Jump to content

[REQ] John Clayburg indicators


smithee

Recommended Posts

In a Forum a few years ago, a user wrote:

 

"Before spending $7500, you should research this on the Tradestation forum under the Clayburg DDF thread by Stratman which has some equivalent free open source code and discussion on the profitability and backtesting.

I am assuming you are already a Tradestation user and have access to that forum because the Clayburg system ran originally on TS."

 

 

If someone can access the Tradestation Forum, they could share the free open source code, contained in the thread: Clayburg DDF by Stratman.

 

 

 

Link to comment
Share on other sites

 

Thank you FXWallabie and...I imported into Tradestation 2000i only the 2 files: Jfc_ind.ela and Clauburg.ela, which contain

only Indicators and Functions, and they work; I sent them to a friend and he confirmed that they also work with Tradestation 8.

 

This is the indicator: John Clayburg's Directional Day Filter, it works (giving a true reading) only on a 5-minute chart.

It has two inputs, depending on which timezone your in, set the first one to the close of the 1st 5 min bar and the endtime input to the 60 min mark ( eg. 0935/1030 EST, 1435/1530 UK ).

 

----------------------------------------------------------------------

 

{Directional Day Filter - by John Clayburg }

 

 

Inputs:

 

FiveMinutes(0935),Endtime(1030),UpColor(Blue), DnColor(Red);

 

Vars: Color(0),HH(0),LL(0),Avg(0),VertTL(0),Midp(0);

 

 

if time = fiveminutes then begin

 

HH = High;

 

LL = Low;

 

end;

 

 

if time <=endtime then begin

 

if high > HH then HH = High;

 

if Low < LL then LL = Low;

 

end;

 

 

if time = Fiveminutes then

 

avg = (high-Low)/2 + Low;

 

 

if time =endtime then Value1 = average((H+L+C)/3,12);

 

 

if avg < value1 then color = UpColor;

 

if avg > value1 then color = DnColor;

 

if avg = value1 then color = Yellow;

 

 

 

If time = endtime then begin

 

VertTL = TL_New(Date,endtime,LL,Date,Endtime,HH);

 

TL_SetColor(VertTL,Color);

 

TL_setsize(VertTL,1);

 

end;

 

 

if time >=endtime and time < sessionendtime(0,1) then

 

Plot1(avg,"5MinAvg",Color);

 

 

if time = endtime then begin

 

Plot1[1](avg,"5MinAvg",Color);

 

Plot1[2](avg,"5MinAvg",Color);

 

Plot1[3](avg,"5MinAvg",Color);

 

Plot1[4](avg,"5MinAvg",Color);

 

Plot1[5](avg,"5MinAvg",Color);

 

Plot1[6](avg,"5MinAvg",Color);

 

Plot1[7](avg,"5MinAvg",Color);

 

Plot1[8](avg,"5MinAvg",Color);

 

Plot1[9](avg,"5MinAvg",Color);

 

Plot1[10](avg,"5MinAvg",Color);

 

Plot1[11](avg,"5MinAvg",Color);

 

end;

 

 

if time >=fiveminutes and time < endtime then

 

plot2(avg,"avg",Magenta);

 

-------------------------------------------------------------------

 

(You see the image):

 

hxxps://postimg.cc/CB69QYjC

 

 

 

 

 

 

 

 

 

 

Edited by Azazel
Link to comment
Share on other sites

  • 6 months later...

John Clayburg Indicators and Manuals:

[spoiler=Clayburg]https://www.mediafire.com/file/v2wrc6j6jcdc87a

 

I don't have TS installed so not sure what indicators are included in the els file but these manuals are included:

 

Manuals:

JFC Cluster Indicator

JFC Directional Day Filter Indicator

JFC Entry Point Indicator

JFC Exhaustion Indicators 1 & 2

JFC Intraday Hi-Lo Indicator

JFC Market Direction Indicator

JFC Reversal Indicator

JFC Real Time Pivot Indicator

JFC Real Time Range Indicator

JFC Reversal Indicator

JFC Volatility Stop Indicator

 

 

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.



×
×
  • Create New...