Autor: Sakamoto
Data: 31-12-2003 06:23
var x: float;
PlotSeries( SMASeries( #Close, 50 ), 0, #Red, #Thin );
x := SMA( BarCount - 1, #Close, 50 );
DrawText( 'SMA(50) ' + FormatFloat( '#,##0.00', x ), 0, 4, 45, #Red, 8 );
PlotSeries( ParabolicSeries( 0.020, 0.020, 0.200 ), 0, 905, #Dots );
x := Parabolic( BarCount - 1, 0.020, 0.020, 0.200 );
DrawLabel( 'Parabolic(0.020,0.020,0.200) ' + FormatFloat( '#,##0.00', x ), 0 );
var xH: float;
var xL: float;
PlotSeries( HighestSeries( #High, 20 ), 0, 966, #Thick );
PlotSeries( LowestSeries( #Low, 20 ), 0, 669, #Thick );
xH := Highest( BarCount - 1, #High, 20 );
xL := Lowest( BarCount - 1, #Low, 20 );
DrawText( 'High/Low Channel(20) ' + FormatFloat( '#,##0.00', xH ) + ', ' + FormatFloat( '#,##0.00', xL ), 0, 4, 65, 444, 8 );
var xAccumDist: float;
var Pane1: integer; Pane1 := CreatePane( 70,false,true );
PlotSeries( AccumDistSeries, Pane1, #Teal, #Thick );
PlotSeries( SMASeries( AccumDistSeries, 20 ), Pane1, 555, #Thin );
xAccumDist := AccumDist( BarCount - 1 );
DrawText( 'AccumDist ' + FormatFloat( '#,##0', xAccumDist ), Pane1, 4, 4, #Teal, 8 );
xAccumDist := SMA( BarCount - 1, AccumDistSeries, 20 );
DrawText( 'SMA(20) ' + FormatFloat( '#,##0', xAccumDist ), Pane1, 4, 14, 555, 8 );
var nDM: integer;
var xDM: float;
var Pane2: integer; Pane2 := CreatePane( 125,true,true );
PlotSeries( DIPlusSeries( 14 ), Pane2, 060, 0 );
PlotSeries( DIMinusSeries( 14 ), Pane2, 800, 0 );
PlotSeries( ADXSeries( 14 ), Pane2, 009, 2 );
PlotSeries( ADXRSeries( 14 ), Pane2, 005, 1 );
DrawText( 'Directional Movement(14)', Pane2, 4, 4, 000, 10 );
nDM := BarCount - 1;
xDM := DIPlus( nDM, 14 );
DrawText( 'DI+ ' + FormatFloat( '#,##0.00', xDM ), Pane2, 4, 20, 060, 8 );
xDM := DIMinus( nDM, 14 );
DrawText( 'DI- ' + FormatFloat( '#,##0.00', xDM ), Pane2, 4, 32, 800, 8 );
xDM := ADX( nDM, 14 );
DrawText( 'ADX ' + FormatFloat( '#,##0.00', xDM ), Pane2, 4, 44, 009, 8 );
xDM := ADXR( nDM, 14 );
DrawText( 'ADXR ' + FormatFloat( '#,##0.00', xDM ), Pane2, 4, 56, 005, 8 );
var xWR: float;
var Pane3: integer; Pane3 := CreatePane( 80,true,true );
PlotSeries( WilliamsRSeries( 14 ), Pane3, #Green, #Thick );
xWR := WilliamsR( BarCount - 1, 14 );
DrawText( 'Williams%R(14) ' + FormatFloat( '#,##0.00', xWR ), Pane3, 4, 4, #Green, 8 );
var Bar, TrendPane: integer;
{ Create Trend Pane }
TrendPane := CreatePane( 75, TRUE, TRUE );
DrawText( 'Trend Pane', TrendPane, 8, 4, #red, 10 );
Drawtext( 'SMA 200 slope', TrendPane, 8, 16, 822, 10 );
Drawtext( 'SMA 100 slope', TrendPane, 8, 38, #blue, 10 );
{ Plot Indicators }
PlotSeries( ROCSeries(SMASeries( #close, 200),10), TrendPane, 500, 0 );
PlotSeries( ROCSeries(SMASeries( #close, 100),10), TrendPane, #Blue, 0 );
PlotSeries( SMASeries( #close, 15), 0, 228, 1 );
DrawHorzLine( 0, TrendPane, #red, 2 );
{ Install AutoStops }
InstallProfitTarget( 5 );
InstallStopLoss( 10 );
{ Change profit target to 5 for the DOW... less volitility! }
{ SetSharecap( 5000 ); }
{ Implement Trading Rules }
for Bar := 212 to BarCount() - 1 do
begin
ApplyAutoStops( Bar );
if LastPositionActive() then
begin
if PositionLong( LastPosition() ) then
begin
{ exit if end of long term trend }
if ROC( Bar, SMASeries(#close, 100 ),10) < 0 then
SellAtMarket( Bar + 1, LastPosition(), 'Trend end' );
end
else
begin
if ROC( Bar, SMASeries(#close, 100 ),10) > 0 then
CoverAtMarket( Bar + 1, LastPosition(), 'Trend end' );
end;
end
else
begin
{ Screen #1 -- Long term trend ( tide ) }
if ( ROC( Bar, SMASeries(#close, 200 ),10) > 0 ) then
begin
{ Screen #2 -- Short term setup ( wave ) }
if ( CrossUnder(Bar, #low, SMASeries( #close, 15)) )
AND ( ROC( Bar, SMASeries(#close, 100 ),10) > 0 )
AND ( ROC( Bar, adxSeries(14), 10) > 0 )
{ Screen #3 -- Confirming entry ( ripple ) }
then BuyAtLimit( Bar+1, PriceHigh( Bar ) + 0.10,'');
end;
if ( ROC( Bar, SMASeries(#close, 200 ),10) < 0 ) then
begin
if ( CrossOver(Bar, #high, SMASeries( #close, 15)))
AND ( ROC( Bar, SMASeries(#close, 100 ),10) < 0 )
AND ( ROC( Bar, adxSeries(14), 10) > 0 )
then ShortAtLimit( Bar+1, PriceLow( Bar ) - 0.10,'');
end;
end;
end;
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