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more borrowed from and added to.
Don
/*The Saturation Indicator D_sat, by Dimitris Tsokakis, Dec 2002*/
Plot(IIf(Day() > Ref(Day(),-
1),1,0),"",colorPink,styleHistogram|styleOwnScale);
Plot(IIf(Month() != Ref(Month(),-
1),1,0),"",colorWhite,styleHistogram|styleOwnScale);
P=30;
CMO30=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref
(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)
+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));
C1=DEMA(CMO30,30);
D_sat10=RSIa(C1,10);
D_sat5=RSIa(C1,5);
//Time_Study =
Plot(D_sat10,"D_sat10",4,5);
Plot(D_sat5,"D_sat5",5,5);
Plot(D_sat5-D_sat10,"D_sat difference",7,15);
// Rribbon Code starts here
up =Cross(d_sat5,d_sat10)OR d_sat5 > d_sat10;
down =Cross(d_sat10,d_sat5)OR d_sat10 > d_sat5;
//Plot( Close, "Price", colorBlue, styleCandle );
Plot( 100, /* defines the height of the ribbon in percent of pane
width */
"Ribbon",IIf( up, colorWhite, IIf( down, colorBlue, 0 )), /* choose
color*/
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
Buy = d_sat5 < .45;
Sell = d_sat5 > 99 AND D_sat10 > 95.20;
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBrightGreen ,O,40);
PlotShapes(IIf(Sell,shapeDownArrow, shapeNone), colorRed );
Title = WriteVal( Interval()/60,1 )+" "+ "Min.with"+" Divergence"+
"\nO="+WriteVal(O,1.2)+
"\nH="+WriteVal(H,1.2)+
"\nL ="+WriteVal(L,1.2)+
"\nC="+WriteVal(C,1.2);
//plot shapes for CCI > 160 < -160
OffsetOBCCI = Param(" Red 1 ",78,-100,100);
OffsetOSCCI = Param(" Green 1 ",-37,-100,100);
PlotShapes( IIf(CCI(21)>160 , shapeDigit1+ shapePositionAbove,
shapeNone), colorRed,H,OffsetOBCCI );
PlotShapes( IIf(CCI(21)<-160, shapeDigit1+ shapePositionAbove,
shapeNone), colorBrightGreen,L,OffsetOSCCI );
//plot shapes for RSI >62 < 200
OffsetOBRSI = Param(" Red 2 ",52,-100,100);
OffsetOSRSI = Param(" Green 2 ",-3,-100,100);
PlotShapes( IIf(RSI(14)>62 , shapeDigit2+ shapePositionAbove,
shapeNone), colorRed,H,OffsetOBRSI );
PlotShapes( IIf(RSI(14)<23, shapeDigit2+ shapePositionAbove,
shapeNone), colorBrightGreen,L,OffsetOSRSI );
//plot shapes for Stoch
OffsetOBStoch = Param(" Red 3 ",23,-100,100);
OffsetOSStoch = Param(" Green 3 ",22,-100,100);
PlotShapes( IIf(Stoch()>62 , shapeDigit3+ shapePositionAbove,
shapeNone), colorRed,H,OffsetOBStoch );
PlotShapes( IIf(Stoch()<.70, shapeDigit3+ shapePositionAbove,
shapeNone), colorBrightGreen,L,OffsetOSStoch );
/************************************/
ST33=CCI(21);
TR1=LLVBars(ST33,4);
TR2=IIf(ST33<30 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, LLV(C,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs>0 AND dvc<0,30,0);
DAS=BarsSince(Ref(TR2,-1)>0);
DDCCI=IIf(DAS<20 AND C>=Ref(C,-1),DIVER,0);
Buy=DDCCI>0 ;
/*Negative divergence for use in Indicator Builder and Automatic
Analysis (scan mode),by Dimitris Tsokakis*/
ST33=CCI(21);
TR1=HHVBars(ST33,4);
TR2=IIf(ST33>70 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, HHV(H,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs<0 AND dvc>0,90,0);
DAS=BarsSince(Ref(TR2,-1)>0);
dddCCI=IIf(DAS<20 AND C<Ref(C,-1),DIVER,0);
Negccidiv=dddCCI==90;
OffsetCCI = Param("Black 1",77,-100,300,1);
PlotShapes( IIf(negccidiv, shapeDigit1+ shapePositionAbove,
shapeNone), colorBlack,H,OffsetCCI );
ST33=RSI(15);
TR1=HHVBars(ST33,4);
TR2=IIf(ST33>70 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, HHV(H,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs<0 AND dvc>0,90,0);
DAS=BarsSince(Ref(TR2,-1)>0);
dddRSI=IIf(DAS<20 AND C<Ref(C,-1),DIVER,0);
NegRSIdiv=dddRSI==90;
OffsetRsi = Param("Black 2",40,-100,300,1);
PlotShapes( IIf(negRSIdiv, shapeDigit2+ shapePositionAbove,
shapeNone), colorBlack,H,OffsetRsi );
ST33=Stoch(21);
TR1=HHVBars(ST33,4);
TR2=IIf(ST33>70 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, HHV(H,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs<0 AND dvc>0,90,0);
DAS=BarsSince(Ref(TR2,-1)>0);
dddSTOCH=IIf(DAS<20 AND C<Ref(C,-1),DIVER,0);
NegSTOCHdiv=dddSTOCH==90;
Offsetstoch = Param("Black 3",16,-100,300,1);
PlotShapes( IIf(negSTOCHdiv, shapeDigit3+ shapePositionAbove,
shapeNone), colorBlack,H,Offsetstoch );
/***********************************/
WriteIf(negSTOCHdiv,EncodeColor(colorRed)+"divergence",EncodeColor
(colorBlack));
--- In amibroker@xxxxxxxxxxxxxxx, Don <ddsmcl@xxxx> wrote:
>
> Dimitris,
>
> the content of the thread was evaluation of the test results to
which Sidney replied. so yes Sidney provided me with educational
value.
>
> as stated it is something simple, and the codeing was provided by
yourself and many others freely to this list, for which i thank you
all.
>
> my intention was to get comments if the dd was exceptible
comparing a $5000.00 account with a $10000.00 account.
>
> yes i agree.
>
> Don
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> > Don,
> > do you assign any educational value in posting results alone ?
> >
> > Will we trade better tomorrow [better means with fewer mistakes]?
> > Except if we begin a new competition here, to scan and post a
weekly
> > [or monthly] copy of our bank account.
> > I really did not understand your intention.
> > If you use your system and things go better and better for you,
it is
> > just fine, keep it steady or make it even better, it will be
really
> > great. But, IMO, it is not a reason to post single results and I
hope
> > you agree.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "Rick Parsons"
<RickParsons@xxxx>
> > wrote:
> > > Don and all,
> > >
> > > Re: Don's post listed below.
> > >
> > > No way to pick it apart without the system code.
> > >
> > > This board seems to be paranoid about sharing system code.
It's as
> > if everyone fears they will be giving away a secret "holy
grail". I
> > know I am guilty of the same.
> > >
> > > But think about it: There are thousands upon thousands of
system
> > developers out there. Whatever system one comes up with, chances
are
> > it's been done before.
> > >
> > > And chances are if one shares system code, others can and will
chip
> > in with improvements or point out weaknesses.
> > >
> > >
> > > Rick
> > > -----Original Message-----
> > > From: Don [mailto:ddsmcl@x...]
> > > Sent: Wednesday, April 09, 2003 11:30 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Larry Williams Inner Circle Review
> > >
> > >
> > > attached are the test reports of a simple trading system
trading
> > only the short side of a single dow contract off the 10 min chart
> > from jan 1 to march 28.
> > >
> > > the Annual system % return: increases 4 fold by reducing the
> > Initial Equity in half.
> > >
> > > pick it apart.
> > >
> > > Don
> > >
> > >
> > >
> > >
> > >
> > > ----------------------------------------------------------------
----
> > ----------
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> > >
> > >
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>
>
>
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