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[...] 0.2);
period = CreateParameter( "Period" , 10, 2, 100, 2);
}
public DataSeries TrndsStop( Bars b, int period, double factor )
{
DataSeries loss = factor * TASCIndicators.ATRModified.Series(b, period);
DataSeries resistance = b. Close + loss;
DataSeries support = new DataSeries(b, "Support(" + period + "," + factor + ")" );
DataSeries trends = new DataSeries(b, "TrendsStop(" + period + "," + factor + ")" );
for ( [...]
Traders' Tip text We took this opportunity to add both the Bollinger %b and the Sylvain Vervoort’s smoothed version to Wealth-Lab’s TASCIndicator library for Version 6. The WealthScript code shows how to access and plot both indicators, their standard deviation bands and parameter sliders. We have to wait for the author’s follow-up article for the indicator’s suggested use in a trading strategy; meanwhile, we look for price divergence as one would with the traditional %b indicator. At the time this went to print, the Nasdaq 100 appears [...]
[...] lookback )
{
Color c = Color.Transparent;
if ( Bars .Count > lookback )
{
int b = bar-lookback;
bool green = ( Close [bar] > Close [b]) && ( Volume [bar] > Volume [b]);
bool blue = ( Close [...]
[...] var rp5 = CreatePane (20, false , true );
PlotSeries (rp5, R5, Color.Red, ls, 2, "R5" ); int b = Bars .Count - 1;
if (b [...]
[...] Ichimoku contains comprised five lines called the Tenkan Sen, Kijun Sen, Senkou Span A, Senkou Span B and Chickou Span, and is devised like an "all-in-one" indicator that helps gauge an market's trend, momentum and support and resistance points at the same time. References: Senkou Span A , Senkou Span B , Tenkan Sen , Kijun Sen , Chikou Span . Ichimoku Cloud Filters Information Storm
Example
This example nicely plots the Senkou Span A and Senkou Span B indicators as a dual fill band:
using System;
[...]
[...] )
ShortAtMarket ( bar+1 );
/* Highlight divergence */
for ( int b = peakBar; b <= bar; b++)
SetPaneBackgroundColor ( srsiPane, b, Color.FromArgb( 30, Color.LightCoral ) );
DrawLine ( PricePane , peakBar, High [peakBar], bar-1, High [bar-1], Color.Red, solid, 2 );
DrawLine ( srsiPane, peakBar, srsi[peakBar], bar-1, srsi[bar-1], Color.Blue, solid, 2 );
}
} /* 1st trough: both price and indicator [...]
[...] // LastPosition.Priority = Close[bar];
/* Highlight divergence */
for ( int b = peakBar; b <= bar; b++)
SetPaneBackgroundColor ( mfoPane, b, Color.FromArgb( 30, Color.LightCoral ) );
DrawLine ( PricePane , peakBar, High [peakBar], bar-1, High [bar-1], Color.Red, solid, 2 );
DrawLine ( mfoPane, peakBar, mfo[peakBar], bar-1, mfo[bar-1], Color.Blue, solid, 2 );
}
} /* 1st trough: both price and indicator */ [...]
[...]
ShortAtMarket ( bar+1 );
/* Highlight divergence */
for ( int b = peakBar; b <= bar; b++)
SetPaneBackgroundColor ( paneWDMACDPane1, b, Color.FromArgb( 30, Color.LightCoral ) );
DrawLine ( PricePane , peakBar, High [peakBar], bar-1, High [bar-1], Color.Red, solid, 2 );
DrawLine ( paneWDMACDPane1, peakBar, WM[peakBar], bar-1, WM[bar-1], Color.Blue, solid, 2 );
}
} /* 1st trough: both price and [...]
[...] private bool longPosition;
private DataSeries atrMod;
public ATRTrail(WealthScript wL, Bars b, bool positionLong, double initialStop, int period, double factor )
{
ws = wL;
bars = b;
longPosition = positionLong;
stopPrice = initialStop;
atrMod = factor * TASCIndicators.ATRModified.Series(bars, period);
}
// Call this method to update and return the stop price on each bar after entry
public double Price( int bar)
{
double prevPrice = stopPrice;
double newPrice;
if [...]
[...] private bool longPosition;
private DataSeries atrMod;
public ATRTrail(WealthScript wL, Bars b, bool positionLong, double initialStop, int period, double factor )
{
ws = wL;
bars = b;
longPosition = positionLong;
stopPrice = initialStop;
atrMod = factor * TASCIndicators.ATRModified.Series(bars, period);
}
// Call this method to update and return the stop price on each bar after entry
public double Price( int bar)
{
double prevPrice = stopPrice;
double newPrice;
if [...]
[...] ;
chart.Series.Add(name);
chart.Series[name].ChartType = SeriesChartType.Column; for ( int b = 0; b [...]
[...] RSI.Series( Close , rsiPer), Color.Blue, LineStyle.Solid, 2);
SetPaneMinMax ( rsiPane, 30, 80 );
int b = Bars .Count - 1;
double [] rect = { b, 55, b, 70, 0, 70, 0, 55 };
[...]
[...] Description
Bars
The symbol's Bars object
pctbPeriod
The period for Bollinger %b
smoothPeriod
The smoothing period
sdCalc
StdDevCalculation Enum: Population or Sample
Description Bollinger %b Smoothed from the May 2010 issue of Stocks & Commodities magazine. Calculation (See open source) [...]
[...]
BuyAtMarket ( bar+1 );
/* Highlight divergence */
for ( int b = troughBar; b [...]
[...]
ShortAtClose ( bar );
/* Highlight divergence */
for ( int b = peakBar; b [...]
[...]
BuyAtMarket ( bar+1 );
/* Highlight divergence */
for ( int b = troughBar; b [...]
[...] LineStyle.Solid, 2);
if (Math.Sign(price[pb1] - price[pb2]) == 1)
for ( int b = pb2; b [...]
[...] suggests a flat trend. To illustrate their application we've included a simple system that is based on a %b indicator that depicts how the price relates to the bands as well as to what degree it is above or below any of the bands. If the price is equal to the upper band, %b [...]
[...] Color.Red, LineStyle.Solid, 2);
if (Math.Sign(price[pb1] - price[pb2]) == 1)
for ( int b = pb2; b [...]
[...] Color.Red, LineStyle.Solid, 2);
if (Math.Sign(price[pb1] - price[pb2]) == 1)
for ( int b = pb2; b [...]
[...] insufficient funds. Why? It is possible in Raw Profit mode when a) Fixed Dollar sizing is selected and b) the selected position size is not enough to purchase even one share of the instrument. It can happen with with higher-priced instruments such as indices. Consider this example: your position size is $1,000 Fixed Dollar, and at the time of entry the security's price exceeds the position size e.g. is $1,100. There are two options: switch to Fixed Shares or increase the Fixed Dollar position size. How do I implement volatility position sizing? Position sizing based [...]
[...] Description
Bars
The symbol's Bars object
period
The period for Bollinger %b
StdDevCalculation
The StdDevCalculation Enum: Population or Sample
Description Bollinger %b [...]
[...] the test period to build indicators, known as "Lead Bars" in legacy versions of Wealth-Lab, affects B&H comparisons and performance metrics sensitive to changes in start/end dates. Imagine an indicator that takes a while to build up - like a 200-day moving average. The Buy & Hold starts immediately while the Strategy has to wait for at least 200 bars. Should Lead Bars exist, they would provide a slightly more accurate statement of performance over the test period when backtesting such Strategy. Fortunately, there's a script-based workaround for situations when there's [...]
[...] Execute()
{
//A system based on BressertDSS Levels
var r = 13;
var n = 8;
var b = BressertDSS.Series( Bars , r, n);
ChartPane bp = CreatePane (30, false , true );
PlotSeries (bp,b,Color.CadetBlue,LineStyle.Solid,2);
DrawHorzLine (bp,20,Color.Red,LineStyle.Dashed,1);
DrawHorzLine (bp,80,Color.Blue,LineStyle.Dashed,1);
for ( int bar = GetTradingLoopStartBar (r); bar < Bars .Count; bar++)
{
if ( CrossUnder ( bar, b, 20 ) )
[...]
[...] beginning of a month using ConvertDateToBar: double MonthStartEquity = EquityCurve[0];
DateTime b = bars. Date [bar];
DateTime tmp = new DateTime(
[...] PricePane , "Please switch to Bar (OHLC) Chart Style" , Color.Red);
return ;
}
int b = bcs.LeftEdgeBar;
DataSeries mVPT = new DataSeries( Bars , "Modified VPT" );
DataSeries avg4 = ( Open + High + Low + Close ) / 4d;
_level.Value = avg4[b];
DataSeries avg4_1 = avg4 >> 1;
DataSeries change = (avg4 - avg4_1) / avg4_1;
// changed from *= (Volume / 50000d);
// to compensate a little for diverse ranges of Volume
change *= ( Volume / Math.Pow(10, Math.Log10(SMA.Value( [...]
[...] GetIntradayBar = Synchronize (CompBar);
for ( int bar = 0; bar < Bars .Count; bar++)
{
int b = ( int )GetIntradayBar[bar];
AnnotateBar (b. ToString ( "0" ), bar, true , Color.Black, Color.Transparent, [...]
[...] ;
if (Math.Abs(a1 - a2) > 0.00001)
{
double a = (b1 - b2) / (a1 - a2);
double b = (b2 * a1 - a2 * b1) / (a1 - a2);
DataSeries s = ds * a;
s += b;
s.Description [...]
Traders' Tip text Since trading high-yield bonds was a simplistic monthly-based strategy, I thought it would be interesting to see how it performed by varying the monthly period by day of month. To do it, I setup of an optimization that calculates the monthly moving average based on the NAV price [...]
[...] public void SwamiStochHeatMap(DataSeries ds, int plotThickness)
{
int r = 0; int g = 0; int b = 0;
string s = ds.Description + ")" ;
DataSeries swStoch = new DataSeries(ds, "SwamiStoch(" + s);
DataSeries[] swamistoch = new DataSeries[49];
// Initialize array
ArrayHolder[] ah = new ArrayHolder[49];
for ( int n = 4; n < 49; n++ )
ah[n] = new ArrayHolder();
// Create and plot the heatmap series (change bar colors later)
HideVolume (); HidePaneLines ();
ChartPane swPane = CreatePane [...]