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- _SECTION_BEGIN("Ensign Volatility Stop");
- // Ensign Volatility Stop
- // get the multiple of 9 period EMA of ATR_Ensign
- k=Param("multiplication factor", 1,0.5,5,0.1);
- period=k*9;
- VS_raw = 2.5 * EMA(ATR(1), period);
- // for longs, VS line is below price
- loline = VS_below_price = HHV(Close, period) - VS_raw;
- // for shorts, VS line is above price
- hiline = VS_above_price = LLV(Close, period) + VS_raw;
- between = IIf (C < hiline AND C > loline, 1, 0);
- up = IIf(C > hiline OR (H > Ref(H, -1) AND H > hiline), 1, 0);
- dn = IIf(C < loline OR (L < Ref(L, -1) AND L < loline), 1, 0);
- upcond = IIf(between AND BarsSince(up) < BarsSince(dn) , 1, 0);
- dncond = IIf(between AND BarsSince(dn) < BarsSince(up) , 1, 0);
- upline = IIf(up OR upcond, loline, Null);
- dnline = IIf(dn OR dncond, hiline, Null);
- Plot(C, "", colorLightGrey, styleBar);
- Plot(upline, "", colorRed, styleStaircase) ;
- Plot(dnline, "", colorGreen, styleStaircase) ;
- Buy=upline;
- Sell=dnline;
- Buy=ExRem(Buy,Sell);
- Sell=ExRem(Sell,Buy);
- PlotShapes(Buy*shapeUpArrow,colorGreen);
- PlotShapes(Sell*shapeDownArrow,colorRed);
複製代碼
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