Chaikin Volatility (CV)

The Chaikin Volatility Oscillator is a moving average derivative of the Accumulation / Distribution index. This indicator quantifies volatility as a widening of the range between the high and the low price.

 

BUY{
SET VOL = CV(50,2,SIMPLE);
SET TRIG = REF(VOL,1) * 3;
SET MA = SMA(CLOSE,100);
VOL >= TRIG AND REF(VOL,1) > 0.1 AND CLOSE > MA;}

LONGEXIT{
SET MA = EMA(CLOSE,9);
CROSSOVER(MA,CLOSE);}

SELL{
SET VOL = CV(50,2,SIMPLE);
SET TRIG = REF(VOL,1) * 3;
SET MA = SMA(CLOSE,100);
VOL >= TRIG AND REF(VOL,1) > 0.1 AND CLOSE < MA;}

SHORTEXIT{
SET MA = EMA(CLOSE,9);
CROSSOVER(CLOSE,MA);}

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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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