Use Of Volume Rate of Change (VROC)

The Volume Rate of Change indicator shows whether or not volume is
trending in one direction or another.

 

BUY{
SET MA1 = EMA(CLOSE,9);
SET MA2 = EMA(CLOSE,21);
SET VR = VROC(VOLUME,21);
SET MA = SMA(VR,21);
MA > REF(MA,1)*10 AND MA1 > MA2;}

LONGEXIT{
SET MA1 = EMA(CLOSE,9);
SET MA2 = EMA(CLOSE,21);
SET VR = VROC(VOLUME,21);
SET MA = SMA(VR,21);
MA*10 < REF(MA,1) AND MA1 < MA2;}

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Counting No Of Crossovers Using CIF Function

CIF Returns a vector representing the total number of times the specified condition evaluated to TRUE in intraday period only.

BUY{
SET CND = CROSSOVER(EMA(CLOSE,5),EMA(CLOSE,13));
CIF(CND>=1) = 2;}

LONGEXIT{
SET CND = CROSSOVER(EMA(CLOSE,5),EMA(CLOSE,13));
CIF(CND>=1) > 6;}

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USE OF CROSSOVER Function :

The CROSSOVER function helps you one series has crossed over another. For
example, we can find the exact point in time when one moving average
crossed over another by using the CROSSOVER function:

BUY{
CROSSOVER(EMA(CLOSE,21),EMA(CLOSE,50));}

LONGEXIT{
CROSSOVER(EMA(CLOSE,50),EMA(CLOSE,21));}

SELL{
CROSSOVER(EMA(CLOSE,50),EMA(CLOSE,21));}

SHORTEXIT{
CROSSOVER(EMA(CLOSE,21),EMA(CLOSE,50));}

1

Weighted Moving Average (WMA) And Weighted Close (WC)

A Weighted Moving Average places more weight on recent values and less weight on older values.Weighted Close is an average of each day’s open, high, low, and close, where more weight is placed on the close.

BUY : crossover of WMA and average of Weighted close
SELL: crossover of average of Weighted close and WMA

BUY{
SET WC = WC();
SET SWC = SMA(WC,50); 
SET WM = WMA(CLOSE,21);
CROSSOVER(WM,SWC);}

SELL{
SET WC = WC();
SET SWC = SMA(WC,50); 
SET WM = WMA(CLOSE,21);
CROSSOVER(SWC,WM);}

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Heikinashi Cntd.

BUY : when two continuous GREEN candle formed then above
high of previous candle.

SELL : when two continuous RED candle formed then below
low of previous candle.

[HEIKINASHI]
BUY{
SET PC2 = REF(CLOSE,2);
SET PC1 = REF(CLOSE,1);
SET PO2 = REF(OPEN,2);
SET PO1 = REF(OPEN,1);
PC2 > PO2 AND PC1 > PO1 AND PC1 > PC2 AND PO1 > PO2 AND 
CLOSE > REF(HIGH,1);}

LONGEXIT{
CROSSOVER(EMA(CLOSE,5),CLOSE);}

SELL{
SET PC2 = REF(CLOSE,2);
SET PC1 = REF(CLOSE,1);
SET PO2 = REF(OPEN,2);
SET PO1 = REF(OPEN,1);
PC2 < PO2 AND PC1 < PO1 AND PC1 < PC2 AND PO1 < PO2 AND 
CLOSE < REF(LOW,1);}

SHORTEXIT{
CROSSOVER(CLOSE,EMA(CLOSE,5));}

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Moving Average Convergence / Divergence (MACD) AND Commodity Channel Index (CCI)

CCI indicator oscillates between an overbought and oversold condition and works best in a sideways market. The MACD fluctuates above and below the zero line as the moving averages converge, cross and diverge. Traders can look for signal line crossovers, centerline crossovers and divergences to generate signals.

BUY{
SET macd1 = MACD(100,21,9,SIMPLE);
SET macdsig = MACDSignal(100,21,9,SIMPLE); 
SET cci1 = CCI(50,SIMPLE); 
CROSSOVER(macdsig,macd1) and cci1 > 0.1;}

LONGEXIT{
SET macd1 = MACD(100,21,9,SIMPLE);
SET macdsig = MACDSignal(100,21,9,SIMPLE); 
SET cci1 = CCI(50,SIMPLE); 
CROSSOVER(macd1,macdsig) and cci1 < 0.1;}

SELL{
SET macd1 = MACD(100,21,9,SIMPLE);
SET macdsig = MACDSignal(100,21,9,SIMPLE);
SET cci1 = CCI(50,SIMPLE); 
CROSSOVER(macd1,macdsig) and cci1 < 0.1;}

SHORTEXIT{
SET macd1 = MACD(100,21,9,SIMPLE);
SET macdsig = MACDSignal(100,21,9,SIMPLE); 
SET cci1 = CCI(50,SIMPLE); 
CROSSOVER(macdsig,macd1) and cci1 > 0.1;}

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Weighted Moving Average (WMA) With Bollinger Bands

A Weighted Moving Average places more weight on recent values and less weight on older values. Bollinger bands rely on standard deviations in order to adjust to changing market conditions. When a stock becomes volatile the bands widens (move further away from the average). Conversely, when market becomes less volatile the bands contracts (move closer to the average).

SMA(CLOSE,9)  : Simple Moving Average of 9 period on Close
EMA(ma1,9)      : Exponential Moving Average of 9 period on SMA
WMA(ma2,5)    : Weighted Moving Average of 5 period on EMA

BUY{
SET ma1 = SMA(CLOSE,9);
SET ma2 = EMA(ma1,9);
SET ma3 = WMA(ma2,5);
SET vol = SMA(VOLUME,10);
SET bbt = BBT(CLOSE,10,2,SIMPLE); 
SET smab = SMA(bbt,50);
CROSSOVER(ma1,ma3) and CLOSE > bbt and VOLUME > vol and CLOSE > smab AND EMA(ma1,9) > SMA(bbt,50);}
SELL{
SET ma1 = SMA(CLOSE,9);
SET ma2 = EMA(ma1,9);
SET ma3 = WMA(ma2,5);
CROSSOVER(ma3,ma1);}

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Price Volume Trend (PVT)-Ehler Fisher Transform (EFT) Strategy

It is also known as Volume Price Trend. This indicator consists of a cumulative volume that adds or subtracts a multiple of the percentage change in price trend and current volume, depending upon their upward or downward movements.
Fisher transform is a indicator designed for price reversal signal. It is based on the assumption that prices do not have a normal probability density function but gaussian probability density function.

BUY :When PVT crosses above 10% more than previous PVT.
SELL : when signal line crosses above ETF line.

BUY{
SET PV = PVT(CLOSE);
SET PPV = REF(PV,1) * 1.1;
CROSSOVER(PV,PPV);}
SELL{
SET EF = EFT(21);
SET EFTRIG = EFTTIGGER(21); 
CROSSOVER(EFTRIG,EF);}

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Ichimoku Cloud Trading Strategy

Ichimoku Cloud system provides Analysts with a means to identify a trading bias, identify corrections and time turning points.The cloud identify support and resistance and provides a longer perspective on the price trend.

BUY : When current close crossed above Base Line and greater than SPAN A Line                   and SPAN A Line is greater than SPAN B Line.

SELL : When current close crossed below Base Line and lower than SPAN A Line                    and  SPAN A Line is lower than SPAN B Line.

BUY{
SET H9 = MAX(HIGH,9);
SET L9 = MIN(LOW,9);
SET H26 = MAX(HIGH,26);
SET L26 = MIN(LOW,26);
SET H52 = MAX(HIGH,26);
SET L52 = MIN(LOW,26);
SET ten = (H9 + L9)/2;
SET BL = (H26 + L26)/2;
SET spanA = (ten + BL)/2;
SET spanB = (H52 + L52)/2;
CROSSOVER(CLOSE,BL) AND CLOSE > spanA AND spanA > spanB;}
SELL{
SET H9 = MAX(HIGH,9);
SET L9 = MIN(LOW,9);
SET H26 = MAX(HIGH,26);
SET L26 = MIN(LOW,26);
SET H52 = MAX(HIGH,26);
SET L52 = MIN(LOW,26);
SET ten = (H9 + L9)/2;
SET BL = (H26 + L26)/2;
SET spanA = (ten + BL)/2;
SET spanB = (H52 + L52)/2;
CROSSOVER(BL,CLOSE) AND CLOSE < spanA AND spanA < spanB;}

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Supertrend-Parabolic Stop and Reversal Strategy(PSAR) Strategy

When the Supertrend closes below the Price, a Buy signal may be generated, and when the Supertrend closes above the Price, a Sell signal can be generated.

BUY : When current close crossed above PSAR and current close greater than supertrend and EMA 9 period is greater than EMA 21 period.

SELL : When current close is less than PSAR and current close is less than supertrend and EMA 15 period crossed above ema 9 period.

BUY{
set ma1 = EMA(CLOSE,9);
set ma2 = EMA(CLOSE,21);
set st = SUPERTREND(10,2,SIMPLE); 
set ps = PSAR(0.2,0.02); 
CROSSOVER(CLOSE,ps) and CLOSE > st and ma1 > ma2;}
LONGEXIT{
set ma1 = EMA(CLOSE,9);
set ma2 = EMA(CLOSE,15);
set st = SUPERTREND(10,2,SIMPLE); 
set ps = PSAR(0.2,0.02); 
ps > CLOSE and CLOSE < st and CROSSOVER(ma2,ma1);}

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