Coding help.........adding exploration for the simple combo

P

praveen5344

Active Member
#1
#1
I have been trying to write an exploration for the below conditions but was unsusessful........In below screenshot you can see "Wilder Trading System" and RSI (20) indicator. Let us assume that a BUY signal means UPTREND and SELL signal as DOWNTREND. So when the trading system gives Buy signal (do not take long position right away) wait for RSI to come below "30" and then take long position accordingly, simillarly for short position (Sell signal by the system and wait for RSI to go above "70" to go short)

Buy Entry : UPTREND and (RSI<30)
Sell Entry : DOWNTREND and (RSI>70)

Can anyone please add exploration so that I get results only when RSI<30 during Wilder BUY signal and ignore RSI<30 when Wilder SELL signal and vise versa









Below are the codes for Wilder System and RSI

**************************************************************

_SECTION_BEGIN("Wilder Trading System");
SetChartOptions(0,chartShowArrows|chartShowDates);
_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() );

n=Param("n",40,1,500,1);
A = Wilders( H,n );
B = Wilders( L,n );

SetPositionSize(1,spsShares);

x= Ref(A,-n);
y= Ref(B,-n);

p=Param("p",0.0009,0.0001,1,0.0001);
D=p;
xt=x+x*D;
xb=x-x*D;

yt=y+y*D;
yb=y-y*D;

/* Buy or Sell Condition */
Buy = Cross(Close,xt);
Sell = Cross(yt,Close);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=Sell;
Cover=Buy;
AlertIf( Buy, "SOUND C:\\Windows\\Media\\notify.wav", "Audio alert", 2);
AlertIf( Sell, "SOUND C:\\Windows\\Media\\tada.wav", "Audio alert", 2 );

Filter = Buy OR Sell;
/* Exploration Parameters */
AddTextColumn( FullName(), "Company Name" );
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );
AddColumn( C, "Close", 1.3 );
AddColumn( H, "High", 1.3 );

Title = EncodeColor(colorWhite)+ "Anish" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();

*********************************************************************

_SECTION_BEGIN("RSI");
SetChartOptions(0,0,chartGrid30|chartGrid70);
periods = Param( "Periods", 20, 1, 200, 1 );
Plot( RSI( periods), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

**********************************************************************
 
shri_r3

shri_r3

Active Member
#2
#2
praveen5344 said:
I have been trying to write an exploration for the below conditions but was unsusessful........In below screenshot you can see "Wilder Trading System" and RSI (20) indicator. Let us assume that a BUY signal means UPTREND and SELL signal as DOWNTREND. So when the trading system gives Buy signal (do not take long position right away) wait for RSI to come below "30" and then take long position accordingly, simillarly for short position (Sell signal by the system and wait for RSI to go above "70" to go short)

Buy Entry : UPTREND and (RSI<30)
Sell Entry : DOWNTREND and (RSI>70)

Can anyone please add exploration so that I get results only when RSI<30 during Wilder BUY signal and ignore RSI<30 when Wilder SELL signal and vise versa









Below are the codes for Wilder System and RSI

**************************************************************

_SECTION_BEGIN("Wilder Trading System");
SetChartOptions(0,chartShowArrows|chartShowDates);
_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() );

n=Param("n",40,1,500,1);
A = Wilders( H,n );
B = Wilders( L,n );

SetPositionSize(1,spsShares);

x= Ref(A,-n);
y= Ref(B,-n);

p=Param("p",0.0009,0.0001,1,0.0001);
D=p;
xt=x+x*D;
xb=x-x*D;

yt=y+y*D;
yb=y-y*D;

/* Buy or Sell Condition */
Buy = Cross(Close,xt);
Sell = Cross(yt,Close);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=Sell;
Cover=Buy;
AlertIf( Buy, "SOUND C:\\Windows\\Media\\notify.wav", "Audio alert", 2);
AlertIf( Sell, "SOUND C:\\Windows\\Media\\tada.wav", "Audio alert", 2 );

Filter = Buy OR Sell;
/* Exploration Parameters */
AddTextColumn( FullName(), "Company Name" );
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );
AddColumn( C, "Close", 1.3 );
AddColumn( H, "High", 1.3 );

Title = EncodeColor(colorWhite)+ "Anish" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();

*********************************************************************

_SECTION_BEGIN("RSI");
SetChartOptions(0,0,chartGrid30|chartGrid70);
periods = Param( "Periods", 20, 1, 200, 1 );
Plot( RSI( periods), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

**********************************************************************
Click to expand...
Copy this rsi section above buy sell conditions.
_SECTION_BEGIN("RSI");
SetChartOptions(0,0,chartGrid30|chartGrid70);
periods = Param( "Periods", 20, 1, 200, 1 );
Plot( RSI( periods), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

And to get signals as per
Buy Entry : UPTREND and (RSI<30)
Sell Entry : DOWNTREND and (RSI>70)

Try these
Buy = Cross(Close,xt) AND RSI(Periods)<30;
Sell = Cross(yt,Close) AND RSI(Periods)>70;
Hope this works
 
P

praveen5344

Active Member
#3
#3
shri_r3 said:
Copy this rsi section above buy sell conditions.
_SECTION_BEGIN("RSI");
SetChartOptions(0,0,chartGrid30|chartGrid70);
periods = Param( "Periods", 20, 1, 200, 1 );
Plot( RSI( periods), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

And to get signals as per
Buy Entry : UPTREND and (RSI<30)
Sell Entry : DOWNTREND and (RSI>70)

Try these
Buy = Cross(Close,xt) AND RSI(Periods)<30;
Sell = Cross(yt,Close) AND RSI(Periods)>70;
Hope this works
Click to expand...

Thanks......I already tried this but ended up with all wrong output and moreover I dont want any Signals or arrows, I just want to get this results in exploration/scan
 
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