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Thanks a lot Don
----- Original Message -----
From: "Don" <ddsmcl@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, September 06, 2003 1:43 AM
Subject: [amibroker] Re: divergence
> 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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