// Downloaded From https://www.WiseStockTrader.com //Pebslib.afl //3 Jan 2011 function XXX_ST() { e1 = EMA( C, 3 ); e2 = EMA( C, 5 ); e3 = EMA( C, 8 ); e4 = EMA( C, 10 ); e5 = EMA( C, 12 ); e6 = EMA( C, 15 ); rrr = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; rrr = rrr / ( ATR( 100 ) / 100 ) ^ 2; rrr = rrr * IIf( e3 > e4, 1, -1 ); return rrr; } function XXX_LT() { e1 = EMA( C, 30 ); e2 = EMA( C, 35 ); e3 = EMA( C, 40 ); e4 = EMA( C, 45 ); e5 = EMA( C, 50 ); e6 = EMA( C, 60 ); sss = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; sss = sss / ( ATR( 100 ) / 100 ) ^ 2; sss = sss * IIf( e3 > e4, 1, -1 ); return sss; } function XXX_ULT() { e1 = EMA( C, 60 ); e2 = EMA( C, 70 ); e3 = EMA( C, 80 ); e4 = EMA( C, 90 ); e5 = EMA( C, 100 ); e6 = EMA( C, 120 ); ttt = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; ttt = ttt / ( ATR( 100 ) / 100 ) ^ 2; ttt = ttt * IIf( e3 > e4, 1, -1 ); return ttt; } function XXX_ULT60() { TimeFrameSet( inHourly ); e1 = EMA( C, 60 ); e2 = EMA( C, 70 ); e3 = EMA( C, 80 ); e4 = EMA( C, 90 ); e5 = EMA( C, 100 ); e6 = EMA( C, 120 ); aaa = ATR( 100 ); TimeFrameRestore(); e1 = TimeFrameExpand( e1, inHourly ); e2 = TimeFrameExpand( e2, inHourly ); e3 = TimeFrameExpand( e3, inHourly ); e4 = TimeFrameExpand( e4, inHourly ); e5 = TimeFrameExpand( e5, inHourly ); e6 = TimeFrameExpand( e6, inHourly ); aaa = TimeFrameExpand( aaa, inHourly ); e1 = e1 * 59 / 61 + C * 2 / 61; e2 = e2 * 69 / 71 + C * 2 / 71; e3 = e3 * 79 / 81 + C * 2 / 81; e4 = e4 * 89 / 91 + C * 2 / 91; e5 = e5 * 99 / 101 + C * 2 / 101; e6 = e6 * 119 / 121 + C * 2 / 121; ttt = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; ttt = ttt / ( aaa / 100 ) ^ 2; ttt = ttt * IIf( e3 > e4, 1, -1 ); return ttt; } function XXX_LT60() { TimeFrameSet( inHourly ); e1 = EMA( C, 30 ); e2 = EMA( C, 35 ); e3 = EMA( C, 40 ); e4 = EMA( C, 45 ); e5 = EMA( C, 50 ); e6 = EMA( C, 60 ); aaa = ATR( 100 ); TimeFrameRestore(); e1 = TimeFrameExpand( e1, inHourly ); e2 = TimeFrameExpand( e2, inHourly ); e3 = TimeFrameExpand( e3, inHourly ); e4 = TimeFrameExpand( e4, inHourly ); e5 = TimeFrameExpand( e5, inHourly ); e6 = TimeFrameExpand( e6, inHourly ); aaa = TimeFrameExpand( aaa, inHourly ); e1 = e1 * 29 / 31 + C * 2 / 31; e2 = e2 * 34 / 36 + C * 2 / 36; e3 = e3 * 39 / 41 + C * 2 / 41; e4 = e4 * 44 / 46 + C * 2 / 46; e5 = e5 * 49 / 51 + C * 2 / 51; e6 = e6 * 59 / 61 + C * 2 / 61; ttt = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; ttt = ttt / ( aaa / 100 ) ^ 2; ttt = ttt * IIf( e3 > e4, 1, -1 ); return ttt; } function EMAdaily( n ) { TimeFrameSet( inDaily ); eee = EMA( C, n ); TimeFrameRestore(); eee = TimeFrameExpand( eee, inDaily ); eee = ( n - 1 ) / ( n + 1 ) * eee + 2 / ( n + 1 ) * C; return eee; } function EMA30( n ) { TimeFrameSet( 2*in15Minute ); e1 = EMA( C, n ); TimeFrameRestore(); e1 = TimeFrameExpand( e1, 2 * in15Minute ); e1 = e1 * ( n - 1 ) / ( n + 1 ) + C * 2 / ( n + 1 ); return e1; } function EMA60( n ) { TimeFrameSet( inHourly ); ttt = C; //ParamField("Field"); e1 = EMA( ttt, n ); TimeFrameRestore(); e1 = TimeFrameExpand( e1, inHourly ); e1 = e1 * ( n - 1 ) / ( n + 1 ) + ttt * 2 / ( n + 1 ); return e1; } function Signal60() { TimeFrameSet( inHourly ); eee12 = EMA( C, 12 ); eee26 = EMA( C, 26 ); sss9 = EMA( eee12 - eee26, 9 ); TimeFrameRestore(); eee12 = TimeFrameExpand( eee12, inHourly ); eee26 = TimeFrameExpand( eee26, inHourly ); sss9 = TimeFrameExpand( sss9, inHourly ); eee12 = ( 11 / 13 ) * eee12 + ( 2 / 13 ) * C; eee26 = ( 25 / 27 ) * eee26 + ( 2 / 27 ) * C; sss9 = ( 8 / 10 ) * sss9 + ( 2 / 10 ) * ( eee12 - eee26 ); return sss9; } function MACD30() { e1 = EMA30( 12 ); e2 = EMA30( 26 ); xxx = e1 - e2; return xxx; } function MACD60() { TimeFrameSet( inHourly ); eee12 = EMA( C, 12 ); eee26 = EMA( C, 26 ); //sss9 = EMA(eee12-eee26,9); TimeFrameRestore(); eee12 = TimeFrameExpand( eee12, inHourly ); eee26 = TimeFrameExpand( eee26, inHourly ); //sss9 = TimeFrameExpand(sss9,inHourly); eee12 = ( 11 / 13 ) * eee12 + ( 2 / 13 ) * C; eee26 = ( 25 / 27 ) * eee26 + ( 2 / 27 ) * C; //sss9 = (8/10)*sss9+(2/10)*(eee12-eee26); return ( eee12 -eee26 ); } function StochRSI( n, Stochn ) { sss = ( Sum( RSI( n ) - LLV( RSI( n ), Stochn ), 3 ) / Sum( HHV( RSI( n ), Stochn ) - LLV( RSI( n ), Stochn ), 3 ) ) * 100; return sss; } function ARNup( n ) { HHVBarsSince = HHVBars( H, n ) + 1; Aroon_Up = 100 * ( n - HHVBarsSince ) / ( n - 1 ); return Aroon_Up; } function xxxARNup( n, S1 ) { HHVBarsSince = HHVBars( S1, n ) + 1; Aroon_Up = 100 * ( n - HHVBarsSince ) / ( n - 1 ); return Aroon_Up; } function ARNdn( n ) { LLVBarsSince = LLVBars( L, n ) + 1; Aroon_Down = 100 * ( n - LLVBarsSince ) / ( n - 1 ); return Aroon_Down; } function xxxARNdn( n, s1 ) { LLVBarsSince = LLVBars( S1, n ) + 1; Aroon_Down = 100 * ( n - LLVBarsSince ) / ( n - 1 ); return Aroon_Down; } function ZeroLagTEMA( array, period ) { TMA1 = TEMA( array, period ); TMA2 = TEMA( TMA1, period ); Diff = TMA1 - TMA2; return TMA1 + Diff ; } function kama( Periods, fastn, slown ) { P = Close; if ( periods <= 0 ) periods = 10; Direction = P - Ref( P, -periods ); Volatility = Sum( abs( P - Ref( P, -1 ) ), periods ); Volatility = IIf( Volatility > 0, Volatility, 0.00001 ); ER = abs( Direction / Volatility ); FastSC = 2 / ( fastn + 1 ); SlowSC = 2 / ( slown + 1 ); SSC = ER * ( FastSC - SlowSC ) + SlowSC; Constant = SSC ^ 2; return AMA( p, Constant ); } function HullMa( P, Periods, Delay ) { X = 2 * WMA( P, round( Periods / 2 ) ) - WMA( P, Periods ); HullMov = WMA( X, round( sqrt( Periods ) ) ); HullMov = Ref( HullMov, -Delay ); return HullMov; } function BRKEMA( n ) { buffer = Param( "buffer", 2, 1, 30, 1 ); aup = ARNup( n ); adown = ARNdn( n ); aaa = 100 + buffer - Max( aup, adown ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } function xxxBRKEMA( n, S1 ) { buffer = Param( "buffer", 2, 1, 30, 1 ); aup = xxxARNup( n, s1 ); adown = xxxARNdn( n, s1 ); aaa = 100 + buffer - Max( aup, adown ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } //attempt to construct more robust brkema function BRKEMA2( n ) { buffer = 2; //Param("buffer",2,1,30,1); aup = ARNup( n ) + ARNup( 2 * n ); adown = ARNdn( n ) + ARNdn( 2 * n ); aaa = 2 * ( 100 + buffer ) - Max( aup, adown ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } //based on ARNgap function BRKEMA3( n ) { buffer = 2; //Param("buffer",2,1,30,1); aup = ARNup( n ); adown = ARNdn( n ); aaa = 100 + buffer - abs( aup - adown ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } //based on ARNgap, attempt a more robust version function BRKEMA4( n ) { buffer = 2; //Param("buffer",2,1,30,1); aup = ARNup( n ) + 0.3 * ARNup( 2 * n ); adown = ARNdn( n ) + 0.3 * ARNdn( 2 * n ); aaa = ( 2 * ( 100 + buffer ) - abs( aup - adown ) ) / 1.3; xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } function FRAMA( n ) { //fractal ama Price = ( H + L ) / 2; N3 = ( HHV( High, N ) - LLV( Low, N ) ) / N; HH = HHV( High, N / 2 ) ; LL = LLV( Low, N / 2 ); N1 = ( HH - LL ) / ( N / 2 ); HH = HHV( Ref( High, - N / 2 ), N / 2 ); LL = LLV( Ref( Low, - N / 2 ), N / 2 ); N2 = ( HH - LL ) / ( N / 2 ); Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1 + N2 ) - log( N3 ) ) / log( 2 ), Null ); alpha = exp( -4.6 * ( Dimen - 1 ) ); alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range return AMA( Price, alpha ); } function FRAMA_SMB( n, symbol ) { //fractal ama Hhh = Foreign( symbol, "High" ); Lll = Foreign( symbol, "Low" ); Price = ( Hhh + Lll ) / 2; N3 = ( HHV( Hhh, N ) - LLV( Lll, N ) ) / N; HH = HHV( Hhh, N / 2 ) ; LL = LLV( Lll, N / 2 ); N1 = ( HH - LL ) / ( N / 2 ); HH = HHV( Ref( Hhh, - N / 2 ), N / 2 ); LL = LLV( Ref( Lll, - N / 2 ), N / 2 ); N2 = ( HH - LL ) / ( N / 2 ); Dimen = IIf( N1 > 0 AND N2 > 0 AND N3 > 0, ( log( N1 + N2 ) - log( N3 ) ) / log( 2 ), Null ); alpha = exp( -4.6 * ( Dimen - 1 ) ); alpha = Min( Max( alpha, 0.01 ), 1 ); // bound to 0.01...1 range return AMA( Price, alpha ); } function LRSI( array, gamma ) //Laguerre RSI from John Ehlers' work { L0 = array; // Initialize as array L1 = array; L2 = array; L3 = array; LRSIValue = array; for ( i = 1; i < BarCount; i++ ) { L0[i] = ( 1 - gamma ) * array[i] + gamma * L0[i-1]; L1[i] = - gamma * L0[i] + L0[i-1] + gamma * L1[i-1]; L2[i] = - gamma * L1[i] + L1[i-1] + gamma * L2[i-1]; L3[i] = - gamma * L2[i] + L2[i-1] + gamma * L3[i-1]; CU = 0; CD = 0; if ( L0[i] >= L1[i] ) CU = L0[i] - L1[i]; else ( CD = L1[i] - L0[i] ); if ( L1[i] >= L2[i] ) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if ( L2[i] >= L3[i] ) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if ( CU + CD != 0 ) LRSIValue[i] = CU / ( CU + CD ); } return LRSIValue; } function ULTEMA() { //buffer = Param("buffer",2,1,100,1); buffer = 2; ult = xxx_ult(); aaa = 20 + buffer - Min( abs( ult ) / 1000, 20 ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } function ULT60EMA() { buffer60 = Param( "buffer60", 43, 1, 100, 1 ); ult = xxx_ult60(); aaa = buffer60 + Min( abs( ult ) / 120, 13 ); xxx = AMA( ( O + H + L + C ) / 4, 2 / aaa ); return xxx; } function S_EMA_XY( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ( Open + High + Low + Close ) / 4; aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ); Sellsignal = ( aaa < bbb ); Shortsignal = ( aaa < bbb ); Coversignal = ( aaa >= bbb ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_ARNORDER( ARNn, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Buysignal = ( ARNup( ARNn ) > ARNdn( ARNn ) ); Sellsignal = ( ARNup( ARNn ) < ARNdn( ARNn ) ); Shortsignal = ( ARNup( ARNn ) < ARNdn( ARNn ) ); Coversignal = ( ARNup( ARNn ) > ARNdn( ARNn ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_XY_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ( Open + High + Low + Close ) / 4; aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Buysignal2 = Buysignal; Sellsignal2 = Sellsignal; Shortsignal2 = Shortsignal; Coversignal2 = Coversignal; Longstate = Flip( Buysignal2, ( Sellsignal2 OR Shortsignal2 ) ); Shortstate = Flip( Shortsignal2, ( Coversignal2 OR BuySignal2 ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_XY_CONF_SMB( fastn, slown, Closingtime, symbol ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Ooo = Foreign( Symbol, "Open" ); Hhh = Foreign( Symbol, "High" ); Lll = Foreign( Symbol, "Low" ); CCC = Foreign( Symbol, "Close" ); ttt = ( Ooo + Hhh + Lll + Ccc ) / 4; aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Ccc > ValueWhen( Cross( aaa, bbb ), Max( Ooo, Ccc ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Ccc < ValueWhen( Cross( bbb, aaa ), Min( Ooo, Ccc ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Ccc < ValueWhen( Cross( bbb, aaa ), Min( Ooo, Ccc ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Ccc > ValueWhen( Cross( aaa, bbb ), Max( Ooo, Ccc ), 1 ) ); Buysignal2 = Buysignal; Sellsignal2 = Sellsignal; Shortsignal2 = Shortsignal; Coversignal2 = Coversignal; Longstate = Flip( Buysignal2, ( Sellsignal2 OR Shortsignal2 ) ); Shortstate = Flip( Shortsignal2, ( Coversignal2 OR BuySignal2 ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRK( fastn, slown, n, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ( Open + High + Low + Close ) / 4; aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > Ref( HHV( H, n ), -1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < Ref( LLV( L, n ), -1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < Ref( LLV( L, n ), -1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > Ref( HHV( H, n ), -1 ) ); Buysignal2 = Buysignal; Sellsignal2 = Sellsignal; Shortsignal2 = Shortsignal; Coversignal2 = Coversignal; Longstate = Flip( Buysignal2, ( Sellsignal2 OR Shortsignal2 ) ); Shortstate = Flip( Shortsignal2, ( Coversignal2 OR BuySignal2 ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_XY_CONF_SLSP( fastn, slown, Closingtime, SL, SP ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ( Open + High + Low + Close ) / 4; aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Buysignal = ExRem( Buysignal, Shortsignal ); Shortsignal = ExRem( Shortsignal, Buysignal ); LastBuy = ValueWhen( Ref( Buysignal, -xxxdelay ), O, 1 ); //LastBuy = ValueWhen(Buysignal AND NOT Ref(Buysignal,-1),O,1); LastShort = ValueWhen( Ref( shortsignal, -xxxdelay ), O, 1 ); //LastShort = ValueWhen(shortsignal AND NOT Ref(Shortsignal,-1),O,1); Sellsignal = ( ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ) ) OR ( C < LastBuy - SL ) OR ( C > LastBuy + SP ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ) OR ( C > LastShort + SL ) OR ( C < LastShort - SP ); Coversignal = ExRem( Coversignal, Shortsignal ); Sellsignal = ExRem( Sellsignal, Buysignal ); //Buysignal2 = Buysignal AND (Ref(BarsSince(Buysignal),-1)>Ref(BarsSince(Shortsignal),-1)); Buysignal2 = Buysignal;// AND (BarsSince(Ref(Buysignal,-1))>BarsSince(Ref(Shortsignal,-1))); Sellsignal2 = Sellsignal; //Shortsignal2 = Shortsignal AND (Ref(BarsSince(Buysignal),-1)= Closingtime ) * 1; ttt = RSI( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_TSF_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 20, 10, 50, 5 ); rrr = ( Open + High + Low + Close ) / 4; ttt = TSF( rrr, n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_TSF_CONF_SMB( fastn, slown, Closingtime, symbol ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Ooo = Foreign( Symbol, "Open" ); Hhh = Foreign( Symbol, "High" ); Lll = Foreign( Symbol, "Low" ); CCC = Foreign( Symbol, "Close" ); rrr = ( Ooo + Hhh + Lll + Ccc ) / 4; n = Param( "n", 20, 10, 50, 5 ); ttt = TSF( rrr, n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_KAMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); endendend = ( pebstime >= Closingtime ) OR ( Day() != Ref( Day(), 1 ) ); xxxdelay = 1 - endendend * 1; P = Close; Periods = Param( "Time Periods", 10, 1, 1000, 1 ); Direction = P - Ref( P, -periods ); Volatility = Sum( abs( P - Ref( P, -1 ) ), periods ); Volatility = IIf( Volatility > 0, Volatility, 0.00001 ); ER = abs( Direction / Volatility ); FastSC = 2 / ( 2 + 1 ); SlowSC = 2 / ( 30 + 1 ); SSC = ER * ( FastSC - SlowSC ) + SlowSC; Constant = SSC ^ 2; kkk = AMA( p, Constant ); //n1 = Param("fastn",15,1,15,1); //n2 = Param("slown",24,16,50,1); e1 = EMA( kkk, fastn ); e2 = EMA( kkk, slown ); Buysignal = ( e1 >= e2 ) AND ( Close > ValueWhen( Cross( e1, e2 ), Max( Open, Close ), 1 ) ); Sellsignal = ( e1 < e2 ) AND ( Close < ValueWhen( Cross( e2, e1 ), Min( Open, Close ), 1 ) ); Shortsignal = ( e1 < e2 )AND ( Close < ValueWhen( Cross( e2, e1 ), Min( Open, Close ), 1 ) ); Coversignal = ( e1 >= e2 )AND ( Close > ValueWhen( Cross( e1, e2 ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_WILDER_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = Wilders( C, 2 ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_HULL_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = HULLMA( C, 15, 0 ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_DEMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 6, 1, 20, 1 ); rrr = ( Open + High + Low + Close ) / 4; ttt = DEMA( rrr, n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_EMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 3, 1, 20, 1 ); rrr = ( Open + High + Low + Close ) / 4; ttt = EMA( rrr, n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_TEMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 29, 1, 50, 1 ); rrr = ( Open + High + Low + Close ) / 4; ttt = TEMA( rrr, n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_DEMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ( Open + High + Low + Close ) / 4; //fastn = Optimize("fastn",12,1,15,1); //slown = Optimize("slown",34,25,50,1); aaa = DEMA( ttt, fastn ); bbb = DEMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HHH_EMA( n1, n2, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; //n1 = Optimize("n1",6,1,15,1); //n2 = Optimize("n2",25,16,50,1); aaa = EMA( C, n1 ); bbb = HHV( aaa, n2 ); Ccc = LLV( aaa, n2 ); Buysignal = aaa > Ref( bbb, -1 ) AND ( pebstime >= 9 * 60 + 30 ); Sellsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Shortsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Coversignal = aaa > Ref( bbb, -1 )AND ( pebstime >= 9 * 60 + 30 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HHH2_EMA( n1, n2, Closingtime ) { //this version requires ema to break channel of price not of ema like hhh pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Opentime = Param( "opentime", 570, 0, 9999 ); //n1 = Optimize("n1",6,1,15,1); //n2 = Optimize("n2",25,16,50,1); aaa = EMA( C, n1 ); bbb = HHV( H, n2 ); Ccc = LLV( L, n2 ); Buysignal = aaa > Ref( bbb, -1 ) AND ( pebstime >= Opentime ); Sellsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= Opentime ); Shortsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= Opentime ); Coversignal = aaa > Ref( bbb, -1 )AND ( pebstime >= Opentime ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HHH2_EMA_SMB( n1, n2, Closingtime, symbol ) { //this version requires ema to break channel of price not of ema like hhh pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; //n1 = Optimize("n1",6,1,15,1); //n2 = Optimize("n2",25,16,50,1); Ccc = Foreign( symbol, "C" ); HHH = Foreign( symbol, "H" ); LLL = Foreign( symbol, "L" ); aaa = EMA( Ccc, n1 ); bbb = HHV( Hhh, n2 ); Ccc = LLV( Lll, n2 ); Buysignal = aaa > Ref( bbb, -1 ) AND ( pebstime >= 9 * 60 + 30 ); Sellsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Shortsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Coversignal = aaa > Ref( bbb, -1 )AND ( pebstime >= 9 * 60 + 30 ); Buysignal = Ref( Buysignal, -xxxdelay ) AND ( pebstime >= 9 * 60 + 30 ); Sellsignal = Ref( Sellsignal , -xxxdelay ) AND ( pebstime >= 9 * 60 + 30 ); Shortsignal = Ref( Shortsignal , -xxxdelay ) AND ( pebstime >= 9 * 60 + 30 ); Coversignal = Ref( Coversignal , -xxxdelay ) AND ( pebstime >= 9 * 60 + 30 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HHH_TSF( n2, TSFn, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; //n1 = Optimize("n1",6,1,15,1); //n2 = Optimize("n2",25,16,50,1); aaa = TSF( C, TSFn ); bbb = HHV( aaa, n2 ); Ccc = LLV( aaa, n2 ); Buysignal = aaa > Ref( bbb, -1 ) AND ( pebstime >= 9 * 60 + 30 ); Sellsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Shortsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Coversignal = aaa > Ref( bbb, -1 )AND ( pebstime >= 9 * 60 + 30 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HHH_EMA_TSF( n1, n2, TSFn, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; //n1 = Optimize("n1",6,1,15,1); //n2 = Optimize("n2",25,16,50,1); www = TSF( C, TSFn ); aaa = EMA( www, n1 ); bbb = HHV( aaa, n2 ); Ccc = LLV( aaa, n2 ); Buysignal = aaa > Ref( bbb, -1 ) AND ( pebstime >= 9 * 60 + 30 ); Sellsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Shortsignal = aaa < Ref( Ccc, -1 )AND ( pebstime >= 9 * 60 + 30 ); Coversignal = aaa > Ref( bbb, -1 )AND ( pebstime >= 9 * 60 + 30 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_ATRBRK( fastn, slown, ATRn, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; /* n = Optimize("ATRn",10,2,50,1); n2 = Optimize("ema1",3,2,10,1); n3 = Optimize("ema2",20,15,50,5); */ //n=6; n2 = 4; n3 = 20; //n4 = Optimize("ema1",7,2,14,1); //n5=Optimize("ema2",21,15,50,1); n4 = fastn; n5 = slown; aaa = ATR( ATRn ); bbb = EMA( aaa, n2 ); Ccc = EMA( aaa, n3 ); e1 = EMA( C, 3 ); e2 = EMA( C, 5 ); e3 = EMA( C, 8 ); e4 = EMA( C, 10 ); e5 = EMA( C, 12 ); e6 = EMA( C, 15 ); rrr = ( e1 - e2 ) ^ 2 + ( e2 - e3 ) ^ 2 + ( e3 - e4 ) ^ 2 + ( e4 - e5 ) ^ 2 + ( e5 - e6 ) ^ 2; rrr = rrr / ( ATR( 100 ) / 100 ) ^ 2; rrr = rrr * IIf( e3 > e4, 1, -1 ); Buysignal = ( bbb >= Ccc ) AND ( rrr < 10000 ) AND ( EMA( C, n4 ) > EMA( C, n5 ) ); Sellsignal = ( EMA( C, n4 ) < EMA( C, n5 ) ); Shortsignal = ( bbb >= Ccc ) AND ( rrr > -10000 ) AND ( EMA( C, n4 ) < EMA( C, n5 ) ); Coversignal = ( EMA( C, n4 ) >= EMA( C, n5 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_HEIKINASHI( n, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ///////////////////// // Heikin-Ashi code HaClose = ( O + H + L + C ) / 4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); //avp = Optimize("Up TEMA avg", n, 1, 100,1 ); //avpdn = Optimize("Dn TEMA avg", n, 1, 100,1 ); avp = n; avpdn = n; // Velvoort is using not original, but modified Heikin-Ashi close HaClose = ( HaClose + HaOpen + Max( H, HaOpen ) + Min( L, HaOpen ) ) / 4; // up average ZlHa = ZeroLagTEMA( HaClose, avp ); ZlCl = ZeroLagTEMA( ( H + L ) / 2, avp ); ZlDif = ZlCl - ZlHa; keep1 = Hold( HaClose >= HaOpen, 2 ); keep2 = ZlDif >= 0; keeping = keep1 OR keep2; keepall = keeping OR ( Ref( keeping, -1 ) AND ( C > O ) OR C >= Ref( C, -1 ) ); keep3 = abs( C - O ) < ( H - L ) * 0.35 AND H >= Ref( L, -1 ); utr = keepall OR ( Ref( keepall, -1 ) AND keep3 ); // dn average ZlHa = ZeroLagTEMA( HaClose, avpdn ); ZlCl = ZeroLagTEMA( ( H + L ) / 2, avpdn ); ZlDif = ZlCl - ZlHa; keep1 = Hold( HaClose < HaOpen, 2 ); keep2 = ZlDif < 0; keeping = keep1 OR keep2; keepall = keeping OR ( Ref( keeping, -1 ) AND ( C < O ) OR C < Ref( C, -1 ) ); keep3 = abs( C - O ) < ( H - L ) * 0.35 AND L <= Ref( H, -1 ); dtr = keepall OR ( Ref( keepall, -1 ) AND keep3 ); upw = dtr == 0 AND Ref( dtr, -1 ) AND utr; dnw = utr == 0 AND Ref( utr, -1 ) AND dtr; Haco = Flip( upw, dnw ); Haco = Haco * 2 - 1; xxx = Ref( Haco, -xxxdelay ); return xxx; } function S_RSI( n, Closingtime ) { //conventional rsi reversion trading pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; rrr = RSI( n ); Buysignal = Cross( rrr, 30 ); Sellsignal = Cross( 70, rrr ); Shortsignal = Cross( 70, rrr ); Coversignal = Cross( rrr, 30 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_RSIpebs( n, Closingtime ) { //rsi trend trading pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; rrr = RSI( n ); Buysignal = Cross( rrr, 50 ); Sellsignal = Cross( 50, rrr ); Shortsignal = Cross( 50, rrr ); Coversignal = Cross( rrr, 50 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_STOCHRSI( n, stochn, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; sss = stochrsi( n, Stochn ); sss2 = EMA( sss, 3 ); Buysignal = Cross( sss, sss2 ); Sellsignal = Cross( sss2, sss ); Shortsignal = Cross( sss2, sss ); Coversignal = Cross( sss, sss2 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function ContextZone() { Conzone = 0; TimeFrameSet( inDaily ); rrr1 = Param( "fastday", 7, 1, 50, 1 ); rrr2 = Param( "slowday", 21, 1, 50, 1 ); e1_day = Ref( EMA( C, rrr1 ), -1 ); e2_day = Ref( EMA( C, rrr2 ), -1 ); ATR_day = Ref( ATR( 20 ), -1 ); TimeFrameRestore(); e1_day = TimeFrameExpand( e1_day, inDaily ); e2_day = TimeFrameExpand( e2_day, inDaily ); ATR_day = TimeFrameExpand( ATR_day, inDaily ); e1_day = IIf( Day() == Ref( Day(), -1 ), Ref( e1_day, -1 ), e1_day ); e2_day = IIf( Day() == Ref( Day(), -1 ), Ref( e2_day, -1 ), e2_day ); ATR_day = IIf( Day() == Ref( Day(), -1 ), Ref( ATR_day, -1 ), ATR_day ); e1 = e1_day * ( rrr1 - 1 ) / ( rrr1 + 1 ) + Ref( C, -1 ) * 2 / ( rrr1 + 1 ); e2 = e2_day * ( rrr2 - 1 ) / ( rrr2 + 1 ) + Ref( C, -1 ) * 2 / ( rrr2 + 1 ); band1 = Param( "band1", 1.2, 0, 2, 0.05 ); band2 = Param( "band2", 0.2, 0, 2, 0.05 ); band3 = Param( "band3", 0.45, 0, 2, 0.05 ); for ( i = 1; i < BarCount; i++ ) { if ( ( C[i-1] > e1[i] + band1*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 1; else if ( ( C[i-1] > e1[i] + band2*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 2; else if ( ( C[i-1] > e1[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 3; else if ( ( C[i-1] > e2[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 4; else if ( ( C[i-1] > e2[i] - band3*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 5; else if ( e1[i] > e2[i] ) Conzone[i] = 6; else if ( ( C[i-1] < e1[i] - band1*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -1; else if ( ( C[i-1] < e1[i] - band2*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -2; else if ( ( C[i-1] < e1[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -3; else if ( ( C[i-1] < e2[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -4; else if ( ( C[i-1] < e2[i] + band3*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -5; else if ( e1[i] < e2[i] ) Conzone[i] = -6; } return Conzone; } function ContextZone_SMB( symbol ) { //still need to adjust for symbol info SetBarsRequired( 9999 ); rrr1 = Param( "fastday", 7, 1, 50, 1 ); rrr2 = Param( "slowday", 21, 1, 50, 1 ); Conzone = 0; Hhh = Foreign( symbol, "High" ); Lll = Foreign( symbol, "Low" ); Ccc = Foreign( symbol, "Close" ); Ooo = Foreign( symbol, "Open" ); Hhh_D = TimeFrameCompress( Hhh, inDaily ); Lll_D = TimeFrameCompress( Lll, inDaily ); Ccc_d = TimeFrameCompress( Ccc, inDaily ); Ooo_d = TimeFrameCompress( Ooo, inDaily ); TrueRange = Max( Hhh_D - Lll_D, Max( abs( Hhh_D - Ref( Ccc_d, -1 ) ), abs( Lll_d - Ref( Ccc_d, -1 ) ) ) ); TimeFrameSet( inDaily ); Hhh_D = Foreign( symbol, "High" ); Lll_D = Foreign( symbol, "Low" ); Ccc_D = Foreign( symbol, "Close" ); Ooo_D = Foreign( symbol, "Open" ); TrueRange = Max( Hhh - Lll, Max( abs( Hhh - Ref( Ccc, -1 ) ), abs( Lll - Ref( Ccc, -1 ) ) ) ); myATR = Wilders( TrueRange, 20 ); e1_day = Ref( EMA( Ccc, rrr1 ), -1 ); e2_day = Ref( EMA( Ccc, rrr2 ), -1 ); ATR_day = Ref( myATR, -1 ); TimeFrameRestore(); e1_day = TimeFrameExpand( e1_day, inDaily ); e2_day = TimeFrameExpand( e2_day, inDaily ); ATR_day = TimeFrameExpand( ATR_day, inDaily ); e1_day = IIf( Day() == Ref( Day(), -1 ), Ref( e1_day, -1 ), e1_day ); e2_day = IIf( Day() == Ref( Day(), -1 ), Ref( e2_day, -1 ), e2_day ); ATR_day = IIf( Day() == Ref( Day(), -1 ), Ref( ATR_day, -1 ), ATR_day ); e1 = e1_day * ( rrr1 - 1 ) / ( rrr1 + 1 ) + Ref( Ccc, -1 ) * 2 / ( rrr1 + 1 ); e2 = e2_day * ( rrr2 - 1 ) / ( rrr2 + 1 ) + Ref( Ccc, -1 ) * 2 / ( rrr2 + 1 ); band1 = Param( "band1", 1.2, 0, 2, 0.05 ); band2 = Param( "band2", 0.2, 0, 2, 0.05 ); band3 = Param( "band3", 0.45, 0, 2, 0.05 ); for ( i = 1; i < BarCount; i++ ) { if ( ( Ccc[i-1] > e1[i] + band1*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 1; else if ( ( Ccc[i-1] > e1[i] + band2*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 2; else if ( ( Ccc[i-1] > e1[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 3; else if ( ( Ccc[i-1] > e2[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 4; else if ( ( Ccc[i-1] > e2[i] - band3*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 5; else if ( e1[i] > e2[i] ) Conzone[i] = 6; else if ( ( Ccc[i-1] < e1[i] - band1*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -1; else if ( ( Ccc[i-1] < e1[i] - band2*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -2; else if ( ( Ccc[i-1] < e1[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -3; else if ( ( Ccc[i-1] < e2[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -4; else if ( ( Ccc[i-1] < e2[i] + band3*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -5; else if ( e1[i] < e2[i] ) Conzone[i] = -6; } return Conzone; } function XXXContextZone() { Conzone = 0; TimeFrameSet( inDaily ); rrr1 = Param( "fastday", 7, 1, 50, 1 ); rrr2 = Param( "slowday", 21, 1, 50, 1 ); e1_day = Ref( EMA( C, rrr1 ), -1 ); e2_day = Ref( EMA( C, rrr2 ), -1 ); ATR_day = Ref( ATR( 20 ), -1 ); TimeFrameRestore(); e1_day = TimeFrameExpand( e1_day, inDaily ); e2_day = TimeFrameExpand( e2_day, inDaily ); ATR_day = TimeFrameExpand( ATR_day, inDaily ); e1 = e1_day * ( rrr1 - 1 ) / ( rrr1 + 1 ) + Ref( C, -1 ) * 2 / ( rrr1 + 1 ); e2 = e2_day * ( rrr2 - 1 ) / ( rrr2 + 1 ) + Ref( C, -1 ) * 2 / ( rrr2 + 1 ); band1 = Param( "band1", 1.2, 0, 2, 0.05 ); band2 = Param( "band2", 0.45, 0, 2, 0.05 ); band3 = Param( "band3", 0.2, 0, 2, 0.05 ); band4 = Param( "band4", 0.45, 0, 2, 0.05 ); for ( i = 1; i < BarCount; i++ ) { if ( ( C[i-1] > e1[i] + band1*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 1; else if ( ( C[i-1] > e1[i] + band2*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 2; else if ( ( C[i-1] > e1[i] + band3*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 3; else if ( ( C[i-1] > e1[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 4; else if ( ( C[i-1] > e2[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 5; else if ( ( C[i-1] > e2[i] - band3*ATR_day[i] )*( e1[i] > e2[i] ) ) Conzone[i] = 6; else if ( e1[i] > e2[i] ) Conzone[i] = 7; else if ( ( C[i-1] < e1[i] - band1*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -1; else if ( ( C[i-1] < e1[i] - band2*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -2; else if ( ( C[i-1] < e1[i] - band3*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -3; else if ( ( C[i-1] < e1[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -4; else if ( ( C[i-1] < e2[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -5; else if ( ( C[i-1] < e2[i] + band3*ATR_day[i] )*( e1[i] < e2[i] ) ) Conzone[i] = -6; else if ( e1[i] < e2[i] ) Conzone[i] = -7; } return Conzone; } function RVI( n1, n2 ) { //usual of hhh = 10,30 for n1,n2 SD = StDev( C, n1 ); xxx = RSIa( SD, n2 ); return xxx; } function ContextPower() { TimeFrameSet( inDaily ); e1_day = Ref( EMA( C, 7 ), -1 ); e2_day = Ref( EMA( C, 21 ), -1 ); ATR_day = Ref( ATR( 20 ), -1 ); TimeFrameRestore(); e1_day = TimeFrameExpand( e1_day, inDaily ); e2_day = TimeFrameExpand( e2_day, inDaily ); ATR_day = TimeFrameExpand( ATR_day, inDaily ); e1 = e1_day * 6 / 8 + Ref( C, -1 ) * 2 / 8; e2 = e2_day * 20 / 22 + Ref( C, -1 ) * 2 / 22; xxx = ( e1_day - e2_day ) / e2_day; return xxx; } function Contextfilter( s1 ) { Ccc = Contextzone(); for ( i = 0; i < BarCount; i++ ) { if ( Ccc[i] == 1 ) { if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario if ( Ccc[i] == -1 ) { if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -5 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } //new contextfilter not keen on shorting in bigpicture strength or buying bigpicture weakness too soon function Contextfilter2( s1 ) { Ccc = Contextzone(); for ( i = 0; i < BarCount; i++ ) { //now in cz=1 or 2 do not allow number of contracts to be reduced or shorts to be increasedd if ( Ccc[i] == 1 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario //now in cz=-1 or -2 do not allow number of contracts to be increased or shorts to be reduced if ( Ccc[i] == -1 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -5 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } function Contextfilter2_SMB( s1, symbol ) { Ccc = Contextzone_SMB( symbol ); for ( i = 0; i < BarCount; i++ ) { //now in cz=1 or 2 do not allow number of contracts to be reduced or shorts to be increasedd if ( Ccc[i] == 1 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario //now in cz=-1 or -2 do not allow number of contracts to be increased or shorts to be reduced if ( Ccc[i] == -1 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -5 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } function Contextfilter2plus( s1 ) { Ccc = Contextzone(); uuu = xxx_ult60(); for ( i = 0; i < BarCount; i++ ) { //now in cz=1 or 2 do not allow number of contracts to be reduced or shorts to be increasedd if ( Ccc[i] == 1 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario //now in cz=-1 or -2 do not allow number of contracts to be increased or shorts to be reduced if ( Ccc[i] == -1 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -5 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } //now the ult scenarios if ( i > 0 ) { if ( ( uuu[i-1] > 10000 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( uuu[i-1] < -10000 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } } return s1; } function Contextfilter3( s1 ) { Ccc = Contextzone(); for ( i = 0; i < BarCount; i++ ) { if ( Ccc[i] == 1 ) { if ( s1[i] < 0 ) s1[i] = 0; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < 0 ) s1[i] = 0; if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario if ( Ccc[i] == -1 ) { if ( s1[i] > 0 ) s1[i] = 0; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > 0 ) s1[i] = 0; if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -5 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } //this allows longs to be taken/increased in cz=2, and same for shorts function Contextfilter4( s1 ) { Ccc = Contextzone(); for ( i = 0; i < BarCount; i++ ) { //now in cz=1 or 2 do not allow number of contracts to be reduced or shorts to be increasedd if ( Ccc[i] == 1 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; // if ((s1[i]>0)AND(s1[i-1]<0)) // s1[i]=0; // if ((s1[i-1]>=0) AND (s1[i]>s1[i-1])) // s1[i] = s1[i-1]; } if ( Ccc[i] == 5 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 6 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario //now in cz=-1 or -2 do not allow number of contracts to be increased or shorts to be reduced if ( Ccc[i] == -1 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; // if ((s1[i]<0)AND(s1[i-1]>0)) // s1[i]=0; // if ((s1[i-1]<=0) AND (s1[i]= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -6 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } function XXXContextfilter2( s1 ) { Ccc = XXXContextzone(); for ( i = 0; i < BarCount; i++ ) { //now in cz=1 or 2 do not allow number of contracts to be reduced or shorts to be increasedd if ( Ccc[i] == 1 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == 3 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; } if ( Ccc[i] == 6 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == 7 ) { if ( s1[i] < 0 ) s1[i] = 0; } //now bearish scenario //now in cz=-1 or -2 do not allow number of contracts to be increased or shorts to be reduced if ( Ccc[i] == -1 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( s1[i] < 0 ) s1[i] = 0; } if ( Ccc[i] == -2 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 )AND( s1[i-1] > 0 ) ) s1[i] = 0; if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -3 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; } if ( Ccc[i] == -6 ) { if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] > 0 ) AND ( s1[i-1] < 0 ) ) s1[i] = 0; } if ( Ccc[i] == -7 ) { if ( s1[i] > 0 ) s1[i] = 0; } } return s1; } function MiniContextfilter( s1, smallgap, biggap, smallST, bigST ) { ttt = ( O + H + L + C ) / 4; //just use 9,27 arbitrarily xxx = Ref( EMA( ttt, 9 ), -1 ) - Ref( EMA( ttt, 27 ), -1 ); sss = Ref( xxx_st(), -1 ); for ( i = 0; i < BarCount; i++ ) { if ( xxx[i] > biggap ) Ccc[i] = 3; //here we sell all longs else if ( xxx[i] > smallgap ) Ccc[i] = 2; //here we do not buy extra if we are long else if ( xxx[i] >= 0 ) Ccc[i] = 1; //here we can go long or buy extra else if ( xxx[i] > -smallgap ) Ccc[i] = -1; //here we can go short or sell extra else if ( xxx[i] > -biggap ) Ccc[i] = -2; //here we do not sell extra if we are short else Ccc[i] = -3; //here we close all shorts } for ( i = 0; i < BarCount; i++ ) { if ( Ccc[i] == 3 ) { if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -2 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == -3 ) { if ( s1[i] < 0 ) s1[i] = 0; } } for ( i = 0; i < BarCount; i++ ) { if ( sss[i] > bigST ) Ccc[i] = 3; //here we sell all longs else if ( sss[i] > smallST ) Ccc[i] = 2; //here we do not buy extra if we are long else if ( xxx[i] >= 0 ) Ccc[i] = 1; //here we can go long or buy extra else if ( sss[i] > -smallST ) Ccc[i] = -1; //here we can go short or sell extra else if ( sss[i] > -bigST ) Ccc[i] = -2; //here we do not sell extra if we are short else Ccc[i] = -3; //here we close all shorts } for ( i = 0; i < BarCount; i++ ) { if ( Ccc[i] == 3 ) { if ( s1[i] > 0 ) s1[i] = 0; } if ( Ccc[i] == 2 ) { if ( ( s1[i] > 0 )AND( s1[i-1] < 0 ) ) s1[i] = 0; if ( ( s1[i-1] >= 0 ) AND ( s1[i] > s1[i-1] ) ) s1[i] = s1[i-1]; } if ( Ccc[i] == -2 ) { if ( ( s1[i-1] <= 0 ) AND ( s1[i] < s1[i-1] ) ) s1[i] = s1[i-1]; if ( ( s1[i] < 0 ) AND ( s1[i-1] > 0 ) ) s1[i] = 0; } if ( Ccc[i] == -3 ) { if ( s1[i] < 0 ) s1[i] = 0; } } return s1; } function Contextfilter_MACD60( s1 ) { mmm = Ref( MACD60(), -1 ); for ( i = 1;i < BarCount;i++ ) { if ( mmm[i] > 120 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; } if ( mmm[i] < -120 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; } } return s1; } function Contextfilter_HIST60( s1 ) { mmm = Ref( MACD60(), -1 ); sss = Ref( Signal60(), -1 ); Hurdle = Param( "macd60 hurdle", 100, 1, 200, 1 ); for ( i = 1;i < BarCount;i++ ) { if ( ( mmm[i] > Hurdle ) AND ( mmm[i] > sss[i] ) ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; } if ( ( mmm[i] < -Hurdle ) AND ( mmm[i] < sss[i] ) ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; } } return s1; } function Contextfilter_ULT60( s1 ) { mmm = Ref( xxx_ult60(), -1 ); for ( i = 1;i < BarCount;i++ ) { if ( mmm[i] > 12000 ) { if ( s1[i] < s1[i-1] ) s1[i] = s1[i-1]; } if ( mmm[i] < -12000 ) { if ( s1[i] > s1[i-1] ) s1[i] = s1[i-1]; } } return s1; } function S_EMA_KAMA_CONF_VALZONE( fastn, slown, Closingtime, zonetrigger ) { pebstime = Hour() * 60 + Minute(); endendend = ( pebstime >= Closingtime ) OR ( Day() != Ref( Day(), 1 ) ); xxxdelay = 1 - endendend * 1; s = S_EMA_KAMA_CONF( fastn, slown, Closingtime ); Cz = Contextzone(); Buysignal = ( s == 1 ) AND ( Ref( Cz, -xxxdelay ) >= zonetrigger ); Sellsignal = ( s < 1 ); Shortsignal = ( s == -1 ) AND ( Ref( Cz, -xxxdelay ) <= -zonetrigger ); Coversignal = ( s > -1 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return totalstate; //return Ref(totalstate,-xxxdelay); } function GfxConvertBarToPixelX( Bar ) { lvb = Status( "lastvisiblebar" ); fvb = Status( "firstvisiblebar" ); pxchartleft = Status( "pxchartleft" ); pxchartwidth = Status( "pxchartwidth" ); return pxchartleft + Bar * pxchartwidth / ( Lvb - fvb + 1 ); } procedure MultiRibbon( RibbonThickness, RibbonColor, Position, Label, Font ) { //RibbonThickness = Param("Ribbon Thickness", 1, 1, 5, 0.1); //Font = ParamList("Font:","Arial|Calibri|Futura|Tahoma|Times New Roman"); LineColor = colorLightGrey; Position = RibbonThickness * Position; x2 = Status( "pxchartright" ); y2 = Status( "pxchartbottom" ); RibbonColor = IIf( GfxConvertBarToPixelX( BarIndex() - Status( "firstvisiblebarindex" ) ) > y2 / 1.5 * ( RibbonThickness / 100 ) * 18 , RibbonColor, colorYellow ); Plot( 0, "", LineColor, styleOwnScale | styleNoLabel, 0, 100 ); Plot( Position, "", LineColor, styleOwnScale | styleNoLabel, 0, 100 ); Plot( Position, "", RibbonColor, styleArea | styleOwnScale | styleNoLabel, 0, 100 ); GfxSetTextColor( colorBlack ); GfxSelectFont( Font, y2 / 1.5 * ( RibbonThickness / 100 ), 400 ); GfxDrawText( Label, 8, y2 * 1.001 - ( y2 * Position / 100 ) , y2 / 1.5 * ( RibbonThickness / 100 ) * 17, y2, 2 + 32 + 256 ); } function SendToTwitter( MSG ) { AlertIf( ( 1 == 1 ), "EXEC C:\\Webtyphoon.exe", "\"" + msg + "\"", 9 ); } function S_EMA_BRKEMA_CONF( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = BRKEMA( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } //use the new brkema looking at longer arn as well function S_EMA_BRKEMA2_CONF( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = BRKEMA2( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA3_CONF( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = BRKEMA3( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA4_CONF( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = BRKEMA4( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_ULTEMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ttt = ULTEMA(); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_FRAMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 16, 1, 50, 1 ); ttt = FRAMA( n ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_FRAMA_CONF_SMB( fastn, slown, Closingtime, symbol ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 16, 1, 50, 1 ); Ooo = Foreign( symbol, "Open" ); Ccc = Foreign( symbol, "Close" ); ttt = FRAMA_SMB( n, symbol ); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Ccc > ValueWhen( Cross( aaa, bbb ), Max( Ooo, Ccc ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Ccc < ValueWhen( Cross( bbb, aaa ), Min( Ooo, Ccc ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Ccc < ValueWhen( Cross( bbb, aaa ), Min( Ooo, Ccc ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Ccc > ValueWhen( Cross( aaa, bbb ), Max( Ooo, Ccc ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_SVE( Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; ATRfact = Param( "ATR multiplication", 2.8, 1, 10, 0.1 ); period = Param( "ATR Period", 10, 1, 100 ); HiLo = IIf( ( H - L ) < 1.5 * MA( H - L, period ), H - L, 1.5 * MA( H - L, period ) ); //limit HILO to 1.5 * usual size Href = IIf( L <= Ref( H, -1 ), H - Ref( C, -1 ), ( H - Ref( C, -1 ) ) - ( L - Ref( H, -1 ) ) / 2 ); Lref = IIf( H >= Ref( L, -1 ), Ref( C, -1 ) - L, ( Ref( C, -1 ) - L ) - ( Ref( L, -1 ) - H ) / 2 ); diff1 = Max( HiLo, Href ); diff2 = Max( diff1, Lref ); ATRmod = Wilders( diff2, period ); loss = atrfact * ATRmod; resistance = C + loss; support = L; trends = H; for ( i = 4; i < BarCount; i++ ) { if ( L[ i ] >= L[ i-2 ] AND L[ i-1 ] >= L[ i-2 ] AND L[ i-3 ] >= L[ i-2 ] AND L[ i-4 ] >= L[ i-2 ] ) { support[ i ] = L[ i - 2]; } else if ( L[ i ] > H[ i-1 ] * 1.0013 ) { support[ i ] = H[ i-1 ] * 0.9945; } else if ( L[ i ] > support[ i-1 ] * 1.1 ) { support[ i ] = support[ i-1 ] * 1.05; } else { support[ i ] = support[ i-1 ]; } if ( H[ i ] > trends[ i-1 ] AND H[ i-1 ] > trends[ i-1 ] ) { trends[ i ] = Max( trends[ i-1 ], support[ i ] ); } else if ( H[ i ] < trends[ i-1 ] AND H[ i-1 ] < trends[ i-1 ] ) { trends[ i ] = Min( trends[ i-1 ], resistance[ i ] ); } else if ( H[ i ] >= trends[ i-1 ] ) trends[ i ] = support[ i ]; else trends[ i ] = resistance[ i ]; } Buysignal = Cross( C, trends ); Sellsignal = Cross( trends, H ); Shortsignal = Sellsignal; Coversignal = Buysignal; Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function xxx_factor() { TimeFrameSet( inHourly ); ult60 = xxx_ult(); TimeFrameRestore(); ult60 = TimeFrameExpand( ult60, inHourly, expandFirst ); TimeFrameSet( 2*in15Minute ); ult30 = xxx_ult(); TimeFrameRestore(); ult30 = TimeFrameExpand( ult30, 2 * in15Minute, expandFirst ); TimeFrameSet( in15Minute ); ult15 = xxx_ult(); TimeFrameRestore(); ult15 = TimeFrameExpand( ult15, in15Minute, expandFirst ); ult5 = xxx_ult(); xxx = ult60 + ult30 / 1.4 + ult15 / 2 + ult5 / 3.5; return xxx; } function MAgic() { //only works in 5min timeframe aaa5 = Ref( EMA( C, 85 ), -1 ); TimeFrameSet( in15Minute ); aaa15 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa15 = TimeFrameExpand( aaa15, in15Minute, expandFirst ); TimeFrameSet( 2*in15Minute ); aaa30 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa30 = TimeFrameExpand( aaa30, 2 * in15Minute, expandFirst ); TimeFrameSet( inHourly ); aaa60 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa60 = TimeFrameExpand( aaa60, inHourly, expandFirst ); //come up with some bullshit trendmeasure mmm = Ref( C, -1 ) * 4 - aaa5 - aaa15 - aaa30 - aaa60; mmm = mmm / ( Ref( C, -1 ) / 10000 ); return mmm; } function BIGMAgic() { aaa30 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa30 = TimeFrameExpand( aaa30, 2 * in15Minute, expandFirst ); TimeFrameSet( inHourly ); aaa60 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa60 = TimeFrameExpand( aaa60, inHourly, expandFirst ); //come up with some bullshit trendmeasure mmm = Ref( C, -1 ) * 2 - aaa30 - aaa60; mmm = mmm / ( Ref( C, -1 ) / 10000 ); return mmm; } function MAgic2() { //only works in 5min timeframe aaa5 = Ref( EMA( C, 85 ), -1 ); TimeFrameSet( in15Minute ); aaa15 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa15 = TimeFrameExpand( aaa15, in15Minute, expandFirst ); TimeFrameSet( 2*in15Minute ); aaa30 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa30 = TimeFrameExpand( aaa30, 2 * in15Minute, expandFirst ); TimeFrameSet( inHourly ); aaa60 = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaa60 = TimeFrameExpand( aaa60, inHourly, expandFirst ); TimeFrameSet( inDaily ); aaaD = Ref( EMA( C, 85 ), -1 ); TimeFrameRestore(); aaaD = TimeFrameExpand( aaaD, inDaily, expandFirst ); //come up with some bullshit trendmeasure mmm = Ref( C, -1 ) * 5 - aaa5 - aaa15 - aaa30 - aaa60 - aaaD; mmm = mmm / ( Ref( C, -1 ) / 10000 ); return mmm; } function MAGICema( n ) { mmm = MAgic(); ttt = ( Open + High + Low + Close ) / 4; rrr = Optimize( "rrr", 200, 50, 300, 50 ); nnn = n * ( 1 + int( abs( mmm ) / rrr ) ); xxx = AMA( ttt, 2 / ( nnn + 1 ) ); return xxx; } function S_EMA_ULT60EMA_CONF( fastn, slown, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; n = Param( "n", 3, 1, 20, 1 ); ttt = ult60ema(); aaa = EMA( ttt, fastn ); bbb = EMA( ttt, slown ); Buysignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Sellsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Shortsignal = ( aaa < bbb ) AND ( Close < ValueWhen( Cross( bbb, aaa ), Min( Open, Close ), 1 ) ); Coversignal = ( aaa >= bbb ) AND ( Close > ValueWhen( Cross( aaa, bbb ), Max( Open, Close ), 1 ) ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA_CONF_REVERSE( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Maxloss = Param( "Maxloss", 9999, 0, 9999, 1 ); s = S_EMA_BRKEMA_CONF( fastn, slown, Closingtime, n ); Hhh = brkema2( n ); H1 = EMA( Hhh, fastn ); H2 = EMA( Hhh, slown ); bottomstopline = ValueWhen( Cross( H2, H1 ), Min( Open, Close ), 1 ); topstopline = ValueWhen( Cross( H1, H2 ), Max( Open, Close ), 1 ); // trade on next bar open SetTradeDelays( 0, 0, 0, 0 ); BuyPrice = SellPrice = Open; //Points only PositionSize = MarginDeposit = 1; Buysignal = ( s > 0 ) AND ( Ref( C, -1 ) > bottomstopline ) AND ( Ref( C, -1 ) - bottomstopline < Maxloss ); Sellsignal = ( s <= 0 ); Shortsignal = ( s < 0 ) AND ( Ref( C, -1 ) < topstopline ) AND ( topstopline - Ref( C, -1 ) < Maxloss ); Coversignal = ( s >= 0 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA2_CONF_REVERSE( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Maxloss = Param( "Maxloss", 9999, 0, 9999, 1 ); s = S_EMA_BRKEMA2_CONF( fastn, slown, Closingtime, n ); Hhh = brkema2( n ); H1 = EMA( Hhh, fastn ); H2 = EMA( Hhh, slown ); bottomstopline = ValueWhen( Cross( H2, H1 ), Min( Open, Close ), 1 ); topstopline = ValueWhen( Cross( H1, H2 ), Max( Open, Close ), 1 ); // trade on next bar open SetTradeDelays( 0, 0, 0, 0 ); BuyPrice = SellPrice = Open; //Points only PositionSize = MarginDeposit = 1; Buysignal = ( s > 0 ) AND ( Ref( C, -1 ) > bottomstopline ) AND ( Ref( C, -1 ) - bottomstopline < Maxloss ); Sellsignal = ( s <= 0 ); Shortsignal = ( s < 0 ) AND ( Ref( C, -1 ) < topstopline ) AND ( topstopline - Ref( C, -1 ) < Maxloss ); Coversignal = ( s >= 0 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA3_CONF_REVERSE( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Maxloss = Param( "Maxloss", 9999, 0, 9999, 1 ); s = S_EMA_BRKEMA3_CONF( fastn, slown, Closingtime, n ); Hhh = brkema2( n ); H1 = EMA( Hhh, fastn ); H2 = EMA( Hhh, slown ); bottomstopline = ValueWhen( Cross( H2, H1 ), Min( Open, Close ), 1 ); topstopline = ValueWhen( Cross( H1, H2 ), Max( Open, Close ), 1 ); // trade on next bar open SetTradeDelays( 0, 0, 0, 0 ); BuyPrice = SellPrice = Open; //Points only PositionSize = MarginDeposit = 1; Buysignal = ( s > 0 ) AND ( Ref( C, -1 ) > bottomstopline ) AND ( Ref( C, -1 ) - bottomstopline < Maxloss ); Sellsignal = ( s <= 0 ); Shortsignal = ( s < 0 ) AND ( Ref( C, -1 ) < topstopline ) AND ( topstopline - Ref( C, -1 ) < Maxloss ); Coversignal = ( s >= 0 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_EMA_BRKEMA4_CONF_REVERSE( fastn, slown, Closingtime, n ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Maxloss = Param( "Maxloss", 9999, 0, 9999, 1 ); s = S_EMA_BRKEMA4_CONF( fastn, slown, Closingtime, n ); Hhh = brkema2( n ); H1 = EMA( Hhh, fastn ); H2 = EMA( Hhh, slown ); bottomstopline = ValueWhen( Cross( H2, H1 ), Min( Open, Close ), 1 ); topstopline = ValueWhen( Cross( H1, H2 ), Max( Open, Close ), 1 ); // trade on next bar open SetTradeDelays( 0, 0, 0, 0 ); BuyPrice = SellPrice = Open; //Points only PositionSize = MarginDeposit = 1; Buysignal = ( s > 0 ) AND ( Ref( C, -1 ) > bottomstopline ) AND ( Ref( C, -1 ) - bottomstopline < Maxloss ); Sellsignal = ( s <= 0 ); Shortsignal = ( s < 0 ) AND ( Ref( C, -1 ) < topstopline ) AND ( topstopline - Ref( C, -1 ) < Maxloss ); Coversignal = ( s >= 0 ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } //switch long short around certain chosen value function S_flippivot( pivot, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Buysignal = ( C > pivot ); Sellsignal = ( C < pivot ); Shortsignal = ( C < pivot ); Coversignal = ( C > pivot ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_longpivot( pivot, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Buysignal = ( C > pivot ); Sellsignal = ( C < pivot ); Shortsignal = 0; Coversignal = 0; Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function S_shortpivot( pivot, Closingtime ) { pebstime = Hour() * 60 + Minute(); xxxdelay = 1 - ( pebstime >= Closingtime ) * 1; Buysignal = 0; Sellsignal = 0; Shortsignal = ( C < pivot ); Coversignal = ( C > pivot ); Longstate = Flip( Buysignal, ( Sellsignal OR Shortsignal ) ); Shortstate = Flip( Shortsignal, ( Coversignal OR BuySignal ) ); Totalstate = Longstate * 1 + Shortstate * ( -1 ); return Ref( totalstate, -xxxdelay ); } function PivotPoint() { TimeFrameSet( inDaily ); Hhh = H; Lll = L; Ccc = C; TimeFrameRestore(); Hhh = TimeFrameExpand( Hhh, inDaily ); Lll = TimeFrameExpand( Lll, inDaily ); Ccc = TimeFrameExpand( Ccc, inDaily ); ppp = ( Hhh + Lll + Ccc ) / 3; return ppp; } function MAgicCount() { TimeFrameSet( in5Minute ); e1 = EMA( C, 85 ); TimeFrameRestore(); e1 = TimeFrameExpand( e1, in5Minute, expandLast ); TimeFrameSet( in15Minute ); e2 = EMA( C, 85 ); TimeFrameRestore(); e2 = TimeFrameExpand( e2, in15Minute, expandLast ); TimeFrameSet( 2*in15Minute ); e3 = EMA( C, 85 ); TimeFrameRestore(); e3 = TimeFrameExpand( e3, 2 * in15Minute, expandLast ); TimeFrameSet( inHourly ); e4 = EMA( C, 85 ); TimeFrameRestore(); e4 = TimeFrameExpand( e4, inHourly, expandLast ); rrr = Ref( C, -1 ); xxx = ( rrr > e1 ) + ( rrr > e2 ) + ( rrr > e3 ) + ( rrr > e4 ); return xxx; }