EMA with Supertrend As Source

Supertrend is a trend following indicator which can be used to identify upward or downward
trends.

BUY{
SET ST = SUPERTREND(7,3,SIMPLE);
SET MA = EMA(ST,9);
MA > ST AND MA <= (ST * 1.005) AND CLOSE > MA;}

SELL{
SET ST = SUPERTREND(7,3,SIMPLE);
SET MA = EMA(ST,9);
MA < ST AND ST <= (MA * 1.005) AND CLOSE < MA;}

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Relative Momentum Index (RMI) With WMA.

The Relative Momentum Index (RMI) is a variation of the Relative Strength Index (RSI). While the RMI counts up and down days from today’s close relative to the close n-days ago while the RSI counts days up and down from close to previous close.

BUY{
SET RM = RMI(CLOSE,50,9);
SET MA = WMA(RM,50);
CROSSOVER(RM,MA) AND RM < 20;}

LONGEXIT{
SET RM = RMI(CLOSE,50,9);
SET MA = WMA(RM,50);
CROSSOVER(MA,RM) AND RM > 60;}

SELL{
SET RM = RMI(CLOSE,50,9);
SET MA = WMA(RM,50);
CROSSOVER(MA,RM) AND RM > 60;}

SHORTEXIT{
SET RM = RMI(CLOSE,50,9);
SET MA = WMA(RM,50);
CROSSOVER(RM,MA) AND RM < 20;}

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MACD WITH WMA

This trading system is based on MACD,WMA and CCI indicators.

BUY{
SET MCD = MACD(8,12,9,SIMPLE);
SET W13 = WMA(CLOSE,13);
SET W27 = WMA(CLOSE,27);
SET C1 = CCI(14,SIMPLE);
CROSSOVER(W13,W27) AND MCD > 0.01 AND C1 > 0.01;}

SELL{
SET MCD = MACD(8,12,9,SIMPLE);
SET W13 = WMA(CLOSE,13);
SET W27 = WMA(CLOSE,27);
SET C1 = CCI(14,SIMPLE);
CROSSOVER(W27,W13) AND MCD < 0.01 AND C1 < 0.01;}

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Trade Volume Index (TVI)

The Trade Volume index shows whether a security is being accumulated or distributed.

BUY{
SET TV = TVI(CLOSE,0.25);
SET MA = SMA(TV,21);
CROSSOVER(TV,MA);}

SELL{
SET TV = TVI(CLOSE,0.25);
SET MA = SMA(TV,21);
CROSSOVER(MA,TV);}

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CANDLESTICK PATTERN CNTD.

BUY{
SET C1 = REF(CLOSE,1);
SET C2 = REF(CLOSE,2);
SET C3 = REF(CLOSE,3);
SET O1 = REF(OPEN,1);
SET O2 = REF(OPEN,2);
SET O3 = REF(OPEN,3);
O3 > C3 AND O2 > C2 AND O1 > C1 AND CLOSE > OPEN AND CLOSE > MAX(HIGH,4);}

LONGEXIT{
CLOSE > REF(CLOSE,1) * 1.022;}

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Volume Oscillator (V.O.)

The Volume Oscillator shows a spread of two different moving averages of volume over a
specified period of time.

BUY{
SET VOS = VO(9,21,SIMPLE,PERCENT);
SET MA = EMA(CLOSE,21);
LOW > MA AND VOS > 20;}

LONGEXIT{
SET VOS = VO(9,21,SIMPLE,PERCENT);
SET MA = EMA(CLOSE,21);
HIGH < MA AND VOS > 20;}

SELL{
SET VOS = VO(9,21,SIMPLE,PERCENT);
SET MA = EMA(CLOSE,21);
HIGH < MA AND VOS > 20;}

SHORTEXIT{
SET VOS = VO(9,21,SIMPLE,PERCENT);
SET MA = EMA(CLOSE,21);
LOW > MA AND VOS > 20;}

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Double (D-EMA) and Triple Exponential Moving Average (T-EMA)

D-EMA and T-EMA apply more weight to the most recent data in an attempt to smooth out noise while still remaining highly reactive to changes in the data.

D-EMA = 2*EMA – EMA(EMA)

Triple Exponential MA Formula:

T-EMA = (3*EMA – 3*EMA(EMA)) + EMA(EMA(EMA))

 

BUY{
SET MA = EMA(CLOSE,9);
SET MM = EMA(MA,5);
SET 2MA = 2 * MA;
SET DMA1 = 2MA - MM;
SET 3MA = 3 * MA;
SET 3MM = 3 * MM;
SET MMM = EMA(MM,21);
SET TMA1 = 3MA - 3MM - MMM;
SET RM = RMI(CLOSE,15,15);
CROSSOVER(TMA1,DMA1) AND RM < 25;}

SELL{
SET MA = EMA(CLOSE,9);
SET MM = EMA(MA,5);
SET 2MA = 2 * MA;
SET DMA1 = 2MA - MM;
SET 3MA = 3 * MA;
SET 3MM = 3 * MM;
SET MMM = EMA(MM,21);
SET TMA1 = 3MA - 3MM - MMM;
SET RM = RMI(CLOSE,15,15);
CROSSOVER(DMA1,TMA1) AND RM > 70;}

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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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