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hi JB,
15 bar rsi, 21 bar stoch and 21 bar cci negative divergence
here's something put together using coding that was generously
supplied by Dimitris.
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, "emarco" <emarco@xxxx> wrote:
> 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;
> TR1=LLVBars(ST33,5);
> COND1=TR1>0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;
> TR2=IIf(COND1,Ref(ST33,-1),0);
> Plot(st33,"MACD",1,1);
> M1=ValueWhen(COND1,ST33);
> P1=ValueWhen(COND1,LLV(L,3));
> DM1=M1-Ref(M1,-1);DP1=P1-Ref(P1,-1);
> DT=Ref(BarsSince(COND1),-1);
> POSDIV=DM1>0 AND DP1<0 AND DT<BARS;Plot(Ref(POSDIV*Ref(ST33,-
1),1),"",5,2);
> TR11=HHVBars(ST33,5);
> COND11=TR11>0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;
> TR21=IIf(COND11,Ref(ST33,-1),0);
> M11=ValueWhen(COND11,ST33);
> P11=ValueWhen(COND11,HHV(H,3));
> DM11=M11-Ref(M11,-1);DP11=P11-Ref(P11,-1);
> DT1=Ref(BarsSince(COND11),-1);
> NEGDIV=DM11<0 AND DP11>0 AND DT1<BARS;Plot(NEGDIV*ST33,"",4,2);
> Filter=posdiv OR negdiv;
> AddColumn(posdiv,"POSITIVE DIV",1.0);
> AddColumn(NEGDIV,"NEGATIVE DIV",1.0);
>
> 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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