my friends -MASK OF ZORRO SYSTEM

#21
Hi friends & specially all wellwishers

Thank you for your kind words and good spirit.

Please note this point

I HAVE ADDED CODE LINES EXTRA in the post with formula to help users.
If you dont have enough data,please wait till you get enough data.
add the price digits code and Hull moving average if you feel it helps.

Always, Always, do at least 30 tests before you start using any code.
you must have written rules that are passed fit during your tests.

take care
regards
ford
 
#23
:thumb::thumb::thumb:


_SECTION_BEGIN("Price");
//MASK OF ZORRO system
//Long only if green & green
//Short only if red & red
//This code MOZ V1.0 developed by Ramesh Velidi(e mail: [email protected]).
//It is posted here based on his permission.
//Buy On green AND green BOTTOM RIBBON & CENTRAL colorBAND. Sell On red AND red.
//BUY ON PULLBACK OR CLOSE TO COLORBAND


/*

Stoploss & exit rules-
Exit when any one of the RIBBON OR BAND changes the colour
No position if both the signals are different

*/
SetChartBkColor(64);
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", colorRed , styleNoTitle | styleCandle );
_SECTION_END();

barcolor =IIf(MACD()>0,colorBlue,colorRed);

//KAMA
//As for KAMA, Developed by Perry Kaufman, this indicator is a moving
// average that automatically adjusts its speed based on market
// volatility.
LBPeriods = 18;//Param( "LB Periods", 10, 1, 200, 1 );


FSCPeriods =2;// Param( "FSC Periods", 2, 1, 200, 1 );//ued 2
SSCPeriods = 30;//Param( "SSC Periods", 30, 1, 200, 1 );//used 100


FastSmoothConst = 2 / ( FSCPeriods + 1 );
SlowSmoothConst = 2 / ( SSCPeriods + 1 );

Direction = abs( Close - Ref( Close, -LBPeriods ) );

Volatility = Sum( abs( Close - Ref( Close, -1 ) ), LBPeriods );

EfficiencyRatio = Direction / Volatility;

SC = ( EfficiencyRatio * ( FastSmoothConst - SlowSmoothConst ) + SlowSmoothConst ) ^ 2;

KAMA = AMA( Close, SC );

ABC= KAMA ;
KKKcolor = IIf(MACD()>0,colorDarkGreen,colorRed);
PlotOHLC(ABC,ABC,0.9990*ABC,0.9990*ABC," ",KKKcolor,styleCloud);
UPtgt1= abc +2*ATR(20);
UPtgt2= abc +4*ATR(20);

Plot(UPtgt1,"tgt1",colorGreen,styleDashed);
Plot(UPtgt2,"tgt2",colorGreen,styleDashed);
dntgt1= abc -2*ATR(20);
dntgt2= abc -4*ATR(20);

Plot(dntgt1,"dntgt1",colorYellow,styleDashed);
Plot(dntgt2,"dntgt2",colorYellow,styleDashed);


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowDates|chartShowArrows|chartLogarithmic|chartWrapTitle);
//_N(Title = StrFormat("{{NAME}} +" - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

GraphXSpace = 5;
upzero= MACD()>0; //SPECIAL CODE
downzero= MACD()<0;


Plot( 1.8, /* defines the height of the ribbon in percent of pane width
*/"ribbon",IIf( upzero, colorBrightGreen, IIf( downzero, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );



Buy = MACD()>0;
Sell = MACD()<0;
Buy =ExRem(Buy,Sell); Sell =ExRem(Sell,Buy);
shape = Buy * shapeUpTriangle + Sell * shapeDownTriangle;
PlotShapes( shape, IIf( Buy, colorAqua, colorCustom12 ), 0, IIf( Buy, Low, High ) );


//==================
 

Bewinner

Well-Known Member
#24
Thanx you fordk for sharing this above afl.

1st sight look good to me.
If possible post ur way to trade with this indicator.

Dont go on comments of people.i have seen few people have habbit to give comments on every thread if u check it.

Please carry on ur good work buddy !





Backtesting results -

But Shruti ji,

Is it possible to provide buy sell signal with he code and if yes? could u please able to backtest like whether the strategy is profitable or not?
 

dell

Well-Known Member
#25
Hello Ford

The post from Jahan is not intended for discouragement. . .


Anyway, here's another Screen Shot from one of the intraday systems a friend is trying out. . .
posting a volatile day with 4 price swings, giving 3 whipsaws on other intraday systems . . .

His intention is try to catch 100 points on BNF at least once a week . . . :D




This one also has an interesting name "Every Day is a New Day"

:) Happy
can u plz , more eleborate it ........ if cannot publish afl than concept also will help a lot......
 
#26
can u plz , more eleborate it ........ if cannot publish afl than concept also will help a lot......
the concept is already shared . . . :)

"Every Day is a New Day"​


The AFL is based on fractals code from EP, and the 'Trend Band' is derived from Lance Gibbs concepts of trend//price action

1. Measure Extensions & Retracements . . .
2. Compare them with previous E&R.
3. Measure speed & accelerations (in simple words , number of bars to get to the next swing pivots ;))
4. Compare strength & weakness of the current Swings . . .
5. Plot the trend band based on the above . . .


It need not be always a moving average :D


:) Happy
 

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