Raccolta di T.S. per Visual Trader

Var: xvol(0),bn(0),minim(0),massim(0),BALANCE,ZONA1;
Var: max1,min1,medio1;

if isfirstbarday then
xvol=0;bn=0;minim=0;massim=0;endif;

max1=eod.h;
min1=eod.l;
medio1 = (max1+min1)/2;

if xvol < minim then minim = xvol;endif;
if xvol > massim then massim = xvol;endif;

if c > c[1] then xvol=xvol+v;bn=1;endif;
if c < c[1] then xvol=xvol-v;bn=2;endif;
if c = c[1] and bn=1 then xvol=xvol+v;endif;
if c = c[1] and bn=2 then xvol=xvol-v;endif;

balance=(minim+massim)/2;
ZONA1=CREATEVIEWPORT (600, TRUE, TRUE);
plotchart(XVOL,ZONA1,COLUPDOWNVAL, solid, 2);
plotchart(MASSIM,ZONA1,BLACK, solid, 2);
plotchart(MINIM,ZONA1,BLACK, solid, 2);
plotchart(BALANCE,ZONA1,BLACK, solid, 2);
plotchart(medio1,0,BLACK, solid, 2);
plotchart(max1,0,BLACK, solid, 2);
plotchart(min1,0,BLACK, solid, 2);

if c>medio1 and xvol<balance then colorbar(gray);endif;
if c<medio1 and xvol>balance then colorbar(gray);endif;
if c<medio1 and xvol<balance then colorbar(red);endif;
if c>medio1 and xvol>balance then colorbar(lime);endif;

{******************************************************************************
* TS KAGI
trading system che ricostruisce i livelli del grafico kagi
il segnale è generato quando nel kagi la linea cambia colore
******************************************************************************}

Input: valkagi(0.25);                              //valore indicatore
Var: invl, invs;                                   //livelli inversione kagi
Var: deltas, deltal;                               //distanza dai livelli di inversione
Var: newmax, newmin;                               //nuovi livelli estremi
Var: segnaleprecedente, golong, goshort, goflat;   //segnali{}
Input: stoploss(0),                                //livello stop loss percentuale (facoltativo)
       trailprofit(0),                             //livello trailing profit percentuale (facoltativo)
       trailprofitandreverse(0.5),                 //livello trailing profit&reverse percentuale (facoltativo)
       takeprofit(0);                              //livello take profit percentuale (facoltativo)
Var: pausa, controllopausa(1);                     //pausa: inserire 1 per il controllo degli orari, 0 per nessun controllo
Input: inizio(0930);                               //ora di inizio trading, prima segnali inibiti
Input: fine(1700);                                 //ora di fine trading, dopo segnali inibiti
Input: chiusura(1720);                             //ora di chiusura delle posizioni

SetTickMin(5);
RoundTickMin(true);

golong = 0;                                        //azzeramento contatori
goshort = 0;
goflat = 0;
pausa = 0;
   {    }
if c>newmax then newmax=c;                         //aggiornamento estremi
endif;
if c<newmin then newmin=c;
endif;

deltas = newmax*((100-valkagi)/100);               //calcolo livelli di inversione
deltal = newmin*((100+valkagi)/100);

if c < deltas and c[1] >= deltas then              //aggiornamento per inversione short
invs = newmax;
newmin = c;
endif;
if c > deltal and c[1] <= deltal then              //aggiornamento per inversione long
invl = newmin;
newmax = c;
endif;
     {   }
if (c>invs) and (c[1]<=invs) then golong=1;        //segnali
endif;
if (c<invl) and (c[1]>=invl) then goshort=1;
endif;

if stoploss<>0 then installstoploss (inperc, stoploss, "SL", CHECKCLOSE + EXITONLYIFCLOSEON);
endif;
if takeprofit<>0 then installtakeprofit (inperc, takeprofit, "TP");
endif;
if trailprofit<>0 then installtrailingprofit (inperc, 0, trailprofit, "trail", CHECKCLOSE + EXITONLYIFCLOSEON);
endif;
if trailprofitandreverse<>0 then installtrailingprofitandreverse (inperc, 0, trailprofitandreverse, "trail", CHECKCLOSE + EXITONLYIFCLOSEON);
endif;

if (t<inizio or t>fine) or (t>1200 and t<1200) then
   if controllopausa = 1 then
   pausa=1;
   endif;
endif;

if t>=chiusura then
goflat=1;
golong=0;
goshort=0;
endif;

SECTION_ENTERLONG:
if golong=1 then
exitshort (nextbar, atopen);
if pausa=0 then enterlong (nextbar, atopen);
segnaleprecedente=1;
endif;
endif;
END_SECTION

SECTION_EXITLONG:
if goshort=1 then
exitlong (nextbar, atopen);
if pausa=0 then entershort (nextbar, atopen);
segnaleprecedente=-1;
endif;
endif;

if goflat=1 then exitlong (nextbar, atopen);
endif;
END_SECTION

SECTION_ENTERSHORT:
if goshort=1 then
exitlong (nextbar, atopen);
if pausa=0 then entershort (nextbar, atopen);
segnaleprecedente=-1;
endif;
endif;
END_SECTION

SECTION_EXITSHORT:
if golong=1 then
exitshort (nextbar, atopen);
if pausa=0 then enterlong (nextbar, atopen);
segnaleprecedente=1;
endif;
endif;

if goflat=1 then exitshort (nextbar, atopen);
endif;
END_SECTION

plotchart (invs, 0, green, solid, 1);
plotchart (invl, 0, red, solid, 1);
plotchart (deltas, 0, green, dot, 1);
plotchart (deltal, 0, red, dot, 1);

var: percentom,indzona1;

percentom=abs(((openm-c)/c)*100);


PlotChart(openm,0,black,solid,3);
PlotChart(highm,0,green,solid,3);
PlotChart(lowm,0,red,solid,3);


indzona1 = Createviewport(600);
PlotChart(Percentom,indzona1,blue,solid,2);
DrawText(NEWOGG,indzona1 , D,percentom , "% open mese",percentom , red, 20, 1+4,Alright);

var: NumTickDD(5);  // numero di tick in draw down, da togliere al nostro segnale d'ingresso
var: condizioneLong, condizioneShort, miosegnale;

condizioneLong = C > C[1] and C > C[2] and C > C[3];
condizioneShort = C < C[1] and C < C[2] and C < C[3];




colorbar(gray);

if PositionDir <> 1 then
   if condizioneLong then
      miosegnale = addtick(C, -NumTickDD);
      colorbar(green);

      // Esegue l'ordine LONG quando il prezzo viene raggiunto o è inferiore (<= prezzo) (limit).
      enterlong(nextbar, miosegnale, limit);
   endif;
endif;

if PositionDir <> -1 then
   if condizioneShort then
      miosegnale = addtick(C, NumTickDD);
      
      colorbar(red);

      // Esegue l'ordine SHORT quando il prezzo viene raggiunto o è superiore (>= prezzo) (limit).
      entershort(nextbar, miosegnale, limit);
   endif;
endif;

var: media3frame,indzona1;

media3frame=(((openm+highm+lowm)/3)+((openw+highw+loww)/3)+((opend+highd+lowd)/3))/3;

indzona1 = Createviewport(700);
PlotChart(media3frame,indzona1,red,solid,2);
PlotChart(c,indzona1,black,solid,2);

var: mioadx,miopdx,miondx,cond1,cond2,cond2a,cond3,cond4,cond5,cond6,cond7,cond8,cond9,cond10,cond11,cond12,cond13,cond14,pullbacklong,pullbackshort,indzona1,indzona2,indzona3,pista,mmpista,condplong,condpshort;
mioadx=dmadx(c,10);
miopdx=dmpdx(c,10);
miondx=dmndx(c,10);
pista=pistaciclica(c,25);
mmpista=mov(pista,20,s);
condplong=pista>mmpista;
cond1=mioadx>25;
cond2=miopdx>miondx;
cond3=h<h[1] and h[1]<h[2];
cond4=h<h[1] and h[1]<h[2] and h[2]<h[3];
cond5=h<h[1] and h[1]<h[2] and h[2]<h[3] and h[3]<h[4];
cond6=h<h[1] and h[1]<h[2] and h[2]<h[3] and h[3]<h[4] and h[4]<h[5];
cond7=h<h[1] and h[1]<h[2] and h[2]<h[3] and h[3]<h[4] and h[4]<h[5] and h[5]<h[6];
cond8=h<h[1] and h[1]<h[2] and h[2]<h[3] and h[3]<h[4] and h[4]<h[5] and h[5]<h[6] and h[6]>h[7];
pullbacklong=cond1 and cond2 and condplong and (cond3 or cond4 or cond5 or cond6 or cond7 or cond8);

condpshort=pista<mmpista;
cond2a=miondx>miopdx;
cond9=l>l[1] and l[1]>l[2];
cond10=l>l[1] and l[1]>l[2] and l[2]>l[3];
cond11=l>l[1] and l[1]>l[2] and l[2]>l[3] and l[3]>l[4];
cond12=l>l[1] and l[1]>l[2] and l[2]>l[3] and l[3]>l[4] and l[4]>l[5];
cond13=l>l[1] and l[1]>l[2] and l[2]>l[3] and l[3]>l[4] and l[4]>l[5] and l[5]>l[6];
cond14=l>l[1] and l[1]>l[2] and l[2]>l[3] and l[3]>l[4] and l[4]>l[5] and l[5]>l[6] and l[6]<l[7];
pullbackshort=cond1 and cond2a and condpshort and (cond9 or cond10 or cond11 or cond12 or cond13 or cond14);
Indzona1=CreateViewport(100,0,true);
PlotChart(pullbacklong,Indzona1,green,solid,1);
Indzona2=CreateViewport(100,0,true);
PlotChart(pullbackshort,Indzona2,red,solid,1);
indzona3=createviewport(100,0,true);
plotchart(pista,indzona3,green,solid,1);
plotchart(mmpista,indzona3,red,solid,1);

var:mioadx,miopdx,miondx,cond1,cond2,cond3,sma4,oops,r5,top,cond5,windows,indzona1;
var:pista,mmpista,condplong,condpshort,indzona3;
pista=pistaciclica(c,25);
mmpista=mov(pista,20,s);
condplong=pista>mmpista;
condpshort=pista<mmpista;
mioadx=dmadx(c,10);
miopdx=dmpdx(c,10);
miondx=dmndx(c,10);
sma4=mov(c,4,s);
cond1=mioadx>25;
cond2=miopdx>miondx;
cond3=h<sma4;
oops=c>o;
r5=r/100*10;
top=h-r5;
cond5=c>top;
windows=cond1 and cond2 and cond3  and oops and cond5 and condplong;

Indzona1=CreateViewport(300,0,true);
PlotChart(windows,Indzona1,green,solid,1);
Indzona3=CreateViewport(100,0,true);
PlotChart(pista,Indzona3,green,solid,1);
PlotChart(mmpista,Indzona3,red,solid,1);

var: media1,media2,media3,media4,media5,media6,media7,media8,parmedia(30),parmedia1(10),signtrix,trix,zona;
//--- per enter / exit
Var:  k_pos(7), colore, stato, ingresso;
var: Line0;
var: myequity, mediaeq, condLong, condShort, myeqopclosed,zona_s,zona_d;

// linea dello zero, per plottarla devo fare un vettore con tutti zeri
Line0 = Constval(0);

myeqopclosed = getReport(EQOPCLOSED);
myequity = getReport(TOTNETPROFIT); // Estraggo il valore di equity attuale
mediaeq = MOV(myequity, 30, S);  // Faccio la media dell'equity


media1 = mov(C,parmedia,s);
media2 = mov (media1,parmedia,s);
media3 = mov (media2,parmedia,s);
media4 = mov (media3,parmedia,s);
trix = (media4[0] - media4[1]) / media4[1];
media5 = mov(C,parmedia1,e);
media6 = mov (media5,parmedia1,e);
media7 = mov (media6,parmedia1,e);
media8 = mov (media7,parmedia1,e);
signtrix = (media8[0] - media8[1]) / media8[1];


if positiondir <> 1 then
if signtrix > 0 and crossover (signtrix, trix) then
enterlong (nextbar,atopen);
colore = green; ingresso = C;
   DrawVLine(NEWOGG, 0, GetDate, green, 1, 0);
   DrawText(NEWOGG, 0, D, addtick(ingresso, - k_pos), "  Ln",  ingresso, colore, 11, 1+4, 1);
   endif; endif;

If positiondir <> -1  then
if  signtrix < 0 and crossunder (signtrix, trix) then
entershort (nextbar,atopen);
colore = red; ingresso = C;
   DrawText(NEWOGG, 0, D, addtick(ingresso, k_pos), "  Sh",  ingresso, colore, 11, 1+4, 1);
   DrawVLine(NEWOGG, 0, GetDate, red, 1, 0);
   endif; endif;

colorbar(colore);

zona = CreateViewport(200, 0, true);
plotchart(trix, zona, red, solid, 3);
plotchart(signtrix, zona, green, solid, 3);

//plotchart(media1, 0, red, solid, 3);
DrawHLine (NEWOGG, zona, Line0, fuchsia, 2, 0); // linea dello zero

// disegno l'equity e la sua media
zona_s = CreateViewport(200, 0, true);
plotchartNoZero(myequity, zona_s, green, solid, 2);
plotchartNoZero(mediaeq, zona_s, red, solid, 2);
plotchartNoZero(myeqopclosed, zona_s, black, solid, 3);

zona_d = CreateViewport(100, 0, true);
if positiondir = 1 then
  // DrawVLine(NEWOGG, 0, GetDate, green, 1, 0);
   PlotChart( 1, zona_d, green, istogramma, 2) ;
   endif;
if positiondir = -1 then
  // DrawVLine(NEWOGG, 0, GetDate, red, 1, 0);
   PlotChart( -1, zona_d, red, istogramma, 2) ;
   endif;

{***************************************** 
TS ideato da EOD
semplice idea di partenza da migliorare.
[U]versione 1[/U]*************************************** }


Var: miavar(0),MioMACD0,MioMACDSIGN1;

MioMACD0 = MACD(C, 42, 168);
MioMACDSIGN1 = MACDSIGN(C, 42, 168, 42);

SECTION_ENTERLONG:
if (MioMACD0 > MioMACDSIGN1) then
   EnterLong(NextBar, AtOpen);
endif;

END_SECTION

SECTION_EXITLONG:
if (MioMACD0 < MioMACDSIGN1) then
   EXITLONG(NextBar, AtOpen);
endif;

END_SECTION

Var: volp(0), voln(0), expo9(0), expo5(0), op3(0), cumpos(0), cumneg(0);   		
Var: indzona1(0);


volp=PVI (C,9);
voln=NVI (C);
op3=OP(volp,voln,add);
expo5=ExpSmooth (op3, 5);
expo9=ExpSmooth (expo5, 7);


if expo9>=expo9[1]
then cumpos=cumpos+V;
else cumpos=0;
endif;

if expo9<expo9[1]
then cumneg=cumneg+V;
else cumneg=0;
endif;

indzona1=CreateViewport(100, 0, true);

PlotChart(cumpos, Indzona1, green, istogramma, 2);
PlotChart(cumneg, Indzona1, red, istogramma, 2);

Var: x(10),y(30);
Var: cv2,cv3,cv5,cv5y,CC,CC11,CC22,CC3,KK,ZZ,K,alpha,alphaK,ZK,Vydia;
Var: x1(30),y1(90);
Var: cv21,cv31,cv51,cv5y1,CC1,CC111,CC221,CC31,KK1,ZZ1,K1,alpha1,alphaK1,ZK1,Vydia1;

///////////////////////     Vydia   ///////////////////////////
cv2=constval(2);
cv3=constval(3);
cv5=constval(5);
cv5y=5*y;

CC=OP(cv2,Open,mul);
CC11=OP(cv3,Close,mul);
CC22=OP(CC,CC11,add);
CC3=OP(CC22,cv5,divis);
KK=stddev(CC3,y);
ZZ=stddev(CC3,cv5y);
K=KK/ZZ;
alpha=(2/(x+1)); // (2/(x+1)  ok
alphak=(alpha*K);
ZK=(1-alphak);
Vydia=(CC3*alphak)+(Vydia[1]*ZK);
PlotChart(vydia,0, red, solid, 2);

///////////////////////    Vydia 1  ///////////////////////////
cv21=constval(2);
cv31=constval(3);
cv51=constval(5);
cv5y1=5*y1;

CC1=OP(cv21,Open,mul);
CC111=OP(cv31,Close,mul);
CC221=OP(CC1,CC111,add);
CC31=OP(CC221,cv51,divis);
KK1=stddev(CC31,y1);
ZZ1=stddev(CC31,cv5y1);
K1=KK1/ZZ1;
alpha1=(2/(x1+1)); // (2/(x+1)  ok
alphak1=(alpha1*K1);
ZK1=(1-alphak1);
Vydia1=(CC31*alphak1)+(Vydia1[1]*ZK1);
PlotChart(vydia1,0, blue, solid, 2);