Sunday, 17 May 2020

Swing-Trading-system











swing-Trading-system

_SECTION_BEGIN("graph");

SetChartOptions(0,chartShowArrows|chartShowDates);

gxs=Param("GRAPH spaceing",10,5,50,5);

GraphXSpace = gxs;

strWeekday = StrMid("SunMonTueWedThuFriSat", SelectedValue(DayOfWeek())*3,3);

_SECTION_END();

_SECTION_BEGIN("NMA ");

k = Optimize("K",Param("K",1.75,1,5,0.25),1,5,0.25);

Per= Optimize("atr",Param("atr",10,3,30,1),3,30,1);

j=(O+H+L+C)/4;

nm= (H-L);

rfsctor = WMA(nm, PER);

revers = K * rfsctor;

Trend = 1;

NW[0] = 0;

for(i = 1; i < BarCount; i++)

{

if(Trend[i-1] == 1)

{

if(j[i] < NW[i-1])

{

Trend[i] = -1;

NW[i] = j[i] + Revers[i];

}

else

{

Trend[i] = 1;

if((j[i] - Revers[i]) > NW[i-1])

{

NW[i] = j[i] - Revers[i];

}

else

{

NW[i] = NW[i-1];

}

}

}

if(Trend[i-1] == -1)

{

if(j[i] > NW[i-1])

{

Trend[i] = 1;

NW[i] = j[i] - Revers[i];

}

else

{

Trend[i] = -1;

if((j[i] + Revers[i]) < NW[i-1])

{

NW[i] = j[i] + Revers[i];

}

else

{

NW[i] = NW[i-1];

}

}

}

}


Plot(NW, "", IIf(Trend == 1, 6, 4), 4);


//---------------trading -------------


Buy=Cover=Cross(j,nw);

Sell=Short=Cross(nw,j);

Buy=ExRem(Buy,Sell);

Sell=ExRem(Sell,Buy);

Short=ExRem(Short,Cover);

Cover=ExRem(Cover,Short);

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorSkyblue, 0,Low,-15);

PlotShapes(IIf(Sell, shapeHollowDownArrow, shapeNone),colorLightYellow, 0,High,-15);

PlotShapes(IIf(Cover, shapeHollowCircle, shapeNone),colorTan, 0,Close,0);

PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorGold, 0,High,-25);

//-----------end--------------

Long=Flip(Buy,Sell OR Cover);

Shrt=Flip(Sell,Buy OR Cover);

NOTrade= NOT (Long OR shrt);

Edc=(

WriteIf (Buy AND Ref(shrt,-1), " GO LONG / Reverse Signal at "+C+" ","")+

WriteIf (Buy AND Ref(NOTrade,-1), " GO LONG at "+C+" ","")+

WriteIf (Sell AND Ref(NOTrade,-1), " GO Short at "+C+" ","")+

WriteIf (Sell AND Ref(Long,-1), " EXIT LONG / Reverse Signal at "+C+" ",""));

_SECTION_END();

grid_day = IIf(Day()!=Ref(Day(),-1),1,0);

Plot(grid_day,"",colorDarkGrey,styleHistogram|styleDashed|styleNoLabel|styleOwnScale);

///--------------------------------------------------------------------------------------------------


UpCandle = ParamColor("Up Color", colorBrightGreen );

DownCandle = ParamColor("Down Color", colorDarkRed );

Consolidation = ParamColor("Consolidation", colorBlack );

BG2a=HHV(LLV(L,4)+ATR(4),8);

BR2a=LLV(HHV(H,4)-ATR(4),8);

Candlecolor = IIf(Close>BG2a ,UpCandle,IIf(Close < BR2a,DownCandle,Consolidation));

SetBarFillColor( IIf(O <C, colorSeaGreen,colorOrange) );

Plot( Close, "Price", CandleColor, styleCandle );

TimeFrameSet( 2*Interval() );

BG2=HHV(LLV(L,4)+ATR(4),8);

BR2=LLV(HHV(H,4)-ATR(4),8);

C1=C;

TimeFrameRestore();

M5 = TimeFrameExpand(BG2,2*Interval() );

MM5=TimeFrameExpand( BR2,2*Interval() );

cM5=TimeFrameExpand( C1, 2*Interval() );

TimeFrameSet( 4*Interval() );

BG2=HHV(LLV(L,4)+ATR(4),8);

BR2=LLV(HHV(H,4)-ATR(4),8);

C1=C;

TimeFrameRestore();

M15 = TimeFrameExpand(BG2,4*Interval() );

MM15=TimeFrameExpand(BR2,4*Interval() );

cM15=TimeFrameExpand( C1,4*Interval() );

TimeFrameSet( 6*Interval() );

BG2=HHV(LLV(L,4)+ATR(4),8);

BR2=LLV(HHV(H,4)-ATR(4),8);

C1=C;

TimeFrameRestore();

M30 = TimeFrameExpand(BG2,6*Interval() );

MM30=TimeFrameExpand(BR2,6*Interval() );

cM30=TimeFrameExpand( C1,6*Interval() );

TimeFrameSet( 8*Interval() );

BG2=HHV(LLV(L,4)+ATR(4),8);

BR2=LLV(HHV(H,4)-ATR(4),8);

C1=C;

TimeFrameRestore();

H1 = TimeFrameExpand(BG2 ,8*Interval() );

HH1=TimeFrameExpand( BR2,8*Interval() );

Ch1=TimeFrameExpand( C1,8*Interval() );

TimeFrameSet( 16*Interval() );

BG2=HHV(LLV(L,4)+ATR(4),8);

BR2=LLV(HHV(H,4)-ATR(4),8);

C1=C;

TimeFrameRestore();

H4 = TimeFrameExpand( BG2,16*Interval() );

HH4=TimeFrameExpand( BR2,16*Interval() );

cH4 = TimeFrameExpand( C1,16*Interval() );

Com=("\n "+Name()+ " - Trend in ")+"\n "+

EncodeColor(colorLightGrey)+(""+Interval(2)+":")+

WriteIf(Close>BG2a,EncodeColor(colorLime)+" UP",WriteIf(Close<BR2a,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightGrey)+(" "+2*Interval()/60+"m:")+

WriteIf(Cm5>M5,EncodeColor(colorLime)+" UP",WriteIf(Cm5<MM5,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightGrey)+(" "+4*Interval()/60+"m:")+

WriteIf(Cm15>M15,EncodeColor(colorLime)+" UP",WriteIf(Cm15<MM15,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightGrey)+(" "+6*Interval()/60+"m:")+

WriteIf(Cm30>M30,EncodeColor(colorLime)+" UP",WriteIf(Cm30<MM30,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightGrey)+(" "+8*Interval()/60+"m:")+

WriteIf(CH1>H1,EncodeColor(colorLime)+" UP",WriteIf(CH1<HH1,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightGrey)+(" "+16*Interval()/60+"m: ")+

WriteIf(Ch4>H4,EncodeColor(colorLime)+" UP",WriteIf(Ch4<HH4,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~" ));

//---------------------------------------------------------------------------------------

Vr=ParamList("Index",List = "^NSEI,^NSEBANK,NIFTY_F1,RELIANCE.NS,SBIN.NS,EURUSD,XAUUSD,GOLD",0);

SetForeign(Vr);

HaC =(O+H+L+C)/4;

HaO = AMA( Ref( HaC, -1 ), 0.5 );

HaH = Max( H, Max( HaC, HaO) );

HaL = Min( L, Min( HaC, HaO) );

HBG=HHV(LLV(HaL,4)+ATR(4),8);

HBR=LLV(HHV(HaH ,4)-ATR(4),8);

co = IIf(Hac>HBG ,colorAqua,IIf(Hac < HBR,colorCustom12,colorGrey50));

Plot(4, "", Co,styleArea+styleOwnScale | styleNoLabel, -1, 100);

//PlotOHLC(HaO,HaH,HaL,HaC, "", Co,styleCandle|styleOwnScale );

//=====================================================================================

TimeFrameSet( 2*Interval() );

BG2H=HHV(LLV(HaL,4)+ATR(4),8);

BR2H=LLV(HHV(HaH,4)-ATR(4),8);

C1H=HaC;

TimeFrameRestore();

M5H = TimeFrameExpand(BG2H,2*Interval() );

MM5H=TimeFrameExpand( BR2H,2*Interval() );

cM5H=TimeFrameExpand( C1H, 2*Interval() );

TimeFrameSet( 4*Interval() );

BG2H=HHV(LLV(HaL,4)+ATR(4),8);

BR2H=LLV(HHV(HaH,4)-ATR(4),8);

C1H=HaC;

TimeFrameRestore();

M15H = TimeFrameExpand(BG2H,4*Interval() );

MM15H=TimeFrameExpand(BR2H,4*Interval() );

cM15H=TimeFrameExpand( C1H,4*Interval() );

TimeFrameSet( 6*Interval() );

BG2H=HHV(LLV(HaL,4)+ATR(4),8);

BR2H=LLV(HHV(HaH,4)-ATR(4),8);

C1H=HaC;

TimeFrameRestore();

M30H = TimeFrameExpand(BG2H,6*Interval() );

MM30H=TimeFrameExpand(BR2H,6*Interval() );

cM30H=TimeFrameExpand( C1H,6*Interval() );

TimeFrameSet( 8*Interval() );

BG2H=HHV(LLV(HaL,4)+ATR(4),8);

BR2H=LLV(HHV(HaH,4)-ATR(4),8);

C1H=HaC;

TimeFrameRestore();

H1H = TimeFrameExpand(BG2H ,8*Interval() );

HH1H=TimeFrameExpand( BR2H,8*Interval() );

Ch1H=TimeFrameExpand( C1H,8*Interval() );

TimeFrameSet( 16*Interval() );

BG2H=HHV(LLV(HaL,4)+ATR(4),8);

BR2H=LLV(HHV(HaH,4)-ATR(4),8);

C1H=HaC;

TimeFrameRestore();

H4H = TimeFrameExpand( BG2H,16*Interval() );

HH4H=TimeFrameExpand( BR2H,16*Interval() );

cH4H = TimeFrameExpand( C1H,16*Interval() );

RestorePriceArrays();

Comm2=("\n "+VR+ " - Phase in ")+"\n "+

EncodeColor(colorLightYellow)+(""+Interval(2)+":")+

WriteIf(Hac>HBG,EncodeColor(colorLime)+" UP",WriteIf(Hac < HBR,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightYellow)+(" "+2*Interval()/60+"m:")+

WriteIf(cM5H>M5H,EncodeColor(colorLime)+" UP",WriteIf(cM5H<MM5H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightYellow)+(" "+4*Interval()/60+"m:")+

WriteIf(cM15H>M15H,EncodeColor(colorLime)+" UP",WriteIf(cM15H<MM15H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightYellow)+(" "+6*Interval()/60+"m:")+

WriteIf(cM30H>M30H,EncodeColor(colorLime)+" UP",WriteIf(cM30H<MM30H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightYellow)+(" "+8*Interval()/60+"m:")+

WriteIf(Ch1H>H1H,EncodeColor(colorLime)+" UP",WriteIf(Ch1H<HH1H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~"))+

EncodeColor(colorLightYellow)+(" "+16*Interval()/60+"m: ")+

WriteIf(cH4H>H4H,EncodeColor(colorLime)+" UP",WriteIf(cH4H<HH4H,EncodeColor(colorRed)+" DN",EncodeColor(colorGrey50)+" ~~" ));

//============


BuyPrice=ValueWhen(Buy,C);

SellPrice=ValueWhen(Sell,C);

ShortPrice=ValueWhen(Short,C);

CoverPrice=ValueWhen(Cover,C);


_SECTION_BEGIN("Title");

if( Status("action") == actionIndicator )

(

Title = EncodeColor(colorWhite) + Name() + "-" + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +

" - " + Date() +" - "+ strWeekday +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+

"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+

EncodeColor(colorTan)+ Com+

EncodeColor(colorYellow)+ Comm2);

_SECTION_END();


_SECTION_BEGIN("Background text");

C11=ParamColor("up panel",colorDarkOliveGreen );

C12=ParamColor("dn panel",colorDarkGrey );

C13=Param("fonts",20,10,30,1 );

C14=Param("left-right",2.1,1.0,5.0,0.1 );

C15=Param("up-down",12,1,20,1 );

Miny = Status("axisminy");

Maxy = Status("axismaxy");

lvb = Status("lastvisiblebar");

fvb = Status("firstvisiblebar");

pxwidth = Status("pxwidth");

pxheight = Status("pxheight");

GfxSetBkMode( 0 );

GfxSetOverlayMode(1);

GfxGradientRect(0,0,pxwidth, pxheight, C11, C12 );

GfxSelectFont("Tahoma", Status("pxheight")/C13 );

GfxSetTextAlign( 6 );

GfxTextOut( Name(), Status("pxwidth")/C14, Status("pxheight")/C15 );

GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );

GfxTextOut( "NMA", Status("pxwidth")/C14, Status("pxheight")/C15*2.5 );

GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );

GfxTextOut( " Karthik Marar", Status("pxwidth")/C14, Status("pxheight")/C15*4 );

GfxSelectFont("MS Sans Serif", 10, 500, False, False, 0);

GfxTextOut(""+Vr+"---cas67", Status("pxwidth")/1.08, Status("pxheight")/C15*10.8 );

GfxSelectFont("Ariel",9, 700, False, False, 0);

GfxSetTextColor(colorYellow);

GfxTextOut(""+edc+"", Status("pxwidth")/1.15, Status("pxheight")/C15*0.3 );
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