NF Swing Trading using Fractal AFL
- Thread starter oldtrader
- Start date
If you are using VWAP for filtering Long/Short trades, and using Pivots for trigger
in that case you can also try different types of Moving averages, long back I had posted a AFL with all in one MA,
you can modify it to try which one suits best as a filter for your type of trading.
http://www.traderji.com/amibroker/90119-simple-coding-help-no-promise-52.html#post909149
Happy
in that case you can also try different types of Moving averages, long back I had posted a AFL with all in one MA,
you can modify it to try which one suits best as a filter for your type of trading.
http://www.traderji.com/amibroker/90119-simple-coding-help-no-promise-52.html#post909149
Happy
Bhai, previously u used to stay @ 14th floor, now u r in TJ 24x7. :lol:
if an afl contains buy/sell arrows then it must be backtested properly b4 sharing.
recently cracked the visual pivots afl of pratapsir. now it can also be backtested . that's y suspended trading until I find out strengths and weakness of the method.
now happy ji has provided a combo ma afl which prima facie looks good and can be included.
will update here later . :thumb:
if an afl contains buy/sell arrows then it must be backtested properly b4 sharing.
recently cracked the visual pivots afl of pratapsir. now it can also be backtested . that's y suspended trading until I find out strengths and weakness of the method.
now happy ji has provided a combo ma afl which prima facie looks good and can be included.
will update here later . :thumb:
Bhai, previously u used to stay @ 14th floor, now u r in TJ 24x7. :lol:
if an afl contains buy/sell arrows then it must be backtested properly b4 sharing.
recently cracked the visual pivots afl of pratapsir. now it can also be backtested . that's y suspended trading until I find out strengths and weakness of the method.
now happy ji has provided a combo ma afl which prima facie looks good and can be included.
will update here later . :thumb:
if an afl contains buy/sell arrows then it must be backtested properly b4 sharing.
recently cracked the visual pivots afl of pratapsir. now it can also be backtested . that's y suspended trading until I find out strengths and weakness of the method.
now happy ji has provided a combo ma afl which prima facie looks good and can be included.
will update here later . :thumb:
Rather than suspending,You should trade small quantity.
Not now its here on TJ since last 2 years
maybe you are not looking hard enough, anyway . . .
Instead of starting with some code and testing it, its always better to start with some premise or concept . . .
In your case lets say you want to use pivots for entry/exit trigger and some kind of filter for trade direction
Now this filter could be any kind of curve/MA/regression line maybe oscillator or momentum or even open interest / change of OI
To start with lets say you have decided to go with some MA or combination of it.
So what is the criteria in selecting it, running tests maybe a small part of it
but first of all understanding these diff types of averages is important
Any MA curve should be judged based on its Smoothness, Responsiveness, Lag and Overshoot.
The more Smoothness you try to introduce more is the Lag you get and
if we introduce more of Responsiveness we usually get overshot i.e the MA starts moving ahead of price . . .
on the other hand some Lag is not always bad, Lag is v useful to filter out whipsaws
Different types of MAs behave differently for eg TEMA, HMA & LinReg have good responsiveness but they tend to overshoot,
MA, WMA have great smoothness but also a big lag. Wilder also has a big lag
The combination MA was coded to try and get a super MA :lol:
Here super does not mean max profit, but getting a balance or say desired behavior.
Wish you Happy Testing, and hope you guys settle in to some stable code that you can use for your type of trading.
Thanks
Happy
The old code with some modification for back testing i.e.
this thread's most favorite command - - - "Optimize"
Happy
maybe you are not looking hard enough, anyway . . .
Instead of starting with some code and testing it, its always better to start with some premise or concept . . .
In your case lets say you want to use pivots for entry/exit trigger and some kind of filter for trade direction
Now this filter could be any kind of curve/MA/regression line maybe oscillator or momentum or even open interest / change of OI
To start with lets say you have decided to go with some MA or combination of it.
So what is the criteria in selecting it, running tests maybe a small part of it
but first of all understanding these diff types of averages is important
Any MA curve should be judged based on its Smoothness, Responsiveness, Lag and Overshoot.
The more Smoothness you try to introduce more is the Lag you get and
if we introduce more of Responsiveness we usually get overshot i.e the MA starts moving ahead of price . . .
on the other hand some Lag is not always bad, Lag is v useful to filter out whipsaws
Different types of MAs behave differently for eg TEMA, HMA & LinReg have good responsiveness but they tend to overshoot,
MA, WMA have great smoothness but also a big lag. Wilder also has a big lag
The combination MA was coded to try and get a super MA :lol:
Here super does not mean max profit, but getting a balance or say desired behavior.
Wish you Happy Testing, and hope you guys settle in to some stable code that you can use for your type of trading.
Thanks
Happy
The old code with some modification for back testing i.e.
this thread's most favorite command - - - "Optimize"
Code:
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
// Using Ratio 0-10 will make optimize loops impossiblly huge :)
// Range 0 to 1 makes it the type of - OFF / ON For every MA
// i.e 0 = Exclude & 1 = Include that type of MA
_SECTION_BEGIN("SUPER_MA");
R1 = Optimize("EMA RATIO",Param("EMA RATIO",1,0,10,1),0,1,1);
R2 = Optimize("DEMA RATIO",Param("DEMA RATIO",1,0,10,1),0,1,1);
R3 = Optimize("TEMA RATIO",Param("TEMA RATIO",1,0,10,1),0,1,1);
R4 = Optimize("WMA RATIO",Param("WMA RATIO",1,0,10,1),0,1,1);
R5 = Optimize("HMA RATIO",Param("HMA RATIO",1,0,10,1),0,1,1);
R6 = Optimize("MA RATIO",Param("MA RATIO",1,0,10,1),0,1,1);
R7 = Optimize("Wilder RATIO",Param("Wilder RATIO",1,0,10,1),0,1,1);
R8 = Optimize("LinReg RATIO",Param("LinReg RATIO",1,0,10,1),0,1,1);
s = R1+R2+R3+R4+R5+R6+R7+R8;
function SuperMA(P, n)
{
m1 = EMA(P,n); m2 = DEMA(P,n); m3 = TEMA(P,n);
m4 = WMA(P,n); m5 = HMA(P,n); m6 = MA(P,n);
m7 = Wilders(P,n); m8 = LinearReg(P,n);
m = (R1*m1+R2*m2+R3*m3+R4*m4+R5*m5+R6*m6+R7*m7+R8*m8)/s;
return m;
}
Len = Optimize("PERIOD",Param("PERIOD",60,2,99,1),25,90,5);
SMA_C = SuperMA(C,Len); SMA_O = SuperMA(O,Len);
SMA_H = SuperMA(H,Len); SMA_L = SuperMA(L,Len);
Col = IIf(SMA_C > SMA_O,colorBlue,colorRed);
Plot(SMA_H,"SMA_H",Col,styleThick);
Plot(SMA_L,"SMA_L",Col,styleThick);
_SECTION_END();
_SECTION_BEGIN("SYSTEM");
SetPositionSize(100,4);
Buy = SMA_C > SMA_O AND C > SMA_H; Short = SMA_C < SMA_O AND C < SMA_L;
Sell = SMA_C < SMA_O AND C < SMA_L; Cover = SMA_C > SMA_O AND C > SMA_H;
Buy = ExRem(Buy,Sell); Short = ExRem(Short,Cover);
Sell = ExRem(Sell,Buy); Cover = ExRem(Cover,Short);
PlotShapes(Buy+2*Sell,colorWhite,0,IIf(Buy,L,H),-30);
_SECTION_END();Happy
Last edited:
Not now its here on TJ since last 2 years
maybe you are not looking hard enough, anyway . . .
Instead of starting with some code and testing it, its always better to start with some premise or concept . . .
In your case lets say you want to use pivots for entry/exit trigger and some kind of filter for trade direction
Now this filter could be any kind of curve/MA/regression line maybe oscillator or momentum or even open interest / change of OI
To start with lets say you have decided to go with some MA or combination of it.
So what is the criteria in selecting it, running tests maybe a small part of it
but first of all understanding these diff types of averages is important
Any MA curve should be judged based on its Smoothness, Responsiveness, Lag and Overshoot.
The more Smoothness you try to introduce more is the Lag you get and
if we introduce more of Responsiveness we usually get overshot i.e the MA starts moving ahead of price . . .
on the other hand some Lag is not always bad, Lag is v useful to filter out whipsaws
Different types of MAs behave differently for eg TEMA, HMA & LinReg have good responsiveness but they tend to overshoot,
MA, WMA have great smoothness but also a big lag. Wilder also has a big lag
The combination MA was coded to try and get a super MA :lol:
Here super does not mean max profit, but getting a balance or say desired behavior.
Wish you Happy Testing, and hope you guys settle in to some stable code that you can use for your type of trading.
Thanks
Happy
The old code with some modification for back testing i.e.
this thread's most favorite command - - - "Optimize"
Happy
maybe you are not looking hard enough, anyway . . .
Instead of starting with some code and testing it, its always better to start with some premise or concept . . .
In your case lets say you want to use pivots for entry/exit trigger and some kind of filter for trade direction
Now this filter could be any kind of curve/MA/regression line maybe oscillator or momentum or even open interest / change of OI
To start with lets say you have decided to go with some MA or combination of it.
So what is the criteria in selecting it, running tests maybe a small part of it
but first of all understanding these diff types of averages is important
Any MA curve should be judged based on its Smoothness, Responsiveness, Lag and Overshoot.
The more Smoothness you try to introduce more is the Lag you get and
if we introduce more of Responsiveness we usually get overshot i.e the MA starts moving ahead of price . . .
on the other hand some Lag is not always bad, Lag is v useful to filter out whipsaws
Different types of MAs behave differently for eg TEMA, HMA & LinReg have good responsiveness but they tend to overshoot,
MA, WMA have great smoothness but also a big lag. Wilder also has a big lag
The combination MA was coded to try and get a super MA :lol:
Here super does not mean max profit, but getting a balance or say desired behavior.
Wish you Happy Testing, and hope you guys settle in to some stable code that you can use for your type of trading.
Thanks
Happy
The old code with some modification for back testing i.e.
this thread's most favorite command - - - "Optimize"
Code:
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
// Using Ratio 0-10 will make optimize loops impossiblly huge :)
// Range 0 to 1 makes it the type of - OFF / ON For every MA
// i.e 0 = Exclude & 1 = Include that type of MA
_SECTION_BEGIN("SUPER_MA");
R1 = Optimize("EMA RATIO",Param("EMA RATIO",1,0,10,1),0,1,1);
R2 = Optimize("DEMA RATIO",Param("DEMA RATIO",1,0,10,1),0,1,1);
R3 = Optimize("TEMA RATIO",Param("TEMA RATIO",1,0,10,1),0,1,1);
R4 = Optimize("WMA RATIO",Param("WMA RATIO",1,0,10,1),0,1,1);
R5 = Optimize("HMA RATIO",Param("HMA RATIO",1,0,10,1),0,1,1);
R6 = Optimize("MA RATIO",Param("MA RATIO",1,0,10,1),0,1,1);
R7 = Optimize("Wilder RATIO",Param("Wilder RATIO",1,0,10,1),0,1,1);
R8 = Optimize("LinReg RATIO",Param("LinReg RATIO",1,0,10,1),0,1,1);
s = R1+R2+R3+R4+R5+R6+R7+R8;
function SuperMA(P, n)
{
m1 = EMA(P,n); m2 = DEMA(P,n); m3 = TEMA(P,n);
m4 = WMA(P,n); m5 = HMA(P,n); m6 = MA(P,n);
m7 = Wilders(P,n); m8 = LinearReg(P,n);
m = (R1*m1+R2*m2+R3*m3+R4*m4+R5*m5+R6*m6+R7*m7+R8*m8)/s;
return m;
}
Len = Optimize("PERIOD",Param("PERIOD",60,2,99,1),25,90,5);
SMA_C = SuperMA(C,Len); SMA_O = SuperMA(O,Len);
SMA_H = SuperMA(H,Len); SMA_L = SuperMA(L,Len);
Col = IIf(SMA_C > SMA_O,colorBlue,colorRed);
Plot(SMA_H,"SMA_H",Col,styleThick);
Plot(SMA_L,"SMA_L",Col,styleThick);
_SECTION_END();
_SECTION_BEGIN("SYSTEM");
SetPositionSize(100,4);
Buy = SMA_C > SMA_O AND C > SMA_H; Short = SMA_C < SMA_O AND C < SMA_L;
Sell = SMA_C < SMA_O AND C < SMA_L; Cover = SMA_C > SMA_O AND C > SMA_H;
Buy = ExRem(Buy,Sell); Short = ExRem(Short,Cover);
Sell = ExRem(Sell,Buy); Cover = ExRem(Cover,Short);
PlotShapes(Buy+2*Sell,colorWhite,0,IIf(Buy,L,H),-30);
_SECTION_END();Happy
actually all the afls which I m using was buried in TJ. even pratap sir's visual pivots afl was buried somewhere. :lol:
yes my intention was to use that vwap code as a filter for direction and pivots as a trigger for entry/exit.
BAcktesting and coding is a big task for me as basically I m not a coder. :lol:
thanks to oldtrader, I can outsource the backtesting part to him(or her)
( oldtrader can be female also !!!
)all ppl here has backtested system which is profitable, my system works but is not backtested
oldtrader ji,
here I have combined happy ji's superMA with visual pivots(minor pivots of higher tf).
for consistency loaded nf data since jan 2015-may 2016.
since it was repainting, added ref in buy/sell condition.
pls backtest as it is with default parameters first.
there are lot of params in visual pivots, so if u want to optimize look for tf factor param, default is 3. I wont recommend above 5. don't optimize any other param, its of no use, I think.
my swing results for 7tf nf.
pls backtest and let us know the results.
keeping my fingers crossed.
edit: I m not sure abt the logical accuracy of the code. .
here I have combined happy ji's superMA with visual pivots(minor pivots of higher tf).
for consistency loaded nf data since jan 2015-may 2016.
since it was repainting, added ref in buy/sell condition.
pls backtest as it is with default parameters first.
there are lot of params in visual pivots, so if u want to optimize look for tf factor param, default is 3. I wont recommend above 5. don't optimize any other param, its of no use, I think.
my swing results for 7tf nf.
pls backtest and let us know the results.
keeping my fingers crossed.
Code:
// thanks to happy ji and pratap ji for the valuable contribution
//test happy and pivots.afl
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
_SECTION_BEGIN("Visual Pivots");
ro = ParamField("Open", 0) ;
rh = ParamField("High", 1) ;
rl = ParamField("Low", 2) ;
rc = ParamField("Close", 3) ;
P = (rH+rL+rC)/3 ;
p1 = Param("Fast", 1, 1, 100, 1) ;
p2 = Param("Slow", 3, 1, 100, 1) ;
usebpvts = ParamToggle("Use Body Pvts", "No|Yes", 0) ;
isemapvts = ParamToggle("Pvt Type", "H-L|EMA", 1) ;
ismph = H-H ;
ismpl = L-L ;
bph = Max(rO,rC);
bpl = Min(rO,rC);
if (isemapvts)
{
EMA1 = EMA(P, p1) ;
EMA2 = EMA(P, p2) ;
upcross = Cross(EMA1, EMA2) ;
downcross = Cross(EMA2, EMA1) ;
//bph = Max(O,C);
//bpl = Min(O,C);
bi = BarIndex() ;
mphbar = HighestSinceBars(upcross, rH) ;
mplbar = LowestSinceBars(downcross, rL) ;
mphbi = ValueWhen(downcross, bi, 0) - ValueWhen(downcross, mphbar, 0) ;
ismph = mphbi == bi ;
mplbi = ValueWhen(upCross, bi, 0) - ValueWhen(upCross, mplbar, 0) ;
ismpl = mplbi == bi ;
ismph = IIf(downCross AND mphbar == 0, True, ismph) ;
ismpl = IIf(upcross AND mplbar == 0, True, ismpl) ;
bmphbar = HighestSinceBars(upcross, bph) ;
bmplbar = LowestSinceBars(downcross, bpl) ;
bmphbi = ValueWhen(downcross, bi, 0) - ValueWhen(downcross, bmphbar, 0) ;
isbmph = bmphbi == bi ;
bmplbi = ValueWhen(upCross, bi, 0) - ValueWhen(upCross, bmplbar, 0) ;
isbmpl = bmplbi == bi ;
isbmph = IIf(downCross AND bmphbar == 0, True, isbmph) ;
isbmpl = IIf(upcross AND bmplbar == 0, True, isbmpl) ;
}
else
{
isbmph = ismph = rH > Ref(rH, -1) AND rH > Ref(rH, 1) ;
isbmpl = ismpl = rL < Ref(rL, -1) AND rL < Ref(rL, 1) ;
}
showminor = ParamToggle("Show Minor Pvts", "No|Yes", 1) ;
issquare = ParamToggle("Pvt style", "Circle|Square", 0) ;
Clrmph = ParamColor("MPH Color", colorGreen) ;
Clrmpl = ParamColor("MPL Color", colorBrown) ;
pvtmarker = IIf(issquare, shapeSmallSquare, shapeSmallCircle) ;
if (showminor)
{
if (usebpvts)
{
PlotShapes(isbmph*pvtmarker , Clrmph , 0, rH, 12) ;
PlotShapes(isbmpl*pvtmarker , Clrmpl, 0, rL, -12) ;
}
else
{
PlotShapes(ismph*pvtmarker , Clrmph , 0, rH, 12) ;
PlotShapes(ismpl*pvtmarker , Clrmpl, 0, rL, -12) ;
}
}
showminorlvls = ParamToggle("Show Minor Levels", "No|Yes", 0) ;
mph = ValueWhen(ismph, rH) ;
mpl = ValueWhen(ismpl, rL) ;
if (showminorlvls)
{
x = LineArray(0, SelectedValue(mph), (BarCount-1), SelectedValue(mph));
Plot(x, "", colorGold, styleDashed);
x = LineArray(0, SelectedValue(mpl), (BarCount-1), SelectedValue(mpl));
Plot(x, "", colorGold, styleDashed);
}
showminortrend = ParamToggle("Show Minor Trend", "No|Yes", 0) ;
if (showminortrend)
{
// initialize minor levels
mph = ValueWhen(ismph, rH) ;
mpl = ValueWhen(ismpl, rL) ;
mbph = ValueWhen(isbmph, bph) ;
mbpl = ValueWhen(isbmpl, bpl) ;
// minor trend
mut = rH > mph OR (rC > mbph) OR (ismph AND rH > Ref(mph, -1));
mdt = rL < mpl OR (rC < mbpl) OR (ismpl AND rL < Ref(mpl, -1));
mdt = Flip(mdt, mut) ;
mut = Flip(mut, mdt) ;
//mutst = ExRem(mut, mdt) ;
//mdtst = ExRem(mdt, mut) ;
Clr = IIf(mut, colorBlue, colorRed) ;
PlotOHLC(rO,rH,rL,rC, "", Clr, styleCandle|styleNoLabel);
Plot(4, "", Clr, styleArea|styleOwnScale, 0, 100, 0, -1) ;
}
tffactor = Param("TF Factor", 3, 1, 100, 1) ;
showhigher = ParamToggle("Show Higher", "No|Yes", 1) ;
//if (showhigher)
//{
tfs = tffactor *Interval() ;
TimeFrameSet(tfs) ;
if (isemapvts)
{
Ptf = (H+L+C)/3 ;
EMA1tf = EMA(Ptf, p1) ;
EMA2tf = EMA(Ptf, p2) ;
upcrosstf = Cross(EMA1tf, EMA2tf) ;
downcrosstf = Cross(EMA2tf, EMA1tf) ;
bphtf = Max(O,C) ;
bpltf = Min(O,C) ;
if (usebpvts)
{
Refhtf = bphtf ;
Refltf = bpltf ;
}
else
{
Refhtf = H ;
Refltf = L ;
}
mphbartf = HighestSinceBars(upcrosstf, Refhtf) ;
mplbartf = LowestSinceBars(downcrosstf, Refltf) ;
bitf = BarIndex() ;
mphbitf = ValueWhen(downcrosstf, bitf, 0) - ValueWhen(downcrosstf, mphbartf, 0) ;
ismphtf = mphbitf == bitf ;
mplbitf = ValueWhen(upCrosstf, bitf, 0) - ValueWhen(upCrosstf, mplbartf, 0) ;
ismpltf = mplbitf == bitf ;
ismphtf = IIf(downCrosstf AND mphbartf == 0, True, ismphtf) ;
ismpltf = IIf(upcrosstf AND mplbartf == 0, True, ismpltf) ;
}
else
{
ismphtf = H > Ref(H, -1) AND H > Ref(H, 1) ;
ismpltf = L < Ref(L, -1) AND L < Ref(L, 1) ;
}
if (showminortrend)
{
// initialize minor levels
mphtf = ValueWhen(ismphtf, H) ;
mpltf = ValueWhen(ismpltf, L) ;
mbphtf = ValueWhen(ismphtf, bphtf) ;
mbpltf = ValueWhen(ismpltf, bpltf) ;
// minor trend
muttf = H > mphtf OR (C > mbphtf) OR (ismphtf AND H > Ref(mphtf, -1));
mdttf = L < mpltf OR (C < mbpltf) OR (ismpltf AND L < Ref(mpltf, -1));
mdttf = Flip(mdttf, muttf) ;
muttf = Flip(muttf, mdttf) ;
//mutst = ExRem(mut, mdt) ;
//mdtst = ExRem(mdt, mut) ;
Clrtf = IIf(muttf, colorBlue, colorRed) ;
// PlotOHLC(rO,rH,rL,rC, "", Clr, styleCandle|styleNoLabel);
Clrtfe = TimeFrameExpand(Clrtf, tfs, expandLast) ;
Plot(2, "htf", Clrtfe, styleArea|styleOwnScale, 0, 100) ;
}
ismphtfe = TimeFrameExpand(ismphtf, tfs, expandFirst) ;
ismpltfe = TimeFrameExpand(ismpltf, tfs, expandFirst) ;
He=TimeFrameExpand(H, tfs, expandFirst) ;
Le=TimeFrameExpand(L, tfs, expandFirst) ;
TimeFrameRestore() ;
ishtfmph = IIf(ismph == ismphtfe, 1, 0) ;
ishtfmpl = IIf(ismpl == ismpltfe, 1, 0) ;
PlotShapes(ismphtfe *shapeSmallSquare, Clrmph , 0, He, 12) ;
PlotShapes(ismpltfe *shapeSmallSquare, Clrmpl, 0, Le, -12) ;
showhtflvls = ParamToggle("Show HTF levels", "No|Yes", 1) ;
Clrhtflvl = colorPaleGreen ;
//mphhtf = ValueWhen(ismphtfe , He, 1) ;
//mplhtf = ValueWhen(ismpltfe , Le, 1) ;
//Plot(2, "", IIf(ismph , colorBlue, IIf(ismpl, colorRed, colorGrey40)), styleArea|styleOwnScale, 0, 100) ;
//Plot(4, "", IIf(ishtfmph , colorBlue, IIf(ishtfmpl , colorRed, colorGrey40)), styleArea|styleOwnScale, 0, 100) ;
if (showhtflvls )
{
mphhtf = ValueWhen(ismphtfe , He, 1) ;
mplhtf = ValueWhen(ismpltfe , Le, 1) ;
x = LineArray(0, SelectedValue(mphhtf), (BarCount-1), SelectedValue(mphhtf));
Plot(x, "", Clrhtflvl ,styleLine| styleDots);
x = LineArray(0, SelectedValue(mplhtf), (BarCount-1), SelectedValue(mplhtf));
Plot(x, "", Clrhtflvl ,styleLine| styleDots);
}
//Plot(2, "", IIf(ismphtfe , colorRed, IIf(ismpltfe , colorBlue, colorGrey40)), styleArea|styleOwnScale, 0, 100) ;
//Plot(4, "", IIf(ismph, colorRed, IIf(ismpl , colorBlue, colorGrey40)), styleArea|styleOwnScale, 0, 100) ;
_SECTION_END();
// Using Ratio 0-10 will make optimize loops impossiblly huge :)
// Range 0 to 1 makes it the type of - OFF / ON For every MA
// i.e 0 = Exclude & 1 = Include that type of MA
_SECTION_BEGIN("SUPER_MA");
R1 = Optimize("EMA RATIO",Param("EMA RATIO",1,0,10,1),0,1,1);
R2 = Optimize("DEMA RATIO",Param("DEMA RATIO",1,0,10,1),0,1,1);
R3 = Optimize("TEMA RATIO",Param("TEMA RATIO",1,0,10,1),0,1,1);
R4 = Optimize("WMA RATIO",Param("WMA RATIO",1,0,10,1),0,1,1);
R5 = Optimize("HMA RATIO",Param("HMA RATIO",1,0,10,1),0,1,1);
R6 = Optimize("MA RATIO",Param("MA RATIO",1,0,10,1),0,1,1);
R7 = Optimize("Wilder RATIO",Param("Wilder RATIO",1,0,10,1),0,1,1);
R8 = Optimize("LinReg RATIO",Param("LinReg RATIO",1,0,10,1),0,1,1);
s = R1+R2+R3+R4+R5+R6+R7+R8;
function SuperMA(P, n)
{
m1 = EMA(P,n); m2 = DEMA(P,n); m3 = TEMA(P,n);
m4 = WMA(P,n); m5 = HMA(P,n); m6 = MA(P,n);
m7 = Wilders(P,n); m8 = LinearReg(P,n);
m = (R1*m1+R2*m2+R3*m3+R4*m4+R5*m5+R6*m6+R7*m7+R8*m8)/s;
return m;
}
Len = Optimize("PERIOD",Param("PERIOD",60,2,99,1),25,90,5);
SMA_C = SuperMA(C,Len); SMA_O = SuperMA(O,Len);
SMA_H = SuperMA(H,Len); SMA_L = SuperMA(L,Len);
Col = IIf(SMA_C > SMA_O,colorBlue,colorRed);
Plot(SMA_H,"SMA_H",Col,styleThick);
Plot(SMA_L,"SMA_L",Col,styleThick);
_SECTION_END();
_SECTION_BEGIN("SYSTEM");
SetPositionSize(75,4);
Buy1 = SMA_C > SMA_O AND C > SMA_H; Short1 = SMA_C < SMA_O AND C < SMA_L;
Sell1 = SMA_C < SMA_O AND C < SMA_L; Cover1 = SMA_C > SMA_O AND C > SMA_H;
Sellpivot = ValueWhen(Buy1,Ref(mplhtf,-1)); Coverpivot = ValueWhen(short1,Ref(mphhtf,-1));
Buypivot = ValueWhen(Buy1,Ref(mphhtf,-1)); shortpivot = ValueWhen(short1,Ref(mplhtf,-1));
Buy = Buy1 AND Cross(C,Buypivot);
Short = Short1 AND Cross(Shortpivot,C);
Sell= Sell1 AND Cross(Sellpivot,C);
Cover = Cover1 AND Cross(C,Coverpivot);
Buy = ExRem(Buy,Sell); Short = ExRem(Short,Cover);
Sell = ExRem(Sell,Buy); Cover = ExRem(Cover,Short);
PlotShapes(Buy+2*Sell,colorWhite,0,IIf(Buy,L,H),-30);
_SECTION_END();
Last edited:
oldtrader ji,
here I have combined happy ji's superMA with visual pivots(minor pivots of higher tf).
for consistency loaded nf data since jan 2015-may 2016.
since it was repainting, added ref in buy/sell condition.
pls backtest as it is with default parameters first.
there are lot of params in visual pivots, so if u want to optimize look for tf factor param, default is 3. I wont recommend above 5. don't optimize any other param, its of no use, I think.
my swing results for 7tf nf.
pls backtest and let us know the results.
keeping my fingers crossed.
edit: I m not sure abt the logical accuracy of the code. .
here I have combined happy ji's superMA with visual pivots(minor pivots of higher tf).
for consistency loaded nf data since jan 2015-may 2016.
since it was repainting, added ref in buy/sell condition.
pls backtest as it is with default parameters first.
there are lot of params in visual pivots, so if u want to optimize look for tf factor param, default is 3. I wont recommend above 5. don't optimize any other param, its of no use, I think.
my swing results for 7tf nf.
pls backtest and let us know the results.
keeping my fingers crossed.
edit: I m not sure abt the logical accuracy of the code. .
| Thread starter | Similar threads | Forum | Replies | Date |
|---|---|---|---|---|
| D | Which is best Swing trading in stocks or FnO? | General Trading & Investing Chat | 4 | |
| R | Free courses on Swing Trading | Swing Trading | 3 | |
|
What is swing trading? | Swing Trading | 3 | |
| D | Shared Learning: Swing Trading Wisdom for the Indian Market | Swing Trading | 0 | |
| S | Economics of Swing vs Day Trading | Swing Trading | 0 |
Similar threads
-
Which is best Swing trading in stocks or FnO?
- Started by debanrc
- Replies: 4
-
-
-
Shared Learning: Swing Trading Wisdom for the Indian Market
- Started by DeronWagner
- Replies: 0
-