Рубрика: Ресурсы

Type: Function, Name: TXAverage {TXAverage function FORMAT: TXAverage(Price,r,s,u) } Inputs: Price(NumericSeries), r(NumericSimple),s(NumericSimple), u(NumericSimple); TXAverage = XAverage(XAverage(XAverage(Price,r),s),u) ; Type: Function, Name: TSI {TSI function = True Strength Index by Bill Blau} {FORMAT: TSI(Price,r,s,u) Where: r = length of first EMA smoothing of 1 day momentum, s = length of second EMA smoothing of 1 day smooting,…

Type : Function, Name : StandardDev inputs: Price( numericseries ), Length( numericsimple ), DataType( numericsimple ) ; { pass in 1 if you are working with the entire population, and 2 if you are working with a sample and want the Variance for the population } variables: Divisor( 0 ), SumSqr( 0 ), Mean( 0…

Type : Indicator, Name : Ehlers Filter inputs: Coef( AbsValue( MedianPrice — MedianPrice[5] ) ), Price( MedianPrice ), Length( 15 ) ; variables: Num( 0 ), SumCoef( 0 ), Count( 0 ), Filt( 0 ) ; Num = 0 ; SumCoef = 0 ; for Count = 0 to Length — 1 begin Num =…

Type : Signal, Name : Dual Time Frame Moving Average Inputs: Price(Close), Length(13); IF XAverage(Price,Length) > XAverage(Price,Length)[1] and XAverage(Price,Length) of data2 > XAverage(Price,Length)[1] of data2 then Buy this bar on Close; IF XAverage(Price,Length) < XAverage(Price,Length)[1] then ExitLong this bar on Close; IF XAverage(Price,Length) < XAverage(Price,Length)[1] and XAverage(Price,Length) of data2 < XAverage(Price,Length)[1] of data2 then Sell…

Vars: TrendIndicator(0), RiskReward(0); If ADX(14) > ADX(14)[1] Then TrendIndicator = 4; If ADX(14) <= ADX(14)[1] Then TrendIndicator = 2; Condition1 = MarketPosition = 0 and Close > Average(Close, 50) and Open Tomorrow > High and TrendIndicator = 4; If Condition1 Then Begin Buy Tomorrow at High Limit; RiskReward = AvgTrueRange(20); End; If MarketPosition = 1…

Type : Signal, Name : Divergence Input: Osc(RSI(Close,14)); IF BullishDivergence(Close,Osc,2,30) = 1 Then Buy Highest(High,5) + 1 point Stop; IF BearishDivergence(Close,Osc,2,30) = 1 Then Sell Lowest(Low,5) — 1 point Stop;    

Typ : System, Name : DiNapoli 5 Input: Lenght1(3),Lenght2(7),Lenght3(25); if (average (close,Lenght1) [3] < average (close,Lenght2) [5] or average (close,Lenght2) [5] < average (close,Lenght3) [5] ) and (average (close,Lenght1) > average (close,Lenght2) and (average (close,Lenght2) > average (close,Lenght3))) Then buy at (average (close,Lenght1) [3]) limit; if (average (close,Lenght1) [3] > average (close,Lenght2) [5] or average…

Type : Signal, Name : Delayed Channel Breakout Input: Len(13), X_Bar(6); vars: HighBO(false), LowBO(false), x(0), HighBOPrice(0), LowBOPrice(0); HighBOPrice = Highest(high,Len)[1]; LowBOPrice = Lowest(low,Len)[1]; HighBO = high > HighBOPrice; LowBO = low < LowBOPrice; if HighBO[X_Bar] then Buy at HighBOPrice[X_Bar] + 1 point stop; if LowBO[X_Bar] then Sell at LowBOPrice[X_Bar] — 1 point stop;    

Typ : Signal Name : DBS-March Inputs: Ceil(60), Flr(20), {Additional inputs} TStop1(0), StopB1(999), StopV1(0), TStop2(0), StopB2(999), StopV2(0), TAdd3(0), AddB3(999), TStop3(0), StopB3(999), Alpha3(0), Beta3(0), TAdd4(0), AddV4(0), TStop4(0), StopV4(0), Alpha4(0), Beta4(0); Var: X(0), Y(0), ZDelta(0), VarA(0), VarB(0), OldVarA(0), Pos(0), OpLoss(0), OpPro(0), BottDay(0), PeakDay(0), {Additional variables} Trigger(0), MaxReg(0); Y = X; X = Stddev(Close, 30); ZDelta = (X…

Type : Signal, Name: DBS-B Inputs: Ceil(60), Flr(20); Vars: X(0), Y(0), ZDelta(0), VarA(0), VarB(0), OldVarA(0); Y = X; X = Stddev(Close, 30); ZDelta = (X — Y) / X; If CurrentBar =1 then VarA = 20; OldVarA = VarA; VarA = OldVarA * (1 + ZDelta); VarA = MaxList(VarA, Flr); VarA = MinList(VarA, Ceil); VarB=VarA…

Type : Indicator, Name : Dunn’s Noisetest value1= absvalue(close — close[1]); value2= absvalue(close[1] — close[2]); value3= absvalue(close[2] — close[3]); value4= absvalue(close[3] — close[4]); value5= absvalue(close[4] — close[5]); value6= absvalue(close[5] — close[6]); value7= absvalue(close[6] — close[7]); value8= absvalue(close[7] — close[8]); value9= absvalue(close[8] — close[9]); value10= absvalue(close[9] — close[10]); value11=absvalue(close — close[10]); value12=value1+value2+value3+value4+value5+value6+value7+value8+value9+value10; value13=value11/value12; Plot1 (value13, «noise…

Type : Indicator , Name : Dunn’s Density Indicator Value1= C-C[1]; Value2= C[1]-C[2]; Value3= C[2]-C[3]; Value4= C[3]-C[4]; Value5= C[4]-C[5]; Value6= C[5]-C[6]; Value7= C[6]-C[7]; Value8= C[7]-C[8]; Value9= C[8]-C[9]; Value10= C[9]-C[10]; value11=0; value12=0; If Value1 > 0 then value11=value11+1; If Value1 < 0 then value11=value11-1; If Value2 > 0 then value11=value11+1; If Value2 < 0 then value11=value11-1;…

Type : Indicator, Name : Draw Linear Regression Lines For Two Past Periods inputs : Periods(20); vars : LRValueEnd(0), LRSlopeEnd(0), LRStdDevEnd(0), LRValueBeg(0), PlotBarsBack(0), LRChanWidth(0); LRValueEnd = LinearRegValue(close, Periods, 0); LRSlopeEnd = LinearRegSlope(close, Periods); LRStdDevEnd = stddev(close, Periods); { Print(file(«o:\omega\i_LRPrc.log»),Date, BarNumber, » Close «, Close, « LRVal «, LRValueEnd, » LRSlp «, LRSlopeEnd, » LRStd «,…

Type : Indicator, Name : Double Smoothed Exponential Moving Average Inputs: Price(Close), Length(30); Vars: X1(0), X2(0), Dema1(0); X1= XAverage(Price,Length); X2= XAverage(XAverage(Price,Length),Length); DEMA1 = X1 * 2 — X2; Plot1(Dema1, «DEMA1»);

Type : Indicator, Name : DotDisp inputs: Price ( Close ) , MALength( 29 ) , DotDisp ( 49 ) , DotColor( Red ) ; var: BG_Color( 0 ) ; BG_Color = GetBackGroundColor ; Plot1( AverageFC( Price, MALength ), «Avg» ) ; Plot2[DotDisp]( AverageFC( Price, MALength )[DotDisp], «CoverDot»,BG_Color, Default, 5) ; Plot3[DotDisp-1]( AverageFC( Price, MALength…

Type : Indicator, Name : Donchian Channel Inputs: Length(13),ShowAvg(true); Value1 = Highest(C,Length); Value2 = Lowest(C,Length); Value3 = ((Value1 + Value2) / 2); Plot1(Value1, «DonchianHi»); Plot2(Value2, «DonchianLo»); if ShowAvg = true then Plot3(Value3, «DonchianAvg»);

Type : Indicator, Name : Distance Coefficient Ehlers Filter Inputs: Price((H+L)/2), Length(15); Vars: count(0), LookBack(0), SumCoef(0), Num(0), Filt(0); Array: Coef[25](0), Distance2[25](0); For count = 0 to Length — 1 begin Distance2[count] = 0; For LookBack = 1 to Length begin Distance2[count] = Distance2[count] + (Price[count] — Price[count + LookBack])*(Price[count] — Price[count + LookBack]); end; Coef[count]…

Type : Function, Name : Dima_MOMA inputs: Price(numericseries), Length(numericsimple); Value2 = 0; for Value1 = 0 to Length — 1 begin Value2 = Value2 + AbsValue(Price[Value1] — Price[Value1 + 1]); end; Value3 = 0; if Value2 <> 0 then begin for Value1 = 0 to Length — 1 begin Value3 = Value3 + Price[Value1] *…

Type : Indicator, Name: DBS-Where Inputs: Ceil(60), Flr(20); Vars: X(0), Y(0), ZDelta(0), VarA(0), VarB(0), OldVarA(0), TopB(0), LowB(0), Where(0), WhereH(0), WhereL(0); Y = X; X = Stddev(Close, 30); ZDelta = (X — Y) / X; If CurrentBar = 1 then VarA = 20; OldVarA = VarA; VarA = OldVarA * (1 + ZDelta); VarA = MaxList(VarA,…

Type : Indicator, Name : DBS-Day Inputs: Ceil(60), Flr(20); Vars: X(0), Y(0), ZDelta(0), VarA(0), VarB(0), OldVarA(0); Y = X; X = Stddev(Close, 30); ZDelta = (X — Y) / X; If CurrentBar = 1 then VarA = 20; OldVarA = VarA; VarA = OldVarA * (1 + ZDelta); VarA = MaxList(VarA, Flr); VarA = MinList(VarA,…