb)/lowerbb*100
//Bollinger Bands Error
error = 0.0
error := (abs(source - lowerbb)/lowerbb)*100
///////////////////////////////////////////RATE OF CHANGE//////////////////////////////////
//Template
//ROC Length ###
// lenROC = input(9,minval=1)
// ROC = 0.0
// ROC := 100*(source-source[lenROC])/source[lenROC]
// //BW ROC Short Period - BW Length = ##
// butROC = 0.0
// butROC := cf21BW*(ROC+2*nz(ROC[1])+nz(ROC[2]))+cf22BW*nz(butROC[1])+cf23BW*nz(butROC[2])
// //BW Slope Derivations
// slopeROC = nz(butROC[1]) - nz(butROC[2]) - (nz(butROC[2]) - nz(butROC[3]) )
// slopeROC2 = (butROC - butROC[2])/2
//Short Period - ROC(9)
lenROCshort = input(9,minval=1)
ROCshort = 0.0
ROCshort := 100*(source-source[lenROCshort])/source[lenROCshort]
//BW ROC Short Period: BW Length = 5
butROCshort = 0.0
butROCshort := cf21BW1*(ROCshort+2*nz(ROCshort[1])+nz(ROCshort[2]))+cf22BW1*nz(butROCshort[1])+cf23BW1*nz(butROCshort[2])
//BW Short Slope Derivations
slopeROCshort = nz(butROCshort[1]) - nz(butROCshort[2]) - (nz(butROCshort[2]) - nz(butROCshort[3]) )
slopeROCshort2 = (butROCshort - butROCshort[2])/2
//Medium Period - ROC(30)
lenROCmed=input(30,minval=1)
ROCmed = 0.0
ROCmed := 100*(source-source[lenROCmed])/source[lenROCmed]
//BW ROC Medium Period - BW Length = 30
butROCmed = 0.0
butROCmed := cf21BW30*(ROCmed+2*nz(ROCmed[1])+nz(ROCmed[2]))+cf22BW30*nz(butROCmed[1])+cf23BW30*nz(butROCmed[2])
//BW Medium Slope Derivations
slopeROCmed = nz(butROCmed[1]) - nz(butROCmed[2]) - (nz(butROCmed[2]) - nz(butROCmed[3]) )
slopeROCmed2 = (butROCmed - butROCmed[2])/2
//Long Period - ROC(100)
lenROClong=input(100,minval=1)
ROClong = 0.0
ROClong := 100*(source-source[lenROClong])/source[lenROClong]
//BW ROC Long Period - BW Length = 50
butROClong = 0.0
butROClong := cf21BW50*(ROClong+2*nz(ROClong[1])+nz(ROClong[2]))+cf22BW50*nz(butROClong[1])+cf23BW50*nz(butROClong[2])
//BW Long Slope Derivations
slopeROClong = nz(butROClong[1]) - nz(butROClong[2]) - (nz(butROClong[2]) - nz(butROClong[3]) )
slopeROClong2 = (butROClong - butROClong[2])/2
/////////////////////////////////CHANDE MOMENTUM OSCILLATOR////////////////////////////////
//CONSTANTS
momm = change(source)
f1(m) => m >= 0.0 ? m : 0.0
f2(m) => m >= 0.0 ? 0.0 : -m
m1 = f1(momm)
m2 = f2(momm)
//TEMPLATE - CMO(#)
// lenMO = input(9, minval=1)
// sm1 = sum(m1, lenMO)
// sm2= sum(m2, lenMO)
// percent(nom, div) => 100 * nom / div
// chandeMO = percent(sm1-sm2, sm1short+sm2)
// //BW CMO Period: BW Length = 5
// butCMO = 0.0
// butCMO := cf21BW*(chandeMO+2*nz(chandeMO[1])+nz(chandeMO[2]))+cf22BW*nz(butCMO[1])+cf23BW*nz(butCMO[2])
// //BW CMO Slope Analysis
// slopeCMO = nz(butCMO[1]) - nz(butCMO[2]) - (nz(butCMO[2]) - nz(butCMO[3]) )
// slopeCMO2 = (butCMO - butCMO[2])/2
//Short - CMO(9)
lenMOshort = input(9, minval=1)
sm1short = sum(m1, lenMOshort)
sm2short = sum(m2, lenMOshort)
percent(nom, div) => 100 * nom / div
chandeMOshort = percent(sm1short-sm2short, sm1short+sm2short)
//BW CMO short Period: BW Length = 5
butCMOshort = 0.0
butCMOshort := cf21BW1*(chandeMOshort+2*nz(chandeMOshort[1])+nz(chandeMOshort[2]))+cf22BW1*nz(butCMOshort[1])+cf23BW1*nz(butCMOshort[2])
//BW CMO Long Slope Analysis
slopeCMOshort = nz(butCMOshort[1]) - nz(butCMOshort[2]) - (nz(butCMOshort[2]) - nz(butCMOshort[3]) )
slopeCMOshort2 = (butCMOshort - butCMOshort[2])/2
//Medium - CMO(30)
lenMOmed = input(30, minval=1)
sm1med = sum(m1, lenMOmed)
sm2med = sum(m2, lenMOmed)
chandeMOmed = percent(sm1med-sm2med, sm1med+sm2med)
//BW CMO Long Period - BW Length = 20
butCMOmed = 0.0
butCMOmed := cf21BW20*(chandeMOmed+2*nz(chandeMOmed[1])+nz(chandeMOmed[2]))+cf22BW50*nz(butCMOmed[1])+cf23BW20*nz(butCMOmed[2])
//BW CMO Long Slope Analysis
slopeCMOmed = nz(butCMOmed[1]) - nz(butCMOmed[2]) - (nz(butCMOmed[2]) - nz(butCMOmed[3]) )
slopeCMOmed2 = (butCMOmed - butCMOmed[2])/2
//Long - CMO(50)
lenMOlong = input(50, minval=1)
sm1long = sum(m1, lenMOlong)
sm2long = sum(m2, lenMOlong)
chandeMOlong = percent(sm1long-sm2long, sm1long+sm2long)
//BW CMO Long Period - BW Length = 20
butCMOlong = 0.0
butCMOlong := cf21BW20*(chandeMOlong+2*nz(chandeMOlong[1])+nz(chandeMOlong[2]))+cf22BW50*nz(butCMOlong[1])+cf23BW20*nz(butCMOlong[2])
//BW CMO Long Slope Analysis
slopeCMOlong = nz(butCMOlong[1]) - nz(butCMOlong[2]) - (nz(butCMOlong[2]) - nz(butCMOlong[3]) )
slopeCMOlong2 = (butCMOlong - butCMOlong[2])/2
/////////////////////////////////////////RSI///////////////////////////////////////////////
//TEMPLATE
// lengthRSI=input(14,minval=1)
// upRSI = rma(max(change(source), 0), lengthRSI)
// downRSI = rma(-min(change(source), 0), lengthRSI)
// RSI = downRSI == 0 ? 100 : upRSI == 0 ? 0 : 100 - (100 / (1 + upRSI / downRSI))
// butRSI = 0.0
// butRSI := cf21BW1*(RSI+2*nz(RSI[1])+nz(RSI[2]))+cf22BW1*nz(butRSI[1])+cf23BW1*nz(butRSI[2])
// slopeRSIpt1 = (butRSI - butRSI[2])/2
//Default - RSI(14)
lengthRSI=input(14,minval=1)
upRSI = rma(max(change(source), 0), lengthRSI)
downRSI = rma(-min(change(source), 0), lengthRSI)
RSI = downRSI == 0 ? 100 : upRSI == 0 ? 0 : 100 - (100 / (1 + upRSI / downRSI))
butRSI = 0.0
butRSI := cf21BW1*(RSI+2*nz(RSI[1])+nz(RSI[2]))+cf22BW1*nz(butRSI[1])+cf23BW1*nz(butRSI[2])
slopeRSIpt = (butRSI - butRSI[2])/2
//////////////////////////////////STOCHASTIC RSI///////////////////////////////////////////
smoothK = input(3, minval=1)
smoothD = input(3, minval=1)
//Short Period - StochRSI(3, 3, 14, 14)
lenRSIshort = input(14, minval=1)
lenStochshort = input(14, minval=1)
RSIshort = rsi(source,lenRSIshort)
kshort = sma(stoch(RSIshort, RSIshort, RSIshort, lenStochshort), smoothK)
dshort = sma(kshort, smoothD)
//Medium Period - StochRSI(3, 3, 50, 50) BW20
lenRSImed = input(50, minval=1)
lenStochmed = input(50, minval=1)
RSImed = rsi(source,lenRSImed)
kmed = sma(stoch(RSImed, RSImed, RSImed, lenStochmed), smoothK)
dmed = sma(kmed, smoothD)
//K and D BW Values - BW Length = 30
butKmed=0.0
butDmed=0.0
butKmed:=cf21BW20*(kmed+2*nz(kmed[1])+nz(kmed[2]))+cf22BW20*nz(butKmed[1])+cf23BW20*nz(butKmed[2])
butDmed:=cf21BW20*(dmed+2*nz(dmed[1])+nz(dmed[2]))+cf22BW20*nz(butDmed[1])+cf23BW20*nz(butDmed[2])
//BW Slopes
slopeKmed = nz(butKmed[1]) - nz(butKmed[2]) - (nz(butKmed[2]) - nz(butKmed[3]) ) > 0
slopeK2med = butKmed - butKmed[5]
slopeDmed = nz(butDmed[1]) - nz(butDmed[2]) - (nz(butDmed[2]) - nz(butDmed[3]) ) > 0
slopeD2med = (butDmed - butDmed[2])/2
//Long Period - StochRSI(3, 3, 100, 100)
lenRSIlong = input(100, minval=1)
lenStochlong = input(100, minval=1)
RSIlong = rsi(source,lenRSIlong)
klong = sma(stoch(RSIlong, RSIlong, RSIlong, lenStochlong), smoothK)
dlong = sma(klong, smoothD)
///////////////////////////////////////MACD////////////////////////////////////////////////
//Moving Average Convergence Divergence
//TEMPLATE - MACD(##, ##, ##)
// fastlen = input(50, minval=1)
// slowlen = input(100,minval=1)
// signallen = input(5,minval=1)
// fastMA = ema(source, fastlen)
// slowMA = ema(source, slowlen)
// MACD = fastMA - slowMA //blue
// MACDslope = (MACD-MACD[1])
// signal = ema(MACD, signallen) //orange
// hist = MACD - signal
// //BW MACD and Signal: BW Length =
// butMACD=0.0
// butMACD:=cf21BW*(MACD+2*nz(MACD[1])+nz(MACD[2]))+cf22BW*nz(butMACD[1])+cf23BW*nz(butMACD[2])
// butSignal = 0.0
// butSignal:=cf21BW*(signal+2*nz(signal[1])+nz(signal[2]))+cf22BW*nz(butSignal[1])+cf23BW*nz(butSignal[2])
// //BW Slope Analysis
// slopeMACD = nz(butMACD[1]) - nz(butMACD[2]) - (nz(butMACD[2]) - nz(butMACD[3]) ) > 0
// slopeMACD2 = (butMACD - butMACD[2])/2
// slopeSignal = nz(butSignal[1]) - nz(butSignal[2]) - (nz(butSignal[2]) - nz(butSignal[3]) ) > 0
// slopeSignal2 = (butSignal - butSignal[2])/2
//BW MACD Percent Gap
// BWpercentGapMACD = 0.0
// BWpercentGapMACD := (abs(butMACD-butSignal)/butSignal)*100
//Short - MACD(5,10, 5)
fastlenshort = input(5, minval=1)
slowlenshort =input(10,minval=1)
signallenshort = input(5,minval=1)
fastMAshort = ema(source, fastlenshort)
slowMAshort = ema(source, slowlenshort)
MACDshort = fastMAshort - slowMAshort //blue
signalshort = ema(MACDshort, signallenshort) //orange
hist = MACDshort - signalshort
MACDslopeshort = (MACDshort-MACDshort[2])/2
//Medium - MACD(20, 40, 5)
fastlenmed = input(20, minval=1)
slowlenmed = input(40,minval=1)
signallenmed = input(5,minval=1)
fastMAmed = ema(source, fastlenmed)
slowMAmed = ema(source, slowlenmed)
MACDmed = fastMAmed - slowMAmed //blue
MACDslopemed = (MACDmed-MACDmed[2])/2
signalmed = ema(MACDmed, signallenmed) //orange
histmed = MACDmed - signalmed
//Long - MACD(50,100, 20)
fastlenlong = input(50, minval=1)
slowlenlong = input(100,minval=1)
signallenlong = input(20,minval=1)
fastMAlong = ema(source, fastlenlong)
slowMAlong = ema(source, slowlenlong)
MACDlong = fastMAlong - slowMAlong //blue
MACDslopelong = (MACDlong-MACDlong[2])/2
signallong = ema(MACDlong, signallenlong) //orange
histlong = MACDlong - signallong
//BW MACD and Signal: BW Length = 40
butMACDlong=0.0
butMACDlong:=cf21BW40*(MACDlong+2*nz(MACDlong[1])+nz(MACDlong[2]))+cf22BW40*nz(butMACDlong[1])+cf23BW40*nz(butMACDlong[2])
butSignallong=0.0
butSignallong:=cf21BW40*(signallong+2*nz(signallong[1])+nz(signallong[2]))+cf22BW40*nz(butSignallong[1])+cf23BW40*nz(butSignallong[2])
//BW Slope long
slopeMACDlong = nz(butMACDlong[1]) - nz(butMACDlong[2]) - (nz(butMACDlong[2]) - nz(butMACDlong[3]) ) > 0
slopeMACD2long = (butMACDlong - butMACDlong[2])/2
slopeSignallong = nz(butSignallong[1]) - nz(butSignallong[2]) - (nz(butSignallong[2]) - nz(butSignallong[3]) ) > 0
slopeSignal2long = (butSignallong - butSignallong[2])/2
//MACD Default 12, 26, close, 9
fastlendef = input(12, minval=1)
slowlendef = input(26,minval=1)
signallendef = input(9,minval=1)
fastMAdef = ema(source, fastlendef)
slowMAdef = ema(source, slowlendef)
MACDdef = fastMAdef - slowMAdef //blue
MACDslopedef = (MACDdef-MACDdef[2])/2
signaldef = ema(MACDdef, signallendef) //orange
histdef = MACDdef - signaldef
//BW MACD and Signal: BW Length = 1
butMACDdef=0.0
butMACDdef:=cf21BW1*(MACDdef+2*nz(MACDdef[1])+nz(MACDdef[2]))+cf22BW1*nz(butMACDdef[1])+cf23BW1*nz(butMACDdef[2])
butSignaldef = 0.0
butSignaldef:=cf21BW1*(signaldef+2*nz(signaldef[1])+nz(signaldef[2]))+cf22BW1*nz(butSignaldef[1])+cf23BW1*nz(butSignaldef[2])
//BW Slope Analysis
slopeMACDdef = nz(butMACDdef[1]) - nz(butMACDdef[2]) - (nz(butMACDdef[2]) - nz(butMACDdef[3]) ) > 0
slopeMACD2def = (butMACDdef - butMACDdef[2])/2
slopeSignaldef = nz(butSignaldef[1]) - nz(butSignaldef[2]) - (nz(butSignaldef[2]) - nz(butSignaldef[3]) ) > 0
slopeSignal2def = (butSignaldef - butSignaldef[2])/2
//BW MACD Def Percent Gap
BWpercentGapMACDdef = 0.0
BWpercentGapMACDdef := (abs(butMACDdef)-abs(butSignaldef))/abs(butSignaldef)*100
///////////////////////////////////////VORTEX INDICATOR////////////////////////////////////
//TEMPLATE
// period_ = input(100, minval=2)
// VMP = sum( abs( high - low[1]), period_ )
// VMM = sum( abs( low - high[1]), period_ )
// STR = sum( atr(1), period_ )
// VIP = VMP / STR //blue
// VIM = VMM / STR //pink
// percentGapVI = 0.0
// percentGapVI := (abs(VIP-VIM)/VIM)*100
// //BW VI Long Period - BW Length = 20
// butVIP = 0.0
// butVIM = 0.0
// butVIP := cf21BW*(VIP+2*nz(VIP[1])+nz(VIP[2]))+cf22BW*nz(butVIP[1])+cf23BW*nz(butVIP[2])
// butVIM := cf21BW*(VIM+2*nz(VIM[1])+nz(VIM[2]))+cf22BW*nz(butVIM[1])+cf23BW*nz(butVIM[2])
// //BW VI Long Slope Analysis
// slopeVIM = nz(butVIM[1]) - nz(butVIM[2]) - (nz(butVIM[2]) - nz(butVIM[3]) )
// slopeVIM2 = (butVIM - butVIM[2])/2
// slopeVIP = nz(butVIP[1]) - nz(butVIP[2]) - (nz(butVIP[2]) - nz(butVIP[3]) )
// slopeVIP2 = (butVIP - butVIP[2])/2
// //BW VI Long percent gap
// BWpercentGapVI = 0.0
// BWpercentGapVI := (abs(butVIP-butVIM)/butVIM)*100
//////////////SHORT////////////// (14)
period_short = input(14, minval=2)
VMPshort = sum( abs( high - low[1]), period_short )
VMMshort = sum( abs( low - high[1]), period_short )
STRshort = sum( atr(1), period_short )
VIPshort = VMPshort / STRshort //blue
VIMshort = VMMshort / STRshort //pink
percentGapVIshort = 0.0
percentGapVIshort := (abs(VIPshort-VIMshort)/VIMshort)*100
//////////////MEDIUM////////////// (30, BW20)
period_med = input(30, minval=2)
VMPmed = sum( abs( high - low[1]), period_med )
VMMmed = sum( abs( low - high[1]), period_med )
STRmed = sum( atr(1), period_med )
VIPmed = VMPmed / STRmed //blue
VIMmed = VMMmed / STRmed //pink
percentGapVImed = 0.0
percentGapVImed := (abs(VIPmed-VIMmed)/VIMmed)*100
//BW VI Med Period - BW Length = 20
butVIPmed = 0.0
butVIMmed = 0.0
butVIPmed := cf21BW20*(VIPmed+2*nz(VIPmed[1])+nz(VIPmed[2]))+cf22BW20*nz(butVIPmed[1])+cf23BW20*nz(butVIPmed[2])
butVIMmed := cf21BW20*(VIMmed+2*nz(VIMmed[1])+nz(VIMmed[2]))+cf22BW20*nz(butVIMmed[1])+cf23BW20*nz(butVIMmed[2])
//BW DI Med Slope Analysis
slopeVIMmed = nz(butVIMmed[1]) - nz(butVIMmed[2]) - (nz(butVIMmed[2]) - nz(butVIMmed[3]) )
slopeVIMmed2 = (butVIMmed - butVIMmed[2])/2
slopeVIPmed = nz(butVIPmed[1]) - nz(butVIPmed[2]) - (nz(butVIPmed[2]) - nz(butVIPmed[3]) )
slopeVIPmed2 = (butVIPmed - butVIPmed[2])/2
//BW DI Med percent gap
BWpercentGapVImed = 0.0
BWpercentGapVImed := (abs(butVIPmed-butVIMmed)/butVIMmed)*100
//////////////LONG////////////// (100, BW30)
period_long = input(100, minval=2)
VMPlong = sum( abs( high - low[1]), period_long )
VMMlong = sum( abs( low - high[1]), period_long )
STRlong = sum( atr(1), period_long )
VIPlong = VMPlong / STRlong //blue
VIMlong = VMMlong / STRlong //pink
percentGapVIlong = 0.0
percentGapVIlong := (abs(VIPlong-VIMlong)/VIMlong)*100
//BW VI Long Period - BW Length = 20
butVIPlong = 0.0
butVIMlong = 0.0
butVIPlong := cf21BW30*(VIPlong+2*nz(VIPlong[1])+nz(VIPlong[2]))+cf22BW30*nz(butVIPlong[1])+cf23BW30*nz(butVIPlong[2])
butVIMlong := cf21BW30*(VIMlong+2*nz(VIMlong[1])+nz(VIMlong[2]))+cf22BW30*nz(butVIMlong[1])+cf23BW30*nz(butVIMlong[2])
//BW VI Long Slope Analysis
slopeVIMlong = nz(butVIMlong[1]) - nz(butVIMlong[2]) - (nz(butVIMlong[2]) - nz(butVIMlong[3]) )
slopeVIMlong2 = (butVIMlong - butVIMlong[2])/2
slopeVIPlong = nz(butVIPlong[1]) - nz(butVIPlong[2]) - (nz(butVIPlong[2]) - nz(butVIPlong[3]) )
slopeVIPlong2 = (butVIPlong - butVIPlong[2])/2
//BW VI Long percent gap
BWpercentGapVIlong = 0.0
BWpercentGapVIlong := (abs(butVIPlong-butVIMlong)/butVIMlong)*100
//Length 14, BW 1
period_14 = input(14, minval=2)
VMP14 = sum( abs( high - low[1]), period_14 )
VMM14 = sum( abs( low - high[1]), period_14 )
STR14 = sum( atr(1), period_14 )
VIP14 = VMP14 / STR14 //blue
VIM14 = VMM14 / STR14 //pink
percentGapVI14 = 0.0
percentGapVI14 := (abs(VIP14-VIM14)/VIM14)*100
//BW VI Long Period - BW Length = 20
butVIP14 = 0.0
butVIM14 = 0.0
butVIP14 := cf21BW1*(VIP14+2*nz(VIP14[1])+nz(VIP14[2]))+cf22BW1*nz(butVIP14[1])+cf23BW1*nz(butVIP14[2])
butVIM14 := cf21BW1*(VIM14+2*nz(VIM14[1])+nz(VIM14[2]))+cf22BW1*nz(butVIM14[1])+cf23BW1*nz(butVIM14[2])
//BW VI Long Slope Analysis
slopeVIM14 = nz(butVIM14[1]) - nz(butVIM14[2]) - (nz(butVIM14[2]) - nz(butVIM14[3]) )
slopeVIM142 = (butVIM14 - butVIM14[2])/2
slopeVIP14 = nz(butVIP14[1]) - nz(butVIP14[2]) - (nz(butVIP14[2]) - nz(butVIP14[3]) )
slopeVIP142 = (butVIP14 - butVIP14[2])/2
//BW VI Long percent gap
BWpercentGapVI14 = 0.0
BWpercentGapVI14 := (abs(butVIP14-butVIM14)/butVIM14)*100
//Length 50, BW 30
period_50 = input(50, minval=2)
VMP50 = sum( abs( high - low[1]), period_50 )
VMM50 = sum( abs( low - high[1]), period_50 )
STR50 = sum( atr(1), period_50 )
VIP50 = VMP50 / STR50 //blue
VIM50 = VMM50 / STR50 //pink
percentGapVI50 = 0.0
percentGapVI50 := (abs(VIP50-VIM50)/VIM50)*100
//BW VI Long Period - BW Length = 25
butVIP50 = 0.0
butVIM50 = 0.0
butVIP50 := cf21BW30*(VIP50+2*nz(VIP50[1])+nz(VIP50[2]))+cf22BW30*nz(butVIP50[1])+cf23BW30*nz(butVIP50[2])
butVIM50 := cf21BW30*(VIM50+2*nz(VIM50[1])+nz(VIM50[2]))+cf22BW30*nz(butVIM50[1])+cf23BW30*nz(butVIM50[2])
//BW VI Long Slope Analysis
slopeVIM50 = nz(butVIM50[1]) - nz(butVIM50[2]) - (nz(butVIM50[2]) - nz(butVIM50[3]) )
slopeVIM502 = (butVIM50 - butVIM50[2])/2
slopeVIP50 = nz(butVIP50[1]) - nz(butVIP50[2]) - (nz(butVIP50[2]) - nz(butVIP50[3]) )
slopeVIP502 = (butVIP50 - butVIP50[2])/2
//BW VI Long percent gap
BWpercentGapVI50 = 0.0
BWpercentGapVI50 := (abs(butVIP50-butVIM50))/butVIM50*100
//Length 20, BW 10
period_20 = input(20, minval=2)
VMP20 = sum( abs( high - low[1]), period_20 )
VMM20 = sum( abs( low - high[1]), period_20 )
STR20 = sum( atr(1), period_20 )
VIP20 = VMP20 / STR20 //blue
VIM20 = VMM20 / STR20 //pink
percentGapVI20 = 0.0
percentGapVI20 := (abs(VIP20-VIM20)/VIM20)*100
//BW VI Long Period - BW Length = 25
butVIP20 = 0.0
butVIM20 = 0.0
butVIP20 := cf21BW10*(VIP20+2*nz(VIP20[1])+nz(VIP20[2]))+cf22BW10*nz(butVIP20[1])+cf23BW10*nz(butVIP20[2])
butVIM20 := cf21BW10*(VIM20+2*nz(VIM20[1])+nz(VIM20[2]))+cf22BW10*nz(butVIM20[1])+cf23BW10*nz(butVIM20[2])
//BW VI Long Slope Analysis
slopeVIM20 = nz(butVIM20[1]) - nz(butVIM20[2]) - (nz(butVIM20[2]) - nz(butVIM20[3]) )
slopeVIM202 = (butVIM20 - butVIM20[2])/2
slopeVIP20 = nz(butVIP20[1]) - nz(butVIP20[2]) - (nz(butVIP20[2]) - nz(butVIP20[3]) )
slopeVIP202 = (butVIP20 - butVIP20[2])/2
//BW VI Long percent gap
BWpercentGapVI20 = 0.0
BWpercentGapVI20 := (abs(butVIP20-butVIM20))/butVIM20*100
///////////////////////////////////ADX & DI////////////////////////////////////////////////
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0
//TEMPLATE
// len = input(title="Length", defval=9)
// SmoothedTrueRange = 0.0
// SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange
// SmoothedDirectionalMovementPlus = 0.0
// SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus
// SmoothedDirectionalMovementMinus = 0.0
// SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus
// DIPlus = 0.0
// DIPlus := SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100 //green
// DIMinus = 0.0
// DIMinus := SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100 //red
// DX = 0.0
// DX := abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
// ADX = sma(DX, len) //black
// ADXslope = (ADX-ADX[1])
// DIpercentgap = abs(DIPlus-DIMinus)/DIMinus* 100
// //BW DI Long Period - BW Length = ###
// butDIP = 0.0
// butDIM = 0.0
// butDIP := cf21BW*(DIPlus+2*nz(DIPlus[1])+nz(DIPlus[2]))+cf22BW*nz(butDIP[1])+cf23BW*nz(butDIP[2])
// butDIM := cf21BW*(DIMinus+2*nz(DIMinus[1])+nz(DIMinus[2]))+cf22BW*nz(butDIM[1])+cf23BW*nz(butDIM[2])
// //BW DI Long Slope Analysis
// slopeDIM = nz(butDIM[1]) - nz(butDIM[2]) - (nz(butDIM[2]) - nz(butDIM[3]) )
// slopeDIM2 = (butDIM- butDIM[2])/2
// slopeDIP = nz(butDIP[1]) - nz(butDIP[2]) - (nz(butDIP[2]) - nz(butDIP[3]) )
// slopeDIP2 = (butDIP - butDIP[2])/2
// //BW DI percent gap
// BWpercentGapDI = 0.0
// BWpercentGapDI := (abs(butDIP-butDIM)/butDIM)*100
//////////////SHORT//////////////
lenshort = input(title="Length", defval=9)
SmoothedTrueRangeshort = 0.0
SmoothedTrueRangeshort := nz(SmoothedTrueRangeshort[1]) - (nz(SmoothedTrueRangeshort[1])/lenshort) + TrueRange
SmoothedDirectionalMovementPlusshort = 0.0
SmoothedDirectionalMovementPlusshort := nz(SmoothedDirectionalMovementPlusshort[1]) - (nz(SmoothedDirectionalMovementPlusshort[1])/lenshort) + DirectionalMovementPlus
SmoothedDirectionalMovementMinusshort = 0.0
SmoothedDirectionalMovementMinusshort := nz(SmoothedDirectionalMovementMinusshort[1]) - (nz(SmoothedDirectionalMovementMinusshort[1])/lenshort) + DirectionalMovementMinus
DIPlusshort = 0.0
DIPlusshort := SmoothedDirectionalMovementPlusshort / SmoothedTrueRangeshort * 100 //green
DIMinusshort = 0.0
DIMinusshort := SmoothedDirectionalMovementMinusshort / SmoothedTrueRangeshort * 100 //red
DXshort = 0.0
DXshort := abs(DIPlusshort-DIMinusshort) / (DIPlusshort+DIMinusshort)*100
ADXshort = sma(DXshort, lenshort) //black
ADXslopeshort = (ADXshort-ADXshort[2])/2
DIpercentgapshort = abs(DIPlusshort-DIMinusshort)/DIMinusshort * 100
//////////////MEDIUM//////////////
lenmed = input(title="Length", defval=30)
SmoothedTrueRangemed = 0.0
SmoothedTrueRangemed := nz(SmoothedTrueRangemed[1]) - (nz(SmoothedTrueRangemed[1])/lenmed) + TrueRange
SmoothedDirectionalMovementPlusmed = 0.0
SmoothedDirectionalMovementPlusmed := nz(SmoothedDirectionalMovementPlusmed[1]) - (nz(SmoothedDirectionalMovementPlusmed[1])/lenmed) + DirectionalMovementPlus
SmoothedDirectionalMovementMinusmed = 0.0
SmoothedDirectionalMovementMinusmed := nz(SmoothedDirectionalMovementMinusmed[1]) - (nz(SmoothedDirectionalMovementMinusmed[1])/lenmed) + DirectionalMovementMinus
DIPlusmed = 0.0
DIPlusmed := SmoothedDirectionalMovementPlusmed / SmoothedTrueRangemed * 100 //green
DIMinusmed = 0.0
DIMinusmed := SmoothedDirectionalMovementMinusmed / SmoothedTrueRangemed * 100 //red
DXmed = 0.0
DXmed := abs(DIPlusmed-DIMinusmed) / (DIPlusmed+DIMinusmed)*100
ADXmed = sma(DXmed, lenmed) //black
slopeADXmed = nz(ADXmed[1]) - nz(ADXmed[2]) - (nz(ADXmed[2]) - nz(ADXmed[3]) ) > 0
slopeADXmed2 = (ADXmed - ADXmed[2])/2
DIpercentgapmed = abs(DIPlusmed-DIMinusmed)/DIMinusmed * 100
//BW DI Med Period - BW Length = 20
butDIPmed = 0.0
butDIMmed = 0.0
butDIPmed := cf21BW20*(DIPlusmed+2*nz(DIPlusmed[1])+nz(DIPlusmed[2]))+cf22BW20*nz(butDIPmed[1])+cf23BW20*nz(butDIPmed[2])
butDIMmed := cf21BW20*(DIMinusmed+2*nz(DIMinusmed[1])+nz(DIMinusmed[2]))+cf22BW20*nz(butDIMmed[1])+cf23BW20*nz(butDIMmed[2])
//BW DI Med Slope Analysis
slopeDIMmed = nz(butDIMmed[1]) - nz(butDIMmed[2]) - (nz(butDIMmed[2]) - nz(butDIMmed[3]) )
slopeDIMmed2 = (butDIMmed - butDIMmed[2])/2
slopeDIPmed = nz(butDIPmed[1]) - nz(butDIPmed[2]) - (nz(butDIPmed[2]) - nz(butDIPmed[3]) )
slopeDIPmed2 = (butDIPmed - butDIPmed[2])/2
//BW DI Med percent gap
BWpercentGapDImed = 0.0
BWpercentGapDImed := (abs(butDIPmed-butDIMmed)/butDIMmed)*100
///////////////LONG/////////////////
lenlong = input(title="Length", defval=100)
SmoothedTrueRangelong = 0.0
SmoothedTrueRangelong := nz(SmoothedTrueRangelong[1]) - (nz(SmoothedTrueRangelong[1])/lenlong) + TrueRange
SmoothedDirectionalMovementPluslong = 0.0
SmoothedDirectionalMovementPluslong := nz(SmoothedDirectionalMovementPluslong[1]) - (nz(SmoothedDirectionalMovementPluslong[1])/lenlong) + DirectionalMovementPlus
SmoothedDirectionalMovementMinuslong = 0.0
SmoothedDirectionalMovementMinuslong := nz(SmoothedDirectionalMovementMinuslong[1]) - (nz(SmoothedDirectionalMovementMinuslong[1])/lenlong) + DirectionalMovementMinus
DIPluslong = 0.0
DIPluslong := SmoothedDirectionalMovementPluslong / SmoothedTrueRangelong * 100 //green
DIMinuslong = 0.0
DIMinuslong := SmoothedDirectionalMovementMinuslong / SmoothedTrueRangelong * 100 //red
DXlong = 0.0
DXlong := abs(DIPluslong-DIMinuslong) / (DIPluslong+DIMinuslong)*100
ADXlong = sma(DXlong, lenlong) //black
//Derived Values
ADXslopelongpt = (ADXlong-ADXlong[5])/5 //Point Slope
ADXslopelongLT = (ADXlong-ADXlong[20])/20 //Long term slope
DIpercentgaplong = abs(DIPluslong-DIMinuslong)/DIMinuslong * 100
//BW DI Long Period - BW Length = 30
butDIPlong = 0.0
butDIMlong = 0.0
butDIPlong := cf21BW30*(DIPluslong+2*nz(DIPluslong[1])+nz(DIPluslong[2]))+cf22BW30*nz(butDIPlong[1])+cf23BW30*nz(butDIPlong[2])
butDIMlong := cf21BW30*(DIMinuslong+2*nz(DIMinuslong[1])+nz(DIMinuslong[2]))+cf22BW30*nz(butDIMlong[1])+cf23BW30*nz(butDIMlong[2])
//BW DI Long Slope Analysis
slopeDIMlong = nz(butDIMlong[1]) - nz(butDIMlong[2]) - (nz(butDIMlong[2]) - nz(butDIMlong[3]) )
slopeDIMlong2 = (butDIMlong - butDIMlong[2])/2
slopeDIPlong = nz(butDIPlong[1]) - nz(butDIPlong[2]) - (nz(butDIPlong[2]) - nz(butDIPlong[3]) )
slopeDIPlong2 = (butDIPlong - butDIPlong[2])/2
//BW DI percent gap
BWpercentGapDIlong = 0.0
BWpercentGapDIlong := (abs(butDIPlong-butDIMlong)/butDIMlong)*100
//ADX&DI Length 14
len14 = input(title="Length", defval=14)
SmoothedTrueRange14 = 0.0
SmoothedTrueRange14 := nz(SmoothedTrueRange14[1]) - (nz(SmoothedTrueRange14[1])/len14) + TrueRange
SmoothedDirectionalMovementPlus14 = 0.0
SmoothedDirectionalMovementPlus14 := nz(SmoothedDirectionalMovementPlus14[1]) - (nz(SmoothedDirectionalMovementPlus14[1])/len14) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus14 = 0.0
SmoothedDirectionalMovementMinus14 := nz(SmoothedDirectionalMovementMinus14[1]) - (nz(SmoothedDirectionalMovementMinus14[1])/len14) + DirectionalMovementMinus
DIPlus14 = 0.0
DIPlus14 := SmoothedDirectionalMovementPlus14 / SmoothedTrueRange14 * 100 //green
DIMinus14 = 0.0
DIMinus14 := SmoothedDirectionalMovementMinus14 / SmoothedTrueRange14 * 100 //red
DX14 = 0.0
DX14 := abs(DIPlus14-DIMinus14) / (DIPlus14+DIMinus14)*100
ADX14 = sma(DX14, len14) //black
ADXslope14 = (ADX14-ADX14[1])
DIpercentgap14 = abs(DIPlus14-DIMinus14)/DIMinus14* 100
//BW DI Long Period - BW Length = ###
butDIP14 = 0.0
butDIM14 = 0.0
butDIP14 := cf21BW20*(DIPlus14+2*nz(DIPlus14[1])+nz(DIPlus14[2]))+cf22BW20*nz(butDIP14[1])+cf23BW20*nz(butDIP14[2])
butDIM14 := cf21BW20*(DIMinus14+2*nz(DIMinus14[1])+nz(DIMinus14[2]))+cf22BW20*nz(butDIM14[1])+cf23BW20*nz(butDIM14[2])
//BW DI Long Slope Analysis
slopeDIM14 = nz(butDIM14[1]) - nz(butDIM14[2]) - (nz(butDIM14[2]) - nz(butDIM14[3]) )
slopeDIM142 = (butDIM14- butDIM14[2])/2
slopeDIP14 = nz(butDIP14[1]) - nz(butDIP14[2]) - (nz(butDIP14[2]) - nz(butDIP14[3]) )
slopeDIP142 = (butDIP14 - butDIP14[2])/2
//BW DI percent gap
BWpercentGapDI14 = 0.0
BWpercentGapDI14 := (abs(butDIP14-butDIM14)/butDIM14)*100
//////////////////////////////////////CHOPPINESS///////////////////////////////////////////
//TEMPLATE
//Length, BW - (##, ##)
// lengthCI = input(50, minval=1)
// logb10=log10(lengthCI)
// sumATR=sum(atr(1),lengthCI)
// maxhi=highest(lengthCI)
// minlo=lowest(lengthCI)
// chop=100*log10(sumATR/(maxhi-minlo))/logb10
// butChoppiness=0.0
// butChoppiness:=cf21BW*(chop+2*nz(chop[1])+nz(chop[2]))+cf22BW*nz(butChoppiness[1])+cf23BW*nz(butChoppiness[2])
//Short - CI(20)
lengthCIshort = input(20, minval=1),
logb10short=log10(lengthCIshort)
sumATRshort=sum(atr(1),lengthCIshort)
maxhishort=highest(lengthCIshort)
minloshort=lowest(lengthCIshort)
chopshort=100*log10(sumATRshort/(maxhishort-minloshort))/logb10short
//Medium - CI(30)
lengthCImed = input(30, minval=1),
logb10med=log10(lengthCImed)
sumATRmed=sum(atr(1),lengthCImed)
maxhimed=highest(lengthCImed)
minlomed=lowest(lengthCImed)
chopmed=100*log10(sumATRmed/(maxhimed-minlomed))/logb10med
//Long - CI(200)
lengthCIlong = input(200, minval=1)
logb10long=log10(lengthCIlong)
sumATRlong=sum(atr(1),lengthCIlong)
maxhilong=highest(lengthCIlong)
minlolong=lowest(lengthCIlong)
choplong=100*log10(sumATRlong/(maxhilong-minlolong))/logb10long
//(50, 20)
lengthCI50 = input(50, minval=1)
logb1050=log10(lengthCI50)
sumATR50=sum(atr(1),lengthCI50)
maxhi50=highest(lengthCI50)
minlo50=lowest(lengthCI50)
chop50=100*log10(sumATR50/(maxhi50-minlo50))/logb1050
butChoppiness50=0.0
butChoppiness50:=cf21BW20*(chop50+2*nz(chop50[1])+nz(chop50[2]))+cf22BW20*nz(butChoppiness50[1])+cf23BW20*nz(butChoppiness50[2])
///////////////////////////////////KLINGER OSCILLATOR//////////////////////////////////////
signalLine = input(13, minval=1)
fastLength = input(34, minval=1)
slowLength= input(55, minval=1)
sv = change(hlc3) >= 0 ? volume : -volume
kvo = ema(sv, fastLength) - ema(sv, slowLength)
sig = ema(kvo, signalLine)
//Add BW?
//////////////////////////////////COPPOCK CURVE////////////////////////////////////////////
//TEMPLATE
//(WMA, Long ROC, Short ROC) - (###, ###, ###)
// wmaLength = input(title="WMA Length", defval=200)
// longRoCLength = input(title="Long RoC Length", defval=100)
// shortRoCLength = input(title="Short RoC Length", defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope
//Short - CC(10,10,10)
wmaLengthshort = input(title="WMA Length", defval=10)
longRoCLengthshort = input(title="Long RoC Length", defval=10)
shortRoCLengthshort = input(title="Short RoC Length", defval=10)
curveshort = wma(roc(source, longRoCLengthshort) + roc(source, shortRoCLengthshort), wmaLengthshort)
curveshortslope = (curveshort-curveshort[2])/2
//Medium - CC(20,20,20)
wmaLengthmed = input(title="WMA Length", defval=20)
longRoCLengthmed = input(title="Long RoC Length", defval=20)
shortRoCLengthmed = input(title="Short RoC Length", defval=20)
curvemed = wma(roc(source, longRoCLengthmed) + roc(source, shortRoCLengthmed), wmaLengthmed)
curvemedslope = (curvemed-curvemed[2])/2
//Long - CC(200,200,20)
wmaLengthlong = input(title="WMA Length", defval=200)
longRoCLengthlong = input(title="Long RoC Length", defval=200)
shortRoCLengthlong = input(title="Short RoC Length", defval=50)
curvelong = wma(roc(source, longRoCLengthlong) + roc(source, shortRoCLengthlong), wmaLengthlong)
curvelongslopept = (curvelong-curvelong[1]) //Point Slope
curvelongslope2pt = (curvelong-curvelong[2])/2 // 2 Point Slope
curvelongslope5pt = (curvelong-curvelong[5])/5 //5 Point Slope
curvelongslope10pt = (curvelong-curvelong[10])/10 //10 Point Slope
curvelongslopeLT = (curvelong-curvelong[20])/20 //Long Term Slope
//CC(200, 100, 10)
wmaLength20010010 = input(title="WMA Length", defval=200)
longRoCLength20010010 = input(title="Long RoC Length", defval=100)
shortRoCLength20010010 = input(title="Short RoC Length", defval=10)
curve20010010 = wma(roc(source, shortRoCLength20010010) + roc(source, longRoCLength20010010), wmaLength20010010)
curveslopept20010010 = (curve20010010-curve20010010[1]) //Point Slope
curveslope5pt20010010 = (curve20010010-curve20010010[5])/5 //5 Point Slope
curveslopeLT20010010 = (curve20010010-curve20010010[20])/20 //Long Term Slope
//(WMA, Long ROC, Short ROC) - (100, 100, 20)
// wmaLength = input(title="WMA Length", defval=200)
// longRoCLength = input(title="Long RoC Length", defval=100)
// shortRoCLength = input(title="Short RoC Length", defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope
//(WMA, Long ROC, Short ROC) - (50, 50, 20)
// wmaLength = input(title="WMA Length", defval=200)
// longRoCLength = input(title="Long RoC Length", defval=100)
// shortRoCLength = input(title="Short RoC Length", defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope
/////////////////////////////////////TRIX//////////////////////////////////////////////////
//Short
lengthTRIXshort = input(5, minval=1)
TRIXshort = 10000* change(ema(ema(ema(log(close), lengthTRIXshort), lengthTRIXshort), lengthTRIXshort))
TRIXshortslope = (TRIXshort-TRIXshort[2])/2
//Medium
lengthTRIXmed = input(20, minval=1)
TRIXmed = 10000* change(ema(ema(ema(log(close), lengthTRIXmed), lengthTRIXmed), lengthTRIXmed))
TRIXmedslope = (TRIXmed-TRIXmed[2])/2
//Long
lengthTRIXlong = input(100, minval=1)
TRIXlong = 10000* change(ema(ema(ema(log(close), lengthTRIXlong), lengthTRIXlong), lengthTRIXlong))
TRIXlongslopept = (TRIXlong-TRIXlong[2])/2 //Point Slope
TRIXlongslopeLT = (TRIXlong-TRIXlong[10])/10 //Long Term Slope
//TRIX 10
lengthTRIX10 = input(10, minval=1)
TRIX10 = 10000* change(ema(ema(ema(log(close), lengthTRIX10), lengthTRIX10), lengthTRIX10))
TRIX10slope = (TRIX10-TRIX10[2])/2
//TRIX 30
lengthTRIX30 = input(30, minval=1)
TRIX30 = 10000* change(ema(ema(ema(log(close), lengthTRIX30), lengthTRIX30), lengthTRIX30))
TRIX30slope = (TRIX30-TRIX30[2])/2
//TRIX 40
lengthTRIX40 = input(40, minval=1)
TRIX40 = 10000* change(ema(ema(ema(log(close), lengthTRIX40), lengthTRIX40), lengthTRIX40))
TRIX40slope = (TRIX40-TRIX40[2])/2
//TRIX 50
lengthTRIX50 = input(50, minval=1)
TRIX50 = 10000* change(ema(ema(ema(log(close), lengthTRIX50), lengthTRIX50), lengthTRIX50))
TRIX50slope = (TRIX50-TRIX50[2])/2
//TRIX 80
lengthTRIX80 = input(80, minval=1)
TRIX80 = 10000* change(ema(ema(ema(log(close), lengthTRIX80), lengthTRIX80), lengthTRIX80))
TRIX80slope = (TRIX80-TRIX80[2])/2
////////////////////////////////////AWESOME OSCILLATOR/////////////////////////////////////
//Short
lengthAO1short=input(34,minval=1)
lengthAO2short=input(7,minval=1)
AOshortp1 = sma(hl2, lengthAO2short)
AOshortp2 = sma(hl2, lengthAO1short)
AOshort = 0.0
AOshort := AOshortp1 - AOshortp2
AOshortper = AOshort/close*100
//Medium
lengthAO1med=input(40,minval=1)
lengthAO2med=input(20,minval=1)
AOmed=0.0
AOmed := sma((high+low)/2, lengthAO1med) - sma((high+low/2), lengthAO2med)
//Long
lengthAO1long=input(200,minval=1)
lengthAO2long=input(50,minval=1)
AOlong=0.0
AOlong := sma((high+low)/2, lengthAO1long) - sma((high+low/2), lengthAO2long)
//reversalptAO is AOlong > AOlong[1] and AOlong[1]<AOlong[2]
/////////////////////////////////////////OBV & PVT//////////////////////////////////////////
//TEMPLATE - BW Length ###
// butOBVPVT = cf21BW*(xOBVPVT+2*nz(xOBVPVT[1])+nz(xOBVPVT[2]))+cf22BW*nz(butxOBVPVT[1])+cf23BW*nz(butxOBVPVT[2])
// slopeOBVPVT = butOBVPVT - butOBVPVT[5]
//CONSTANTS
OBVPVT = volume * (close - (close[1]))
xOBVPVT = cum(OBVPVT)
/////////////////////////////////ACCUMULATION/DISTRIBUTION//////////////////////////////////
//CONSTANTS
// ACDST = cum(close==high and close==low or high==low ? 0 : ((2*close-low-high)/(high-low))*volume)
//TEMPLATE
// ACDST BWLength ##
// butACDST=cf21BW*(ACDST+2*nz(ACDST[1])+nz(ACDST[2]))+cf22BW*nz(butACDST[1])+cf23BW*nz(butACDST[2])
// slopeACDST2 = butACDST - butACDST[5]
/////////////////////////////////////CHAIKIN OSCILLATOR/////////////////////////////////////
//TEMPLATE
//(Short, Long, BW) - (###, ###, ###)
// fastlenChOsc = input(3,minval=1)
// slowlenChOsc = input(10,minval=1)
// chOscshort10 = ema(accdist, fastlenChOsc) - ema(accdist, slowlenChOsc)
// //BW Chaikin Oscillator - Length BW = 1
// butchOsc = 0.0
// butchOsc := cf21BW1*(chOscshort+2*nz(chOsc[1])+nz(chOsc[2]))+cf22BW1*nz(butchOsc[1])+cf23BW1*nz(butchOsc[2])
// //BW Chaikin Osc Slope Analysis
// slopechOsc = nz(butchOsc[1]) - nz(butchOsc[2]) - (nz(butchOsc[2]) - nz(butchOsc[3]) ) > 0
// slopechOsc2 = (butchOsc - butchOsc[2])/2
//Short
fastlenshortChOsc = input(5,minval=1)
slowlenshortChOsc = input(10,minval=1)
chOscshort = ema(accdist, fastlenshortChOsc) - ema(accdist, slowlenshortChOsc)
//BW Chaikin Oscillator - Length BW = 1
butchOscshort = 0.0
butchOscshort := cf21BW1*(chOscshort+2*nz(chOscshort[1])+nz(chOscshort[2]))+cf22BW1*nz(butchOscshort[1])+cf23BW1*nz(butchOscshort[2])
//BW Chaikin Osc Slope Analysis
slopechOscshort = nz(butchOscshort[1]) - nz(butchOscshort[2]) - (nz(butchOscshort[2]) - nz(butchOscshort[3]) ) > 0
slopechOscshort2 = (butchOscshort - butchOscshort[2])/2
//Medium
//Large
//(10, 100, 1)
fastlenChOsc101001 = input(10,minval=1)
slowlenChOsc101001 = input(100,minval=1)
chOsc101001 = ema(accdist, fastlenChOsc101001) - ema(accdist, slowlenChOsc101001)
// BW Chaikin Oscillator - Length BW = 1
butchOsc101001 = 0.0
butchOsc101001 := cf21BW1*(chOsc101001+2*nz(chOsc101001[1])+nz(chOsc101001[2]))+cf22BW1*nz(butchOsc101001[1])+cf23BW1*nz(butchOsc101001[2])
// BW Chaikin Osc Slope Analysis
slopechOsc101001 = nz(butchOsc101001[1]) - nz(butchOsc101001[2]) - (nz(butchOsc101001[2]) - nz(butchOsc101001[3]) ) > 0
slopechOsc1010012 = (butchOsc101001 - butchOsc101001[2])/2
//(20, 40, 20)
fastlenChOsc204020 = input(20,minval=1)
slowlenChOsc204020 = input(40,minval=1)
chOsc204020 = ema(accdist, fastlenChOsc204020) - ema(accdist, slowlenChOsc204020)
// BW Chaikin Oscillator - Length BW = 20
butchOsc204020 = 0.0
butchOsc204020 := cf21BW20*(chOsc204020+2*nz(chOsc204020[1])+nz(chOsc204020[2]))+cf22BW20*nz(butchOsc204020[1])+cf23BW20*nz(butchOsc204020[2])
// BW Chaikin Osc Slope Analysis
slopechOsc204020 = nz(butchOsc204020[1]) - nz(butchOsc204020[2]) - (nz(butchOsc204020[2]) - nz(butchOsc204020[3]) ) > 0
slopechOsc2040202 = (butchOsc204020 - butchOsc204020[2])/2
/////////////////////////////////ADVANCE CHAIKIN MONEY FLOW/////////////////////////////////
// //CONSTANTS
// srcACMF=input(hlc3)
// mvsACMF = input(false, "Factor in Price (Money Volume)")
// trlACMF = min(low,close[1])
// trhACMF = max(high,close[1])
// //TEMPLATE
// lenACMF = input(20, minval=1)
// eACMF = input(10.0, minval=1) //Volume Exponent - (0-10 reduces & 10+ increases volume effect)
// wvACMF = pow(volume,eACMF/10.0)*(mvsACMF ? srcACMF : 1)
// adACMF = (trhACMF==trlACMF ? 0 : (2*close-(trhACMF+trlACMF))/tr(true))*wvACMF
// cmACMF = sum(adACMF, lenACMF)/sum(wvACMF, lenACMF)
// butACMF = 0.0
// butACMF := cf21BW*(ACMF+2*nz(ACMF[1])+nz(ACMF[2]))+cf22BW*nz(butACMF[1])+cf23BW*nz(butACMF[2])
// slopeACMF2 = butACMF - butACMF[5]
//Short
//Medium
//Large
/////////////////////////////////////////VOLATILITY//////////////////////////////////////////
//TEMPLATE
// lenVolt = input(10, minval=1)
// volATR = atr(lenVolt)
// volRes = ((lenVolt - 1) * nz(volRes[1], 0) + volATR) / lenVolt
// slopevolRes = volRes - volRes[5]
//Short
//Medium
//Large
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////***************************MOVING AVERAGES***************************////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//McGinley Dynamic
lengthMGD = input(14, minval=1)
mgd = 0.0
mgd := na(mgd[1]) ? ema(source, lengthMGD) : mgd[1] + (source - mgd[1]) / (lengthMGD * pow(source/mgd[1], 4))
//TEMA
lengthTEMA = input(9, minval=1)
ema1 = ema(close, lengthTEMA)
ema2 = ema(ema1, lengthTEMA)
ema3 = ema(ema2, lengthTEMA)
outTEMA = 3 * (ema1 - ema2) + ema3
//LSMA
lengthLSMA = input(title="Length", defval=15)
offsetLSMA = input(title="Offset", defval=0)
LSMA = linreg(source, lengthLSMA, offsetLSMA)
//SMAs
len10 = input(10,minval=1)
len20 = input(20,minval=1)
len50 = input(50,minval=1)
len100 = input(100,minval=1)
len200 = input(200,minval=1)
MA10 = sma(source,len10)
MA20 = sma(source,len20)
MA50 = sma(source,len50)
MA100 = sma(source,len100)
MA200 = sma(source,len200)
//MA Calculations
LSTEMAdiff= abs(LSMA-outTEMA)
LSTEMApercentdiff=(abs(outTEMA-LSMA)/outTEMA)*100
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////**************************************************************CASES****************************************************************/////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////*************************OLD BUY CASES*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//GIVE ALL THESE CASES DESCRIPTIONS w/ L/M/S TREND CLASSIFICATION//
///////////////////////////////BUY CASES////////////////////////////////
//*******************************************************************************************************************//
//************************************Use OC2 in conjunction with OC1************************************************//
//*******************************************************************************************************************//
//*************Carry Over 1 - OC1 (Previously Buy 1B): Downtrend Oscillations captured by ROC, RSI, MACD*************//
//**********************************//
// ROCshort(9, BW1)
// RSI(14)
// StochRSI(3, 3, 14, 14)
// ChandeMOshort(9, BW1)
// MACDdef(12, 26, 9)
// VI(14)
//**********************************//
if (ROCshort <= 0.0 and butRSI <= 49.00 and kshort <= 20.00 and dshort <= 20.00 and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort<0.0 and VIP14<VIM14 and VIM14<VIM14[1])
strategy.entry("OC1", longcases ? (STcases ? (aOC1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="OC1")
else
strategy.cancel(id="OC1")
OC1= ROCshort <= 0.0 and RSI <= 40.00 and RSI >= 25.00 and kshort <= 20.00 and dshort <= 20.00 and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort<0.0 and VIP14<VIM14 and VIM14<VIM14[1]
plotshape(longcasesplot ? (STcasesplot ? (aOC1p ? OC1 : na) : na) : na, color=#FF00FF, text='OC1')
//*************Carry Over 2 - OC2 (Previously Buy 10): Less Frequent OC1; to be used as support for each other*************//
//**********************************//
// ROCshort(9, BW1)
// RSI(14)
// StochRSI(3, 3, 14, 14)
// ChandeMOshort(9, BW1)
// MACDdef(12, 26, 9)
// VI(14)
// Bollinger Bands(20, 2.5)
// TEMA(9)
//**********************************//
if (ROCshort<0.0 and RSI <= 35.00 and (kshort <= 10.00 or dshort <= 10.00) and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort < 0.0 and chandeMOshort[1]<chandeMOshort and LSTEMAdiff[1]>LSTEMAdiff and VIP14 < VIM14 and percentGapBB > 5.50)
strategy.entry("OC2", longcases ? (STcases ? (aOC2 ? strategy.long : na) : na) : na, stop=lowerbb,comment="OC2")
else
strategy.cancel(id="OC2")
OC2 = ROCshort<0.0 and RSI <= 35.00 and (kshort <= 10.00 or dshort <= 10.00) and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort < 0.0 and chandeMOshort[1]<chandeMOshort and LSTEMAdiff[1]>LSTEMAdiff and VIP14 < VIM14 and percentGapBB > 5.50
plotshape(longcasesplot ? (STcasesplot ? (aOC2p ? OC2 : na) : na) : na, color=#FF00FF, text='OC2')
//*******************************************************************************************************************//
//*******************************************************************************************************************//
//*******************************************************************************************************************//
/////////////////////////CLOSE BUY CASES////////////////////////////////
strategy.close("OC1", when = (kshort>75 or dshort>75))
strategy.close("OC2", when = (kshort>75 or dshort>75))
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////*************************SHORT TRENDS*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////TEMPLATE/////////////////////////////////
//# - Short Trend Buy #:
//if ()
// strategy.entry("STB#", strategy.long, stop=lowerbb,comment="STB#")
//else
// strategy.cancel(id="STB#")
//STB# =
//plotshape(STB#, color=green, text='STB#')
///////////////////////////////BUY CASES////////////////////////////////
//*************1 - Short Trend Buy 1: Chaikin Oscillator Reversal with TRIX5 Support*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// Chaikin Oscillator(5, 10, BW1)
// TRIX(5)
//**********************************//
if ((slopechOscshort2>0.0 and slopechOscshort2[1]<0.0 and TRIXshortslope > 0.0 and TRIXshort < 0.0) or (slopechOscshort2>0.0 and TRIXshortslope > 0.0 and TRIXshortslope[1] < 0.0 and TRIXshort < 0.0))
strategy.entry("STB1", longcases ? (STcases ? (aST1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="STB1")
else
strategy.cancel(id="STB1")
STB1 = ((slopechOscshort2>0.0 and slopechOscshort2[1]<0.0 and TRIXshortslope > 0.0 and TRIXshort < 0.0) or (slopechOscshort2>0.0 and TRIXshortslope > 0.0 and TRIXshortslope[1] < 0.0 and TRIXshort < 0.0))
plotshape(longcasesplot ? (STcasesplot ? (aST1p ? STB1 : na) : na) : na, location.belowbar, color=green, text='STB1')
//*************2 - Short Trend Buy 2: MACD Reversal with ROC/CMO Support*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// ROC(9, BW1)
// ChandeMO(9, BW1)
// MACD(12, 26, 9)
//**********************************//
if ((butROCshort[1]<0.0 or butCMOshort[1]<0.0) and ((slopeROCshort2>0.0 and slopeROCshort2[1]<0.0) or (slopeCMOshort2>0.0 and slopeCMOshort2[1]<0.0)) and MACDdef < signaldef and BWpercentGapMACDdef[1]>BWpercentGapMACDdef)
strategy.entry("STB2", longcases ? (STcases ? (aST2 ? strategy.long : na) : na) : na, stop=lowerbb,comment="STB2")
else
strategy.cancel(id="STB2")
STB2 = ((butROCshort[1]<0.0 or butCMOshort[1]<0.0) and ((slopeROCshort2>0.0 and slopeROCshort2[1]<0.0) or (slopeCMOshort2>0.0 and slopeCMOshort2[1]<0.0)) and MACDdef < signaldef and BWpercentGapMACDdef[1]>BWpercentGapMACDdef)
plotshape(longcasesplot ? (STcasesplot ? (aST2p ? STB2 : na) : na) : na, color=green, text='STB2')
/////////////////////////CLOSE BUY CASES////////////////////////////////
//**********************************STB1***********************************//
if (TRIXshortslope > 0.0 and TRIX10slope < 0.0)
strategy.close("STB1", when = (TRIXshortslope < 0.0))
else
if (TRIXshortslope > 0.0 and TRIX10slope > 0.0)
strategy.close("STB1", when = (TRIX10slope<0.0))
else
strategy.close("STB1", when = (TRIXshortslope<0.0))
//**********************************STB2***********************************//
strategy.close("STB2", when = (kshort>90 or (slopeRSIpt < 0.0 and kshort > 75.0)))
//**********************************STB3***********************************//
//strategy.close("STB3", when = ())
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////*************************MEDIUM TRENDS*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////TEMPLATE/////////////////////////////////
//# - Medium Trend Buy #:
//if ()
// strategy.entry("MTB#", strategy.long, stop=lowerbb,comment="MTB#")
//else
// strategy.cancel(id="MTB#")
//MTB# =
//plotshape(MTB#, color=green, text='MTB#')
///////////////////////////////BUY CASES////////////////////////////////
//*************3 - Medium Trend Buy 3: Vortex Indicator Oscillations on Uptrends*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// VI(20, BW10)
//**********************************//
if (VIP20<VIM20 and slopeVIM202[1]>0.0 and slopeVIP202>0.0) //and BWpercentGapVI20 > ##
strategy.entry("MTB3", longcases ? (MTcases ? (aMT3 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB3")
else
if (VIP20<VIM20 and slopeVIM202[2]>0.0 and slopeVIP202>0.0)
strategy.entry("MTB3", longcases ? (MTcases ? (aMT3 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB3")
else
strategy.cancel(id="MTB3")
MTB3 = (VIP20<VIM20 and (slopeVIM202[1]>0.0 or slopeVIM202[2]>0.0) and slopeVIP202>0.0)// and BWpercentGapVI20 > 5.0)
plotshape(longcasesplot ? (MTcasesplot ? (aMT3p ? MTB3 : na) : na) : na, color=red, text='MTB3')
//*************4 - Medium Trend Buy 4: MACD Crossover*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further development-----//
//**********************************//
// MACD Long - (50, 100, 20)
// Choppiness - (50, BW20)
// BW MACD Long - BW40
//**********************************//
if (MACDlong < 0.0 and MACDlong[1]<signallong[1] and MACDlong>signallong and butChoppiness50<53.0 and TRIX40slope>0.0)// and butChoppiness50<50.0)
strategy.entry("MTB4", longcases ? (MTcases ? (aMT4 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB4")
else
strategy.cancel(id="MTB4")
MTB4 = MACDlong < 0.0 and MACDlong[1]<signallong[1] and MACDlong>signallong and butChoppiness50<50.0 and TRIX40slope>0.0
plotshape(longcasesplot ? (MTcasesplot ? (aMT4p ? MTB4 : na) : na) : na, color=blue, text='MTB4')
//////////IDEAS//////////
// //5 - Medium Trend Buy 5: ADX & DI
// if (ADXslopelongpt > 0.0 and slopeDIPlong2 > 0.0)
// strategy.entry("MTB4", strategy.long, stop=lowerbb,comment="MTB5")
// else
// strategy.cancel(id="MTB4")
// MTB5 = ADXslopelongpt > 0.0 and slopeDIPlong2 > 0.0
// plotshape(MTB5, color=red, text='MTB5')
/////////////////////////CLOSE BUY CASES////////////////////////////////
strategy.close("MTB3", when = (butVIP20>butVIM20 and slopeVIP202 < 0.0))
strategy.close("MTB4", when = (slopechOsc2040202[1]>0.0 and slopechOsc2040202<0.0 and chOsc204020>0.0))
//strategy.close("MTB5", when = (slopeDIPlong2<0.0))
//OLD//
//strategy.close("MTB4", when = (signallong >0.0 and signallong[1] < MACDlong [1] and signallong > MACDlong))
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////*************************LONG TRENDS*************************///////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////TEMPLATE/////////////////////////////////
//# - Long Trend Buy #:
//if ()
// strategy.entry("LTB#", strategy.long, stop=lowerbb,comment="LTB#")
//else
// strategy.cancel(id="LTB#")
//LTB# =
//plotshape(LTB1, color=green, text='LTB#')
///////////////////////////////BUY CASES////////////////////////////////
//*************1 - Long Trend Buy 1: Coppock Curve Bottom*************//
//**********************************//
// Coppock Curve - (200, 200, 100)
// KEEP eye on Choppiness(200, BW100) - upward slope means no solid trend
//**********************************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further development-----//
if (curvelongslope2pt>0.0 and curvelongslope2pt[2]<0.0 and curvelong < 0.0)
strategy.entry("LTB1", longcases ? (LTcases ? (aLT1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="LTB1")
else
strategy.cancel(id="LTB1")
LTB1 = curvelongslope2pt>0.0 and curvelongslope2pt[1]<0.0 and curvelong < 0.0
plotshape(longcasesplot ? (MTcasesplot ? (aLT1p ? LTB1 : na) : na) : na , color=blue, text='LTB1')
/////////IDEAS//////////
//3 - Long Trend Buy 1: ROC Reversal
//ROC Reversal with low ROC
//ROC Slope
//BW VI and DI Percent Gap
//DIP. DIM, VIP, VIM comparisons
//4
//ROC Reversal where DIP > DIM
//BW VI and DI Percent Gap
//DIP. DIM, VIP, VIM comparisons
//5 - Long Trend Buy 1: ADX Led LT Buy
//ADX slope reversal
//DI percent gap decrease
//DIP > DIM
//CC bottom out curve barssince
//TRIX barssince cross over baseline
//6 TRIX100 slope pos and negtaive start with CC curve sell (50, 50, 20)
/////////////////////////CLOSE BUY CASES////////////////////////////////
strategy.close("LTB1", when = (curvelongslope2pt < 0.0 and curvelongslope2pt[1] > 0.0))
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////********************************SHORTING CASES********************************////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////BUY SHORTING CASES///////////////////////////////
//if (RSI>=70 and (k >= 80.0 or d>=80.0))
// strategy.entry("Sell", strategy.short, stop=upperbb,comment="Sell")
//else
// strategy.cancel(id="Sell")
//2 - Medium Trend Buy 2 works better as a Shorting Case?
if (butDIPmed[1]<butDIMmed[1] and butDIPmed>butDIMmed and slopeADXmed2>0.0 and butROCmed < 0.0)
strategy.entry("SC1", shortcases ? (aSC1 ? strategy.short : na) : na, stop=lowerbb,comment="SC1")
else
strategy.cancel(id="SC1")
SC1 = butDIPmed[1]<butDIMmed[1] and butDIPmed>butDIMmed and slopeADXmed2>0.0 and butROCmed < 0.0
plotshape(shortcasesplot ? (aSC1 ? SC1 : na) : na, color=red, text='SC1')
//*************2 - Shorting Short Trend Case 1: AO Crossover*************//
//**********************************//
// AO(34, 7)
// StochRSI(3,3,14,14)
// ROC(9)
// CMO(9)
//**********************************//
//Shorting Case 2 - AO Crossover Margin
if ((AOshortper>-0.80 and AOshortper<0.80) and AOshort[1]<AOshort and kshort>80.0 and dshort>80.0 and ROCshort>0.0 and chandeMOshort>0.0)
strategy.entry("SC2", shortcases ? (aSC2 ? strategy.short : na) : na, stop=lowerbb,comment="SC2")
else
strategy.cancel(id="SC2")
SC2 = AOshortper>-0.80 and AOshortper<0.80 and AOshort[1]<AOshort and kshort>80.0 and dshort>80.0 and ROCshort>0.0 and chandeMOshort>0.0
plotshape(shortcasesplot ? (aSC2 ? SC2 : na) : na, color=#cfb53b, text='SC2')
//#cfb53b
//*************3 - Shorting Short Trend Case 2: AO Peak Reversal*************//
//**********************************//
// AO(34, 7)
// StochRSI(3,3,14,14)
// ROC(9)
// CMO(9)
//**********************************//
if (AOshortper>2.0 and AOshort[1]>AOshort and (kshort>80.0 or dshort>80.0) and ROCshort>0.0 and chandeMOshort>0.0)
strategy.entry("SC3", shortcases ? (aSC3 ? strategy.short : na) : na, stop=lowerbb,comment="SC3")
else
strategy.cancel(id="SC3")
SC3 = AOshortper>2.0 and AOshort[1]>AOshort and (kshort>80.0 or dshort>80.0) and ROCshort>0.0 and chandeMOshort>0.0
plotshape(shortcasesplot ? (aSC3 ? SC3 : na) : na, color=#ff8c00, text='SC3')
/////////////////////CLOSE SHORTING CASES///////////////////////////////
strategy.close("SC1", when = (kshort<=20 or dshort<=20))
strategy.close("SC2", when = (kshort<=13 or dshort<=13))
strategy.close("SC3", when = (kshort<=13 or dshort<=13))