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[...] CreateParameter("A/D/ ATR/ ADX", 0, 0, 2, 1);
paramLength = CreateParameter("Length", 4, 4, 10, 2);
paramADX = CreateParameter("ADX Trigger", 30, 5, 40, 5);
paramConsTimeout = CreateParameter("Cons. timeout", 4, 2, 20, 2);
paramConsFactor = CreateParameter("Cons. factor", 0.75, 0.25, 0.75, 0.25);
paramEntryBreakout = CreateParameter("Brkout/Pullback", 0, 0, 1, 1);
}
protected override void Execute()
{
int mode = paramMode.ValueInt;
int Length = paramLength.ValueInt, ADXTrigger = paramADX.ValueInt,
TopBar [...]
[...] StrategyParameter paramThresh;
public ZeroLag1011()
{
paramLength = CreateParameter("Length", 32, 2, 100, 1);
paramGain = CreateParameter("Gain Limit", 22, 2, 100, 1);
paramThresh = CreateParameter("Threshold", 0.75, 0.5, 2, 0.25);
}
protected override void Execute()
{
int Length = paramLength.ValueInt;
int GainLimit = paramGain.ValueInt;
double Thresh = paramThresh.Value;
// Data series
EMA ema = EMA.Series( Close, Length, EMACalculation.Modern );
EC ec = EC.Series( Close, [...]
[...] paramWeeklyLength2;
public MyStrategy()
{
paramDailyLength1 = CreateParameter("Daily Length 1",12,2,300,20);
paramDailyLength2 = CreateParameter("Daily Length 2",26,2,300,20);
paramWeeklyLength1 = CreateParameter("Weekly Length 1",60,2,300,20);
paramWeeklyLength2 [...]
[...] CreateParameter("Exit after", 20, 1, 50, 1);
paramDailyLength1 = CreateParameter("Daily Length 1",12,2,300,20);
paramDailyLength2 = CreateParameter("Daily Length 2",26,2,300,20);
paramWeeklyLength1 = CreateParameter("Weekly Length 1",60,2,300,20);
paramWeeklyLength2 [...]
[...] StrategyParameter paramPeak;
public Leavitt()
{
paramLength = CreateParameter("LcP Length", 50, 10, 50, 10);
paramPeak = CreateParameter("LcSlope Peak", 50, 5, 50, 5);
}
protected override void Execute()
{
bool reachedPeak = false, changedSign = false;
int peakBar = -1, signBar = -1;
int peakBars = paramPeak.ValueInt; int Length = paramLength.ValueInt;
var LeavittProjection = LinearReg.Series(Close, Length);
int [...]
Syntax public TruncatedBandPass(DataSeries ds, int period, double bandWidth, int length, string description) public static TruncatedBandPass Series(DataSeries ds, int period, double bandWidth, int length) Parameter Description ds A DataSeries object [...]
[...] randomColor;
}
protected override void Execute()
{
DataSeries Price = Close;
int Length = 2, Level = 10;
List lst = new List ();
lst.Add( SMA.Series(Price, Length) ); // Rainbow Charts
for( int i = 1; i lst.Count - 1 , Length );
ds.Description = string.Format( "Rainbow({0})", i );
lst.Add( ds );
PlotSeries( PricePane, ds, RandomColor(), LineStyle.Solid, 1 );
}
// Rainbow Oscillator
DataSeries RO = RainbowOsc.Series( Price, Length, Level );
ChartPane roPane [...]
[...] system's Net Profit. On a 3D optimization graph we plot the system's Net Profit on axis Z, and the RSI Length and Fixed Bars parameters on axes X and Y respectively (Figure 3). The best Net Profit $ came from the 8-period RSI Length which suggests that there may be a 16-bar cycle period in the Dow 30 stocks. However, the 3D graph indicates there's a sharp peak around this value. The smooth area of the curve nearby suggests a stable and profitable zone with multiple adjacent parameter values which lead to more consistent results. Hence we'd [...]
[...] Series(DataSeries ds, int period1, int period2, int period3)
Parameter Description period1 Length used to calculate the first moving average period2 Length used to calculate the [...]
[...] 0)
dt.Rows.Add(row);
}
i++;
} // Use the SqlBulkCopy class to write the DataTable made of a single stock's CSV file, to SQL Server
SqlBulkCopy bc = new SqlBulkCopy(con.ConnectionString, SqlBulkCopyOptions.TableLock);
bc.DestinationTableName = dirName;
bc.BatchSize = dt.Rows.Count;
con.Open();
bc.WriteToServer(dt);
bc.Close();
con.Close();
}
}
protected override void Execute()
{
// Get the collection of Files from the Source Directory
string destination = Path.Combine(baseDir, [...]
EC — 3.3%
Syntax public EC(DataSeries ds, int Length, int GainLimit, string description) : base(ds, description) Parameter Description ds Source DataSeries Le
[...] Series(DataSeries ds, int period1, int period2, int period3)
Parameter Description
period1
Length used to calculate the first moving average
period2
Length used to calculate the second moving [...]
[...] where
mtm = close today – close yesterday
EMA(mtm,r) = exponential moving average of mtm with period length = r
EMA(EMA(mtm,r),s) = exponential moving average of EMA(mtm,r) with period length [...]
ATR — 2.2%
[...] class MyStrategy : WealthScript
{
// Thank you fundtimer
public Color WS4ColorToNET( double WS4Color )
{
return Color.FromArgb(
(int)Math.Floor( ( WS4Color % 1000 ) / 100 * 28.4 ),
(int)Math.Floor( ( WS4Color % 100 ) / 10 * 28.4 ),
(int)Math.Floor( WS4Color % 10 * 28.4 ) );
}
protected override void Execute()
{
// Plot ATRs in decreasing length if increasing blue intensity
ChartPane ATRPane = CreatePane( 50, true, true );
DrawLabel( ATRPane, "ATR from 2 to 18", Color.Black );
for( int i = 1; i
[...] description)
Parameter Description
bars
The Bars object
smooth
The length of smoothing
period
Indicator period
Description StochD returns the Stochastic %D indicator. StochD is a smoothed version of the Stochastic %K, StochK . Specify the length [...]
[...] period
The number of bars to use when calculating the indicator
ma_period
The length of the moving average to use
Description TII is the Trend Intensity Index. It measures the strength of a trend by tabulating the deviation of price and its moving average. Specify the number of bars to use when calculating the indicator in the Period parameter, and the length [...]
[...] KVOSeries(Bars bars, int period1, period2) Parameter Description bars A Bars object period1 The length of the faster EMA of the volume force period2 The length [...]
[...] MACDEx Series (DataSeries ds, int period1, int period2)
Parameter Description
period1
Length used to calculate the first moving average
period2
Length [...]
[...] DEMA(DataSeries ds, int period1, int period2) Parameter Description ds DataSeries period1 Length used to create the EMA period2 Length [...]
[...] of the exponential average in Wilder's original formula. Consequently, Cutler's RSI is not data length dependent, and returns consistent results regardless of the length [...]
[...] MACDEx_Histogram Series(DataSeries ds, int period1, int period2)
Parameter Description
period1
Length used to calculate the first moving average
period2
Length [...]
[...] MACDEx_Signal Series(DataSeries ds, int period1, int period2)
Parameter Description
period1
Length used to calculate the first moving average
period2
Length [...]
[...] (M*Sxy-Sx*Sy)/Math.Sqrt((M*Sxx - Sx*Sx)*(M*Syy - Sy*Sy));
} //Compute the Fourier Transform for each Correlation
for(int Period = 0; Period Period = 0;
SinePart [...]
[...] but the key difference is that there's no fixed lookback period. WLMA's lookback period is variable-length and is determined by the Adaptive Lookback value [...]
WMA — 1.1%
[...] heavily weighted, and contributes more to the final WMA value. WMA excludes price data outside the length of the moving average, Period. WMA = ( P 0 * n + [...]
[...] Bellies (CME)
// Food/Fiber
CC Cocoa (NYBOT)
CT Cotton No. 2 (NYBOT)
KC Coffee C (NYBOT)
LB Random Length Lumber (CME)
OJ Frozen Concentrated Orange [...]
[...] the "current" price move after time P*t is compared against the StdDev of a number of moves of length t. This means the CTI Indicator gives a rather [...]
[...] double atrMult) Parameter Description
bars
The Bars object
smaPeriod
Length used to calculate the center line
atrPeriod [...]
[...] Parameter Description
ds
The source DataSeries
tcLength
The Trend Cycle length/period
avgPeriod1
The fast average [...]
[...] Description
ds
Data series to be smoothed with a moving average
period
Length used to calculate the moving average (center line) [...]