Rewrite SwingTeller code from binck ProTrader to Prorealtime code

This topic has 66 replies, 6 voices, and was last updated 6 years ago by AVT.

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03/24/2017 at 12:44 PM #29755

joerie1

Dear Prorealtime members,

Is there someone who can change this code of a different banksystem (protrader binq) to a prorealtime code.

{- Filename: dynamische RSI -}

var 
  RSIPeriode: integer;  // parameterwaarde 
  StdDevUp, StdDevDown: real; 
  BolBandPeriode: integer;
  i: integer; 
  RSIValues, TARValues, UpperBand, LowerBand: TSeries;
  UpperCrossings, LowerCrossings: TLineCrossings;
begin 
  // Indicator parameter definities 
  RSIPeriode := CreateParameterInteger('RSI periode', 1, 999, 7, true); 
  BolBandPeriode := CreateParameterInteger('Boll. MA periode', 1, 999, 50, true); 
  StdDevUp := CreateParameterReal('StdDevUp', 1, 9, 2, true); 
  StdDevDown := CreateParameterReal('StdDevDown', 1, 9, 2, true); 

  // Indicator definitie 
  with Indicator do 
  begin 
    RequiredBars := 5*RSIPeriode + BolBandPeriode;
  end; 
  
  // Indicatorberekening 
  RSIValues := RSI(Close, RSIPeriode); 
  UpperBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, StdDevUp); 
  LowerBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, -StdDevDown); 
  TARValues := CreateSeries(BarCount);

  // signalen berekenen 
  UpperCrossings := Crossings(RSIValues, UpperBand);
  LowerCrossings := Crossings(RSIValues, LowerBand); 

  for i:=1 to BarCount-1 do
  begin 
{
RSI crosses over OB lijn = OB entry (signal)
RSI > OB lijn = OB (condition)
RSI crosses under OB = OB Exit (signal)
RSI between OB en OS = Neutral (condition)

RSI crosses under OS lijn = OS entry (signal)
RSI < OS lijn = OS (condition)
RSI crosses over OS = OS Exit (signal)
RSI between OB en OS = Neutral (condition)
}
    TARValues[i] := TARValues[i-1];
    if UpperCrossings[i] = lc1Over2 then
    begin
      EnterShort(i);
      TARValues[i] := 1;
    end else
    if UpperCrossings[i] = lc2Over1 then
    begin
      ExitShort(i);
      TARValues[i] := 0;
    end else
    if LowerCrossings[i] = lc2Over1 then
    begin
      EnterLong(i);
      TARValues[i] := -1;
    end else
    if LowerCrossings[i] = lc1Over2 then
    begin
      ExitLong(i);
      TARValues[i] := 0;
    end;
  end;

  with CreateLine(RSIValues) do
  begin
    Color := clLime;
    Name := 'RSI';
  end;
  with CreateLine(UpperBand) do
  begin
    Color := clSilver;
    Name := 'OB';
  end;
  with CreateLine(LowerBand) do
  begin
    Color := clSilver;
    Name := 'OS';
  end;
  with CreateLine(TARValues) do
  begin
    Color := clWhite;
    Name := 'TAR';
    LineContent := lcTAR;
    Visible := false;
  end;
end.

{- Filename: dynamische RSI -}

var

RSIPeriode: integer; // parameterwaarde

StdDevUp, StdDevDown: real;

BolBandPeriode: integer;

i: integer;

RSIValues, TARValues, UpperBand, LowerBand: TSeries;

UpperCrossings, LowerCrossings: TLineCrossings;

begin

// Indicator parameter definities

RSIPeriode := CreateParameterInteger('RSI periode', 1, 999, 7, true);

BolBandPeriode := CreateParameterInteger('Boll. MA periode', 1, 999, 50, true);

StdDevUp := CreateParameterReal('StdDevUp', 1, 9, 2, true);

StdDevDown := CreateParameterReal('StdDevDown', 1, 9, 2, true);

// Indicator definitie

with Indicator do

begin

RequiredBars := 5*RSIPeriode + BolBandPeriode;

end;

// Indicatorberekening

RSIValues := RSI(Close, RSIPeriode);

UpperBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, StdDevUp);

LowerBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, -StdDevDown);

TARValues := CreateSeries(BarCount);

// signalen berekenen

UpperCrossings := Crossings(RSIValues, UpperBand);

LowerCrossings := Crossings(RSIValues, LowerBand);

for i:=1 to BarCount-1 do

begin

{

RSI crosses over OB lijn = OB entry (signal)

RSI > OB lijn = OB (condition)

RSI crosses under OB = OB Exit (signal)

RSI between OB en OS = Neutral (condition)

RSI crosses under OS lijn = OS entry (signal)

RSI < OS lijn = OS (condition)

RSI crosses over OS = OS Exit (signal)

RSI between OB en OS = Neutral (condition)

}

TARValues[i] := TARValues[i-1];

if UpperCrossings[i] = lc1Over2 then

begin

EnterShort(i);

TARValues[i] := 1;

end else

if UpperCrossings[i] = lc2Over1 then

begin

ExitShort(i);

TARValues[i] := 0;

end else

if LowerCrossings[i] = lc2Over1 then

begin

EnterLong(i);

TARValues[i] := -1;

end else

if LowerCrossings[i] = lc1Over2 then

begin

ExitLong(i);

TARValues[i] := 0;

end;

with CreateLine(RSIValues) do

begin

Color := clLime;

Name := 'RSI';

end;

with CreateLine(UpperBand) do

begin

Color := clSilver;

Name := 'OB';

end;

with CreateLine(LowerBand) do

begin

Color := clSilver;

Name := 'OS';

end;

with CreateLine(TARValues) do

begin

Color := clWhite;

Name := 'TAR';

LineContent := lcTAR;

Visible := false;

end;

end.

I hope someone can help me with this

joerie1

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03/27/2017 at 3:23 PM #30005

Nicolas

Seems to be an automated trading system based on RSI with Bollinger Bands, isn’t it?

This code seems to draw white lines too when signals occurs. So do you want to code it as a ProOrder automatic trading system or an indicator to draw lines when you get signals?

Is this strategy profitable? Do you use it yourself? Thanks.

Nicolas

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03/27/2017 at 4:40 PM #30027

joerie1

Hi,

Thank you for your response!

I use it as an indicator combined with some other indicators, but this one is probably the most important and is most of the time accurate.

I just want the rsi with bollinger I dont mind about the signals.

Are you able to rewrite it for prorealtime?

Joerie

joerie1

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03/28/2017 at 9:25 AM #30072

Nicolas

Ok, so here are a couple of indicators that may do this job already:

https://www.prorealcode.com/prorealtime-indicators/traders-dynamic-index-tdi/

https://www.prorealcode.com/prorealtime-indicators/rsi-self-adjusting-bands/

Tell me if that suits your query or not, many thanks.

Nicolas

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03/28/2017 at 10:06 AM #30082

joerie1

Thats Perfect, Thank you very much!

One more thing,

Can you also help me with this indicator (Swingcounter)

It is a swingcounter that counts a row of green or red candles. I attached a picture to this document. I want it to be exactly like the picture so the numbers need to appear in the graphic chart and not below the chart as an indicator.

{- Filename: Swingteller Perfect -}

procedure TextAboveBar(Bar:integer; Text: string; 
                       fFontSize:integer; AColor:TColor);
begin
  with CreateText(BarPosition[Bar], High[Bar] * 1.003, Text) do
  begin
    VertPosition := vpTop;
    HorzPosition := hpCenter;
    Color        := AColor;
    Font.Size    := fFontSize;
  end;
end;

//=== Procedure ================================================================

procedure TextBelowBar(Bar: integer; Text: string; 
                       fFontSize:integer; AColor:TColor);
begin
  with CreateText(BarPosition[Bar], Low[Bar] * 0.997, Text) do
  begin
    VertPosition := vpBottom;
    HorzPosition := hpCenter;
    Color        := AColor;
    Font.Size    := fFontSize;
  end;
end;

// === BEGIN ===================================================================

var
  i,j,iFirst,Lb,UpCount,DownCount,FtSize  : integer;
  UpCol,DwCol,BUpCol,BDwCol             : TColor;
  HideCol,HideCnt                       : boolean;
  r: real;

BEGIN

  // --- Indicator eigenschappen -----------------------------------------------

  with Indicator do 
  begin 
    RequiredBars := 10; 
    NewBand      := false; 
    HiddenParams := true;
  end; 

  // --- Parameters ------------------------------------------------------------
   
  Lb     := CreateParameterInteger('Lookback', 1, 10, 4, true); 
  HideCnt:= CreateParameterBoolean('Hide Count?',false,true);
  UpCol  := CreateParameterColor('Count Up', clGreen);
  DwCol  := CreateParameterColor('Count Down', clRed);
  FtSize := CreateParameterInteger('FontSize', 10, 25, 8, false);
  HideCol:= CreateParameterBoolean('Hide BarColors?',true,false);
  BUpCol := CreateParameterColor('BarColor Up', clGreen);
  BDwCol := CreateParameterColor('BarColor Down', clRed);  

  // --- Indicatorberekening & Weergave ----------------------------------------

  iFirst := FirstValidIndex(Close); 
  i := iFirst+Lb;
  while i<BarCount do
  begin
    if (UpCount > 0) and (Close[i] > Close[i-Lb]) then
    begin 
      if not HideCol then SetParentBarColor(i, BUpCol);
      DownCount := 0;
      UpCount := UpCount+1;
      if (UpCount = 9) or (i=BarCount-1) then
      begin
        if not HideCnt then
          for j:=0 to UpCount-1 do TextAboveBar(i-j, IntToStr(UpCount-j), FtSize, UpCol);
        UpCount := 0;
        i := i+1;
      end;
    end else
    if (DownCount > 0) and (Close[i] < Close[i-Lb]) then
    begin 
      if not HideCol then SetParentBarColor(i, BDwCol);
      UpCount := 0;
      DownCount := DownCount+1;
      if (DownCount = 9) or (i=BarCount-1)  then
      begin
        if not HideCnt then
          for j:=0 to DownCount-1 do TextBelowBar(i-j, IntToStr(DownCount-j), FtSize, DwCol);
        DownCount := 0;
        i := i+1;
      end;
    end else
    if DownCount = 0 then
    begin
      r := Min(Min(Close[i-1], Close[i-2]), Close[i-3]);
      if Close[i] < r then
      begin
        DownCount := 1;
        UpCount := 0;
//        if not HideCnt then TextBelowBar(i, IntToStr(DownCount), FtSize, DwCol);
        if not HideCol then SetParentBarColor(i, BDwCol);
      end;
    end else
    if UpCount = 0 then
    begin
      r := Max(Max(Close[i-1], Close[i-2]), Close[i-3]);
      if Close[i] > r then
      begin
        UpCount := 1;
        DownCount := 0;
//        if not HideCnt then TextAboveBar(i, IntToStr(UpCount), FtSize, UpCol);
        if not HideCol then SetParentBarColor(i, BUpCol);
      end;
    end;
    i := i+1;
  end;

//=== END ======================================================================

END.

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{- Filename: Swingteller Perfect -}

procedure TextAboveBar(Bar:integer; Text: string;

fFontSize:integer; AColor:TColor);

begin

with CreateText(BarPosition[Bar], High[Bar] * 1.003, Text) do

begin

VertPosition := vpTop;

HorzPosition := hpCenter;

Color := AColor;

Font.Size := fFontSize;

end;

//=== Procedure ================================================================

procedure TextBelowBar(Bar: integer; Text: string;

fFontSize:integer; AColor:TColor);

begin

with CreateText(BarPosition[Bar], Low[Bar] * 0.997, Text) do

begin

VertPosition := vpBottom;

HorzPosition := hpCenter;

Color := AColor;

Font.Size := fFontSize;

end;

// === BEGIN ===================================================================

var

i,j,iFirst,Lb,UpCount,DownCount,FtSize : integer;

UpCol,DwCol,BUpCol,BDwCol : TColor;

HideCol,HideCnt : boolean;

r: real;

BEGIN

// --- Indicator eigenschappen -----------------------------------------------

with Indicator do

begin

RequiredBars := 10;

NewBand := false;

HiddenParams := true;

end;

// --- Parameters ------------------------------------------------------------

Lb := CreateParameterInteger('Lookback', 1, 10, 4, true);

HideCnt:= CreateParameterBoolean('Hide Count?',false,true);

UpCol := CreateParameterColor('Count Up', clGreen);

DwCol := CreateParameterColor('Count Down', clRed);

FtSize := CreateParameterInteger('FontSize', 10, 25, 8, false);

HideCol:= CreateParameterBoolean('Hide BarColors?',true,false);

BUpCol := CreateParameterColor('BarColor Up', clGreen);

BDwCol := CreateParameterColor('BarColor Down', clRed);

// --- Indicatorberekening & Weergave ----------------------------------------

iFirst := FirstValidIndex(Close);

i := iFirst+Lb;

while i<BarCount do

begin

if (UpCount > 0) and (Close[i] > Close[i-Lb]) then

begin

if not HideCol then SetParentBarColor(i, BUpCol);

DownCount := 0;

UpCount := UpCount+1;

if (UpCount = 9) or (i=BarCount-1) then

begin

if not HideCnt then

for j:=0 to UpCount-1 do TextAboveBar(i-j, IntToStr(UpCount-j), FtSize, UpCol);

UpCount := 0;

i := i+1;

end;

end else

if (DownCount > 0) and (Close[i] < Close[i-Lb]) then

begin

if not HideCol then SetParentBarColor(i, BDwCol);

UpCount := 0;

DownCount := DownCount+1;

if (DownCount = 9) or (i=BarCount-1) then

begin

if not HideCnt then

for j:=0 to DownCount-1 do TextBelowBar(i-j, IntToStr(DownCount-j), FtSize, DwCol);

DownCount := 0;

i := i+1;

end;

end else

if DownCount = 0 then

begin

r := Min(Min(Close[i-1], Close[i-2]), Close[i-3]);

if Close[i] < r then

begin

DownCount := 1;

UpCount := 0;

// if not HideCnt then TextBelowBar(i, IntToStr(DownCount), FtSize, DwCol);

if not HideCol then SetParentBarColor(i, BDwCol);

end;

end else

if UpCount = 0 then

begin

r := Max(Max(Close[i-1], Close[i-2]), Close[i-3]);

if Close[i] > r then

begin

UpCount := 1;

DownCount := 0;

// if not HideCnt then TextAboveBar(i, IntToStr(UpCount), FtSize, UpCol);

if not HideCol then SetParentBarColor(i, BUpCol);

end;

i := i+1;

end;

//=== END ======================================================================

END.

joerie1

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03/28/2017 at 10:36 AM #30090

Nicolas

I remember having already coded something like this before, this is the code:

//case Bullish
If close > close[4] THEN
highcount=highcount+1
ELSE
highcount=0
Endif

//case Bearish
If close < close[4] THEN
lowcount=lowcount+1
ELSE
lowcount=0
ENDIF

//signals spotted
If highcount = 9 Then
bearish = 9
Elsif lowcount = 9 Then
bullish = 9
elsif highcount = 1 then
bearish = 1
elsif lowcount = 1 then
bullish = 1
Else
bearish = 0
bullish = 0
Endif

RETURN bullish coloured(0,200,0) as "bullish signal _ count", bearish coloured(200,0,0) as "bearish signal _ count"

//case Bullish

If close > close[4] THEN

highcount=highcount+1

ELSE

highcount=0

Endif

//case Bearish

If close < close[4] THEN

lowcount=lowcount+1

ELSE

lowcount=0

ENDIF

//signals spotted

If highcount = 9 Then

bearish = 9

Elsif lowcount = 9 Then

bullish = 9

elsif highcount = 1 then

bearish = 1

elsif lowcount = 1 then

bullish = 1

Else

bearish = 0

bullish = 0

Endif

RETURN bullish coloured(0,200,0) as "bullish signal _ count", bearish coloured(200,0,0) as "bearish signal _ count"

But .. it was before the 10.3 release and the ability the draw text on chart, so only the 1st count reset and the 9th count appear. Could you please confirm that the signals given for the 9th count is good? If it’s ok, I’ll try to add text on price chart instead.

Nicolas

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03/28/2017 at 10:54 AM #30099

joerie1

Heyy,

Thanks alot. This one doesn’t look good to me.

Swing +1 starts when a candle closes higher then the 3 candles before. And the swing -1 starts when the candle closes lower then 3 candles before. When a Fully swing has appeared (Swing 1 -> 9) it stops counting because the 10th candle is called the resting candle. If the 11th candle also closes higher then the 3 candles before the swing starts again at swing 1 (in green colour and red for -1). Also if a swing doesnt succeed in reaching number 9 all the numbers dissapear from the chart. So only the full swings till 9 are and the current swing at the moment is displayed in the graphic. But if the current swing doesnt succeed then it will also dissapear.

Hope you can understand this a little bit haha

joerie1

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03/28/2017 at 11:22 AM #30109

JohnVS

That greatly explained Joerie, lot better then i did 🙂

I did ask the maker of the swingcounter and it was confirmed it should look back 4 days in stead of 3

But first of all hope Nicolas can put something together 🙂

rgds

John

JohnVS

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04/03/2017 at 10:57 AM #30799

Nicolas

Another try with this code, hope it’s better. But, the swing counts are not displayed while the actual swing is forming, it will be only displayed if the count is 9 (because we can’t erase what’s already written on chart). If this code is correct, I will change it to make it possible.

Lb=4

//begin swing Up
if UpCount=0 then 
r = Max(Max(Close[1], Close[2]), Close[3])
if close>r then 
UpCount=1
DownCount=0
endif
endif

//continue swing Up
if UpCount>0 and Close>Close[Lb] then 
DownCount=0
UpCount=UpCount+1
//draw count
if(UpCount=9) then
a=9
for i = 1 to 9 
drawtext("#a#",barindex[i],low[i]-averagetruerange[10],Dialog,Standard,12) coloured(0,200,0) 
a=a-1
next
//reset count
UpCount=0
endif
endif

//begin swing Down
if DownCount=0 then
r = Min(Min(Close[1], Close[2]), Close[3])
if close<r then
DownCount=1
UpCount=0
endif
endif

//continue swing Down
if DownCount>0 and Close<Close[Lb] then
UpCount=0
DownCount=DownCount+1
//draw count
if(DownCount=9) then
a=9
for i = 1 to 9
drawtext("#a#",barindex[i],high[i]+averagetruerange[10],Dialog,Standard,12) coloured(200,0,0)
a=a-1
next
//reset count
DownCount=0
endif
endif

return

Lb=4

//begin swing Up

if UpCount=0 then

r = Max(Max(Close[1], Close[2]), Close[3])

if close>r then

UpCount=1

DownCount=0

endif

//continue swing Up

if UpCount>0 and Close>Close[Lb] then

DownCount=0

UpCount=UpCount+1

//draw count

if(UpCount=9) then

a=9

for i = 1 to 9

drawtext("#a#",barindex[i],low[i]-averagetruerange[10],Dialog,Standard,12) coloured(0,200,0)

a=a-1

//reset count

UpCount=0

endif

//begin swing Down

if DownCount=0 then

r = Min(Min(Close[1], Close[2]), Close[3])

if close<r then

DownCount=1

UpCount=0

endif

//continue swing Down

if DownCount>0 and Close<Close[Lb] then

UpCount=0

DownCount=DownCount+1

//draw count

if(DownCount=9) then

a=9

for i = 1 to 9

drawtext("#a#",barindex[i],high[i]+averagetruerange[10],Dialog,Standard,12) coloured(200,0,0)

a=a-1

//reset count

DownCount=0

endif

return

Nicolas

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04/03/2017 at 11:26 AM #30808

JohnVS

Hi Nicolas,

We are getting close 🙂

First i see there is a digit shown 1.0 etc .. its should only be just 1

Also i see the count is not staring at the right moment i will send a printscreen where the counter goes wrong

And yes it should be perfect if the count was shown during the swing and not only when it completes to 9

rgds

John

JohnVS

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04/03/2017 at 4:04 PM #30839

JohnVS

Hi Nicolas,

Hope the problems are gone now.

Please let me know

Did you see the post and attached file?

rgds

John

JohnVS

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04/03/2017 at 5:00 PM #30846

Nicolas

Yes thank you. You can write comments and upload picture here instead! Your malware problem seems gone now, good news!
I managed the “resting bar”, but I’d like to change the way numbers are displayed to delete the digit and still with variable, instead of writing drawtext 9 times.. I’ll get back with some news later.

Nicolas

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04/03/2017 at 6:08 PM #30865

JohnVS

Glad to hear that.

Ive attached a printscreen.

counter works but but at some points it isnt quite doing what it should

In this case it jumps from 9.0 to 2.0 on the next bar

It would also already be a great improvement to show the first bar with the 1 so at least one can see where the swing starts

Im sure you work something out 🙂

rgds

John

JohnVS

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04/04/2017 at 12:47 AM #30899

JohnVS

Hi Nicolas ,

Been looking through a few charts and i find the start of the counter is wrong in many cases

If a upswing starts the current close must be higher then the close of 4 bars earlier

For the downswing to start the close of the current day must be lower then 4 days ago

It must keep counting as long as that is the case. I think you have that working but the starting point often is wrong.

rgds

John

JohnVS

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04/04/2017 at 9:09 AM #30958

Nicolas

I think this new WIP version should be ok. Because code is read from top to bottom, sometimes counting were wrong, so I stacked the code in another way (my bad sorry).

About the Close superior or inferior to the one 4 bars earlier, it is not how it is coded in the original code posted by joerie1, it is looking for the current Close to be superior to highest one of the last 3 bars (up swing) and vice versa for the down swing, but I modified as per your suggestion..

Nicolas

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