input: IsFib(true), NBarsL(4), NBarsS(4), StopLossLong(0), StopLossShort(0), GoLong(true), GoShort(true), giornoL(0), giornoS(0), EndLong(2000), EndShort(2000);
var: TradeShort(false), TradeLong(false), BarsToday(0), LastPrecTimeBar, dateprec;
// giornoL e giornoS:
// 1: lunedì
// 5: venerdì
if isFib then
LastPrecTimeBar = 1715; //17:15 perchè è la penultima barra a 15 minuti, l’ultima è la 17:30
else // DAX
LastPrecTimeBar = 2130; //21:30 perchè è la penultima barra a 15 minuti, l’ultima è la 21:45
endif;
If getdatedaily <> dateprec then
BarsToday = 0;
TradeShort = false;
TradeLong = false;
dateprec = getdatedaily;
endif;
BarsToday = BarsToday + 1;
If GoLong = True then
If BarsToday = NBarsL and opend(0)< lowd(1) and (dayofweek <> giornoL) {and c > opend(0)and closed(1) > closed(3)} then
TradeLong = true;
endif;
If StopLossLong > 0 then
Installstoploss(INMON, StopLossLong, “STOP”); // Se il sistema perde l’equivalente di “StopLossLong” Euro, allora chiude la posizione
endif;
If TradeLong = True and BarsToday > NBarsL and T < EndLong and C < lowd(1) then
EnterLong(nextbar, lowd(1), stop);
endif;
endif;
If GoShort = true then
If BarsToday = NBarsS and opend(0) > highd(1) and dayofweek <> giornoS then
TradeShort = true;
endif;
If StopLossShort > 0 then
Installstoploss(INMON, StopLossShort, “STOP”); // Se il sistema perde l’equivalente di “StopLossShort” Euro, allora chiude la posizione
endif;
If TradeShort = True and BarsToday > NbarsS and T < EndShort and close > highd(1){and closed(1) < closed(3)} then
EnterShort(nextbar, highd(1), stop);
endif;
endif;
// Setexitonclose; // esci da tutto a fine giornata
if T = LastPrecTimeBar then
// Esci in apertura dell’ultima candela,
// visto che in realtime non posso uscire in chiusura dell’ultima barra del giorno
ExitLong(nextbar, atopen);
ExitShort(nextbar, atopen);
endif;
{*******************************************************************
Description : Volume Flow Indicator.
The rationale is similar to the
On Balance Volume. (Ads Volume for up days and subtracts for
down days).
Reference: Markos Katsanos S&C Article, June 2004 Issue, pag 41
Code modified and consolidated in a signle indicator because
the original code doesn’t work on TS2000i
TO BE USED WITH DAILY DATA
Codifica di Paolo Arena (c) Copyright 2008, in allegato al libro
“Il trading automatico” di Enrico Malverti
********************************************************************}
Input: Coef(0.2), VCoef(2.5), Period(128), EmaBB(3), MavBB(50);
Var: TP(0), Inter(0), VInter(0), CutOff(0), VAve(0), VMax(0), VC(0), MF(0), VFI(0),
DirectionalVolume(0), DVNeg, oVFI(0), EmaVFI(0), MavVFI(0), MyVolume(0), Indzona1, Line0,
NCutOff, NVC, ColoreVfi, MiaSum, IdOgg1(NEWOGG);
// linea dello zero, per plottarla devo fare un vettore con tutti zeri
Line0 = Constval(0);
// typical price = (C + H + L) /3
TP = OP(OP(OP(C, L, Add), H, Add), constval(3),divis);
MF = OP(TP, Ref(TP,1), sub);
VAve = REF(mov(V, Period, S), 1);
Inter = OP(OSC_LOG(TP,10),OSC_LOG(ref(TP,1),10),sub);
VInter = StdDev(Inter, 30, 0);
CutOff = OP(OP(constval(Coef), VInter, Mul), C, Mul);
NCutOff = OP(CutOff, constval(-1),Mul);
VMax = OP(VAve, Constval(VCoef), Mul);
VC = OSC_CompareValues(V, VMax, L, V, VMax); // if V < VMax -> V, altrimenti VMax
NVC = OP(VC, constval(-1), Mul);
DVNeg = OSC_CompareValues(MF, NCutOff, L, NVC, constval(0));
DirectionalVolume = OSC_CompareValues(MF, CutOff, G, VC, DVNeg); // if V < VMax -> V, altrimenti VMax
MiaSum = SUM(DirectionalVolume, Period);
VFI = OP(MiaSum, VAve, Divis);
EmaVFI = MOV(VFI, EmaBB, E);
MavVFI = MOV(VFI, MavBB, S);
if VFI > 0 then
ColoreVfi = Green;
else
ColoreVfi = Red;
endif;
If crossover(VFI, Line0) then
IdOgg1 = DrawText(IdOgg1, 0, D, H, “Vfi Crossover 0”, 0, green, 8, 1+4, 1);
//enterlong(nextbar, atopen);
endif;
if MavVFI < MAVVFI[1] and MAVVFI[1] > MAVVFI[2] then entershort(nextbar, atopen);
endif;
if crossunder(VFI, Line0) then
IdOgg1 = DrawText(IdOgg1, 0, D, H, “Vfi Crossunder 0”, 0, red, 8, 1+4, 1);
//entershort(nextbar, atopen);
endif;
if MavVFI > MAVVFI[1] and MAVVFI[1] < MAVVFI[2] then enterlong(nextbar, atopen);
endif;
// creo una nuova zona e plotto tutte le linee
Indzona1 = CreateViewport(500, true, true);
PlotChart(VFI, Indzona1, ColoreVfi, solid, 2);
PlotChart(EmaVFI, Indzona1, green, solid, 2);
PlotChart(MavVFI, Indzona1, blue, solid, 2);
DrawHLine (NEWOGG, indzona1, Line0, fuchsia, 2, 0); // linea dello zero
.
