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Stel hier uw vragen over TA-script, of help anderen met het oplossen van hun probleem
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Optiontrader
Berichten: 160
Lid geworden op: ma jan 01, 2007 9:41 pm

Question

Bericht door Optiontrader » zo mei 08, 2011 11:20 am

Beste Eric/Paul,

Ia het volgende in een script te vatten voor AlexPro?

This scan finds candidates by the Weekly MACD Historgam slope, and the Daily 2 Period Force Index dipping above or below it's Zero Line. Plot a Weekly 26 Period EMA to
help confirm the weekly direction. It should be rising along with an uptick on the Weekly MACD Histogram to go long. However, Elder writes that divergences in the MACD
Histogram override the EMA. The Daily 2 Period Force Index will be below it's Zero Line. Look for the stock to pullback to around it's Daily 13 Period EMA. Also use the
Daily 22 Period EMA to confirm the direction of the daily trend. Do the opposite for shorts. Use the Long/Short EMA Weekly Direction Tabs as filters to cull through the
scan to only display the Weekly EMA going in the intended trading direction. Use the Long/Short Elder Ray Tabs (BullPower AND BearPower) to fine tune the entry signals.
This tab is best used when in agreement with the Long/Short EMA Weekly Direction Tabs. A 50 Period EMA > 100000 is used to Filter Volume. A minimum of a 5 point run in
one Month is used as a Filter for a stock's range. This scan is best used as an Exploration.
Formula:

// Elder Triple Screen Trading System.
// Coded by Dennis Skoblar 7/05/2005.
// Derrived from "Trading For A Living" and "Come Into My Trading Room" by
Alexander Elder.

// This scan finds candidates by the Weekly MACD Historgam slope, and the Daily
2 Period Force Index dipping above or below it's Zero Line. Plot a Weekly 26
Period EMA to
// help confirm the weekly direction. It should be rising along with an uptick
on the Weekly MACD Histogram to go long. However, Elder writes that divergences
in the MACD
// Histogram override the EMA. The Daily 2 Period Force Index will be below
it's Zero Line. Look for the stock to pullback to around it's Daily 13 Period
EMA. Also use the
// Daily 22 Period EMA to confirm the direction of the daily trend. Do the
opposite for shorts. Use the Long/Short EMA Weekly Direction Tabs as filters to
cull through the
// scan to only display the Weekly EMA going in the intended trading direction.
Use the Long/Short Elder Ray Tabs (BullPower AND BearPower) to fine tune the
entry signals.
// This tab is best used when in agreement with the Long/Short EMA Weekly
Direction Tabs. A 50 Period EMA > 100000 is used to Filter Volume. A minimum of
a 5 point run in
// one Month is used as a Filter for a stock's range. This scan is best used as
an Exploration.

TimeFrameSet( inWeekly );
WeeklyMACD = MACD(12,26) - Signal(12,26,9);
WeekHistRising = Ref(WeeklyMACD, -1) < Ref(WeeklyMACD, 0);
WeekHistFalling = Ref(WeeklyMACD, -1) > Ref(WeeklyMACD, 0);
FIWeekly = EMA(V*(C-Ref(C,-1)),13);
WeeklyForceIndexLong = FIWeekly > 0;
WeeklyForceIndexShort = FIWeekly < 0;
TimeFrameRestore();

// Weekly criteria
MACDLongW = WeekHistRising;
MACDShortW= WeekHistFalling;
FILongW = WeeklyForceIndexLong;
FIShortW = WeeklyForceIndexShort;

// Daily criteria
FIDaily = EMA(V*(C-Ref(C,-1)),2);
FILongD = FIDaily < 0;
FIShortD = FIDaily > 0;
VFilter = EMA(V,50) > 100000;
TenTwentyFilter = HHV(H,20)-LLV(L,20); // How much price has gone in one month
(>=10 points preferable)
FiftyDayHVFilter = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256)); // One year
volotility (>=40 preferable)
bullpower= High - EMA(Close,13);
bearpower= Low - EMA(Close,13);

// Scan criteria
ElderLong = TimeFrameExpand(MACDLongW, inWeekly) AND FILongD AND
TimeFrameExpand(FILongW, inWeekly);
ElderShort = TimeFrameExpand(MACDShortW, inWeekly) AND FISHortD AND
TimeFrameExpand(FIShortW, inWeekly);

// Columns for exploration

NumColumns = 12;

Column0 = FullName();
Column0Name = "Ticker name";

Column1 = " ";
Column1Name =" ";

Column2 = ElderLong;
Column2Name = "Long";

Column3 = ElderLong AND EMA(C,130) > Ref(EMA(C,130),-5);
Column3Name = "Long EMA Weekly Direction";

Column4 = Column3 AND (bearpower < 0 AND bullpower > 0);
Column4Name = "Long Elder Ray Filter";

Column5 = " ";
Column5Name =" ";

Column6 = ElderShort;
Column6Name = "Short";

Column7 = ElderShort AND EMA(C,130) < Ref(EMA(C,130),-5);
Column7Name = "Short EMA Weekly Direction";

Column8 = Column7 AND (bearpower < 0 AND bullpower > 0);
Column8Name = "Short Elder Ray Filter";

Column9 = " ";
Column9Name =" ";

Column10 = TenTwentyFilter;
Column10Name = "One Month Point Range";

Column11 = FiftyDayHVFilter;
Column11Name = "Historical Volotility 50 Day";

AddTextColumn( IndustryID(1), "Industry" );

AddTextColumn( MarketID(1), "Market" );

// Filters
Filter = VFilter AND (ElderLong OR ElderShort);
Buy = ElderLong;
Sell = 0;
Short = ElderShort;
Cover = 0;

//
----------------------------------------------------------------------------------------------------------------------


// Charts -- (cut and paste the chart/indicator to it's own window with it's
own file name and remove the Remark Slashes "//", except
// for the first line, this line desctibes the chart function. Example...leave
"//Weekly Bar Chart" from the following first line as as.

// Weekly Bar Chart
//_SECTION_BEGIN("Weekly Graph");
//TimeFrameSet( inWeekly );
//wo = O;
//wh = H;
//wl = L;
//wc = C;
//TimeFrameRestore();
//PlotOHLC( wo, wh, wl, wc, "Weekly Close", colorCustom9, styleBar );
//_SECTION_END();

//_SECTION_BEGIN("EMA");
//P = ParamField("Price field",-1);
//Periods = Param("Periods", 15, 2, 200, 1, 10 );
//Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorYellow ),
ParamStyle("Style") );
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Weekly Force Index 13 Chart
//_SECTION_BEGIN("Weekly Force Index Thirteen Period");
//TimeFrameSet( inWeekly );
//FI=EMA(V*(C-Ref(C,-1)),13);
//TimeFrameRestore();
//Plot(FI,"FI",colorCustom11,styleLine);
//Plot(0,"ZERO LINE",colorWhite,styleThick);
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Weekly MACD Histogran
//_SECTION_BEGIN("Weekly MACD");
//TimeFrameSet( inWeekly );
//MACDw = MACD( 12, 26 ) - Signal( 12, 26, 9 );
//MACDwLINE = MACD( 12, 26 ) ;
//MACDwSignal = Signal( 12, 26, 9 );
//TimeFrameRestore();
//Plot(MACDw,"MACD Weekly",colorYellow,styleHistogram);
//Plot(MACDwLINE,"MACD Weekly Line",colorRed,styleLine);
//Plot(MACDwSignal,"MACD Weekly Signal Line",colorBlue,styleLine);
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Daily Bar Chart
//_SECTION_BEGIN("Elder Daily Chart with Envelope");
//SetChartOptions(0,chartShowArrows|chartShowDates);
//Plot( EMA(C,13),"EMA(13)",colorRed,styleLine);
//PlotForeign(GetBaseIndex(),IndustryID(1),colorWhite,styleLine|styleLeftAxisScale);
// LookBkPd = 100 ;
// AvgPd = 22 ;
// ExternalBarPct = 15 ;
// ConvergePct = 2 ;
// Middle = EMA( C,AvgPd ) ;
// Rng = HHV( H,LookBkPd ) - LLV( L,LookBkPd ) ;
// X = Rng ;
// deltaX = X/2 ;
// do
// {
// Over = H > Middle + X ;
// Under = L < Middle - X ;
// OuterPct = 100*( Sum( Over, LookBkPd ) + Sum( Under, LookBkPd )
// )/LookBkPd ;
// OP = LastValue(OuterPct) ;
// X=X+sign( OP - ExternalBarPct )*deltaX ;
// deltaX = deltaX/2 ;
// }while ( abs( OP - ExternalBarPct ) > ConvergePct ) ;
// Plot( Middle, "MA", colorYellow, styleLine|styleNoTitle ) ;
// Plot( Middle+X, "MA", colorSkyblue, styleDashed|styleNoTitle ) ;
// Plot( Middle-X, "MA", colorSkyblue, styleDashed|styleNoTitle ) ;
//_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
//Plot( C, "Close", ParamColor("Color", colorCustom9 ), styleBar |
ParamStyle("Style") | GetPriceStyle() );
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Daily Force Index 2 Period
//_SECTION_BEGIN("Force Index 2 Day");
//FI=EMA(V*(C-Ref(C,-1)),2);
//Plot(FI,"FI",colorCustom11,styleLine);
//Plot(0,"ZERO LINE",colorWhite,styleThick);
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Daily MACD Histogram
//_SECTION_BEGIN("MACD");
//r1 = Param( "Fast avg", 12, 2, 200, 1 );
//r2 = Param( "Slow avg", 26, 2, 200, 1 );
//r3 = Param( "Signal avg", 9, 2, 200, 1 );
//Plot( ml = MACD(r1, r2), StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2),
ParamColor("MACD color", colorRed ), ParamStyle("MACD style") );
//Plot( sl = Signal(r1,r2,r3), "Signal" + _PARAM_VALUES(), ParamColor("Signal
color", colorBlue ), ParamStyle("Signal style") );
//Plot( ml-sl, "MACD Histogram", ParamColor("Histogram color", colorBlack ),
styleNoTitle | ParamStyle("Histogram style", styleHistogram | styleNoLabel,
maskHistogram ) );
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Daily BullPower
//_SECTION_BEGIN("Bull Power EMA");
///*Bull Power*/
//Lookback = Param ("EMA Lookback",13);
//BullPower = High - EMA(Close,Lookback);
//Plot (BullPower, "", ParamColor ("Color", colorCustom11), styleHistogram );
//Title = Name() + " " + Date() + " Bull Power" + WriteVal (Lookback,
3.0) + " Day: " + WriteVal (BullPower, 5.3);
//GraphXSpace = 5;
//_SECTION_END();

//
----------------------------------------------------------------------------------------------------------------------

// Daily BearPower
//_SECTION_BEGIN("Bear Power EMA");
///*Bear Power*/
//Lookback = Param ("EMA Lookback", 13);
//BearPower = Low - EMA(Close,Lookback);
//Plot (BearPower, "", ParamColor ("Color", colorRed), styleHistogram );
//Title = Name() + " " + Date() + " Bear Power" + WriteVal (Lookback,
3.0) + " Day: " + WriteVal (BearPower, 5.3);
//GraphXSpace = 5;
//_SECTION_END();

// End
---------------------------------------------------------------------------------------------------------------------

Comments:
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2007-10-18 15:31:24 Free prescription FedEx overnight shipping pills
vitor leite
vleite61 [at] gmail.com
2008-03-29 12:51:55 There's something wrong in this line
Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
As I don't understand this language I don't know what's wrong.
Can you update this please?
vitor leite
vleite61 [at] gmail.com
2008-03-29 13:08:34 There's something wrong in this line
Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
As I don't understand this language I don't know what's wrong.
Can you update this please?
John Doe
billy [at] gates.com
2008-05-04 20:48:32 b20fb01adb7198d16622f9d1ce8421fc

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