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Here are a few examples of how you can combine multiple indicators
to generate buy and sell signals. You can cut and paste these into
your indicator.
I have optimize set in some of these but try that with multiple
oscillators like this it would literally take days to weeks to run
it.
Most of these have Param so that you can play with the periods
without having to change the code. Right click on the chart to
change the values.
And some have ParamToggle so you can either look at the waves or the
buy and sell signals.
Have fun,
Barry
_SECTION_BEGIN("CCI + MACD + RSI");
// This combines three signals into a trading Signal, MACD signal
crossing, CCI and RSI.
// The default values are:
// MACD(6,19,9) crossing
// RSI(15) > 30 = Buy, < 70 = short
// CCI(30) > 100 = Buy, < -100 = short
// all the parameters are exposed for ease of use
// two functions are exposed, plot and signal (default)
sigPlot = ParamToggle("Display signal", "No|Yes", 1);
perCCI = Optimize( "CCI Period", 100, 90, 150, 2 );
ptCrossCCI = Param("CCI crossover point", 100, 80, 120, 1);
myCCI = CCI( perCCI );
perRSI = Optimize( "RSI Period", 30, 20, 40, 1 );
ptBuyRsi = Param("RSI Buy point", 30, 25, 35, 1);
ptShtRsi = Param("RSI Short point", 70, 65, 75, 1);
myRSI = RSI( perRSI );
// macd
// Param allows changing parameters without changing the code, the
default are the standard defaults for MACD
r1 = Param( "MACD Fast avg", 19, 15, 25, 1 );
r2 = Param( "MACD Slow avg", 39, 35, 44, 1 );
r3 = Param( "MACD Signal avg", 9, 8, 12, 1 );
tMacd = MACD(r1,r2);
tSig = Signal(r1,r2,r3);
upMacd = IIf(tMacd > tSig, 1, 0); // up and down signal
myBuy = upMacd AND myRSI > ptBuyRsi AND myCCI > ptCrossCCI ;
myShort = !upMacd AND myRSI < 70 AND myCCI < -ptCrossCCI ;
Buy = Cover = ExRem(myBuy, myShort);
Short = Sell = ExRem(myShort, myBuy);
if (sigPlot)
{
Plot( Buy * C, "CCI(" + NumToStr(perCCI,1.0) +
") MACD(" + NumToStr(r1,1.0) + "," + NumToStr(r2 ,1.0)
+ "," + NumToStr(r3 ,1.0) +
") RSI(" + NumToStr(perRSI ,1.0) +
") - myBuy ", colorGreen); // a positive spike that
indicates a buy or cover trade.
Plot( -Short * C , "Short ", colorBlue);
}
else
{
Plot( myCCI, "CCI(" + NumToStr(perCCI,1.0) + ")", colorRed); // a
positive spike that indicates a buy or cover trade.
Plot( myRSI , "RSI(" + NumToStr(perRSI ,1.0) + ")", colorBlue);
Plot( tMacd , "MACD(" + NumToStr(r1,1.0) + "," + NumToStr(r2 ,1.0)
+ ")", colorGreen);
Plot( tSig , "Signal(" + NumToStr(r3 ,1.0) + ")", colorTeal);
}
// exploration
Filter = Buy OR Short;
AddColumn(Close, "Close", 1.2);
AddColumn(Buy, "Buy/Cover", 1.0);
AddColumn(Short, "Sell/Short",1.0);
_SECTION_END();
_SECTION_BEGIN("ADX + EMA + MACD");
// This combines three indicators into one timing Signal
tgl = ParamToggle("Result", "AND logic|Compare");
// ema
emaPrice = ParamField("Ema Price field", 3);
PeriodShort = Param("Ema Short Periods", 5, 2, 20, 1);
PeriodLong = Param("Ema Long Periods", 15, 2, 100, 1);
pS = EMA(emaPrice , PeriodShort);
pL = EMA(emaPrice , PeriodLong);
upEma = IIf(pS > pL, 1, 0); // fast ema is above slow,
long condition
// adx di lines
range = Param("ADX Periods", 10, 2, 200, 1 );
myPdi = PDI(range );
myMdi = MDI(range );
upAdx = IIf( myPdi > myMdi, 1, 0);
// macd
r1 = Param( "Macd Fast avg", 12, 2, 200, 1 );
r2 = Param( "Macd Slow avg", 26, 2, 200, 1 );
r3 = Param( "Macd Signal avg", 9, 2, 200, 1 );
myMacd = MACD(r1,r2);
mySignal = Signal(r1,r2,r3);
upMacd = IIf(myMacd > mySignal, 1, 0);
// switch test calculation and compare the results
if(tgl)
{
myBuy = upEma AND upAdx AND upMacd;
myShort = !upEma AND !upAdx AND !upMacd;
}
else
{
myBuy = IIf(pS > pL AND myMacd > mySignal AND myPdi > myMdi,1,0);
myShort = IIf(pS < pL AND myMacd < mySignal AND myPdi < myMdi,1,0);
}
Buy = Cover = ExRem(myBuy, myShort);
Short = Sell = ExRem(myShort, myBuy);
Plot( Buy * C, "ADX(" + NumToStr(range,1.0) +
") EMA(" + NumToStr(PeriodShort,1.0) + "," + NumToStr
(PeriodLong,1.0) +
") MACD(" + NumToStr(r1,1.0) + "," + NumToStr(r2,1.0) + ","
+ NumToStr(r3,1.0) +
") - myBuy ", colorGreen); // a positive spike that
indicates a buy or cover trade.
Plot( -Short * C , "myShort ", colorRed);
// exploration
Filter = Buy OR Short;
AddColumn(Close, "Close", 1.2);
AddColumn(Buy, "Buy", 1.0);
AddColumn(Short, "Short",1.0);
_SECTION_END();
--- In amibroker@xxxxxxxxxxxxxxx, "deherl" <deherl@xxxx> wrote:
>
> Hi,
>
> Was wondering if anyone can suggest how I would apply ADX to a
> momentum oscillator like RSI? Any suggestions would be greatly
> appreciated.
>
> Thanks,
> Dave
>
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