Strategi ini menggunakan pelbagai penunjuk teknikal untuk mengenal pasti pasaran yang bergolak dan menyerapnya pada titik rendah yang bergolak, bertujuan untuk menangkap peluang jangka pendek dalam pasaran yang bergolak.
Strategi ini menggabungkan pelbagai penunjuk teknikal untuk mengenal pasti peluang titik terendah. Pertama, menggunakan ROC perubahan untuk menentukan pasaran berada dalam peringkat tertekan, kemudian penunjuk seperti RSI, StochRSI, MACD mengenal pasti titik terendah, dan akhirnya menggabungkan tanda saringan seperti tali Brin, penunjuk turun naik.
Dalam beberapa kes, strategi ini boleh digunakan:
ROC jatuh, RSI rendah, StochRSI oversold, MACD berpaling dari bawah, dan indeks VIX turun. Ini menunjukkan pasaran berada dalam keadaan goyah ke bawah dan masa untuk pelbagai intervensi.
ROC menurun, RSI lebih rendah, StochRSI sangat oversold, MACD terus menjauh dari bahagian bawah, tali pinggang brown meluas, TEMA menyusut.
Indikator Chaikin yang bergolak dan TRIX yang disokong. Kedua-duanya digabungkan untuk mengesahkan peluang untuk memulihkan garis pendek.
MACD membentuk garpu emas, ROC dan CMO menyokong penyempurnaan. Pelbagai indikator bergema menunjukkan peluang untuk membalikkan trend garis pendek.
Di samping itu, strategi juga menetapkan stop loss di bawah tali pinggang Brin untuk mengawal risiko dengan berkesan.
Kelebihan utama strategi ini adalah dengan menggunakan pengesahan pelbagai indikator untuk mengenal pasti peluang pembalikan dalam pasaran yang goyah, meningkatkan kebolehpercayaan isyarat. Kelebihan tertentu termasuk:
Resion pelbagai penunjuk, pengesahan berulang, mengelakkan isyarat palsu.
Apabila anda ingin membeli saham di Malaysia, anda perlu mengetahui masa masuk yang tepat, anda boleh membeli saham pada masa yang rendah dan anda boleh mengawal risiko anda.
Menggunakan tali pinggang penghalang untuk mengawal risiko jatuh secara berkesan.
Operasi garis pendek, yang dapat menangkap peluang gelombang gegaran dengan cepat.
Parameter penunjuk telah dioptimumkan untuk memadankan pergerakan pasaran dalam pelbagai persekitaran.
Perbuatan terprogram, diuji semula, tidak dipengaruhi oleh emosi.
Walaupun begitu, ada juga beberapa risiko yang perlu diperhatikan:
Apabila pasaran menunjukkan trend arah jangka panjang, strategi goyah akan menghadapi risiko keluar dari leverage; trend boleh dipastikan dengan petunjuk teknikal jangka panjang.
Apabila kejadian tiba-tiba menyebabkan pasaran menjadi satu sisi dengan cepat, stop loss boleh jatuh secara langsung dan menyebabkan kerugian yang lebih besar. Parameter stop loss harus dilepaskan dengan sewajarnya.
Tempoh pengesanan tidak mencukupi, yang boleh menyebabkan terlalu sesuai; kitaran masa pengesanan perlu diperluaskan, dan pengesahan sebenar dilakukan.
Kombinasi pelbagai penunjuk digunakan dengan tidak betul, mungkin akan berlaku penyekatan antara satu sama lain dan kehilangan isyarat.
Perubahan struktur pasaran boleh menyebabkan parameter asal tidak lagi berlaku dan memerlukan pengoptimuman berterusan.
Strategi ini boleh dioptimumkan dari beberapa arah berikut:
Uji lebih banyak penunjuk teknikal untuk mencari kombinasi penunjuk yang terbaik.
Mengoptimumkan parameter penunjuk untuk menjadikannya lebih sesuai dengan persekitaran pasaran yang berbeza. Algoritma genetik boleh digunakan untuk mengoptimumkan parameter pelbagai dimensi.
Mengikut hasil retest, logik syarat masuk disesuaikan untuk mengurangkan isyarat palsu.
Mengoptimumkan strategi stop loss untuk memastikan pengendalian risiko dan mengurangkan kemungkinan pencucian stop loss yang tidak berkesan.
Mengoptimumkan pengurusan kedudukan, meningkatkan keuntungan strategik dengan menyesuaikan kedudukan secara dinamik.
Melakukan pengesahan semula dan pengesahan sebenar yang mencukupi untuk memeriksa kebolehpercayaan strategi.
Menggunakan kaedah pemprosesan untuk menyemak dan mengoptimumkan secara berkala untuk memastikan strategi tetap optimum.
Strategi multi-headed market yang menggunakan pelbagai teknik untuk mengenal pasti peluang-peluang low-bottom dan mengambil peluang perdagangan jangka pendek dalam pasaran yang bergolak. Strategi ini dapat terus meningkatkan kestabilan dan keuntungan melalui kaedah pengoptimuman parameter, pengoptimuman stop-loss, pengurusan kedudukan dan lain-lain.
Strategi ini menggunakan pelbagai penunjuk teknikal untuk mengenal pasti pasaran berayun dan panjang pada tahap rendah berayun, bertujuan untuk menangkap peluang jangka pendek di pasaran berayun.
Strategi ini menggabungkan pelbagai penunjuk teknikal untuk mengenal pasti peluang turun naik rendah. Pertama, ROC digunakan untuk menentukan sama ada pasaran berayun. Kemudian penunjuk seperti RSI, StochRSI, MACD mengesahkan titik rendah turun naik. Akhirnya, Bollinger Bands, osilator dan lain-lain menapis isyarat.
Strategi ini dimasukkan ke dalam beberapa senario:
ROC jatuh, RSI oversold, StochRSI oversold, divergensi MACD pada tahap rendah, VIX jatuh.
ROC jatuh lebih, RSI lebih oversold, StochRSI terlalu oversold, divergensi MACD lebih lanjut, BB berkembang, kontrak TEMA.
Osilator Chaikin muncul, TRIX muncul dalam sokongan, kedua-duanya mengesahkan paras terendah jangka pendek.
MACD golden cross, ROC dan CMO muncul dalam sokongan.
Di samping itu, hentian ditetapkan di Band Bollinger yang lebih rendah untuk mengawal risiko.
Kelebihan terbesar strategi ini adalah menggunakan pelbagai penunjuk untuk mengesahkan isyarat, yang meningkatkan kebolehpercayaan dalam mengenal pasti peluang pembalikan di pasaran berayun.
Kesamaan dengan beberapa penunjuk menghalang isyarat palsu.
Masa kemasukan yang tepat membolehkan pembelian pada tahap terendah, dengan risiko yang terkawal.
Stop loss BB berkesan mengehadkan risiko penurunan.
Operasi jangka pendek membolehkan cepat menangkap goyangan osilasi.
Parameter penunjuk yang dioptimumkan sesuai dengan pelbagai persekitaran osilasi.
Pelaksanaan automatik dan pengesahan backtest menghalang pengaruh emosi.
Beberapa risiko yang perlu diperhatikan dengan strategi ini:
Pasaran trend jangka panjang berisiko berhenti dengan kerugian.
Pasaran tiba-tiba satu sisi boleh menembusi berhenti, menyebabkan kerugian besar.
Tempoh ujian belakang yang tidak mencukupi berisiko terlalu banyak.
Kombinasi penunjuk yang tidak betul berisiko kehilangan isyarat.
Perubahan rejim pasaran boleh membatalkan parameter.
Beberapa cara untuk mengoptimumkan strategi:
Uji lebih banyak penunjuk teknikal untuk mencari kombinasi terbaik. Pertimbangkan RSI, OBV dll.
Mengoptimumkan parameter penunjuk untuk sesuai dengan persekitaran pasaran yang berbeza. Gunakan algoritma genetik untuk pengoptimuman pelbagai dimensi.
Sesuaikan logik masuk berdasarkan hasil backtest untuk mengurangkan isyarat palsu.
Mengoptimumkan hentian untuk mengurangkan hentian yang tidak perlu sambil mengawal risiko.
Mengoptimumkan model saiz kedudukan untuk memaksimumkan pulangan.
Melakukan pengujian backtesting yang kukuh dan ujian ke hadapan untuk mengesahkan konsistensi.
Mengambil pemeriksaan programatik dan pengoptimuman untuk peningkatan berterusan.
Strategi panjang pasaran berayun ini secara berkesan mengenal pasti titik terendah berayun menggunakan perpaduan penunjuk teknikal. Pulangan dapat ditingkatkan melalui pengoptimuman parameter, pengoptimuman berhenti, ukuran kedudukan dll, sambil menguruskan risiko di pasaran yang sedang berkembang. Secara keseluruhan ia mempunyai potensi aplikasi praktikal 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))