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Req: Multicharts Trading system


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{for: Strategy Oddball }

 

 

Function: RateOfChange

 

 

inputs: Price( numericseries ), Length( numericsimple ) ;

 

if Price[Length] <> 0 then

RateOfChange = ( Price / Price[Length] - 1 ) * 100

else

RateOfChange = 0 ;

 

...........................

 

Strategy: Oddball

 

 

Inputs: RL(7), BZ(2), RL2(7), SZ(2);

 

 

If RateOFChange(Close,RL)>BZ Then Buy this bar at close ;

 

If RateOFChange(Close,RL2)<SZ Then Sellshort this bar at close;

 

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

 

Strategy: Ares

 

 

Input:n1(5),n2(20);

 

 

if c>c[n1] and c<c[n2] then buy next bar at market;

 

if c<c[n1] and c>c[n2] then sellshort next bar at market;

 

 

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

 

Strategy: Urval

 

input: ptarget (13), stopl (9);

variables: profitprice (0), stopprice (0);

 

if h[1] > o[1] AND o[1] > h[0] AND h[0] > o[0] AND o[0] >

c[1] AND c[1] > l[1] AND l[1] > c[0] AND c[0] > l[0] then

begin

buy next bar at open;

if Marketposition = 0 then begin

profitprice = O of tomorrow * (1+ptarget/100);

stopprice = O of tomorrow * (1-stopl/100);

sellshort next bar at profitprice limit;

sellshort next bar at stopprice stop;

end;

end;

if Marketposition= 1 then begin

profitprice= entryprice * (1 + ptarget/100);

stopprice= entryprice * (1 - stopl/100);

sellshort next bar at profitprice limit;

sellshort next bar at stopprice stop;

end;

 

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

 

Strategy: RSI LE and SE

 

 

inputs: Price( Close ), Length( 9 ), OverSold( 35 ), OverBought( 55 ) ;

variables: MyRSI( 0 ) ;

 

MyRSI = RSI( Price, Length ) ;

 

if Currentbar > 1 and MyRSI crosses over OverSold then Buy ( "RsiLE" ) next bar at market ;

 

if Currentbar > 1 and MyRSI crosses under OverBought then SellShort ( "RsiSE" ) next bar at market ;

 

..................................

 

The Function: RSI should already be in Multicharts, otherwise you can use this:

 

 

Function: RSI

 

{ Relative Strength Index; note that the algorithm used here is a simpler and more

efficient mathematical equivalent of the original Wilder algorithm }

 

inputs:

Price( numericseries ),

Length( numericsimple ) ; { this input assumed to be a constant >= 1 }

 

variables:

NetChgAvg( 0 ),

TotChgAvg( 0 ),

Change( 0 ),

SF( 1 / Length ), { smoothing factor }

ChgRatio( 0 ) ;

 

if CurrentBar = 1 then

begin

NetChgAvg = ( Price - Price[Length] ) / Length ;

TotChgAvg = Average( AbsValue( Price - Price[1] ), Length ) ;

end

else

begin

Change = Price - Price[1] ;

NetChgAvg = NetChgAvg[1] + SF * ( Change - NetChgAvg[1] ) ;

TotChgAvg = TotChgAvg[1] + SF * ( AbsValue( Change ) - TotChgAvg[1] ) ;

end ;

 

if TotChgAvg <> 0 then

ChgRatio = NetChgAvg / TotChgAvg

else

ChgRatio = 0 ;

 

RSI = 50 * ( ChgRatio + 1 ) ;

 

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

 

 

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  • 4 weeks later...
  • 1 year later...

If there is no Function: BollingerBand in Multicharts, I will add it in the code

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

Inputs: bollingerLengths(50),liqLength(50),rocCalcLength(30);
Vars: upBand(0),dnBand(0),liqDays(50),rocCalc(0);

upBand = BollingerBand(Close,bollingerLengths,1.25);
dnBand = BollingerBand(Close,bollingerLengths,-1.25);
rocCalc = Close - Close[rocCalcLength-1]; {remember to subtract 1}
if(MarketPosition <> 1 and rocCalc > 0) then Buy("BanditBuy")tomorrow upBand
stop;
if(MarketPosition <>-1 and rocCalc < 0) then SellShort("BanditSell") tomorrow
dnBand stop;
if(MarketPosition = 0) then liqDays = liqLength;
if(MarketPosition <> 0) then
begin
liqDays = liqDays - 1;
liqDays = MaxList(liqDays,10);
end;

if(MarketPosition = 1 and barssinceentry>=6 and Average(Close,liqDays) < upBand) then
Sell("Long Liq") tomorrow Average(Close,liqDays) stop;

if(MarketPosition = -1 and barssinceentry>=6 and Average(Close,liqDays) > dnBand) then
BuyToCover("Short Liq") tomorrow Average(Close,liqDays) stop;

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Inputs: n1(12), n2(25), n3(12), n4(25);

If ADX(n1) > n2 and DMIPlus(14) > DMIMinus(14) and ((L<L[1] and L[1]<L[2] and L[2]<L[3]) {three lower lows} or (L[1]<L[2] and L[2]<L[3] and (H<H[1] and L>L[1])) {or two lower lows and an inside day} or ((L[2]>L[3] and H[2]<H[3]) and L<L[1] and L[1]<L[2])) {or an inside day and two lower lows} then buy this bar;

If ADX(n3) > n4 and DMIPlus(14) < DMIMinus(14) and ((H>H[1] and H[1]>H[2] and H[2]>H[3]) {three higher highs} or (H[1]>H[2] and H[2]>H[3] and (H<H[1] and L>L[1])) {or two higher highs and an inside day} or ((L[2]>L[3] and H[2]<H[3]) and H>H[1] and H[1]>H[2])) {or an inside day and two higher highs} then sellshort this bar;

 

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Inputs:AtrMult(3),AtrLen(21);
Vars:HClose(-99999),LClose(99999);

Value1=AtrMult*WAverage(TrueRange, AtrLen);
HClose=IFF(C>HClose,C,HClose);                            
LClose=IFF(C<LClose,C,LClose);                            

If CurrentBar=1 then Value2=HClose-Value1;
If C < Value2 then begin
    Value2=LClose+Value1;
    HClose=C;
End;
If C > Value2 then begin
    Value2=HClose-Value1;
    LClose=C;
End;
If Close crosses above Value2 then Buy this bar at close;
If Close crosses below Value2 then Sellshort this bar at close;

 

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 inputs: Per(3),Perc(0.05);
    vars: LevelLong(0),LevelShort(0);
    vars: BandWidth(0),Percentuale(0);

    LevelLong = HighestFC(H,Per);
    LevelShort = LowestFC(L,Per);
    BandWidth = BollingerBand(C,20,2)-BollingerBand(C,20,-2);
    Percentuale = Perc*C[1];

    if BandWidth<Percentuale then begin
       buy next bar LevelLong stop;
       sellshort next bar LevelShort stop;
    end;

 

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Inputs: RSI_Period(2), RSI_Overbought(10), RSI_OverSold(10), MA_Exit_Period(5), stop_loss(2000);

Variables: RSI_Value(0), Exit_MA(0);


RSI_Value = RSI(Close,RSI_Period);

Exit_MA = Average(Close, MA_Exit_Period);

If (RSI_Value <= RSI_Overbought) then buy this bar at close;

If (MarketPosition <> 0 ) And (Close > Exit_MA ) then sell this bar at close;


If (RSI_Value >= RSI_OverSold) then sellshort this bar at close;

If (MarketPosition <> 0 ) And (Close < Exit_MA ) then buytocover this bar at close;

SetStopLoss(stop_loss);

 

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Inputs: AvgPeriod1(17), AvgPeriod2(17), LRSlopePeriod(12);
    
    Variables:  TotalPrice(0), Trend(0), MAL(0), MAH(0), C1(false), C2(false);
   
    { calcs }
    TotalPrice = (O+H++L+C) / 4;
    MAL = Average(Low, AvgPeriod1);
    MAH = Average(High, AvgPeriod2);
    Trend = LinearRegSlope(TotalPrice, LRSlopePeriod);
    C1 = Trend[1] > 0;
    C2 = Trend[1] < 0;

    { long entry logic }
    If MarketPosition = 0 and C1 then
    Buy ("LE") next bar at MAL[1] Limit;

    { short entry logic }
    If MarketPosition = 0 and C2 then
    SellShort ("SE") next bar at MAH[1] Limit;

    { exits }
    If MarketPosition = 1 and C2 then
    Sell ("LX") next bar at MAH[1] Limit;

    If MarketPosition = -1 and C1 then
    BuyToCover ("SX") next bar at MAL[1] Limit;

 

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Input: Length(10), BrkOuts(2), TrailStp(6),  exit_proft(1000);

Vars: HighChannel(0), LowChannel(0), BreakOutCounter(0), BreakUnderCounter(0);

HighChannel = Highest( High , Length )[1];
LowChannel = Lowest( Low , Length )[1];

If High > HighChannel then Begin
    BreakOutCounter = BreakOutCounter+ 1;
    BreakUnderCounter = 0;
End;

If Low < LowChannel then Begin
    BreakUnderCounter = BreakUnderCounter + 1;
    BreakOutCounter= 0;
End;

If BreakOutCounter >= BrkOuts then Begin
    Buy this bar on Close;
    BreakOutCounter = 1;
End;
If BreakUnderCounter >= BrkOuts then Begin
    Sellshort this bar on Close;
    BreakUnderCounter = 1;
End;

{Sell next bar at Lowest( Low , TrailStp ) Stop;
Buytocover next bar at Highest( High , TrailStp ) Stop;}

SetProfitTarget (exit_proft);

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