Any other TS coders out there please take a look because it can probably be improved upon.

This is my first post of a file so if I screwed something up...be gentle!

Hope this helps,

dbntina

boxmeister

]]>Preface this with I am a newbie at Tradestation development. I am trying to write some simple indicators and then grow from there, and I am needing some assistance with the seasoned professionals could lend some help.

I have an basic indicator I am working on, that will calculate the highest high, or lowest low within a given time frame. I have the following:

Inputs: Starttime (0800),

EndTime ( 1000);

Vars: PeriodHigh(0),

LastPeriodHigh (0),

PeriodLow(999999),

LastPeriodLow (999999);

If T >= Starttime and T <= EndTime then

Begin

If H > PeriodHigh then PeriodHigh = H;

If L < PeriodLow then PeriodLow = L;

End;

Plot1 (LastPeriodHigh);

Plot2(LastPeriodLow)

However it appears when i apply the indicator to the chart, it is plotting the session high and low, but NOT from the range of times i am using... Not sure why?

if anyone could help out, and explain what I might be missing here.

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Download:

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The KalmanFilterVelocity (KFV) is a powerful VertexFX client-side indicator based on the Kalman Filter (KF) algorithm.

The KalmanFilterVelocity indicator employs the Kalman Filter to estimate the direction and strength of the trend. It is particularly useful in identifying reversal or trends. It enhances the standard Kalman Filter but detecting the velocity (the rate of change) of the base Kalman Filter. A change in the direction of the velocity implies a change a trend.

In the first step we calculate the Kalman Filter also known as Linear Quadratic Estimation for all the prices. We use the change in the closing price of each candle and its predecessor to estimate whether this change is sustainable. Hence, if prices are rising, but at a slower rate it implies that the trend is ending. Likewise, if the price is falling, but at a slower rate it implies that the bearish trend is ending.

When the KFV changes from RED to BLUE below the zero level it implies that a strong bullish trend has started and the trader can enter LONG positions. On the contrary, when the KFV changes from BLUE to RED above the zero level it implies that a strong bearish trend has started and the trader can enter SHORT positions. A change from RED to BLUE above the zero level, or from BLUE to RED below the zero level is ignored because it is identified as weakness or whipsaws.

BUY / EXIT SHORT - In TREND mode, enter LONG (or exit SHORT) at the close of the candle when the KFV indicator turns BLUE below the zero level. In KALMAN mode, enter LONG (or exit SHORT) when the KFV indicator turns BLUE. The stop-loss should be placed at the nearest Swing Low.

SHORT / EXIT LONG - In KALMAN mode, enter SHORT (or exit LONG) at the close of the candle when the KFV indicator turns RED above the zero level. In KALMAN mode, enter SHORT (or exit LONG) when the KFV indicator turns RED. The stop-loss should be placed at the nearest Swing High.

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The Relative Strength Index (RSI) indicator is useful in identifying the current trend, and its strength. When the RSI is rising it indicates a bullish trend and when it is falling it indicates a bearish trend.

It is observed that in strong trending markets, prices tend to rise fast when they reach overbought levels. Likewise prices tend to fall quickly when the reach oversold levels. This is because when the trend is strong and it attracts more (and new) market participants. As a result traders can expect to make good profits when the Consecutive RSI generates signals.

In the first step we calculate the Relative Strength Index. A BUY signal is generated when the RSI crosses above the overbought level (e.g. 70) from below, and is rising consecutively for the specified number of candles. This implies a strong bullish trend with new market participants. The price tends to rise very quickly from this level before the trend ends.

A SELL signal is generated when the RSI crosses below the oversold level (e.g. 30) from above, and is falling consecutively for the specified number of candles. This implies a strong bearish trend with new market participants. The price tends to fall very quickly from this level before the trend ends.

By using the number of consecutive candles (CONSECUTIVE_BARS) we filter out weak trends, whipsaws or saturation in prices around overbought and oversold levels.

BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the BUY entry arrow is displayed on the chart. The stop-loss can be placed at the nearest Swing Low. A trailing stop is also recommended when the position is profitable.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the SELL entry arrow is displayed on the chart. The stop-loss can be placed at the nearest Swing High. A trailing stop is also recommened when the position is profitable.

The Welford Variance indicator is a useful VertexFx client-side indicator for identifying trend changes on higher time-frames.

It calculates the standard deviation and variance of the price changes over the Variance Period (VAR_PERIOD), and then smoothes it using a smoothing co-efficient. The Welford Variance indicator should be used in combination with other trend-following oscillators like Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD) or Stochastic Oscillator.

The standard deviation defines how much the current price is deviating from the mean price. Higher the standard deviation, greater is the volality. In the first step, we calculate the mean and standard deviation of the recent VAR_PERIOD candles. In the next step, we calculate the variance by subtracting the price from the standard deviation. Finally, we smooth the variance, using the co-efficient, which is reciprocal of (1 + VAR_PERIOD). When the variance increases, the probabilty of fast price movement in the current direction is very high. As a result the Welford Variance indicator can provide powerful trade entries with minimal lag.

BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close after the Welford Variance indicator has bottomed out and is rising, and other confirmation indicator like RSI, MACD or Stochastic Oscillator has turned bullish. The stop-loss can be set to the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close after the Welford Variance indicator has peaked out and is falling, and other confirmation indicator like RSI, MACD or Stochastic Oscillator has turned bearish. The stop-loss can be set to the nearest Swing High.

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The Simple Moving Average (SMA) indicator is useful to identify the start and reversal of a trend. When the price closes above the SMA it is considered bullish signal, and when it closes below the SMA it is considered bearish signal. However, one of the major drawbacks of the SMA is lag and whipsaws. The SMA is a lagging indicator, and as a result the signals are late thereby reducing profit opportunities. Similarly in sideways markets, the SMA generates whipsaws which can result in too many trades and losses. The RMA indicator attempts to remove the drawbacks of the SMA by reducing the lag period.

The RMA is calculated using three moving averages, namely long term, medium term and short term. The long term period is computed as three times the RMA_PERIOD. The medium term is computed as twice the RMA_PERIOD, and the short term is computed using the RMA_PERIOD.

We subtract the medium term SMA from the long term SMA and then add the short term SMA.

Thus, RMA = SMA(3 x PERIOD) - SMA(2 x PERIOD) + SMA(PERIOD)

The RMA reduces the lag of the SMA, by subtracting the medium term SMA and then adding the long term SMA. Any movements that occurred over the longer period are automatically filter out thereby reducing the lag.

BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the RMA indicator turns GREEN and the price is above the RMA indicator. The stop-loss can be set to the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the RMA indicator turns RED and the price is below the RMA indicator. The stop-loss can be set to the nearest Swing High.

The Relative Strength Index (RSI) indicator is useful in identifying the current trend, and its strength. When the RSI bottoms out and starts to rise it implies a bullish trend. On the contrary, when the RSI tops out and starts to fall it implies a bearish trend. The Bollinger Bands provides a trading range for the price based on standard deviation. The Dynamic Zone RSI indicator combines these two indicators to provide a composite overview of the trend.

In the first step, the RSI is calculated based on the RSI period. In the second step, the Bollinger Bands of this RSI are calculated to generate the center, upper and lower RSI zones. The range between the upper and lower band is called the Dynamic Zone.

When the RSI is below the lower band, the trend is bearish. When it turns sideways or bottoms out, the trend now becomes neutral. When the RSI crosses above the lower band from below it is considered the start of a bullish trend.

Likewise, when the RSI is above the upper band, the trend is bullish. When it turns sideways or tops out, the trend now becomes neutral. When the RSI crosses below the upper band from above it is considered the start of a bearish trend.

Unlike RSI which provides fixed levels (e.g. 30/70) for entry and exit, Dynamic Zone RSI adapts the trading levels based on the price and the characteristics.

BUY / EXIT SHORT - Enter LONG (or exit SHORT) when the Dynamic Zone RSI (blue) crosses above the lower band from below.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) when the Dynamic Zone RSI (blue) crosses below the upper band from above.

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If anyone has observations or suggestions about how to trade this study, feel free to post a follow up.

The basis of this study is very simple, it's the highest high or lowest low of the last 10 bars, BUT * starting from 3 bars back*. It's very simple. That is the foundation of the study. Everything else is just accessories. The code comments explain the signals shown on the chart and what they mean, and how they were derived.

A core principle of how I trade is to take profit whenever a good opportunity presents itself. Personally, I find this practice suits me, and works well for me. It often means that I miss out on some profit, but it also means that I'm constantly locking in profit, and often am able to get back in at a fairly good, if not better price.

I think this study has aspects of that perspective. I call it a price channel, because that is how it looks. The study also keeps track of recent PRIOR highs and lows. So it shows not only the current high and low, but the prior high and low. This differentiates it from something like Bollinger bands.

#Created by tradescripter #Last Update May 20, 2011 #Green arrows pointing down are price highs. #Red arrows pointing up are price lows #Price highs and lows are determined by a few different methods. #One method is to assume a price high or low if the length of the bar is greater than the average #bar length, plus one standard deviation. In other words, if there is an unusually big price #move on one bar, a price high or low is assumed. #A price high and a price low may not be a trend peak or bottom. #Many of the price high and low signals are one bar early. Take that into account. #As soon as you get an signal, you must decide whether it's trend peak/bottom or not #If you think it's not the end of a trend place an exit order to take profit just over the current high #or under the current low. If you don't get a fill almost immediately on the next bar, you must #adjust your exit to a smaller profit within seconds, or use a market order to take profit. #If the price high or low is a trend peak or bottom, the price probably won't go higher for a peak #or lower for the bottom. So you must decide on a strategy for taking profits. #Whether you take profit immediately on a signal, or wait for the next bar, either way you will loose out on some #profit. You must decide when it's better to take profit, at the signal, or just after the signal. #There is often a price high when the price first hits a prior high after being under the high #for a while. That potential price high is shown by a magenta arrow down over the high of the bar. #A potential price low, bowncing off support of a prior low, is a blue arrow. #Stop losses are shown by squares. The stop losses turn out to also be points of price highs #and lows. A long stop loss is show by a red square. The long stop loss is often a price low however. #You must use your discretion on how to trade it. #A price high signal, and a stop loss signal often occur on the same bar. That may be a double #confirmation that the price is at a high. You must use your discretion. #Prior highs and low are also shown The prior highs and lows are the "Stepped" horizontal lines. #So you can keep track of recent prior highs and lows. #I have not back-tested this study. I have no idea if it is any good or not. input length=10; def o=open; def c=close; def h=high; def l=low; def hh=h>h[1]; def ll=l<l[1]; def ClsUp=c>o; def ClsDwn=c<o; def BarLngth=h-l; def AvgBarLngth=average(BarLngth,20); def Threshhold=AvgBarLngth+StDev(BarLngth,20); def ClsHigher=c>c[1]; def ClsLower=c<c[1]; def HiestHi=highest(close[3],length); def LwestLw=lowest(close[3],length); rec LastHi=if HiestHi>HiestHi[1] then HiestHi[1] else LastHi[1]; rec LastLw=if LwestLw<LwestLw[1] then LwestLw[1] else LastLw[1]; def ClsOvrHi=close>HiestHi; def ClsUndrLw=close<LwestLw; def ClsUndrLastHi=close<LastHi; def ClsOvrLastLw=close>LastLw; def Hi1 = !ClsOvrHi[2] and ClsOvrHi[1] and ClsOvrHi and ClsHigher; def Hi2 = BarLngth>Threshhold and ClsUp; def Lw1 = !ClsUndrLw[2] and ClsUndrLw[1] and ClsUndrLw and ClsLower; def Lw2 = BarLngth>Threshhold and ClsDwn; def HiSig=Hi1 or Hi2; def LwSig=Lw1 or Lw2; def LwOvrSupport=l>LwestLw; def HiUndrSupport=h<HiestHi; plot PriceHigh = if HiSig then high else double.nan; PriceHigh.SetPaintingStrategy(PaintingStrategy.boolean_arrow_down); PriceHigh.SetDefaultColor(color.uptick); plot PriceLow = if LwSig then low else double.nan; PriceLow.SetPaintingStrategy(PaintingStrategy.boolean_arrow_up); PriceLow.SetDefaultColor(color.red); def BreaksSpprt=LwOvrSupport[3] and LwOvrSupport[2] and LwOvrSupport[1] and l<=LwestLw; def BreaksRzist=HiUndrSupport[3] and HiUndrSupport[2] and HiUndrSupport[1] and h>HiestHi; plot FirstSupportBreak=if BreaksSpprt then l else double.nan; FirstSupportBreak.SetPaintingStrategy(PaintingStrategy.boolean_arrow_up); FirstSupportBreak.SetDefaultColor(color.blue); plot FirstResistanceBreak=if BreaksRzist then h else double.nan; FirstResistanceBreak.SetPaintingStrategy(PaintingStrategy.boolean_arrow_down); FirstResistanceBreak.SetDefaultColor(color.magenta); plot HighestHigh=HiestHi; HighestHigh.SetLineWeight(2); HighestHigh.SetDefaultColor(color.light_red); plot LowestLow=LwestLw; LowestLow.SetLineWeight(2); LowestLow.SetDefaultColor(color.light_green); plot LastHigh=LastHi; LastHigh.SetPaintingStrategy(PaintingStrategy.Horizontal); plot LastLow=LastLw; LastLow.SetPaintingStrategy(PaintingStrategy.Horizontal); plot LongStopLossHit=if !ClsUndrLastHi[1] and ClsUndrLastHi then l else double.nan; LongStopLossHit.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES); LongStopLossHit.SetDefaultColor(color.red); plot ShortStopLossHit=if !ClsOvrLastLw[1] and ClsOvrLastLw then h else double.nan;; ShortStopLossHit.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES); ShortStopLossHit.SetDefaultColor(color.green);]]>

Found this from wwi forum.

enjoy!

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Please note : I'm not looking for TTM Squeeze. I already have the code.

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Whenever the Bollinger Bands fall inside the Keltner Channels the indicator will fire a signal. This signal is represented by a red dot on the lower pane.

When the Bollinger Bands breakout of the Keltner Channels the indicator fires a squeeze indicated by a blue dot on the lower pane. The trading signal is taken when the blue dot appears after the red dot in the direction of momentum. Momentum is plotted as a histogram. If the momentum is green (up) on a squeeze, this is a long signal. If the momentum is red (down) on a squeeze, this is a short signal.

See attachment for a screenshot.

Note: Please refer to the Tradestation Forum for the owner of this indicator.

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live call buy e gbp 8480 stop 30 target 10

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Could you please open the Tradestation ELD file

below " 20110116171505TTM ABC WAVES.ELD "

and convert and display it as text file of that indicator on Traderslaboratory.com Website

http://cdn3.traderslaboratory.com/forums/attachments/46/37150d1380685556[[

http://www.traderslaboratory.com/forums/trading-indicators/16938-ttm-wave.html

See attached screenshot of indicator

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{ ======================================= HEADER ====================================

Poly Inner Channel.

This indicator plots a regression line and two standard deviation bands around it.

====================================== DECLARATIONS ==================================}

inputs:

Len (150),

RedLineLen(150),

Order (3),

SDev(.5),{why not make these inputs}

Price ©; {this cannot be a var, for some reason}

vars:

CURSOR (FALSE),

LASTBAR (TRUE),

sigma (0),

f (0),

Y(0),

b0 (0),

b1 (0),

b2 (0),

b3 (0),

b4 (0);

VARS:

JLAOK(TRUE),

JLAPASS1(0),

JLAPASS2(0),

JLAPASS3(0),

JLAPASS4(0),

JLAPASS5(0),

JLAPASS6(0);

{=========================================MAIN PROGRAM ===================================}

VALUE98=POLY_COEFFS(price,len,order,CURSOR,LASTBAR,b0,b1,b2,b3,b4);

value97=LinearRegValue( Price, RedLineLen, 0 );

if (lastbaronchart and lastbar) or (atcommentarybar and cursor) then

begin

sigma= stddev(price,len);

y=(len-1);

f=0;

while y>(-2)

begin

value5=( b0

+(b1 *f )

+(b2*(power(f, 2)))

+(b3*(power(f, 3)))

+(b4*(power(f, 4)))

);

plot1[y] (value5,"regression");

plot2[y] (value5 + (sdev * sigma ),"Channel+1");

plot3[y] (value5 - (sdev * sigma ),"LChannel -1");

plot4[y] (value97[y], "LR Momentum" );

y=y-1;

f=f+1;

end;

end;

{

commentarycl("b0 = ", b0);

commentarycl("b1 = ", b1);

commentarycl("b2 = ", b2);

commentarycl("b3 = ", b3);

commentarycl("b4 = ", b4);

}

it give me an error : trying to access future data.Bar reference value:-1

anybody can help me to solve this error?

thank you

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I'm looking for an EasyLanguage Support Resistance Fractal Levels Indicator like this one:

http://www.tradingview.com/script/RQnLfaNE-Swing-high-low-support-resistance-by-Patternsmart-com/

It is based on the Fractals indicator, but it draws lines instead of one dot for each fractal.

There is an old metatrader indicator that does the same thing, called Kay Support Resistance, or Barry Support Resistance.

Can anyone help?

Thanks

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Anyone has the code of this indicator? I am trying to find the logic behind it.

Trend Magic Indicator FREE

Kind regards,

Mirko

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Thanks

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http://www.traderslaboratory.com/forums/f18/paintbarfactory-com-not-spam-a-question-3168.html

I have been hesitant to post these as some of them are NOT the same as per the above thread. But due to several requests recently I'm posting them anyway.

The attached indicators are:

BR_CCi : *Which is basically a smoothed CCi.*

BR_RSI : *Which again is a smoothed RSi.*

BR_Momentum : *Again a smoothed Momentum ( Can't believe people would actually charge for these ** )*

BR_PaintBars : *MA based trend bars.*

BR_2FastMa's : *Self explanatory.*

BR_Squeeze : *Partly based on the original squeeze ( as we all know it ), but the histogram is defined to show clearer divergences. Also includes CounterTrend and an alternative midline.*

BR_HeatMeter : *Can you take the heat ! ( well actually it's just a 50 period CCi *:\)

For more information on the indicators, please go to the above thread for details.

See Attached Charts to show each indicator.

*Can I just stress that some of these are NOT THE SAME, so take them with a pinch of salt *

Cheers

Blu-Ray

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