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NMA SWING SYSTEM (參考看看)

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alexwang7777
發表於 10-6-18 14:54 | 顯示全部樓層 |閱讀模式
本帖最後由 alexwang7777 於 10-6-18 03:36 PM 編輯
  1. _SECTION_BEGIN("graph");
  2. SetChartOptions(0,chartShowArrows|chartShowDates);
  3. gxs=Param("GRAPH spaceing",10,5,50,5);
  4. GraphXSpace = gxs;
  5. strWeekday = StrMid("SunMonTueWedThuFriSat", SelectedValue(DayOfWeek())*3,3);
  6. _SECTION_END();
  7. _SECTION_BEGIN("NMA ");
  8. k = Optimize("K",Param("K",1.75,1,5,0.25),1,5,0.25);
  9. Per= Optimize("atr",Param("atr",10,3,30,1),3,30,1);
  10. j=(O+H+L+C)/4;
  11. nm= (H-L);
  12. rfsctor = WMA(nm, PER);
  13. revers = K * rfsctor;
  14. Trend = 1;
  15. NW[0] = 0;
  16. for(i = 1; i < BarCount; i++)
  17. {
  18. if(Trend[i-1] == 1)
  19. {
  20. if(j[i] < NW[i-1])
  21. {
  22. Trend[i] = -1;
  23. NW[i] = j[i] + Revers[i];
  24. }
  25. else
  26. {
  27. Trend[i] = 1;
  28. if((j[i] - Revers[i]) > NW[i-1])
  29. {
  30. NW[i] = j[i] - Revers[i];
  31. }
  32. else
  33. {
  34. NW[i] = NW[i-1];
  35. }
  36. }
  37. }
  38. if(Trend[i-1] == -1)
  39. {
  40. if(j[i] > NW[i-1])
  41. {
  42. Trend[i] = 1;
  43. NW[i] = j[i] - Revers[i];
  44. }
  45. else
  46. {
  47. Trend[i] = -1;
  48. if((j[i] + Revers[i]) < NW[i-1])
  49. {
  50. NW[i] = j[i] + Revers[i];
  51. }
  52. else
  53. {
  54. NW[i] = NW[i-1];
  55. }
  56. }
  57. }
  58. }

  60. Plot(NW, "", IIf(Trend == 1, 6, 4), 4);

  62. //---------------trading -------------

  64. Buy=Cover=Cross(j,nw);
  65. Sell=Short=Cross(nw,j);
  66. Buy=ExRem(Buy,Sell);
  67. Sell=ExRem(Sell,Buy);
  68. Short=ExRem(Short,Cover);
  69. Cover=ExRem(Cover,Short);
  70. PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorSkyblue, 0,Low,-15);
  71. PlotShapes(IIf(Sell, shapeHollowDownArrow, shapeNone),colorLightYellow, 0,High,-15);
  72. PlotShapes(IIf(Cover, shapeHollowCircle, shapeNone),colorTan, 0,Close,0);
  73. PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorGold, 0,High,-25);
  74. //-----------end--------------
  75. Long=Flip(Buy,Sell OR Cover);
  76. Shrt=Flip(Sell,Buy OR Cover);
  77. NOTrade= NOT (Long OR shrt);
  78. Edc=(
  79. WriteIf (Buy AND Ref(shrt,-1), " GO LONG / Reverse Signal at "+C+" ","")+
  80. WriteIf (Buy AND Ref(NOTrade,-1), " GO LONG at "+C+" ","")+
  81. WriteIf (Sell AND Ref(NOTrade,-1), " GO Short at "+C+" ","")+
  82. WriteIf (Sell AND Ref(Long,-1), " EXIT LONG / Reverse Signal at "+C+" ",""));
  83. _SECTION_END();
  84. grid_day = IIf(Day()!=Ref(Day(),-1),1,0);
  85. Plot(grid_day,"",colorDarkGrey,styleHistogram|styleDashed|styleNoLabel|styleOwnScale);
  86. ///--------------------------------------------------------------------------------------------------

  88. UpCandle = ParamColor("Up Color", colorBrightGreen );
  89. DownCandle = ParamColor("Down Color", colorDarkRed );
  90. Consolidation = ParamColor("Consolidation", colorBlack );
  91. BG2a=HHV(LLV(L,4)+ATR(4),8);
  92. BR2a=LLV(HHV(H,4)-ATR(4),8);
  93. Candlecolor = IIf(Close>BG2a ,UpCandle,IIf(Close < BR2a,DownCandle,Consolidation));
  94. SetBarFillColor( IIf(O <C, colorSeaGreen,colorOrange) );
  95. Plot( Close, "Price", CandleColor, styleCandle );
  96. TimeFrameSet( 2*Interval() );
  97. BG2=HHV(LLV(L,4)+ATR(4),8);
  98. BR2=LLV(HHV(H,4)-ATR(4),8);
  99. C1=C;
  100. TimeFrameRestore();
  101. M5 = TimeFrameExpand(BG2,2*Interval() );
  102. MM5=TimeFrameExpand( BR2,2*Interval() );
  103. cM5=TimeFrameExpand( C1, 2*Interval() );
  104. TimeFrameSet( 4*Interval() );
  105. BG2=HHV(LLV(L,4)+ATR(4),8);
  106. BR2=LLV(HHV(H,4)-ATR(4),8);
  107. C1=C;
  108. TimeFrameRestore();
  109. M15 = TimeFrameExpand(BG2,4*Interval() );
  110. MM15=TimeFrameExpand(BR2,4*Interval() );
  111. cM15=TimeFrameExpand( C1,4*Interval() );
  112. TimeFrameSet( 6*Interval() );
  113. BG2=HHV(LLV(L,4)+ATR(4),8);
  114. BR2=LLV(HHV(H,4)-ATR(4),8);
  115. C1=C;
  116. TimeFrameRestore();
  117. M30 = TimeFrameExpand(BG2,6*Interval() );
  118. MM30=TimeFrameExpand(BR2,6*Interval() );
  119. cM30=TimeFrameExpand( C1,6*Interval() );
  120. TimeFrameSet( 8*Interval() );
  121. BG2=HHV(LLV(L,4)+ATR(4),8);
  122. BR2=LLV(HHV(H,4)-ATR(4),8);
  123. C1=C;
  124. TimeFrameRestore();
  125. H1 = TimeFrameExpand(BG2 ,8*Interval() );
  126. HH1=TimeFrameExpand( BR2,8*Interval() );
  127. Ch1=TimeFrameExpand( C1,8*Interval() );
  128. TimeFrameSet( 16*Interval() );
  129. BG2=HHV(LLV(L,4)+ATR(4),8);
  130. BR2=LLV(HHV(H,4)-ATR(4),8);
  131. C1=C;
  132. TimeFrameRestore();
  133. H4 = TimeFrameExpand( BG2,16*Interval() );
  134. HH4=TimeFrameExpand( BR2,16*Interval() );
  135. cH4 = TimeFrameExpand( C1,16*Interval() );
  136. Com=("\n "+Name()+ " - Trend in ")+"\n "+
  137. EncodeColor(colorLightGrey)+(""+Interval(2)+":")+
  138. WriteIf(Close>BG2a,EncodeColor(colorLime)+" UP",WriteIf(Close<BR2a,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  139. EncodeColor(colorLightGrey)+(" "+2*Interval()/60+"m:")+
  140. WriteIf(Cm5>M5,EncodeColor(colorLime)+" UP",WriteIf(Cm5<MM5,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  141. EncodeColor(colorLightGrey)+(" "+4*Interval()/60+"m:")+
  142. WriteIf(Cm15>M15,EncodeColor(colorLime)+" UP",WriteIf(Cm15<MM15,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  143. EncodeColor(colorLightGrey)+(" "+6*Interval()/60+"m:")+
  144. WriteIf(Cm30>M30,EncodeColor(colorLime)+" UP",WriteIf(Cm30<MM30,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  145. EncodeColor(colorLightGrey)+(" "+8*Interval()/60+"m:")+
  146. WriteIf(CH1>H1,EncodeColor(colorLime)+" UP",WriteIf(CH1<HH1,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  147. EncodeColor(colorLightGrey)+(" "+16*Interval()/60+"m: ")+
  148. WriteIf(Ch4>H4,EncodeColor(colorLime)+" UP",WriteIf(Ch4<HH4,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~" ));
  149. //---------------------------------------------------------------------------------------
  150. Vr=ParamList("Index",List = "^NSEI,^NSEBANK,NIFTY_F1,RELIANCE.NS,SBIN.NS,EURUSD,XAUUSD,GOLD",0);
  151. SetForeign(Vr);
  152. HaC =(O+H+L+C)/4;
  153. HaO = AMA( Ref( HaC, -1 ), 0.5 );
  154. HaH = Max( H, Max( HaC, HaO) );
  155. HaL = Min( L, Min( HaC, HaO) );
  156. HBG=HHV(LLV(HaL,4)+ATR(4),8);
  157. HBR=LLV(HHV(HaH ,4)-ATR(4),8);
  158. co = IIf(Hac>HBG ,colorAqua,IIf(Hac < HBR,colorCustom12,colorGrey50));
  159. Plot(4, "", Co,styleArea+styleOwnScale | styleNoLabel, -1, 100);
  160. //PlotOHLC(HaO,HaH,HaL,HaC, "", Co,styleCandle|styleOwnScale );
  161. //=====================================================================================
  162. TimeFrameSet( 2*Interval() );
  163. BG2H=HHV(LLV(HaL,4)+ATR(4),8);
  164. BR2H=LLV(HHV(HaH,4)-ATR(4),8);
  165. C1H=HaC;
  166. TimeFrameRestore();
  167. M5H = TimeFrameExpand(BG2H,2*Interval() );
  168. MM5H=TimeFrameExpand( BR2H,2*Interval() );
  169. cM5H=TimeFrameExpand( C1H, 2*Interval() );
  170. TimeFrameSet( 4*Interval() );
  171. BG2H=HHV(LLV(HaL,4)+ATR(4),8);
  172. BR2H=LLV(HHV(HaH,4)-ATR(4),8);
  173. C1H=HaC;
  174. TimeFrameRestore();
  175. M15H = TimeFrameExpand(BG2H,4*Interval() );
  176. MM15H=TimeFrameExpand(BR2H,4*Interval() );
  177. cM15H=TimeFrameExpand( C1H,4*Interval() );
  178. TimeFrameSet( 6*Interval() );
  179. BG2H=HHV(LLV(HaL,4)+ATR(4),8);
  180. BR2H=LLV(HHV(HaH,4)-ATR(4),8);
  181. C1H=HaC;
  182. TimeFrameRestore();
  183. M30H = TimeFrameExpand(BG2H,6*Interval() );
  184. MM30H=TimeFrameExpand(BR2H,6*Interval() );
  185. cM30H=TimeFrameExpand( C1H,6*Interval() );
  186. TimeFrameSet( 8*Interval() );
  187. BG2H=HHV(LLV(HaL,4)+ATR(4),8);
  188. BR2H=LLV(HHV(HaH,4)-ATR(4),8);
  189. C1H=HaC;
  190. TimeFrameRestore();
  191. H1H = TimeFrameExpand(BG2H ,8*Interval() );
  192. HH1H=TimeFrameExpand( BR2H,8*Interval() );
  193. Ch1H=TimeFrameExpand( C1H,8*Interval() );
  194. TimeFrameSet( 16*Interval() );
  195. BG2H=HHV(LLV(HaL,4)+ATR(4),8);
  196. BR2H=LLV(HHV(HaH,4)-ATR(4),8);
  197. C1H=HaC;
  198. TimeFrameRestore();
  199. H4H = TimeFrameExpand( BG2H,16*Interval() );
  200. HH4H=TimeFrameExpand( BR2H,16*Interval() );
  201. cH4H = TimeFrameExpand( C1H,16*Interval() );
  202. RestorePriceArrays();
  203. Comm2=("\n "+VR+ " - Phase in ")+"\n "+
  204. EncodeColor(colorLightYellow)+(""+Interval(2)+":")+
  205. WriteIf(Hac>HBG,EncodeColor(colorLime)+" UP",WriteIf(Hac < HBR,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  206. EncodeColor(colorLightYellow)+(" "+2*Interval()/60+"m:")+
  207. WriteIf(cM5H>M5H,EncodeColor(colorLime)+" UP",WriteIf(cM5H<MM5H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  208. EncodeColor(colorLightYellow)+(" "+4*Interval()/60+"m:")+
  209. WriteIf(cM15H>M15H,EncodeColor(colorLime)+" UP",WriteIf(cM15H<MM15H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  210. EncodeColor(colorLightYellow)+(" "+6*Interval()/60+"m:")+
  211. WriteIf(cM30H>M30H,EncodeColor(colorLime)+" UP",WriteIf(cM30H<MM30H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  212. EncodeColor(colorLightYellow)+(" "+8*Interval()/60+"m:")+
  213. WriteIf(Ch1H>H1H,EncodeColor(colorLime)+" UP",WriteIf(Ch1H<HH1H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+
  214. EncodeColor(colorLightYellow)+(" "+16*Interval()/60+"m: ")+
  215. WriteIf(cH4H>H4H,EncodeColor(colorLime)+" UP",WriteIf(cH4H<HH4H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~" ));
  216. //============

  218. BuyPrice=ValueWhen(Buy,C);
  219. SellPrice=ValueWhen(Sell,C);
  220. ShortPrice=ValueWhen(Short,C);
  221. CoverPrice=ValueWhen(Cover,C);
  222. //=====Title================================================================================================
  223. _SECTION_BEGIN("Title");
  224. if( Status("action") == actionIndicator )
  225. (
  226. Title = EncodeColor(colorWhite)+ "NMA I.T v-3("+k+" - "+per+")" + " - " + Name() + "-" + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
  227. " - " + Date() +" - "+ strWeekday +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
  228. "Cl-"+C+" "+ "Vol= "+ WriteVal(V)+
  229. EncodeColor(colorTan)+ Com+
  230. EncodeColor(colorYellow)+ Comm2);
  231. _SECTION_END();

  233. _SECTION_BEGIN("Background text");
  234. C11=ParamColor("up panel",colorDarkOliveGreen );
  235. C12=ParamColor("dn panel",colorDarkGrey );
  236. C13=Param("fonts",20,10,30,1 );
  237. C14=Param("left-right",2.1,1.0,5.0,0.1 );
  238. C15=Param("up-down",12,1,20,1 );
  239. Miny = Status("axisminy");
  240. Maxy = Status("axismaxy");
  241. lvb = Status("lastvisiblebar");
  242. fvb = Status("firstvisiblebar");
  243. pxwidth = Status("pxwidth");
  244. pxheight = Status("pxheight");
  245. GfxSetBkMode( 0 );
  246. GfxSetOverlayMode(1);
  247. GfxGradientRect(0,0,pxwidth, pxheight, C11, C12 );
  248. GfxSelectFont("Tahoma", Status("pxheight")/C13 );
  249. GfxSetTextAlign( 6 );
  250. GfxTextOut( Name(), Status("pxwidth")/C14, Status("pxheight")/C15 );
  251. GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
  252. GfxTextOut( "NMA", Status("pxwidth")/C14, Status("pxheight")/C15*2.5 );
  253. GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
  254. GfxTextOut( " Karthik Marar", Status("pxwidth")/C14, Status("pxheight")/C15*4 );
  255. GfxSelectFont("MS Sans Serif", 10, 500, False, False, 0);
  256. GfxTextOut(""+Vr+"---cas67", Status("pxwidth")/1.08, Status("pxheight")/C15*10.8 );
  257. GfxSelectFont("Ariel",9, 700, False, False, 0);
  258. GfxSetTextColor(colorYellow);
  259. GfxTextOut(""+edc+"", Status("pxwidth")/1.15, Status("pxheight")/C15*0.3 );
  260. //axisarea = 56; // may need adjustment if you are using non-default font for axis
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1.jpg
NMA, SWING, System

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