We Love Tj - System (WLTS)
- Thread starter linkon7
- Start date
.AFL for Price...
Afl for St's pop corn...
Code:
_SECTION_BEGIN("WLTS");
//SetChartOptions(0,chartShowArrows|chartShowDates);
filt = Param("filter",2,0,20,0.1);
upband = MA((High*(1+2 * ((((High-Low) / ((High+Low) / 2)) * 1000) * 0.001))), 20);
dnband = MA((Low*(1-2 * ((((High-Low) / ((High+Low) / 2)) * 1000) * 0.001))), 20);
em = MA(C,5);
Cci_col =
IIf(H > upband,colorWhite,
IIf(L < dnband,colorWhite,
IIf(C > em,colorGreen,colorRed
)));
Plot(Close,"price",CCI_col,styleBar+styleThick);
Plot(upband,"",colorBlue,styleThick);
Plot(dnband,"",colorBlue,styleThick);
dn_break = L < dnband AND H > dnband;
up_break = L < upband AND H > upband;
PlotShapes(shapeSmallUpTriangle*dn_break,colorWhite, 0,L,-20);
PlotShapes(shapeSmallDownTriangle*up_break,colorWhite, 0,H,-20);
Title = EncodeColor(colorWhite)+ "WE LOVE TJ - SYSTEM" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2)+ EncodeColor(colorWhite) +
" - " + Date() + " Filter = "+ filt + " points"+
"\n"+
WriteIf(Ref(H,-1) > Ref(H,-2),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"ex "+Ref(H,-1)+WriteIf(H > Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+" Hi "+H+
EncodeColor(colorYellow)+ " T : "+WriteIf(H > (Ref(H,-1)+filt),EncodeColor(colorBrightGreen),EncodeColor(colorYellow))+(Ref(H,-1)+filt)+
"\n"+
EncodeColor(colorWhite)+"Op "+O+WriteIf(C > O, EncodeColor(colorBrightGreen),EncodeColor(colorRed))+" Cl : " +C+
EncodeColor(colorYellow)+" R : "+round(10*(H-L))/10+
"\n"+
WriteIf(Ref(L,-1) < Ref(L,-2),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+"ex "+Ref(L,-1)+WriteIf(L < Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+" Lo "+L+
EncodeColor(colorYellow)+ " T : "+WriteIf(L < (Ref(L,-1)-filt), EncodeColor(colorRed),EncodeColor(colorYellow))+(Ref(L,-1)-filt)+
"\n"+
"\n"+
EncodeColor(colorYellow)+
upband+
"\nTJ Band range:"+ round((upband - dnband)*10)/10+
"\n"+dnband+
"\n"
;
//_SECTION_END();
_SECTION_BEGIN("Time Left");
function GetSecondNum()
{
Time = Now( 4 );
Seconds = int( Time % 100 );
Minutes = int( Time / 100 % 100 );
Hours = int( Time / 10000 % 100 );
SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
return SecondNum;
}
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo = TimeFrame - SecsLeft;
x=Param("xposn",0,0,1000,1);
y=Param("yposn",135,0,1000,1);
GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );
GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );
if ( NewPeriod )
{
GfxSelectSolidBrush( colorYellow );
GfxSelectPen( colorYellow, 2 );
// Say( "New period" );
}
GfxRoundRect( x+55, y+17, x-4, y-2, 0, 0 );
GfxSetBkMode(1);
GfxSelectFont( "Arial", 9, 700, False );
GfxSetTextColor( colorBlack );
GfxTextOut( ""+SecsToGo+" / "+NumToStr( TimeFrame, 1.0 ), x, y );
_SECTION_END();
Code:
TimeFrameSet(in5Minute);
_SECTION_BEGIN("ST Popcorn");
Cc89 = CCI(89);
Plot(0,"",colorWhite,styleThick);
Col = IIf(Cc89 > 50,colorBrightGreen, IIf(cc89 < -50,colorRed,
IIf(Cc89 > 0,colorDarkOliveGreen,
colorDarkRed)));
PlotOHLC(0,IIf(Cc89 > 0,Cc89,0),IIf(Cc89 < 0,Cc89,0),Cc89,"",Col,styleCloud);
TimeFrameRestore();
Title = "ST's Pop Corn Indicator : "+round(10*Cc89)/10+
"\n"+
WriteIf(Cc89 > 100, EncodeColor( colorBrightGreen) + "Very strong Up trend \nHold and add longs \navoid shorts",
WriteIf(Cc89 > 50, EncodeColor( colorBrightGreen) + "Up trend \n avoid Adds",
WriteIf(Cc89 < -100, EncodeColor( colorRed) + "Very strong DN trend \nhold and add shorts \navoid longs",
WriteIf(Cc89 < -50, EncodeColor( colorRed) + "DN trend \n Avoid Adds",
EncodeColor( colorYellow)+"Neutral market : \nwait for direction"))))
;Afl for woodies CCI panel
Code:
_SECTION_BEGIN("cci wodie 3");
function StaticName( VarName )
{
return Name() + VarName;
}
procedure StaticSet( VarName, VarValue )
{
StaticVarSet(Name() + VarName, VarValue);
}
function StaticGet( VarName )
{
return Nz(StaticVarGet(Name() + VarName));
}
procedure StaticSetText( VarName, VarValue )
{
StaticVarSetText(Name() + VarName, VarValue);
}
function StaticGetText( VarName )
{
return StaticVarGetText(Name() + VarName);
}
// ********************************************************************************************
// Basic panel setup
// ********************************************************************************************
//Disable printing to commentary window
EnableTextOutput(False);
//Version info of the panel
Revision = "$Revision: 39 $";
SetChartOptions(0, chartShowDates);
SetChartOptions(3, chartLogarithmic, chartGridMiddle | chartGridPercent |
chartGridMargins);
//Anything to print at the end of the tooltip for debugging purposes
ToolTipDebug = "";
// Bar indexes for titles and commentary
LastBarIndex = BarCount-1;
CurBarIndex = SelectedValue(BarIndex());
if (CurBarIndex > LastBarIndex) //on tick charts SelectedValue(BarIndex()) may point beyond last bar
CurBarIndex = LastBarIndex;
// ********************************************************************************************
// Low level graphics setup
// ********************************************************************************************
if (Status("action") == 1) //indicator
{
MinY = Status("axisminy");
MaxY = Status("axismaxy");
TotalY = MaxY - MinY;
LastVisibleIndex = Status("lastvisiblebarindex");
FirstVisibleIndex = Status("firstvisiblebarindex");
TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex;
PixelWidth = Status("pxwidth");
PixelHeight = Status("pxheight");
ScaleY = PixelHeight / TotalY;
}
else
{
MinY = -300;
MaxY = 300;
TotalY = MaxY - MinY;
LastVisibleIndex = BarCount -1;
FirstVisibleIndex = 0;
TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex;
PixelWidth = 1;
PixelHeight = 1;
ScaleY = PixelHeight / TotalY;
}
FontNameSmall = "Ariel";
FontSizeSmall = 8;
FontWeightSmall = 300;
FontNameNormal = "MS Sans Serif";
FontSizeNormal = 8;
FontWeightNormal = 300;
FontNameBig = "MS Sans Serif";
FontSizeBig = 10;
FontWeightBig=700;
GfxSetOverlayMode(0); //low level graph over chart...
GfxSetBkMode(1); //transparent
GfxSelectPen( StaticGet("ChartBkColor"), 1, 0); //to clear value area
GfxSelectSolidBrush( StaticGet("ChartBkColor") );
GfxSetTextColor( StaticGet("ChartTextColor") );
GfxSetTextAlign(10); //right, buttom
GfxSelectFont(FontNameSmall, FontSizeSmall, FontWeightSmall, True, False, 0);
GfxTextOut("by Yofa", PixelWidth-2, PixelHeight-12 );
GfxTextOut(Revision, PixelWidth-2, PixelHeight );
GfxSetTextAlign(26); //right, baseline
GfxSelectFont(FontNameNormal, FontSizeNormal, FontWeightNormal, False, False,
0);
function GfxMapYtoPixelY(Y)
{
return ( TotalY / 2 - Y ) * ScaleY;
}
_SECTION_END(); //Woodie CCI - Indicators
// Timer
TTMperiod = 6;
Low_ma = EMA(L, TTMperiod);
High_ma = EMA(H, TTMperiod);
Low_third = (High_ma - Low_ma) / 3 + Low_ma;
High_third = 2 * (High_ma - Low_ma) / 3 + Low_ma;
tempnum = Now( 4 ) - TimeNum();
TimeRem = Interval() - ((int(tempnum[BarCount - 1] / 100) * 60) +
(tempnum[BarCount - 1] - int(tempnum[BarCount - 1] / 100) * 100));
if (TimeRem[BarCount - 1] < 0) TimeRem = 0;
MinuteVar = int(TimeRem / 60);
SecondsVar = int(frac(TimeRem / 60) * 60);
if (TimeRem[BarCount - 1] > 60)
{
TitleTimeRem = EncodeColor(colorWhite) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") + SecondsVar;
}
else if (TimeRem[BarCount - 1] > 20)
{
TitleTimeRem = EncodeColor(colorYellow) + MinuteVar + ":" + WriteIf(SecondsVar
> 9, "", "0") + SecondsVar;
}
else
{
TitleTimeRem = EncodeColor(colorRed) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") + SecondsVar;
}
// Background color
SetChartBkColor(ParamColor("Panel color ",colorBlack));
// CCI colors
zcolor= ParamColor("WCCI color",colorWhite);
z6color= ParamColor("TCCI color",colorYellow);
patterncolor= ParamColor("Pattern trace color",colorGreen);
// CCI periods
zperiod=Param("WCCI period",20,0,100);
z = CCI(zperiod);
z6period=Param("TCCI period",6,0,1000);
z6 = CCI(z6period);
// Tic/PIP value
TicMult= Param("Tic multiplier(ER2=10,YM=1,ES=4,FOREX=1)",1,0,1000000);
TicDiv= Param("Tic or PIP value(ER2=0.1,YM=1,FOREX=1)",1,0,1000000);
// Rangebar interval
rbint= Param("Rangebar
Interval:(YM=25.0,AB=1.5,NQ=3.75,ES=3.0)",1.0,0.25,1000000);
// Rangebar counter
rbcounter= round(((rbint-(H-L))) * ticmult);
rbcounterpercent= round((rbcounter/(rbint * ticmult))*100);
// Timer/counter title
timercode= Param("Timer:(minutes=1,rangebar=2)",1,1,2);
timetitle= WriteIf(timercode==1,TitleTimeRem, EncodeColor(colorWhite) +
"Countdown " + rbcounter + " (" + rbcounterpercent + "%)");
// Spread
spread= Param("Spread (included in stop)",0,0,1000000);
// Stop value
stopval= Param("Stop above/below entry bar",5,0,1000000);
// Plot grids
PlotTheGrids = ParamToggle("Plot grids","No|Yes",0);
if (PlotTheGrids ==1)
{
PlotGrid(0);
PlotGrid(-100);
PlotGrid(100);
PlotGrid(-200);
PlotGrid(200);
}
// Angle variables
PI = atan(1.00) * 4;
periods = 30;
HighHigh = HHV(H, periods);
LowLow = LLV(L, periods);
range = 25 / (HighHigh - LowLow) * LowLow;
// EMA34 Angle
EMA34 = EMA(C,34);
x1_EMA34 = 0;
x2_EMA34 = 1;
y1_EMA34 = 0;
y2_EMA34 = (Ref(EMA34, -1) - EMA34) / Avg * range;
c_EMA34 = sqrt((x2_EMA34 - x1_EMA34)*(x2_EMA34 - x1_EMA34) + (y2_EMA34 -
y1_EMA34)*(y2_EMA34 - y1_EMA34));
angle_EMA34 = round(180 * acos((x2_EMA34 - x1_EMA34)/c_EMA34) / PI);
angle_EMA34 = IIf(y2_EMA34 > 0, - angle_EMA34, angle_EMA34);
// LSMA25 Angle
LSMA25 = LinearReg(C, 25 );
x1_LSMA25 = 0;
x2_LSMA25 = 1;
y1_LSMA25 = 0;
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range;
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 -
y1_LSMA25)*(y2_LSMA25 - y1_LSMA25));
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI);
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25);
// Color the bars for Woodies Trend Following
function Consecutive( array )
{
return BarsSince( NOT( array ) );
}
function Occurrences( array , period )
{
return Sum( array, period );
}
array = z;
HighBars = Consecutive( array > 0 );
LowBars = Consecutive( array < 0 );
UpCondition = BarsSince( HighBars >= 6 AND Occurrences( array > 100 , 5 ) > 0
);
DnCondition = BarsSince( LowBars >= 6 AND Occurrences( array < -100 , 5 ) > 0
);
UpTrend = ( array > 0 ) AND ( UpCondition < DnCondition );
DnTrend = ( array < 0 ) AND ( UpCondition > DnCondition );
TrTrend = ( HighBars >= 5 AND NOT UpTrend ) OR ( LowBars >= 5 AND NOT DnTrend
);
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorRed, IIf( TrTrend,
colorYellow, colorGrey40 ) ) );
// Plot the Mock CZI on the 100s
ColorANGLE_EMA = IIf(angle_EMA34 >=5,colorTurquoise,
IIf(angle_EMA34 <5 AND angle_EMA34 >=3.57,colorDarkGreen,
IIf(angle_EMA34 <3.57 AND angle_EMA34 >=2.14,colorPaleGreen,
IIf(angle_EMA34 <2.14 AND angle_EMA34 >=.71,colorLime,
IIf(angle_EMA34 <=-1*5,colorDarkRed,
IIf(angle_EMA34 >-1*5 AND angle_EMA34 <=-1*3.57,colorRed,
IIf(angle_EMA34 >-1*3.57 AND angle_EMA34 <=-1*2.14,colorOrange,
IIf(angle_EMA34 >-1*2.14 AND angle_EMA34
<=-1*.71,colorLightOrange,colorYellow))))))));
Plot(100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(101,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(102,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(103,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(99,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(98,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
//Plot(50,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
//Plot(-50,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
Plot(-100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel);
// Plot the Mock Sidewinder on the 200s
SW = IIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 + angle_LSMA25) >= 50),
IIf(angle_LSMA25 > 0, 2, -2),
IIf((abs(angle_EMA34) >= 0) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >= 0))
OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 +
angle_LSMA25) >= 5), IIf(angle_LSMA25 > 0, 1, -1), 0));
ColorSW = IIf(abs(SW) == 2, colorBrightGreen,
IIf(abs(SW) == 1, colorYellow, colorRed));
Plot(200,"", ColorSW, styleLine | styleThick | styleNoLabel);
Plot(-200,"", ColorSW, styleLine | styleThick | styleNoLabel);
// Zero line 25lsma
Plot(0,"", IIf(C > LSMA25,colorBrightGreen,IIf(C < LSMA25,colorRed,colorTeal)),
styleLine | styleThick | styleNoLabel);
// CCI Points
diffCode=ParamToggle("Plot CCI diff ","No|Yes",1);
CCipointmove= z-Ref(z,-1);
diff_cci = round(CCipointmove*10)/10;
CCIpointmovetitle =
WriteIf(Ref(z,-1) > Ref(z,-2),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"Diff Ex : "+
Ref(diff_cci,-1) +
WriteIf(z > Ref(z,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+" Now : "+
diff_cci +"\n";
/*
CCIpointmovetitle= WriteIf(diffcode==1 AND
abs(CCipointmove)<15,EncodeColor(colorRed) + "\n" + "DIFF " +
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND abs(CCipointmove)>=15
AND abs(CCipointmove)<20,EncodeColor(colorYellow) + "\n" + "DIFF " +
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND
abs(CCIpointmove)>=20,EncodeColor(colorBrightGreen) + "\n" + "DIFF " +
abs(round(CCipointmove))+ "\n","")));
*/
// Price Panel
Lastpricetitlehi= WriteIf(H>Ref(H,-1),EncodeColor(colorBrightGreen) + Ref(H,-1)
+ " " + H , EncodeColor(colorWhite)+ Ref(H,-1) + " " + H);
Lastpricetitlelo= WriteIf(L<Ref(L,-1),EncodeColor(colorRed) + Ref(L,-1) + " "
+ L , EncodeColor(colorWhite) + Ref(L,-1) + " " + L);
Closecolor=WriteIf(C==H AND
H>Ref(H,-1),EncodeColor(colorBrightGreen),WriteIf(C==L AND
L<Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorWhite)));
//Pivot Points Calculations
pivCode=ParamToggle("Plot pivots ","No|Yes",1);
DayH = TimeFrameGetPrice("H", inDaily, -1);
DayL = TimeFrameGetPrice("L", inDaily, -1);
DayC = TimeFrameGetPrice("C", inDaily, -1);
DayO = TimeFrameGetPrice("O", inDaily);
HiDay = TimeFrameGetPrice("H", inDaily);
LoDay = TimeFrameGetPrice("L", inDaily);
PP = (DayH + DayL + DayO + DayO) / 4 ;
R1 = (2 * PP) - DayL;
S1 = (2 * PP) - DayH;
R2 = PP + R1 - S1;
S2 = PP + S1 - R1;
R3 = R2 + (R1 - PP);
S3 = S2 - (PP - S1);
ppvalue= round(abs((C-pp)/ticdiv));
r1value= round(abs((C-r1)/ticdiv));
s1value= round(abs((C-s1)/ticdiv));
r2value= round(abs((C-r2)/ticdiv));
s2value= round(abs((C-s2)/ticdiv));
r3value= round(abs((C-r3)/ticdiv));
s3value= round(abs((C-s3)/ticdiv));
wptitle= WriteIf(pivCode==1 AND C>=R3, "\n" + EncodeColor(colorYellow)+"R3 " +
"-" + (R3value) + "\n" + "\n",
WriteIf(pivCode==1 AND C<=R3 AND C>=R2, "\n" + EncodeColor(colorYellow)+"R3 "
+ "+" + (R3value) + "\n" + EncodeColor(colorYellow) + "R2 " + "-" + (R2value)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=R2 AND C>=R1, "\n" + EncodeColor(colorYellow)+"R2 "
+ "+" + (R2value) + "\n" + EncodeColor(colorYellow) + "R1 " + "-" + (R1value)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=R1 AND C>=PP, "\n" + EncodeColor(colorYellow)+"R1 "
+ "+" + (R1value) + "\n" + EncodeColor(colorYellow) + "PP " + "-" + (PPvalue)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=PP AND C>=S1, "\n" + EncodeColor(colorYellow)+"PP "
+ "+" + (PPvalue) + "\n" + EncodeColor(colorYellow) + "S1 " + "-" + (S1value)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=S1 AND C>=S2, "\n" + EncodeColor(colorYellow)+"S1 "
+ "+" + (S1value) + "\n" + EncodeColor(colorYellow) + "S2 " + "-" + (S2value)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=S2 AND C>=S3, "\n" + EncodeColor(colorYellow)+"S2 "
+ "+" + (S2value) + "\n" + EncodeColor(colorYellow) + "S3 " + "-" + (S3value)
+ "\n" + "\n",
WriteIf(pivCode==1 AND C<=S3, "\n" + EncodeColor(colorYellow)+"S3 " + "+" +
(S3value) + "\n"+ "\n",""))))))));
// HOD , LOD, Range
HiDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "HOD ","");
HiDayTitle = WriteIf(pivCode==1,HiDayTitle + EncodeColor(colorYellow) + HiDay +
" +" + round(abs((HiDay-C)/ticdiv)) + "\n","");
LoDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "LOD ","");
LoDayTitle = WriteIf(pivCode==1,LoDayTitle + EncodeColor(colorYellow) + LoDay +
" -" + round(abs((C-LoDay)/ticdiv)) + "\n"," ");
RangeTitle1 =WriteIf(pivCode==1,EncodeColor(colorYellow) + "Day Range " +
EncodeColor(colorYellow) + StrToNum(NumToStr(round((HiDay - LoDay)/ticdiv),
4.4)) + "\n","");
// Pattern codes
Cziquallong= ((angle_EMA34>=5 OR Ref(angle_EMA34,-1)>=5) AND
Ref(angle_EMA34,-2)>=5) OR (Ref(angle_EMA34,-1)>=5 AND angle_EMA34>=5);
Cziqualshort= ((angle_EMA34<=-5 OR Ref(angle_EMA34,-1)<=-5) AND
Ref(angle_EMA34,-2)<=-5) OR (Ref(angle_EMA34,-1)<=-5 AND angle_EMA34<=-5);
// ZLR Long
Linex_long=Ref(z,-1)>100 AND z<100;
barsfromline_long=BarsSince(Linex_long);
CCIhook_long=z>Ref(z,-1) AND Ref(z,-1)>-100 AND Ref(z,-1)<Ref(z,-2) AND
Ref(z,-2)>-100 AND z>0;
SW_trendinglong= sw==1 OR sw==2;
zlrlong1= abs(CCipointmove)>=15 AND SW_trendinglong AND z<120 AND
barsfromline_long<=10 AND CCIhook_long AND UpTrend;
zlrnextl= z<120 AND barsfromline_long<10 AND CCIhook_long AND UpTrend;
zlrlong= Cziquallong AND (zlrlong1 OR ( NOT Ref(zlrlong1,-1) AND
Ref(zlrnextl,-1) AND abs(CCipointmove)>=15 AND z>=Ref(z,-1) AND SW_trendinglong
AND z<120 AND UpTrend));
// ZLR Short
Linex_short=Ref(z,-1)<=-100 AND z>=-100;
barsfromline_short=BarsSince(Linex_short);
CCIhook_short=z<Ref(z,-1) AND Ref(z,-1)<100 AND Ref(z,-1)>Ref(z,-2) AND
Ref(z,-2)<100 AND z<0;
SW_trendingshort= sw==-1 OR sw==-2;
zlrshort1= abs(CCipointmove)>=15 AND SW_trendingshort AND z>-120 AND
barsfromline_short<=10 AND CCIhook_short AND DnTrend;
zlrnexts= z>-120 AND barsfromline_short<10 AND CCIhook_short AND DnTrend;
zlrshort= Cziqualshort AND (zlrshort1 OR (NOT Ref(zlrshort1,-1) AND
Ref(zlrnexts,-1) AND abs(CCipointmove)>=15 AND z<=Ref(z,-1) AND SW_trendingshort
AND z>-120 AND DnTrend));
// Famir Long
FamirLinex_long=Ref(z,-1)<=-100 AND z>-100;
Famir_barsfromline_long=BarsSince(FamirLinex_long);
Famir_pivotlong= (Ref(z,-2)>Ref(z,-1)AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55) OR
(Ref(z,-3)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55)OR
(Ref(z,-4)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55);
Famirhook_long=Famir_pivotlong AND z>Ref(HHV(z,Famir_barsfromline_long),-1) AND
(z>=-55 AND z<=55);
Famirlong= Famir_barsfromline_long<10 AND Famirhook_long AND ((DnTrend OR
Ref(Dntrend,-BarsSince(z<0))==1) AND NOT UpTrend) AND C>LSMA25;
// Famir Short
FamirLinex_short=Ref(z,-1)>=100 AND z<100;
Famir_barsfromline_short=BarsSince(FamirLinex_short);
Famir_pivotshort= (Ref(z,-2)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55) OR
(Ref(z,-3)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55) OR
(Ref(z,-4)<Ref(z,-1) AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55);
Famirhook_short=Famir_pivotshort AND z<Ref(LLV(z,Famir_barsfromline_short),-1)
AND (z>=-55 AND z<=55);
Famirshort= Famir_barsfromline_short<10 AND Famirhook_short AND ((UpTrend OR
Ref(Uptrend,-BarsSince(z>0))==1) AND NOT DnTrend) AND C<LSMA25;
// HFE
HFEshort=(Ref(z,-1)>200 AND z<200);
HFElong=(Ref(z,-1)<-200 AND z>-200);
HFE= HFEshort OR HFElong;
// VT Long
vtLinex_long=Ref(z,-1)<=-200 AND z>-200;
vt_barsfromline_long=BarsSince(vtLinex_long);
vtlong_A = z<-200;
vtlong_B = Ref(z,-1)<=Ref(z,-2) OR
Ref(z,-2)<=Ref(z,-3) OR
Ref(z,-3)<=Ref(z,-4) OR
Ref(z,-4)<=Ref(z,-5) OR
Ref(z,-5)<=Ref(z,-6) OR
Ref(z,-6)<=Ref(z,-7) OR
Ref(z,-7)<=Ref(z,-8);
vtlong_bs_A = BarsSince(vtlong_A);
vtlong_bs_B = BarsSince(vtlong_b);
Vtlong_bars = vtlong_bs_A>=5 AND vtlong_bs_B<=0;
vt_pivotlong= Vtlong_bars;
swinghibars=BarsSince(z>Ref(HHV(z,vt_barsfromline_long),-1));
vthook_long= vt_pivotlong AND z>Ref(HHV(z,vt_barsfromline_long),-1);
vtlong= z<100 AND vt_barsfromline_long<=11 AND
(Ref(HHV(z,vt_barsfromline_long),-1)<0 OR HHV(z,vt_barsfromline_long)<=0) AND
vthook_long AND C>Lsma25 AND Ref(swinghibars>=2,-1) AND z>-100;
// VT Short
vtLinex_short=Ref(z,-1)>=200 AND z<200;
vt_barsfromline_short=BarsSince(vtLinex_short);
vtshort_A = z>200 ;
vtshort_B =Ref(z,-1)>=Ref(z,-2) OR
Ref(z,-2)>=Ref(z,-3) OR
Ref(z,-3)>=Ref(z,-4) OR
Ref(z,-4)>=Ref(z,-5) OR
Ref(z,-5)>=Ref(z,-6) OR
Ref(z,-6)>=Ref(z,-7) OR
Ref(z,-7)>=Ref(z,-8);
vtshort_bs_A = BarsSince(vtshort_A);
vtshort_bs_B = BarsSince(vtshort_b);
Vtshort_bars = vtshort_bs_A>=5 AND vtshort_bs_B<=0;
vt_pivotshort= Vtshort_bars;
swinglowbars= BarsSince(z<Ref(LLV(z,vt_barsfromline_short),-1));
vthook_short= vt_pivotshort AND z<Ref(LLV(z,vt_barsfromline_short),-1);
vtshort= z>-100 AND vt_barsfromline_short<=11 AND
(Ref(LLV(z,vt_barsfromline_short),-1)>0 OR LLV(z,vt_barsfromline_short)>0) AND
vthook_short AND C<Lsma25 AND Ref(swinglowbars>=2,-1) AND z<100;
// GB 100 Long
Linex_longGB=Ref(z,-1)>100 AND z<100;
barsfromline_longGB=BarsSince(Linex_longGB);
CCIhook_longGB= Ref(z,-1)<-100 AND z>-100;
GB100long= z<100 AND barsfromline_longGB<=12 AND Cziquallong AND CCIhook_longGB
AND (Ref(UpTrend,-BarsSince(z>0))==1 AND NOT DnTrend);
// GB100 Short
Linex_shortGB=Ref(z,-1)<-100 AND z>-100;
barsfromline_shortGB=BarsSince(Linex_shortGB);
CCIhook_shortGB=Ref(z,-1)>100 AND z<100;
Gb100short= z>-100 AND barsfromline_shortGB<=12 AND Cziqualshort AND
CCIhook_shortGB AND (Ref(DnTrend,-BarsSince(z<0))==1 AND NOT UpTrend);
// TT Long
Minuszero=BarsSince(Ref(z,-1)>0) + 1;
TTCCIhook_long= z>Ref(z,-1) AND z>0;
TTlong= Cziquallong AND z<100 AND Ref(UpTrend,-Minuszero)==1 AND
LLV(Ref(z,-1),BarsSince(Ref(z,-1)>=100))>-100 AND
HHV(Ref(z,-1),BarsSince(Ref(z,-1)< 0))>=100 AND TTCCIhook_long AND
Ref(LowBars,-1)>=4 AND Ref(LowBars,-1)<=9;
// TT Short
Pluszero=BarsSince(Ref(z,-1)<0) + 1;
TTCCIhook_short=z<Ref(z,-1) AND z<0;
TTshort= Cziqualshort AND z>-100 AND Ref(DnTrend,-Pluszero)==1 AND
HHV(Ref(z,-1),BarsSince(Ref(z,-1)<=-100))<100 AND
LLV(Ref(z,-1),BarsSince(Ref(z,-1)>0))<=-100 AND TTCCIhook_short AND
Ref(HighBars,-1)>=4 AND Ref(HighBars,-1)<=9;
// PT Long
Phook_long1= Ref(z,-1)>=Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND Ref(z,-3)>0;
Phook_long2= Ref(z,-3)>-100 AND Ref(z,-1)>Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND
Ref(z,-3)<Ref(z,-4) AND Ref(z,-4)>0;
Ptlong= Cziquallong AND (Phook_long1 OR Phook_long2) AND (z>0 AND Ref(z,-1)<0
AND z<120 AND Ref(z,-1)>-100 AND Ref(z,-2)>-100 AND z>Ref(z,-1) AND UpTrend);
// PT Short
Phook_short1= Ref(z,-1)<=Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND Ref(z,-3)<0;
Phook_short2= Ref(z,-3)<100 AND Ref(z,-1)<Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND
Ref(z,-3)> Ref(z,-4) AND Ref(z,-4)<0;
Ptshort= Cziqualshort AND (Phook_short1 OR Phook_short2) AND (z<0 AND
Ref(z,-1)>0 AND z>-120 AND Ref(z,-1)<100 AND Ref(z,-2)<100 AND z<Ref(z,-1) AND
DnTrend);
// Ghosts (6)
GhostBarIndex = LastBarIndex;
if (LastBarIndex != CurBarIndex)
GhostBarIndex = CurBarIndex;
C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciShift=300;
C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciChange=C14GhostChange / 2; //CCI values are shifted up 300 ponts (-300 - + 300 -> 0 - 600)
C14GhostSteepCompToZL=Param("Ghost - Max trend line slope to ZL(CCI/bar)", 8,
0, 30, 1);
C14GhostSteepCompFromZL=Param("Ghost - Max trend line slope from ZL(CCI/bar)",
4, 0, 30, 1);
// Ghost Long (6)
C14Shifted = -Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);
GhostLongLeft = -Peak(C14Shifted, GhostCciChange, 3) + GhostCciShift;
GhostLongHead = -Peak(C14Shifted, GhostCciChange, 2) + GhostCciShift;
GhostLongRight = -Peak(Ref(C14Shifted,-1), GhostCciChange, 1) + GhostCciShift;
GhostLongRightDip = -Ref(Trough(C14Shifted, GhostCciChange, 1), -1) +
GhostCciShift;
GhostLongRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,
GhostCciChange, 1), -1)-1;
GhostLongLeftDip = -Ref(Trough(C14Shifted, GhostCciChange, 2), -1) +
GhostCciShift;
GhostLongLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted, GhostCciChange,
2), -1) -1;
GhostLongHeadWidth = GhostLongRightDipIndex - GhostLongLeftDipIndex;
GhostLongRightWidth = BarIndex() - GhostLongRightDipIndex;
GhostLongComp = (GhostLongRightDip - GhostLongLeftDip) / GhostLongHeadWidth;
GhostLongBar = ( (GhostLongLeft > GhostLongHead AND GhostLongRight >
GhostLongHead AND GhostLongHead <= -100 ) //Ghost
OR (GhostLongLeft < GhostLongHead AND GhostLongRight <
GhostLongHead AND GhostLongLeft <= -100)) //MGhost
AND GhostLongLeftDip <= 0
AND GhostLongRightDip <= 0
AND (GhostLongRightDip + GhostLongComp*GhostLongRightWidth <= Z OR
Z>0)//WCCI returned above neckline
AND GhostLongHeadWidth < 25
AND GhostLongRightWidth > 1 AND GhostLongRightWidth < 12;
GhostLong = GhostLongBar AND NOT Ref(GhostLongBar,-1) AND Z < 120
AND GhostLongComp >= -C14GhostSteepCompFromZL AND GhostLongComp <=
C14GhostSteepCompToZL;
GhostLongRef = BarsSince(GhostLong);
if ( GhostLongRef[GhostBarIndex] <= 5 )
{
GhostLongIndex = GhostBarIndex - GhostLongRef[GhostBarIndex];
GhostLine = LineArray( GhostLongLeftDipIndex[GhostLongIndex],
GhostLongLeftDip[GhostLongIndex],
GhostLongRightDipIndex[GhostLongIndex] + 10,
GhostLongRightDip[GhostLongIndex] +
GhostLongComp[GhostLongIndex] * 10,
0, False);
Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(-120, "GhostLongBar", IIf(GhostLongBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostLongLeftDipIndex[CurBarIndex],
// GhostLongLeftDip[CurBarIndex],
// GhostLongRightDipIndex[CurBarIndex] + 10,
// GhostLongLeftDip[CurBarIndex] + GhostLongComp[CurBarIndex]*(GhostLongHeadWidth[CurBarIndex]+10),
// 0, False);
//Plot(GhostLine, "", colorGreen, styleThick);
// Ghost Short (6)
C14Shifted = Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);
GhostShortLeft = Peak(C14Shifted, GhostCciChange, 3) - GhostCciShift;
GhostShortHead = Peak(C14Shifted, GhostCciChange, 2) - GhostCciShift;
GhostShortRight = Peak(C14Shifted, GhostCciChange, 1) - GhostCciShift;
GhostShortRightDip = Ref(Trough(C14Shifted, GhostCciChange, 1), -1) -
GhostCciShift;
GhostShortRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,
GhostCciChange, 1), -1) -1;
GhostShortLeftDip = Ref(Trough(C14Shifted, GhostCciChange, 2), -1) -
GhostCciShift;
GhostShortLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,
GhostCciChange, 2), -1) -1;
GhostShortHeadWidth = GhostShortRightDipIndex - GhostShortLeftDipIndex;
GhostShortRightWidth = BarIndex() - GhostShortRightDipIndex;
GhostShortComp = (GhostShortRightDip - GhostShortLeftDip) /
GhostShortHeadWidth;
GhostShortBar = ( (GhostShortLeft < GhostShortHead AND GhostShortRight <
GhostShortHead AND GhostShortHead >= 100) //Ghost
OR (GhostShortLeft > GhostShortHead AND GhostShortRight >
GhostShortHead AND GhostShortLeft >= 100)) //MGhost
AND GhostShortLeftDip >= 0
AND GhostShortRightDip >=0
AND (GhostShortRightDip + GhostShortComp*GhostShortRightWidth >= Z
OR Z<0) //WCCI returned below neckline
AND GhostShortHeadWidth < 25
AND GhostShortRightWidth > 1 AND GhostShortRightWidth < 12;
GhostShort = GhostShortBar AND NOT Ref(GhostShortBar,-1) AND Z > -120
AND GhostShortComp <= C14GhostSteepCompFromZL AND GhostShortComp >=
-C14GhostSteepCompToZL;
GhostShortRef = BarsSince(GhostShort);
if ( GhostShortRef[GhostBarIndex] <= 5 )
{
GhostShortIndex = GhostBarIndex - GhostShortRef[GhostBarIndex];
GhostLine = LineArray( GhostShortLeftDipIndex[GhostShortIndex],
GhostShortLeftDip[GhostShortIndex],
GhostShortRightDipIndex[GhostShortIndex] + 10,
GhostShortRightDip[GhostShortIndex] +
GhostShortComp[GhostShortIndex] * 10,
0, False);
Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(120, "GhostShortBar", IIf(GhostShortBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostShortLeftDipIndex[CurBarIndex], GhostShortLeftDip[CurBarIndex], GhostShortRightDipIndex[CurBarIndex] + 10,
// GhostShortLeftDip[CurBarIndex] + GhostShortComp[CurBarIndex]*(GhostShortHeadWidth[CurBarIndex]+10),
// 0, False);
//Plot(GhostLine, "", colorRed, styleThick);
// Signal Title
Buy_COND = EMA(25,-1) > Ref(EMA(25,-1) ,-1) AND
EMA(30,-1) > Ref(EMA(30,-1) ,-1) AND
EMA(35,-1) > Ref(EMA(25,-1) ,-1) AND
EMA(40,-1) > Ref(EMA(40,-1) ,-1) AND
EMA(45,-1) > Ref(EMA(45,-1) ,-1);
SELL_COND = EMA(25,-1) < Ref(EMA(25,-1) ,-1) AND
EMA(30,-1) < Ref(EMA(30,-1) ,-1) AND
EMA(35,-1) < Ref(EMA(25,-1) ,-1) AND
EMA(40,-1) < Ref(EMA(40,-1) ,-1) AND
EMA(45,-1) < Ref(EMA(45,-1) ,-1);
Buy = (Buy_COND AND (zlrlong OR VTlong OR GB100long)) OR GhostLong;
Short =(Sell_COND AND (zlrshort OR VTshort OR Gb100short)) OR GhostShort;
Filter=Buy OR Short;
AddColumn( IIf(Buy,1,IIf(Short,-1,0)) ,"BS",1.0,colorBlack,IIf(Buy,colorGreen,IIf(Short,colorRed,colorBlack)));
AddColumn( IIf(zlrlong,1,IIf(zlrshort,-1,0)) ,"ZLR",1.0,colorWhite,IIf(zlrlong,colorGreen,IIf(zlrshort,colorRed,colorBlack)));
AddColumn( IIf(VTlong,1,IIf(VTshort,-1,0)) ,"VT",1.0,colorWhite,IIf(zlrlong,colorGreen,IIf(zlrshort,colorRed,colorBlack)));
AddColumn( IIf(GB100long,1,IIf(gb100short,-1,0)) ,"GB100",1.0,colorWhite,IIf(zlrlong,colorGreen,IIf(zlrshort,colorRed,colorBlack)));
AddColumn( IIf(Ghostlong,1,IIf(Ghostshort,-1,0)) ,"Ghost",1.0,colorWhite,IIf(zlrlong,colorGreen,IIf(zlrshort,colorRed,colorBlack)));
PatCode1=ParamToggle("Plot ZLR (1)","No|Yes",1);
PatCode2=ParamToggle("Plot FAMIR (2)","No|Yes",1);
PatCode3=ParamToggle("Plot VT (3)","No|Yes",1);
PatCode4=ParamToggle("Plot GB100 (4)","No|Yes",1);
PatCode5=ParamToggle("Plot TT (5)","No|Yes",1);
PatCode6=ParamToggle("Plot GHOST (6)","No|Yes",1);
PatCode7=ParamToggle("Plot HFE","No|Yes",1);
Signaltitle= WriteIf(PatCode1==1 AND zlrlong,EncodeColor(colorDarkRed) + "\n" +
"*** ALERT -- ZLR ***" + "\n",
WriteIf(PatCode1==1 AND zlrshort,EncodeColor(colorRed) + "\n" + "*** ALERT
-- ZLR ***" + "\n",
WriteIf(PatCode2==1 AND Famirshort,EncodeColor(colorRed) + "\n" + "***
ALERT -- FAMIR ***" + "\n",
WriteIf(PatCode2==1 AND Famirlong,EncodeColor(colorRed) + "\n" + "***
ALERT -- FAMIR ***" + "\n",
WriteIf(PatCode3==1 AND VTlong AND NOT famirlong,EncodeColor(colorRed) +
"\n" + "*** ALERT -- VT ***" + "\n",
WriteIf(PatCode3==1 AND VTshort AND NOT famirshort,EncodeColor(colorRed) +
"\n" + "*** ALERT -- VT ***" + "\n",
WriteIf(PatCode4==1 AND GB100long,EncodeColor(colorRed) + "\n" + "***
ALERT -- GB100 ***" + "\n",
WriteIf(PatCode4==1 AND Gb100short,EncodeColor(colorRed) + "\n" + "***
ALERT -- GB100 ***" + "\n",
WriteIf(PatCode5==1 AND TTLong,EncodeColor(colorRed) + "\n" + "*** ALERT
-- TT ***" + "\n",
WriteIf(PatCode5==1 AND TTShort,EncodeColor(colorRed) + "\n" + "*** ALERT
-- TT ***" + "\n",
WriteIf(PatCode6==1 AND GhostLong,EncodeColor(colorRed) + "\n" + "***
ALERT -- GHOST ***" + "\n",
WriteIf(PatCode6==1 AND GhostShort,EncodeColor(colorRed) + "\n" + "***
ALERT -- GHOST ***" + "\n",
WriteIf(PatCode7==1 AND HFE,EncodeColor(colorRed) + "\n" + "*** ALERT --
HFE ***" + "\n","")))))))))))));
// Pattern signal codes
PlotShapes(IIf(PatCode1==1 AND
zlrlong,shapeDigit1,shapeNone),colorBlue,0,Min(z,0),-15);
PlotShapes(IIf(PatCode1==1 AND zlrshort,shapeDigit1+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15);
PlotShapes(IIf(PatCode2==1 AND
famirlong,shapeDigit2,shapeNone),colorBlue,0,Min(z,0),-15);
PlotShapes(IIf(PatCode2==1 AND famirShort ,shapeDigit2+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15) ;
PlotShapes(IIf(PatCode3==1 AND vtlong AND NOT
famirlong,shapeDigit3,shapeNone),colorBlue,0,Min(z,0),-47);
PlotShapes(IIf(PatCode3==1 AND vtshort AND NOT famirshort,shapeDigit3+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-47);
PlotShapes(IIf(PatCode4==1 AND
GB100long,shapeDigit4,shapeNone),colorBlue,0,Min(z,0),-60);
PlotShapes(IIf(PatCode4==1 AND GB100short,shapeDigit4+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-60);
PlotShapes(IIf(PatCode5==1 AND
ttlong,shapeDigit5,shapeNone),colorBlue,0,Min(z,0),-50);
PlotShapes(IIf(PatCode5==1 AND ttshort,shapeDigit5+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode6==1 AND
GhostLong,shapeDigit6,shapeNone),colorBlue,0,Min(z,0),-50);
PlotShapes(IIf(PatCode6==1 AND GhostShort,shapeDigit6+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode7==1 AND HFEshort,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFEshort,colorYellow,shapeNone),0,200,10);
PlotShapes(IIf(PatCode7==1 AND HFElong,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFElong,colorYellow,shapeNone),0,-200,-10) ;
// CCI hook Exit
HookExitLong= z<=Ref(z,-1);
HookExitShort= z>=Ref(z,-1);
// 100 Line Cross Exit Conservative
Cross100longC= z<=Ref(z,-1) AND z<100;
Cross100shortC= z>=Ref(z,-1) AND z>-100;
// 100 Line Cross Exit Aggressive
Cross100longA= Ref(z,-1)>100 AND z<100;
Cross100shortA= Ref(z,-1)<-100 AND z>-100;
// Mplay Exit
MplayExitLong= z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O;
MplayExitShort= z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O;
// Heikin-Ashi Exit
HaClose =EMA((O+H+L+C)/4,3);
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
HExitConLong= HaLow < HaOpen;
HExitConShort= HaHigh > HaOpen;
// Exit code
ExitCode=
Param("Exits:Hook=1,100xConservative=2,100xAggressive=3,Mplay=4,H-Ashi=5",1,1,5);
ExitCodeTitleLong=
IIf(ExitCode==1,HookExitLong,IIf(Exitcode==2,Cross100longC,IIf(Exitcode==3,Cross100longA,IIf(Exitcode==4,MplayExitLong,IIf(Exitcode==5,HExitConLong,0)))));
ExitCodeTitleShort=
IIf(ExitCode==1,HookExitShort,IIf(Exitcode==2,Cross100shortC,IIf(Exitcode==3,Cross100shortA,IIf(Exitcode==4,MplayExitShort,IIf(Exitcode==5,HExitConShort,0)))));
AllPatterns =(zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1)
OR (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR (Vtshort AND
patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND patcode5==1) OR
(GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
BuyPattern = (zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1);
SellPattern= ExitCodeTitleLong;
ShortPattern = (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR
(Vtshort AND patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND
patcode5==1) OR (GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
CoverPattern = ExitCodeTitleShort;
//Plot Sell/Cover Arrows
Sell1=ExRem(SellPattern,BuyPattern);
Cover1=ExRem(CoverPattern,ShortPattern);
SellCode=ParamToggle("Plot sell/cover arrows ","No|Yes",1);
PlotShapes(IIf(Sell1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorBlue,0,200,10);
PlotShapes(IIf(Cover1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorRed,0,200,10);
// Calculate pattern hilites
// Long
AsellL= BuyPattern;
BsellL= Sell1;
bs_AsellL= BarsSince(AsellL);
bs_BsellL= BarsSince(BsellL);
bars_sellL= IIf(bs_ASellL<= bs_BsellL,bs_AsellL,0);
//Short
AsellS= ShortPattern;
BsellS= Cover1;
bs_AsellS= BarsSince(AsellS);
bs_BsellS= BarsSince(BsellS);
bars_sellS= IIf(bs_ASellS<= bs_BsellS,bs_AsellS,0);
hilitecode=ParamToggle("Hi-lite patterns","No|Yes",1);
// CCI Line
CCIcolor= IIf(((bars_sellL OR bars_sellS) OR AllPAtterns) AND
hilitecode==1,patterncolor,zcolor);
Plot(round(z),"WCCI", CCIcolor , styleLine | styleThick);
// Turbo CCI
Plot(round(z6),"TCCI", z6color, styleLine);
// CCI Histogram
Plot( array, "", colorDefault, styleLine | styleThick | styleNoLabel);
Plot( array, "", Color, styleHistogram | styleThick| styleNoLabel);
// BackTest Long
LastPatLong= BuyPattern;
LastPatBarLong= BarsSince(LastPatLong);
DDL=IIf((((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv>=0,0,(((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
BTExitLong= (((C-Ref(C,-LastPatBarLong))))/ticdiv;
PeakLong=IIf((((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv<=0,0,(((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
StopLong1= Ref(C,-LastPatBarLong) - (Ref(L,-LastPatBarLong) - (stopval*ticdiv)
- (spread*ticdiv));
stoplong= (((StopLong1)))/ticdiv;
BackTestLongTitle= WriteIf(Sell1,EncodeColor(colorBlue) + "\n" +
"Stop " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + " " +
round(stoplong) + "\n" +
"DD " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + " " +
round(DDL) + "\n" +
"Exit " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + " " +
round(BTExitLong) + "\n" +
"Peak " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + " " +
round(PeakLong) + "\n",EncodeColor(colorBlue) + "\n" +
"Stop " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + " " +
round(stoplong) + "\n" +
"DD " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + " " +
round(DDL) + "\n" +
"Exit " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + " " +
round(BTExitLong) + "\n" +
"Peak " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + " " +
round(PeakLong) + "\n");
// BackTest Short
LastPatShort= ShortPattern;
LastPatBarShort= BarsSince(LastPatShort);
DDS=
IIf((((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv>=0,0,(((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv);
BTExitShort= (((Ref(C,-LastPatBarShort)-C)))/ticdiv;
PeakShort=
IIf((((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv<=0,0,(((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv);
StopShort1= (Ref(H,-LastPatBarShort) + (Stopval*ticdiv) + (spread*ticdiv)) -
Ref(C,-LastPatBarShort);
StopShort= (((StopShort1)))/ticdiv;
BackTestShortTitle= WriteIf(Cover1,EncodeColor(colorRed) + "\n" +
"Stop " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + " " +
round(stopshort) + "\n" +
"DD " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + " " +
round(DDS) + "\n" +
"Exit " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + " "
+ round(BTExitShort) + "\n" +
"Peak " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) + " " +
round(PeakShort) + "\n",EncodeColor(colorRed)+ "\n" +
"Stop " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + " " +
round(stopshort) + "\n" +
"DD " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + " " +
round(DDS) + "\n" +
"Exit " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + " "
+ round(BTExitShort) + "\n" +
"Peak " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) + " " +
round(PeakShort) + "\n");
// Backtest title
BackTestCode= ParamToggle("Display Stop,DD,Peak,Exit stats","No|Yes",1);
BackTestTitle= WriteIf((bars_sellL>0 OR Sell1) AND
BackTestCode==1,BackTestLongTitle ,WriteIf((bars_sellS>0 OR Cover1 )AND
BackTestCode==1,BackTestShortTitle ,""));
// Stop in
Longbar= L+rbint;
Shortbar= H-rbint;
sstoptitle=WriteIf(timercode==2, EncodeColor(colorBlue) + "\n" + "Stop In Long
" + Longbar + EncodeColor(colorRed) + "\n" + "Stop In Short " + Shortbar +
"\n","");
// Stop out
stopCode=ParamToggle("Display stop-out ","No|Yes",1);
StopLong1= C -(L - (stopval*ticdiv) - (spread*ticdiv));
stoplong1c=C-stoplong1;
stoplong= round(StopLong1/ticdiv);
StopShort1= (H + (stopval*ticdiv) + (spread*ticdiv)) - C;
stopshortc= C+StopShort1;
StopShort= round(StopShort1/ticdiv);
stoptitle= WriteIf(stopcode==1,EncodeColor(colorRed) + "Stop Out Short " + stopshortc + " " + stopshort +EncodeColor(colorBrightGreen) + "\n" + "Stop Out Long " + stoplong1c + " " +stoplong + "\n","");
// Title
Title =
"CCI-"+ zperiod+ " : "+ WriteVal(z)+
"\n"+
CCIpointmovetitle +
//wptitle +
//HiDayTitle +
//LoDayTitle+
//RangeTitle1 +
//BackTestTitle +
//sstoptitle +
//stoptitle+
"\n"+
Signaltitle +
WriteIf(C > Lsma25, EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"LSMA = "+ Lsma25
;
_SECTION_END();Trading Logic...!
Before we money on any trade based a trading system, it is essential to understand fully (or at least, partially ) what the system is doing and how it generates the signals.
Any indicator based system will be handicapped since it is using only certain aspect of the price action and is giving signals based on its ability to look at price from only its own angle. The plus side of using such a system is that we know our limitations and are ahead of the price action guys by at least 1 -2 bars.
This system uses CCI to gauge the trend and the strength of the trend. So first thing we need to do is understand how CCI actually interprets price action.
Before we money on any trade based a trading system, it is essential to understand fully (or at least, partially ) what the system is doing and how it generates the signals.
Any indicator based system will be handicapped since it is using only certain aspect of the price action and is giving signals based on its ability to look at price from only its own angle. The plus side of using such a system is that we know our limitations and are ahead of the price action guys by at least 1 -2 bars.
This system uses CCI to gauge the trend and the strength of the trend. So first thing we need to do is understand how CCI actually interprets price action.
Re: Trading Logic...!
CCI is a leading indicator and normally leads price by 1-2 bars. Problem with such an indicator is that it is prone to whipsaws if used as the only source of trading decision.
But when combined with other indicators that take a different input of price action, the combo can be a potent weapon only if one is very clear about how to read price action by looking at cci alone.
CCI is a leading indicator and normally leads price by 1-2 bars. Problem with such an indicator is that it is prone to whipsaws if used as the only source of trading decision.
But when combined with other indicators that take a different input of price action, the combo can be a potent weapon only if one is very clear about how to read price action by looking at cci alone.
I think the first thing that needs to be done here is to look at what this indicator really is. Maybe see if it really is a magic indicator, or if not, take some of the magic and mystery out of it. If you look at the code it only consists of a few lines.
Heres the code:
A close approximation of the CCI can be replicated easily by the use of Bollinger Bands.
In the above chart we again have the CCI (20) in the bottom subgraph, and I have returned the non-detrended typical price [ ( H+L+C)/3 ] line along with the 20 period simple moving average. I added the Bollinger Bands.
The zero line of CCI is the same as the moving average
and is coded as yellow.
I plotted to Bollinger Bands as a dashed grey line so it can easily be referenced to the plus 100 and minus 100 CCI reference lines. Im sure my estimation isnt perfect. I wasnt trying to get a perfect match. But you can see it is very close. So close that for all practical purposes it is the same. Just look at the excursions outside the CCI bands and then refer to the same spot on the Bollinger Bands. Now the 100 lines are accounted for.
Heres the code:
Code:
1. Calculate the Typical Price = (High + Low + Close) / 3
2. Calculate the simple moving average item #1. Well call it SMATP.
3. Calculate the Mean Deviation: delta_i = abs(last_SMATP TP_of_period_i) (for all i from 0 to N, where N is the length of a period used to calculate the SMATP). MD = sum_for_all_i(delta_i) / N
4. Calculate the CCI = (TP SMATP) / (0.015 * MD)A close approximation of the CCI can be replicated easily by the use of Bollinger Bands.
In the above chart we again have the CCI (20) in the bottom subgraph, and I have returned the non-detrended typical price [ ( H+L+C)/3 ] line along with the 20 period simple moving average. I added the Bollinger Bands.
The zero line of CCI is the same as the moving average
and is coded as yellow.
I plotted to Bollinger Bands as a dashed grey line so it can easily be referenced to the plus 100 and minus 100 CCI reference lines. Im sure my estimation isnt perfect. I wasnt trying to get a perfect match. But you can see it is very close. So close that for all practical purposes it is the same. Just look at the excursions outside the CCI bands and then refer to the same spot on the Bollinger Bands. Now the 100 lines are accounted for.
Smart_trade or St-da as we lovingly call him, once told me to wait for the popping sound of the pop corn when the trend is bursting out of the pot before initiating a trade. That line was harpooned into my memory.
We intend to take trades with a strong tail wind only.
St's pop corn:
This is our primary trend indicator, Its basically CCI(89) and tells us when the trend is strong, when it is weak and when it is neutral.
Interpretation :
Above 100 :
Very strong Up trend
Hold and add longs
avoid shorts
Below -100 :
Very strong DN trend
hold and add shorts
avoid longs
Above 50 but below 100
Up trend
avoid Adds
Below -50 but above -100
Dn trend
avoid Adds
Between 50 and -50
Market is neutral
Wait for direction to emerge
We intend to take trades with a strong tail wind only.
St's pop corn:
This is our primary trend indicator, Its basically CCI(89) and tells us when the trend is strong, when it is weak and when it is neutral.
Interpretation :
Above 100 :
Very strong Up trend
Hold and add longs
avoid shorts
Below -100 :
Very strong DN trend
hold and add shorts
avoid longs
Above 50 but below 100
Up trend
avoid Adds
Below -50 but above -100
Dn trend
avoid Adds
Between 50 and -50
Market is neutral
Wait for direction to emerge
TJ Band :
This is an acceleration band by Price Harley. It functions as a price envelope and unlike boilinger band, it does not try to encapsulate the price bars. It lets price go above (or below) it incase acceleration is strong enough to pierce the band.
This band will act as our reference for entry, Stop loss and exit levels.
This is an acceleration band by Price Harley. It functions as a price envelope and unlike boilinger band, it does not try to encapsulate the price bars. It lets price go above (or below) it incase acceleration is strong enough to pierce the band.
This band will act as our reference for entry, Stop loss and exit levels.
CCI (20)
The CCI (20) will act as confirmation for our trading decision. CCI as an indicator has been discussed. There are some patterns that slightly advanced beginners can use to manage their trades.
Ideally we will restrict the usage of the indicator as simple as possible.
buy signal : CCI20 crossing the -100 mark from bottom..
sell signal : cci crossing the 100 mark from the top...
As a stop loss indicator...
every peak on cci, the corresponding high of the price bar is the trailing stoploss for short...
The converse is for longs...
The CCI (20) will act as confirmation for our trading decision. CCI as an indicator has been discussed. There are some patterns that slightly advanced beginners can use to manage their trades.
Ideally we will restrict the usage of the indicator as simple as possible.
buy signal : CCI20 crossing the -100 mark from bottom..
sell signal : cci crossing the 100 mark from the top...
As a stop loss indicator...
every peak on cci, the corresponding high of the price bar is the trailing stoploss for short...
The converse is for longs...
Last edited:
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