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<FONT face="Times New Roman"
color=#000000>Hi
Dimitris,
I am developing a trading system and
improving the exit signals.
Looking at divergences I found very
good exit signals.
I found several divergence
codes for IB done by you to backtest. They are really very
good!!
Do u have any other code about
divergence? RSI divergence?
Below are the ones I
found.
Thanks
JB
ST33=MACD();
bars=50<FONT face=Verdana
size=2>;<FONT
face="Times New Roman">
TR1=LLVBars<FONT
color=#000000>(ST33,5<FONT
face=Verdana size=2><FONT face="Times New Roman"
color=#000000>);
COND1=TR1>0
AND Ref<FONT
size=2>(TR1,-1)==<FONT
size=2>0 AND Ref<FONT
size=2>(ST33,-1)<<FONT
size=2>0<FONT
face="Times New Roman" color=#000000>;<FONT
face="Times New Roman">
TR2=IIf<FONT
color=#000000>(COND1,Ref<FONT
size=2>(ST33,-1),<FONT
size=2>0<FONT
face="Times New Roman">);<FONT face=Verdana
size=2>
Plot<FONT
size=2>(st33,"MACD",<FONT
size=2>1,1<FONT
face=Verdana size=2><FONT face="Times New Roman"
color=#000000>);
M1=<FONT
size=2>ValueWhen<FONT
face="Times New Roman" color=#000000>(COND1,ST33);<FONT
color=#0000ff>
P1=<FONT
size=2>ValueWhen<FONT
size=2>(COND1,LLV(L,<FONT
size=2>3<FONT
face="Times New Roman" color=#000000>));<FONT
face="Times New Roman">
DM1=M1-<FONT
size=2>Ref<FONT
size=2>(M1,-1);DP1=P1-<FONT
size=2>Ref(P1,-<FONT
size=2>1<FONT
face="Times New Roman" color=#000000>);<FONT
face="Times New Roman">
DT=Ref<FONT
color=#000000>(BarsSince<FONT
size=2>(COND1),-1<FONT face=Verdana
size=2>);<FONT
color=#0000ff>
POSDIV=DM1>0
AND DP1<0 AND DT<BARS;<FONT
size=2>Plot(<FONT
size=2>Ref(POSDIV*Ref<FONT
size=2>(ST33,-1),<FONT
size=2>1),""<FONT
size=2>,5,<FONT
size=2>2<FONT
face="Times New Roman" color=#000000>);<FONT
face="Times New Roman">
TR11=<FONT
size=2>HHVBars<FONT
size=2>(ST33,5<FONT face=Verdana
size=2>);<FONT
color=#0000ff>
COND11=TR11>0<FONT
size=2> AND Ref<FONT
color=#000000>(TR11,-1<FONT
size=2>)==0 AND <FONT
size=2>Ref(ST33,-1<FONT
size=2>)>0<FONT face=Verdana
size=2>;<FONT
color=#0000ff>
TR21=IIf<FONT
color=#000000>(COND11,Ref<FONT
size=2>(ST33,-1),<FONT
size=2>0<FONT
face="Times New Roman" color=#000000>);<FONT
face="Times New Roman">
M11=<FONT
size=2>ValueWhen<FONT
face="Times New Roman" color=#000000>(COND11,ST33);<FONT
color=#0000ff>
P11=<FONT
size=2>ValueWhen<FONT
size=2>(COND11,HHV(H,<FONT
size=2>3<FONT
face="Times New Roman" color=#000000>));<FONT
face="Times New Roman">
DM11=M11-<FONT
size=2>Ref<FONT
size=2>(M11,-1);DP11=P11-<FONT
size=2>Ref(P11,-<FONT
size=2>1<FONT
face="Times New Roman" color=#000000>);<FONT
face="Times New Roman">
DT1=Ref<FONT
color=#000000>(BarsSince<FONT
size=2>(COND11),-1<FONT face=Verdana
size=2>);<FONT
color=#0000ff>
NEGDIV=DM11<0<FONT
size=2> AND DP11>0 AND
DT1<BARS;Plot<FONT
color=#000000>(NEGDIV*ST33,""<FONT
size=2>,4,<FONT
size=2>2<FONT
face="Times New Roman">);
Filter=posdiv OR
negdiv;<FONT
face="Times New Roman">
AddColumn(posdiv,"POSITIVE
DIV",1.0<FONT face=Verdana
size=2>);<FONT
face=Verdana size=2>
AddColumn(NEGDIV,"NEGATIVE
DIV",1.0<FONT face=Verdana
size=2>);
Paste in indicator
builder or in AA and explore .
For the N100
database, 13/100 of the population presented a bullish MACD divergence on
March13, signaling the recent movement.
Another version of MACD divergence may come through
trendlines.
There are some code problems, trendlines are based on
Peak/Trough , which do not function properly with negative arrays.
We may overcome this difficulty using a 1000+MACD() instead of
MACD() itself [I think the lowest MACD() for the last 10 years
was around -800 for ^N225]. I have to check some details for a
uniform per= value and post this alternative too.
Description:
A negative Stochastic divergence occurs when the tangent of Stochastic
oscillator's graph is descending, whereas the tangent of price's graph is
ascending for the same time interval .The occurrence of a negative
stochastic divergence in overbought area, usually signals a trend
reversal,especially if it is confirmed by complementary criteria.
Formula:/*Negative Stochastic divergence for use in
Indicator Builder and Automatic Analysis (scan mode),
by Dimitris Tsokakis*/
ST33=stochd(14);
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);
ddd=IIF(DAS<20 AND C<REF(C,-1),DIVER,0);
GRAPH1=TR2;
graph0=ddd;
graph0barcolor=4;
GRAPH1STYLE=2;
graph1barcolor=1;
SELL=ddd==90;
Description:A positive stochastic divergence occurs when the tangent of Stochastic oscillator's graph is ascending, whereas the tangent of price's graph is descending for the same time interval .The occurrence of a positive stochastic divergence in oversold area, usually signals a trend reversal,especially if it is confirmed by complementary criteria.Formula:/*Positive Stochastic Divergence for use in
Indicator Builder and Automatic Analysis (scan mode),
by Dimitris Tsokakis*/
ST33=STOCHD(14);
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);
DD=IIF(DAS<20 AND C>=REF(C,-1),DIVER,0);
GRAPH0=TR2;
GRAPH0STYLE=2;
graph0barcolor=12;
graph1=dd;
graph1barcolor=5;
BUY=DD>0 ;
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