Рубрика: Ресурсы

  • СИСТЕМА MEANDER SYSTEM V. 1

    Typ : Signal, Name : Meander system v. 1 Vars: SumVS(0), AvgVS(0), DiffVS(0), StdVS(0), SetArr(0), SumArr(0), DiffArr(0), VSLow(0), VSMid(0), VSHigh(0), RiskReward(0); Array: VS[20](0); For SetArr = 0 To 4 Begin VS[SetArr * 4 + 0] = (Open[SetArr] — AvgPrice[SetArr + 1]) / AvgPrice[SetArr + 1]; VS[SetArr * 4 + 1] = (High[SetArr] — AvgPrice[SetArr +…

  • СИСТЕМА MACD RS RATIO

      Type : Signal, Name : Macd RS Ratio Inputs: R(12), S(26), Q(9), Price(close of data1/close of data2); Vars: Mo(0), Avg(0); Mo=MACD(Price,R,S); Avg=Xaverage(MACD(Price,R,S),Q); Condition1=Mo crosses above 0; Condition2=Mo crosses below 0; Condition3=Mo>0; Condition4=Mo<0; If Condition1 then buy 1 contract on close; If Condition2 then sell 1 contract on close;

  • MACD MOMENTUM SYSTEM

    Type : Function, Name : McdMo Inputs: R(Numeric), S(Numeric), Q(NUmeric), Dsp(Numeric), Smth(Numeric); Vars: Mo(0), Avg(0), Diff(0); Mo=MACD(C,R,S); Avg=XAverage(MACD(C,R,S),Q); Diff=Mo-Avg; McdMo=Average(Diff-Diff[Dsp],Smth);   Type : Function, Name : MacdDiff   Inputs: R(Numeric), S(NUmeric), Q(Numeric); Vars: Mac(0), Avg(0); Mac=MACD(C,R,S); Avg=Xaverage(MACD(C,R,S),Q); MACDDiff=Mac-Avg; Type : Signal, Name : Macd Momentum Input: R(12), S(26), Q(9), Dsp(10), Smth(3); Vars: Mcdif(0), McdCr(0); Mcdif=MacdDiff(R,S,Q);{Trigger}…

  • MOVING AVERAGE SPREAD INDICATOR

    Type : Indicator, Name : Moving Average Spread Indicator {MA Spread Indicator Plots the difference between a short and long EMA as a percentage of the maximum difference see over the last LookbackLen bars ghkramer 10Jan05} input: Price(Close), ShortMALen(7), LongMALen(13), LookbackLen(50); var: Sema(0), Lema(0), dema(0), Maxd(0), Spread(0); Sema = xAverage(Price, ShortMALen); Lema = xAverage(Price, LongMALen);…

  • СКОЛЬЗЯЩАЯ СРЕДНЯЯ НА ОБЪЕМЫ

    Type : Indicator, Name : Moving Average of Volume Input: len(10),len1(50); Plot1(volume,»Plot1″); Plot2(Average(volume,len),»Plot2″); Plot3(Average(volume,len1),»Plot3″);

  • MOVING AVERAGE ADJUSTER

    Type : Indicator, Name : Moving Average Adjuster INPUT: NUM(10), avglen(5), thold(10); Value1 = H — lowest ( H , 60 ) ; Value2 = L — highest ( L , 60 ) ; Value9 =average( Maxlist(0,value1),avglen); Value10 =average( Minlist(0,value2),avglen); Value11 = (value9 + value10) * SquareRoot(num) ; plot1(value11,»ax»); if value11 < 0 then begin…

  • MOV AVG X 2_20

    Type: Indicator, Name: Mov Avg X 2_20 Inputs: Price(Close), AvgLen(20); Vars: AvgVal(0); AvgVal = XAverage(Price, AvgLen); Plot1(AvgVal, «EMA»); {Entry Alert Criteria} IF (Lowest(Low, 2) > AvgVal AND Low 1 Bar Ago Crosses Above AvgVal 1 Bar Ago) OR (Highest(High, 2) < AvgVal AND High 1 Bar Ago Crosses Below AvgVal 1 Bar Ago) Then Begin…

  • MODIFIED MOVING AVERAGES

    Type: Function, Name: ModifiedMA Inputs: Price(Numeric), Length(Numeric); Variables: Factor(0), Slope(0), SMA(0), MMA(0); Slope = 0; For value1 = 1 To Length Begin Factor = 1 + (2 * (value1 — 1)); Slope = Slope + (Price[value1 — 1] * ((Length — Factor)/2)); End; SMA = Average(Price, Length); MMA = SMA + (6 * Slope) /…

  • MFI CONVERGENCE DIVERGENCE

    Type : Indicator, Name : MFI Convergence Divergence inputs: FastLength(12), SlowLength(26), SignalLength(9) , MFILength (14) ; ; Variables: MFI_CD( 0 ), { MFI Convergence Divergence Value } MFI_Signal( 0 ), { MFI-CD Signal Line } MFI_Diff( 0 ) { MFI-CD, Signal Line Difference } ; { Calculate MFI CD Values } MFI_CD = MACD( Moneyflow(MFILength),…

  • ИНДИКАТОР ПЕРИОДА ЦИКЛА

    Type : Indicator, Name : Measure Cycle Period Inputs: Price((H+L)/2); Vars: Imult (.635), Qmult (.338), InPhase(0), Quadrature(0), Phase(0), DeltaPhase(0), count(0), InstPeriod(0), Period(0); If CurrentBar > 5 then begin {Detrend Price} Value3 = Price — Price[7]; {Compute InPhase and Quadrature components} Inphase = 1.25*(Value3[4] — Imult*Value3[2]) + Imult*InPhase[3]; Quadrature = Value3[2] — Qmult*Value3 + Qmult*Quadrature[2]; {Use…

  • MATCH

    Type : Indicator, Name : MATCH INPUT: LENGTH(2), PERCENT(5); vars: dc(o), dc1(o), dh(0), dh1(0), dl(0), dl1(0), YY(0), EE(0), RR(10000), A1(0), A2(0), A3(0), FF(0); BEGIN; YY=0; FOR EE = 1 TO LENGTH BEGIN; FF= EE-1; DC = (close — open)/open*RR; DC1 = (close[FF]-open[FF])/open[FF]*RR; DH = (high — open)/open*RR; DH1= (high[FF]-open[FF])/open[FF]*RR; DL = (low-open)/open*RR; DL1 = (low[FF]-open[FF])/open[FF]*RR;…

  • ИНДИКАТОР НАСТРОЕНИЯ РЫНКА

    Type : Indicator, Name : Market Mood Indicator inputs: Flen(100); vars: ax(0),Fhi(0),Flo(0),Midd(0),stem(0),RL(0),LL(0),BLH(0),BRH(0),TLH(0), TRH(0),LA(0),RA(0); if currentbar = 1 then begin Fhi = highest(H,Flen);Flo=lowest(L,Flen); ax = Fhi-Flo; stem = TL_New(date,time,Fhi-.6*ax,date,time,Fhi-.4*ax); RL = TL_New(date,time,Fhi-.4*ax,date,time,Fhi-.2*ax); LL = TL_New(date,time,Fhi-.2*ax,date,time,Fhi-.1*ax); BLH = TL_New(date,time,Fhi-.2*ax,date,time,Fhi-.1*ax); BRH = TL_New(date,time,Fhi-.1*ax,date,time,Fhi-.4*ax); TLH = TL_New(date,time,Fhi-.6*ax,date,time,Fhi-.2*ax); TRH = TL_New(date,time,Fhi-.7*ax,date,time,Fhi-.6*ax); LA = TL_New(date,time,Fhi-.7*ax,date,time,Fhi-.6*ax); RA = TL_New(date,time,Fhi-.3*ax,date,time,Fhi-.2*ax); TL_SetExtLeft(stem, false);TL_SetExtRight(stem, false);…

  • MACD RS RATIO

    Type : Indicator, Name : Macd RS Ratio Inputs: R(12), S(26), Q(9), Price(close of data1/close of data2); Vars: Mo(0),Avg(0); Mo=MACD(Price,R,S); Avg=Xaverage(MACD(Price,R,S),Q); Plot1(Mo,»Momentum»); Plot2(Avg,»Avgerage»); Plot3(Mo-Avg,»Difference»);

  • MACD RS

      Type: Indicator, Name: MACD RS Inputs: Length(10), FastMA(12), SlowMA(25), MacdMA(9); Variable: RSFago(0), RSF(0), RS(0); RSFago = Close[Length] of Data1 / Close[Length] of Data2; RSF = (Close of Data1 / Close of Data2) * 100; RS = RSFAgo / RSF; Plot1(MACD(RS, FastMA, SlowMA), «Diff»); Plot2(XAverage(MACD(RS, FastMA, SlowMA), MacdMA), «Signal»);

  • MACD OF MFI ОТ КАХУНА

    Type : Indicator, Name : MACD of MFI { MACD of MFI coded by Kahuna 10/24/03 } Inputs: MFI_Length( 14 ), FastLength( 12 ), SlowLength( 26 ), SignalLength( 9 ) ; Variables: MFI_Value( 0 ), { Raw MFI Value } MFI_CD( 0 ), { MFI Convergence Divergence Value } MFI_Signal( 0 ), { MFI-CD Signal…

  • MACD\RISE\FALL

    Type : Indicator, Name : MACD\Rise\Fall {indicator MACD\Rise\Fall same results as TS MACD with variation— colour changes in Histogram} Input: FastMA(12),SlowMA(26),MacdMA(9); Plot1(MACD(Close,FastMA,SlowMA),»MACD»); Plot2(XAverage(MACD(Close,FastMA,SlowMA),MacdMA),»MACDAvg»); Value1 = (Plot1-Plot2); If Value1 > Value1[1] then Plot3(Value1,»MAup»){ Blue Histogram} Else Plot4(Value1,»MAdn»); {Red Historgram}

  • MACD MOMENTUM

    Type : Function, Name : McdMo Inputs: R(Numeric), S(Numeric), Q(NUmeric), Dsp(Numeric), Smth(Numeric); Vars: Mo(0), Avg(0), Diff(0); Mo=MACD(C,R,S); Avg=XAverage(MACD(C,R,S),Q); Diff=Mo-Avg; McdMo=Average(Diff-Diff[Dsp],Smth);   Type : Function, Name : MacdDiff Inputs: R(Numeric), S(NUmeric), Q(Numeric); Vars: Mac(0), Avg(0); Mac=MACD(C,R,S); Avg=Xaverage(MACD(C,R,S),Q); MACDDiff=Mac-Avg;   Type : Indicator, Name : Macd Momentum Inputs: R(12), S(26), Q(9), Dsp(10), Smth(3); Vars: Mo(0), Diff(0); Diff=MacdDiff(R,S,Q);…

  • MACD (DEMA) ОТ ДЖО ДИНАПОЛИ

    Type : Indicator, Name : MACD (DEMA) Inputs: FastMA(8.3896), SlowMA(17.5185), MacdMA(9.0503); Plot1(MACD(Close, FastMA, SlowMA), «MACD»); Plot2(XAverage(MACD(Close, FastMA, SlowMA), MacdMA), «MACDAvg»); Plot3(Plot1 — Plot2, «MADiff»); {Alert Criteria} If Plot3 Crosses Over 0 Then Alert(«MACD has generated a bullish alert») Else If Plot3 crosses under 0 Then Alert(«MACD has generated a bearish alert»); {MACD Expert Commentary} #BeginCmtry…

  • ТРЕНДОВАЯ СТРАТЕГИЯ

    Type : Signal, Name : Long Trends inputs:NoDays(21), N(22),MULT1(2), MULT2(2); vars:valuea(0),valueb(0),valuec(0), VAL1(0), VAL2(0); valuea=highest(high,NoDays); valueb=lowest(low,NoDays); VAL1= Average(VALUEA,NODAYS); VAL2= Average(VALUEB,NODAYS); IF VALUEA CROSSES ABOVE VAL1 AND VALUEB > VAL2 THEN BUY ON CLOSE; IF VALUEB CROSSES ABOVE VAL2 AND VALUEA > VAL1 THEN BUY ON CLOSE; IF VALUEA CROSSES BELOW VAL1 AND VALUEB < VAL2 THEN…

  • LMS PREDICTOR ОТ ДЖОХН ЭХЛЕРСА

    Type: Indicator, Name : LMS Predictor Inputs: Price((H+L)/2), Length(10); Vars: SigPower(0), Mu(0), XBar(0), count(0), count1(0); Arrays: G[30](0), SigPredict[30](0); {To be used as counter trend indicator Value1 = .25*(Price + .5*(Price — Price[4])) + .75*Value1[1]; } {To be used as a cycle mode indicator} Value1 = .2*(2*(SlowK(Length) / 100 — .5)) + .8*Value1[1]; {Compute average power…