backtesting help

#21
backtesting is not the ultimate in testing the trading systems : they dont take care of of things like slippage and other market inefficiencies

my approach : test the alf in real market data also while it is true just one days testing is bad but testing for a month should be enough

will be testing the turtle system for quite some time

also please let me know if you come accross any profitable trading systems. i can test and veryfy them in real market data
 

bunti_k23

Well-Known Member
#22
Ok bro...i hav seen some systems among them i picked up turtle and emabased (santosh mod sh315) will pick between these 2 or will go for price action finally..lets see
 
#24
here is the analysis of all the above systems

1. Based on ATR - will keep generating a small loss at the end of the day
2. This system is bad for sideways market movement - will generate a loss in every trade during rangebound market
3. System has an error.
4. System has an error.
5. This system shows good signals - will make this autotrading and test in live market
6. Too many whipsaws - the system is bad for sideways market movement
7. Too many whipsaws - the system is bad for sideways market movement
8. This system shows good signals - will make this autotrading and test in live market

The correct AFL for 3 & 4 -

3)-

Code:
_SECTION_BEGIN("HA");


tchoice=Param("Title Selection ",2,1,2,1);

Q=Param("% Change",2.1,1,10,1);
Z= Ref(Zig(C ,q ),-1) ;
HH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(z,q,1 ) >Peak(Z,q,2))),-1);
LH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(Z,q,1 ) <Peak(Z,q,2))),-1);
HL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) >Trough(Z,q,2))),-1);
LL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) <Trough(Z,q,2))),-1);
GraphXSpace = 5;
dist = 0.5*ATR(20);

for( i = 0; i < BarCount; i++ )
{
if( HH[i] ) PlotText( "HH", i, H[ i ]+dist[i], colorCustom12 );
if( LH[i] ) PlotText( "LH", i, H[ i ]+dist[i], colorCustom12 );
if( HL[i] ) PlotText( "HL", i, L[ i ]-dist[i], colorBlack );
if( LL[i] ) PlotText( "LL", i, L[ i ]-dist[i], colorBlack );

}

//calculates floor pivots from previous days data & plots it on the present intraday chart.
//RED LINE = RESISTANCE
//RED DASHED LINE = MINI RESISTANCE
//BLUE LINE = SUPPORT
//BLUE DASHED LINE = MINI SUPPORT
//YELLOW DOTTED LINE = PIVOT
//RED DOTTED LINE = PREVIOUS Day High
//BLUE DOTTED LINE = PREVIOUS Day Low
//BLACK DOTTED LINE = PREVIOUS Day Close


//2 - IN - 1 PRICE CHART
Pstyle = ParamToggle("Heikin Ashi","On|Off",1);
if(Pstyle==0){
HaClose = (O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
//PlotOHLC(HaOpen,HaHigh,HaLow,HaClose,"",IIf(HaClos e > HaOpen,colorGreen,colorBrown),styleCandle);

//Sell = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1));
//Buy = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)) ;

Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

//PlotShapes( IIf( Sell, shapeDownArrow+ shapePositionAbove, shapeNone), colorCustom12 );
//Plot(EMA(HaClose,20), "", colorBlue , styleLine|styleThick );
//Plot(Wilders(H,260.6), "",colorCustom12 , styleDashed|styleThick );
//Plot(EMA(HaClose,10), "",colorTan, styleLine|styleThick );



TimeFrameSet(inHourly);
Hh=HHV (L,24);
Ll =LLV (H,24);
TimeFrameRestore();
Hh1=(TimeFrameExpand( Hh, inHourly));
Ll1=(TimeFrameExpand( Ll, inHourly));

Plot(Hh1 , "27dayssellbelclose",colorRed, 4+8+2048);
Plot(Ll1 , "27daysbuyabvclose",colorGreen, 4+8+2048);

Buy=Cross(C,LL);
Sell=Cross(HH,C);
Filter=Buy OR Sell;



_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
}


Pivot = ParamToggle("Pivot", "weekly|monthly", 1);

if(Pivot)
{
H1 = TimeFrameGetPrice("H", inMonthly, -1); // yesterdays high
L1 = TimeFrameGetPrice("L", inMonthly, -1); // low
C1= TimeFrameGetPrice("C", inMonthly, -1); // close


}
else
{
H1 = TimeFrameGetPrice("H", inWeekly, -1); // yesterdays high
L1 = TimeFrameGetPrice("L", inWeekly, -1); // low
C1= TimeFrameGetPrice("C", inWeekly, -1); // close
}

// PIVOT Calculation
P = ( H1+ L1+ C1 )/3;
R1 = P+(H1-L1)/2-(P-C1)/2;
R2 = H1-L1+P;
R3 = H1-L1+R1;
R4 = H1-L1+R2;
R5 = H1-L1+R3;
R6 = H1-L1+R4;
R7 = H1-L1+R5;
R8 = H1-L1+R6;
R9 = H1-L1+R7;
R10 = H1-L1+R8;



S1 = P -(H1-L1)/2-(P-C1)/2;
S2 = P -(H1-L1);
S3 = S1 -(H1-L1);
S4 = S2 -(H1-L1);
S5 = S3 -(H1-L1);
S6 = S4 -(H1-L1);
S7 = S5 -(H1-L1);
S8 = S6 -(H1-L1);
S9 = S7 -(H1-L1);
S10 =S8 -(H1-L1);
S11 =S9 -(H1-L1);












// PIVOT mid points
MIDR1 = (P+R1)/2;
MIDR2 = (R1+R2)/2;
MIDR3 = (R2+R3)/2;
MIDR4 = (R3+R4)/2;
MIDR5 = (R4+R5)/2;
MIDR6 = (R5+R6)/2;
MIDR7 = (R6+R7)/2;
MIDR8 = (R7+R8)/2;
MIDR9 = (R8+R9)/2;
MIDR10 = (R9+R10)/2;




MIDS1 = (P+S1)/2;
MIDS2 = (S1+S2)/2;
MIDS3 = (S2+S3)/2;
MIDS4 = (S3+S4)/2;
MIDS5 = (S4+S5)/2;
MIDS6 = (S5+S6)/2;
MIDS7 = (S6+S7)/2;
MIDS8 = (S7+S8)/2;
MIDS9 = (S8+S9)/2;
MIDS10 = (S9+S10)/2;













n=130;
per =11.5;
x = Cum(1);
s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n));
s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n));
pS = TroughBars( s1, per, 1 ) == 0;
endt= LastValue(ValueWhen( pS, x, 1 ));
startt=LastValue(ValueWhen( pS, x, 2 ));
dtS =endt-startt;
endS = LastValue(ValueWhen( pS, s1, 1 ) );
startS = LastValue( ValueWhen( pS, s1, 2 ));
aS = (endS-startS)/dtS;bS = endS;
trendlineS = aS * ( x -endt ) + bS;
pR = PeakBars( s11, per, 1 ) == 0;
endt1= LastValue(ValueWhen( pR, x, 1 ));
startt1=LastValue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = LastValue(ValueWhen( pR, s11, 1 ) );
startR = LastValue( ValueWhen( pR, s11, 2 ));
aR = (endR-startR)/dtR;
bR = endR;
trendlineR = aR * ( x -endt1 ) + bR;
//Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick);
//Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick);
Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1);
Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 );
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
AlertIf( Buy, "", "BUY @ " + C, 1 );
AlertIf( Sell, "", "SELL @ " + C, 2 );
//PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy, colorGold, colorPink) );
dist = 2.5*ATR(10);
dist1 = 0.7*ATR(10);
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] )
{
PlotText( "\n Heavy Fire Up Ahead " , i, L[ i ]-dist[i], colorBlack, colorGreen );
//Say("Heavy Fire Up Ahead");
}
if( Sell[i] )
{
PlotText( " Heavy Down Fall Ahead " , i, H[ i ]+dist1[i], colorBlack, colorRed );
//Say("Heavy Down Fall Ahead");
}
}

n=45;
per =20;
x = Cum(1);
s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n));
s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n));
pS = TroughBars( s1, per, 1 ) == 0;
endt= LastValue(ValueWhen( pS, x, 1 ));
startt=LastValue(ValueWhen( pS, x, 2 ));
dtS =endt-startt;
endS = LastValue(ValueWhen( pS, s1, 1 ) );
startS = LastValue( ValueWhen( pS, s1, 2 ));
aS = (endS-startS)/dtS;bS = endS;
trendlineS = aS * ( x -endt ) + bS;
pR = PeakBars( s11, per, 1 ) == 0;
endt1= LastValue(ValueWhen( pR, x, 1 ));
startt1=LastValue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = LastValue(ValueWhen( pR, s11, 1 ) );
startR = LastValue( ValueWhen( pR, s11, 2 ));
aR = (endR-startR)/dtR;
bR = endR;
trendlineR = aR * ( x -endt1 ) + bR;
//Plot(trendlineR , "trendlineR" ,colorRed , styleLine);
//Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick);
//Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick);
Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1);
Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 );
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
// Plot the ribbon
ribboncol= IIf( BarsSince(Buy)<BarsSince(Sell), colorGreen, colorRed );
Plot( 3, "", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 );
PlotShapes(IIf(Buy, shapeSquare,shapeNone) ,colorBlue,0, Close, Offset=-10) ;
PlotShapes(IIf(Buy, shapeSmallUpTriangle,shapeNone) ,colorLime,0, Close, Offset=-10) ;
PlotShapes(IIf(Sell, shapeSquare,shapeNone),colorRed,0, Close, Offset=-1) ;
PlotShapes(IIf(Sell, shapeSmallDownTriangle,shapeNone),colorLime,0, Close, Offset=-1) ;
PlotShapes( Buy * shapeNone + Sell * shapeNone, IIf( Buy, colorBlue, colorPink) );
dist = 0.8*ATR(10);
dist1 = 2*ATR(10);
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] )
{
PlotText( "\nHNI Buy 10 Lots @" + C[ i ] + "\nTGT= " + (C[i]*1.0045) + "\nSL= " + (C[i]*0.9970), i, L[ i ]-dist[i], colorGreen, colorBlack );
}
if( Sell[i] )
{
PlotText( "HNI Sell 10 Lots @" + C[ i ] + "\nT= " + (C[i]*0.995) + "\nSL= " + (C[i]*1.0025), i, H[ i ]+dist1[i], colorRed, colorBlack );
}
}




_SECTION_END();






Uphigh = HHV(C,90);
downhigh = LLV (C, 40);
//Buy = C>= Uphigh;
//Sell = C<= downhigh;
Buy = ExRem (Buy,Sell);
Sell = ExRem (Sell,Buy);


_SECTION_BEGIN("BACK COLOR");
SetChartBkGradientFill( ParamColor("BgTop", colorPlum),

ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorPlum));

Title = (EncodeColor(colorGold)+Day() + EncodeColor(colorWhite) + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorWhite)+",Open "+Open +" , High "+H+" , Low "+L+" , Close "+C+" "+"{{VALUES}}");

BuyPrice = Open;
SellPrice = Open;

Derived=WMA(WMA(WMA(((H+L)/2)+(O-C),92),1),1);
i=WMA(Derived,3);
Upper=(Derived+StDev(Derived,7))+ATR(2)/1.5;
Lower=(Derived-StDev(Derived,7))-ATR(2)/1;

color=IIf(BarsSince(Cross(Lower,Low))>
BarsSince(Cross(C,Upper)), colorBrightGreen,colorRed);
Plot(C,"",color,64);



//WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,","");
//WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","");
//WriteIf( sss ,"No trading signals today.","") ;



SetBarsRequired( 600, 0 );

GraphXSpace = 8;
SetChartOptions( 0, chartShowArrows | chartShowDates );


//============== TITLE ==============

_SECTION_BEGIN("Magnified Market Price");
FS=Param("Font Size",30,11,100,1);
GfxSelectFont("Times New Roman", FS, 700, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor( ParamColor("Color",colorGold) );
Hor=Param("Horizontal Position",970,1,1200,1);
Ver=Param("Vertical Position",50,1,830,1);
GfxTextOut(""+C, Hor , Ver );
YC=TimeFrameGetPrice("C",inDaily,-1);
DD=Prec(C-YC,2);
xx=Prec((DD/YC)*100,2);
GfxSelectFont("Times New Roman", 11, 700, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor(ParamColor("Color",colorBlack) );
GfxTextOut(""+DD+" ("+xx+"%)", Hor , Ver+45 );

_SECTION_END();




_SECTION_BEGIN("Price Line");
dp= Param("dps",3,0,1000,1);
PriceLineColor=ParamColor("PriceLineColor",colorOrange);
PriceLevel = ParamField("PriceField", field = 3 );
PriceLeve2 = ParamField("PriceField", field = dp );
Daysback = Param("Bars Back",1,10,500,1);
FirstBar = BarCount - DaysBack;
YY = IIf(BarIndex() >= Firstbar,EndValue(PriceLevel),Null);

Plot(YY,"Current Price",PriceLineColor,ParamStyle("LineStyle",styleLine|styleDashed|styleNoTitle|styleNoLabel|styleThick,maskAll));

side = Param("side",1,0,1000,1);

dist = 0;

for( i = 0; i < BarCount; i++ )
{
if(i+side== BarCount) PlotText( "\n " + PriceLevel[ i ], i, YY[ i ]-dist[i], colorGold );

}

_SECTION_END();





































/****************/
/* */
/* ALERT OUTPUT */
/* */
/****************/

TxtX = Param("Text Left", 600, 0, 1000, 10);
TxtY = Param("Text Top", 60, 1, 650, 10);

GfxSelectFont("Tahoma", 14, 700 );
GfxSetBkMode(1);

if(LastValue(Buy) OR SelectedValue(Buy))
{
GfxSetTextColor(colorGold);
GfxTextOut("Waiting For Next Signal", TxtX, TxtY);
Say("");
}

else if(LastValue(Sell) OR SelectedValue(Sell))
{
GfxSetTextColor(colorGold);
GfxTextOut("Waiting For Next Signal", TxtX, TxtY);
Say("");
}

else
{
GfxSetTextColor(colorGold);
GfxTextOut("Waiting For Next Signal ", TxtX, TxtY);
GfxTextOut("", TxtX, TxtY);
}
_SECTION_BEGIN("sys");

x=Param("xposn",315,0,1000,1);
y=Param("yposn",576,0,1000,1);



_SECTION_END();




_SECTION_BEGIN("Background text");
C11=ParamColor("up panel",colorBlack );
C12=ParamColor("dn panel",colorBlack );
C13=Param("fonts",20,10,30,1 );
C14=Param("left-right",2.1,1.0,5.0,0.1 );
C15=Param("up-down",8,1,30,1 );
Miny = Status("axisminy");
Maxy = Status("axismaxy");
lvb = Status("lastvisiblebar");
fvb = Status("firstvisiblebar");
pxwidth = Status("pxwidth");
pxheight = Status("pxheight");
GfxSetBkMode( 0 );
GfxSelectFont("Tahoma", 12, 500, False, False, 0);
GfxSetTextColor(colorCustom12);
GfxSetTextAlign( 6 );
GfxSelectFont("Tahoma", 15, 600, False, False, 0);
GfxSetTextColor(colorWhite);
GfxSetTextAlign( 6 );

GfxSelectFont("Tahoma", 12, 400, False, False, 0);
GfxSetTextColor(colorBrightGreen);

GfxSelectFont("Tahoma", 12, 400, False, False, 0);
GfxSetTextColor(colorRed);




pricechange=(C-Ref(C,-1))*100/Ref(C,-1);
changeponit=C-Ref(C,-1);
Vlp=Param("Volume lookback period",15,10,300,10);
Vrg=MA(V,Vlp);
St = StDev(Vrg,Vlp);
Vp3 = Vrg + 3*st;
Vp2 = Vrg + 2*st;;
Vp1 = Vrg + 1*st;;
Vn1 = Vrg -1*st;
Vn2 = Vrg -2*st;

x=Param("xposn",1,0,1000,1);
y=Param("yposn",1,0,1000,1);

GfxGradientRect( 1, 1, 1400, 40, colorViolet, colorBlack);
GfxSetBkMode(0);
GfxSelectFont( "Georgia", 18, 800, False );
GfxSetTextColor( colorGold );
GfxTextOut( "General ", x+600, y+10 );
GfxSelectFont( "Tahoma", 16, 800, False );
GfxSetTextColor( colorGold );
GfxTextOut( Name(), x+100, y+10 );
GfxSelectFont( "Century Gothic", 15, 100, False );
GfxSetTextColor( colorGold );
GfxTextOut( Date(), x+1000, y+10 );
GfxSelectFont( "Comic Sans MS", 15, 500, False );
GfxSetTextColor( colorYellow );
GfxTextOut( Interval(2), x+275, y+10 );
//------------------------------------------------------------ H, L, O, C----------------------
GfxGradientRect( 1, 40, 1400, 55, colorViolet, colorBlack );
GfxSetBkMode(0);
GfxSelectFont( "Areal", 9, 200, False );
GfxSetTextColor( colorWhite );
GfxTextOut( "High:"+WriteVal(H,1.2), x+100, y+40 );
GfxSelectFont( "Areal", 9, 200, False );
GfxSetTextColor( colorWhite );
GfxTextOut( "Low:"+WriteVal(L,1.2), x+200, y+40 );
GfxSelectFont( "Areal", 9, 200, False );
GfxSetTextColor( colorWhite );
GfxTextOut( "Open:"+WriteVal(O,1.2), x+300, y+40 );
GfxSelectFont( "Areal", 9, 200, False );
GfxSetTextColor( colorWhite );
GfxTextOut( "Close:"+WriteVal(C,1.2), x+400, y+40 );
GfxSelectFont( "comic sans ms", 12, 100, False );
//-----------------------------------------------------------Valume-------------------------------


// set criteria to scan for big stock only;
BigStock = MA( V, 10 ) * MA( C, 10 ) > 100;

//---------------Color------------------------
per1 = 6;
per2 = 2;
Om = MA( O, per1 );
hm = MA( H, per1 );
lm = MA( L, per1 );
Cm = MA( C, per1 );

// 1. Heiken Ashi
HACLOSE = ( Om + Hm + Lm + Cm ) / 4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( Hm, Max( HaClose, HaOpen ) );
HaLow = Min( Lm, Min( HaClose, HaOpen ) );


Of = MA( Haopen, per2 );
Cf = MA( Haclose, per2 );
Lf = IIf( haOpen < haClose, MA( Halow, per2 ), MA( Hahigh, per2 ) );
Hf = IIf( haOpen < haClose, MA( Hahigh, per2 ), MA( Halow, per2 ) );
//Color = IIf( Cf > Of, colorGreen, colorRed );


//----------------------------------------------------

TrailStop = HHV( C - 2 * ATR( 10 ), 15 );
ProfitTaker = EMA( H, 13 ) + 2 * ATR( 10 );

/* **********************************
Code to automatically identify pivots
********************************** */

// -- what will be our lookback range for the hh and ll?
farback = 140; //How Far back to go
nBars = 12; //Number of bars

// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;

// -- More for future use, not necessary for basic plotting
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;

// -- looking back from the current bar, how many bars
// back were the hhv and llv values of the previous
// n bars, etc.?
aHHVBars = HHVBars( O, nBars );
aLLVBars = LLVBars( O, nBars );
aHHV = HHV( O, nBars );
aLLV = LLV( O, nBars );

// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of
// _Trace output will show a value of 0
aVisBars = Status( "barvisible" );
nLastVisBar = LastValue( Highest( IIf( aVisBars, BarIndex(), 0 ) ) );
_TRACE( "Last visible bar: " + nLastVisBar );

// -- Initialize value of curTrend
curBar = ( BarCount - 1 );
curTrend = "";

if ( aLLVBars[curBar] < aHHVBars[curBar] )
{
curTrend = "D";
}
else
{
curTrend = "U";
}

// -- Loop through bars. Search for
// entirely array-based approach
// in future version
for ( i = 0; i < BarCount; i++ )
{
curBar = ( BarCount - 1 ) - i;
// -- Have we identified a pivot? If trend is down...

if ( aLLVBars[curBar] < aHHVBars[curBar] )
{
// ... and had been up, this is a trend change
if ( curTrend == "U" )
{
curTrend = "D";
// -- Capture pivot information
curPivBarIdx = curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx] = 1;
aLPivLows[nLPivs] = L[curPivBarIdx];
aLPivIdxs[nLPivs] = curPivBarIdx;
nLPivs++;
}

// -- or current trend is up
}
else
{
if ( curTrend == "D" )
{
curTrend = "U";
curPivBarIdx = curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx] = 1;
aHPivHighs[nHPivs] = H[curPivBarIdx];
aHPivIdxs[nHPivs] = curPivBarIdx;
nHPivs++;
}

// -- If curTrend is up...else...
}

// -- loop through bars
}

// -- Basic attempt to add a pivot this logic may have missed
// -- OK, now I want to look at last two pivots. If the most
// recent low pivot is after the last high, I could
// still have a high pivot that I didn't catch
// -- Start at last bar
curBar = ( BarCount - 1 );

candIdx = 0;

candPrc = 0;

lastLPIdx = aLPivIdxs[0];

lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];

lastHPH = aHPivHighs[0];

if ( lastLPIdx > lastHPIdx )
{
// -- Bar and price info for candidate pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];

if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar )
{
// -- OK, we'll add this as a pivot...
aHPivs[candIdx] = 1;
// ...and then rearrange elements in the
// pivot information arrays

for ( j = 0; j < nHPivs; j++ )
{
aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs- ( j+1 )];
aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-( j+1 )];
}

aHPivHighs[0] = candPrc ;

aHPivIdxs[0] = candIdx;
nHPivs++;
}
}
else
{
// -- Bar and price info for candidate pivot
candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar];

if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar )
{
// -- OK, we'll add this as a pivot...
aLPivs[candIdx] = 1;
// ...and then rearrange elements in the
// pivot information arrays

for ( j = 0; j < nLPivs; j++ )
{
aLPivLows[nLPivs-j] = aLPivLows[nLPivs-( j+1 )];
aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-( j+1 )];
}

aLPivLows[0] = candPrc;

aLPivIdxs[0] = candIdx;
nLPivs++;
}
}

//============== EXPLORATION ==============
Buy = Cover = BigStock AND aLPivs == 1;

Sell = Short = BigStock AND aHPivs == 1;

SellPrice = ValueWhen( Sell, C, 1 );

BuyPrice = ValueWhen( Buy, C, 1 );

Long = Flip( Buy, Sell );

Shrt = Flip( Sell, Buy );

//============== Plot price ==============
n = 15;

a = C > ( MA( H, n ) + MA( L, n ) ) / 2;// then Buy next bar at market;

b = C < ( MA( H, n ) + MA( L, n ) ) / 2;// then Sell Short next bar at market;

state = IIf( BarsSince( a ) < BarsSince( b ), 1, 0 );

Longs = state == 1;

shorts = state == 0;
4)-
Code:
_SECTION_BEGIN("Price");

SetChartOptions(0,chartShowArrows|chartShowDates);

SetBarsRequired(sbrAll,sbrAll);

SetBarFillColor(IIf(C>O,ParamColor("Bar Up Color", colorBrightGreen),IIf(C<=O,ParamColor("Bar Down Color", colorRed),colorLightGrey)));

Plot(C,"Price",IIf(C>O,ParamColor("Shadow Up Color", colorBlack),IIf(C<=O,ParamColor("Shadow Down Color", colorBlack),colorLightGrey)),64,0,0,0);

SetChartBkColor(ParamColor("Panel Color ",colorDarkGrey));

SetChartBkGradientFill(ParamColor("Upper Chart",colorDarkGrey),ParamColor("Lower Chart",colorDarkGrey));

GraphXSpace=Param("GraphXSpace",20,-10,25,1);



_SECTION_BEGIN("Ravi's EMA's");

EMA1 = EMA(H,34);

EMA2 = EMA(L,34);

EMA3 = EMA(C,34);



Plot( EMA1, "EMA1" ,ParamColor( "Color1", colorRed ), ParamStyle("Style", styleDashed|styleThick) | styleNoRescale );

Plot( EMA2, "EMA2" ,ParamColor( "Color2", colorGreen ), ParamStyle("Style", styleDashed|styleThick) | styleNoRescale );

Plot( EMA3, "EMA3" ,ParamColor( "Color3", colorBlue ), ParamStyle("Style", styleDashed|styleThick) | styleNoRescale );

_SECTION_END();



_SECTION_BEGIN("Ravitrend");

procedure calcTrend_proc(ATR_Period,tr,ATR_Multiplier,TrendMode,CalcPrice)

{

global buffer_line_down;

global buffer_line_up;

buffer_line_down = Null;

buffer_line_up = Null;



PHASE_NONE = 0;

PHASE_BUY = 1;

PHASE_SELL = -1;



phase=PHASE_NONE;

band_upper = 0;band_lower = 0;



for(i = ATR_Period + 1; i < BarCount; i++)

{

band_upper = CalcPrice[i] + ATR_Multiplier * tr[i];

band_lower = CalcPrice[i] - ATR_Multiplier * tr[i];



if(phase==PHASE_NONE)

{

buffer_line_up[i] = CalcPrice[i];

buffer_line_down[i] = CalcPrice[i];

}

if(phase!=PHASE_BUY && Close[i]>buffer_line_down[i-1] && !IsEmpty(buffer_line_down[i-1]))

{

phase = PHASE_BUY;

buffer_line_up[i] = band_lower;

buffer_line_up[i-1] = buffer_line_down[i-1];

}

if(phase!=PHASE_SELL && Close[i]<buffer_line_up[i-1] && !IsEmpty(buffer_line_up[i-1]))

{

phase = PHASE_SELL;

buffer_line_down[i] = band_upper;

buffer_line_down[i-1] = buffer_line_up[i-1];

}

if(phase==PHASE_BUY && ((TrendMode==0 && !IsEmpty(buffer_line_up[i-2])) || TrendMode==1) )

{

if(band_lower>buffer_line_up[i-1])

{

buffer_line_up[i] = band_lower;

}

else

{

buffer_line_up[i] = buffer_line_up[i-1];

}

}

if(phase==PHASE_SELL && ((TrendMode==0 && !IsEmpty(buffer_line_down[i-2])) || TrendMode==1) )

{

if(band_upper<buffer_line_down[i-1])

{

buffer_line_down[i] = band_upper;

}

else

{

buffer_line_down[i] = buffer_line_down[i-1];

}

}

}

}



TrendMode = ParamToggle("TrendMode","Off|On",1);

ATR_Multiplier = Param("ATR_Multiplier",.01,0.1,1,0.1);

ATR_Period = Param( "ATR_Period",1,1,1,1);

tr = ATR(ATR_Period);



CalcPrice = (H+L)/2;

calcTrend_proc(ATR_Period,tr,ATR_Multiplier,TrendMode,CalcPrice);



Plot(buffer_line_up,"\ntu",ColorRGB(28,134,238),styleThick);

Plot(buffer_line_down,"\ntd",ColorRGB(205,51,51),styleThick);



Plot( 2,"",IIf(buffer_line_up,colorGreen,colorBlack),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );

Plot( 4,"",IIf(buffer_line_down,colorRed,colorBlack),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );

_SECTION_END();



TimeFrameSet(inDaily);

DayHigh = LastValue(H);

DayLow = LastValue(L);

TimeFrameRestore();



Title = Date() + ", Op=" + Open + ", Hi=" + High + ", Lo=" + Low + ", LTP=" + Close + ", Change= " + SelectedValue( ROC( C, 1 ) ) + "%" + "\n Today`s High=" + DayHigh + ", Today`s Low=" + DayLow + " © " ;





prev=AMA2(C,1,0);

d=IIf(C>Ref(Max(Max(H,Ref(H,-10)),Max(Ref(H,-5),Ref(H,-7.5))),-1),Min(Min(L,Ref(L,-10)),Min(Ref(L,-5),Ref(L,-7.5))),

IIf(C<Ref(Min(Min(L,Ref(L,-10)),Min(Ref(L,-5),Ref(L,-7.5))),-1),Max(Max(H,Ref(H,-10)),Max(Ref(H,-5),Ref(H,-7.5))),PREV));

a=Cross(Close,d);

b=Cross(d,Close);

state=IIf(BarsSince(a)<BarsSince(b),1,0);

s=state>Ref(state,-1);

ss=state<Ref(state,-1);

sss=state==Ref(state,-1);

col=IIf(state == 1 ,51,IIf(state ==0,4,1));

Plot(C,"",Col,60);

Buy = s;

Sell = ss;

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

PlotShapes(shape, IIf(Buy,colorGreen,colorRed), 0, IIf(Buy,Low,High));

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-5);

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-10);

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-7.5);

PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=10);

PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=15);

PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-12.5);

///WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,","");

////WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","");

///WriteIf( sss ,"No trading signals today.","") ;
 

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