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Code Snippets

&

How To’s

David Jennings

The Performance Factory

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AIQ CODE.............................................................................................................................................. 8

CANDLESTICKS .................................................................................................................................... 8 CANDLESTICK COLOUR STUDY............................................................................................................ 8 RATE OF CHANGE................................................................................................................................. 8 MONEY MANAGEMENT EXITS.............................................................................................................. 9 MACDI EXIT RULES............................................................................................................................. 9 CONDITIONAL RULES-SELLING PRESSURE ................................................................................... 10 MOMENTUM ....................................................................................................................................... 11 VIDYA - TUSHAR CHANDE ............................................................................................................... 12 SECTOR MOVEMENT .......................................................................................................................... 12 PRICE/VOLUME CRITERIA? ................................................................................................................ 16 HIGH JUMP CANDIDATE SELECTION................................................................................................... 16 VOLUME SPIKE................................................................................................................................... 17 VARIABLE PROFIT PROTECT STOP, LOSS STOP AND TIME STOP ......................................................... 18 BUY FOR STOCKS IN A SECTOR........................................................................................................... 18 BOLLINGER BANDS ............................................................................................................................ 19 LINEAR REGRESSION CALCULATION USING THE LEAST MEANS SQUARED METHOD ........................... 20 LINEAR REGRESSION METHOD BASED INDICATORS ............................................................................ 20 SECTOR DIVERGENCE......................................................................................................................... 21 COUNTOF ........................................................................................................................................... 22 ATR AND WILDER’S RSI ................................................................................................................... 22 RELATIVE STRENGTH ......................................................................................................................... 23 RECURSION ........................................................................................................................................ 24

METASTOCK CODE ......................................................................................................................... 27

PRIMARY BUY SIGNAL ....................................................................................................................... 27 PRIMARY SELL SIGNAL ...................................................................................................................... 27 MARKETSPACE STOCK SYSTEM ......................................................................................................... 27

Primary Buy Signal ...................................................................................................................... 27 Primary Sell Signal....................................................................................................................... 28

SMOOTH STOCKS................................................................................................................................ 28 Bressert Cycle Indicators ............................................................................................................. 29

EXPLANATION OF THE MCCLELLAN OSCILLATOR.............................................................................. 30 THRUST OSCILATOR:.......................................................................................................................... 30 MIDAS VOLUME WEIGHTED AVE PRICE-SUPPORT/RESIST ............................................................... 31 STOCHASTIC CROSS TRADING SYSTEM.................................................................................. 31 TSI AND ERGODICS INDICATORS .............................................................................................. 32

Trading Ergodics with the Trend – Rules ..................................................................................... 32 RELATIVE STRENGTH OF STOCK TO INDEX........................................................................... 33 FIND RSI ABOVE 80 ....................................................................................................................... 34 KASE DEV STOP ................................................................................................................................. 35 WOLF WAVE PATTERNS .............................................................................................................. 35 THE MARKET FACILITATION INDEX ................................................................................................... 36 TRUE STRENGTH INDEX.............................................................................................................. 37 GANN SWING HILOW ACTIVATOR ..................................................................................................... 40 RUGGERIO'S TREND............................................................................................................................ 41 AUTOMATIC METASTOCK TRENDLINE FORMULA .............................................................................. 41 THE RECURSIVE MOVING TREND AVERAGE ...................................................................................... 42 THREE INSIDE DAYS..................................................................................................................... 48 NR4 FORMULA................................................................................................................................... 48 MOVAVG ASYMMETRIC VOLATILITY PRICE BANDS .......................................................................... 57 REGRESSION ASYMMETRIC VOLATILE PRICE BAND........................................................................... 57 WRO AND WSO INDICATORS .......................................................................................................... 149 BODY MOMENTUM..................................................................................................................... 156 ST OSCILLATOR........................................................................................................................... 156 LOOKBACK ...................................................................................................................................... 158

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JACK LANDIS' WEIGHTED STOCHASTIC (SHORTENED TO LANDIS)..................................................... 160 CHANDE & KROLL'S R2 INDICATOR ................................................................................................. 162 PRICE ACTION INDICATOR (PAIN)................................................................................................... 162 WEEKLY PIVOT POINT ..................................................................................................................... 164 HIGHEST HIGH SINCE BUY SIGNAL ........................................................................................ 165 FORECAST OSCILLATOR SYSTEM ALTERNATIVE .............................................................. 165 FORECAST OSCILLATOR SYSTEM........................................................................................... 166

Chaos Blue BL............................................................................................................................ 168 Chaos Red BL ............................................................................................................................. 168 Chaos Green BL ......................................................................................................................... 168 Chaos Gator ............................................................................................................................... 168

CHAOS AO....................................................................................................................................... 169 Chaos AO Signal Line ................................................................................................................ 169 Chaos AC.................................................................................................................................... 169 Chaos Fractal ............................................................................................................................. 169

TRADING THE TREND 2.............................................................................................................. 181 TRADING THE TREND 1.............................................................................................................. 183 BOLLINGER BAND WIDTH ........................................................................................................ 184 BOLLINGER BAND HISTOGRAM KARNISH ........................................................................... 184 BB HISTOGRAM ............................................................................................................................... 188 CHANDELIER EXIT, VERSION 2 METASTOCK CODE............................................................... 193 MOVING AVERAGE CROSSOVERS .......................................................................................... 194 VIDYA WITH P VARIABLE VERSION 2 .................................................................................... 197 VIDYA EXPLANATION ............................................................................................................... 198 IMPROVED CHANDELIER EXIT ................................................................................................ 214 BOOMERS TRADING SIGNALS............................................................................................................ 220

Boomers buysig........................................................................................................................... 220 ADX AND TRENDLINES.............................................................................................................. 223 ADX RISING EXPOLORATION................................................................................................... 239 SWING TRADING EXPERT ......................................................................................................... 239 DMI EXPLORATION VERSION 3......................................................................................................... 241 VOLATILITY BREAKOUT................................................................................................................... 246 VOLATILITY EXPLORATION.............................................................................................................. 250 RELATIVE VOLATILITY INDEX ......................................................................................................... 250 SMOOTHED ADAPATIVE STOCHASTIC OSCILLATOR .......................................................................... 250 SIDEWAYS CHANNELS EXPLORATION .............................................................................................. 256 STOCHASTIC AND RSI SYSTEM................................................................................................ 257 DAHL OSCILLATOR .......................................................................................................................... 259 2 DAY HAMMER EXPLORATION ....................................................................................................... 260 WRO AND WSO INDICATORS .......................................................................................................... 261 WRO INDICATOR: ............................................................................................................................ 263 GAP1 SYSTEM .................................................................................................................................. 264 GAP2 SYSTEM .................................................................................................................................. 264 RSI DIVERGENCE EXPLORATION............................................................................................ 265 STIX INDICATOR ......................................................................................................................... 266 DENVELOPE (RSI) ............................................................................................................................ 266 CYLICAL SYSTEM ....................................................................................................................... 267 JKCYCL ............................................................................................................................................ 268 ST OSCILLATOR........................................................................................................................... 269 CCI SPIKE TRADING SYSTEM ........................................................................................................... 269 LOOKBACK ...................................................................................................................................... 270 MCCLELLAN OSCILLATOR ............................................................................................................... 271 MCCLELLAN SUMMATION INDEX .................................................................................................... 272 BARNES' ACCELERATION ................................................................................................................. 273 BARNES' ADAPTIVE FORECAST ........................................................................................................ 274 BARNES' MOVING AVERAGE ............................................................................................................ 274 NATENBERG'S VOLATILITY .............................................................................................................. 275 TEMA STOCHRSI FORMULA ............................................................................................................. 276 DEVSTOP....................................................................................................................................... 276 WEEKLY PIVOT POINT ..................................................................................................................... 277

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STO RSI .......................................................................................................................................... 277 ATR MODIFIED............................................................................................................................. 279 HIGHEST HIGH SINCE BUY SIGNAL ........................................................................................ 279 MINER’S STORSI ............................................................................................................................. 279 FORECAST OSCILLATOR SYSTEM ALTERNATIVE .............................................................. 282 MURREY MATH................................................................................................................................ 283

ZIGZAG CODE ............................................................................................................................. 285

TRADE EQUITY AND TRADE STOP FORMULA UPDATE ...................................................................... 287

SO MUCH FOR QUICK FIXES. MY THANKS TO DAVID HOBBS FOR

LETTING ME KNOW THAT MY 'ND' VARIABLE FIX WAS ALSO FLAWED.

I'LL TRY AGAIN. IF YOU HAVE VERSION 3.X TRADE EQUITY OR TRADE

STOP FORMULAS WITH AN 'ND' THAT LOOKS LIKE EITHER OF THE LINES

BELOW, ND:=LASTVALUE(INT(FRAC(CP/100)*10)); OR

ND:=LASTVALUE(INT(FRAC(CP/99)*10)); THEN IT SHOULD BE CHANGED

TO ND:=LASTVALUE(INT(0.1+FRAC(CP/100)*10)); HOPEFULLY THIS WILL

FIX THE PROBLEM ONCE-AND-FOR-ALL. ................................................................... 293

LATCHES .......................................................................................................................................... 293

TRADESTATION CODE ................................................................................................................. 297

SLOWKCLASSIC ............................................................................................................................... 297 MACD HISTOGRAM......................................................................................................................... 297 HIGH OF TODAY................................................................................................................................ 298 MACD CROSSOVER CHART ............................................................................................................. 299 COLES’S RANGE ............................................................................................................................... 299 INDICATOR COLE'S RANGE DAILY.................................................................................................... 300 8 PERIOD DONCHIAN CHANNEL MID-POINT LINE ............................................................................. 300 INDICATOR SUPP-RESIS DAILY........................................................................................................ 300 ANDREW’S PITCHFORK .................................................................................................................... 302 E-MINI WITH MONTE CARLO ........................................................................................................... 306 HURST EXPONENT ............................................................................................................................ 308 ERGOTIC CSI.................................................................................................................................... 309 ERGOTIC MACD.............................................................................................................................. 310 ENTRY & EXIT ................................................................................................................................. 311 STOPS IN EDS ................................................................................................................................ 312 TRIGGERS BASED ON ENTRY PRICES ................................................................................................. 313 COUNT OF ........................................................................................................................................ 313 COMPARE TWO INDICES ................................................................................................................... 313 COLOUR STUDIES ............................................................................................................................. 314 RECURSION ...................................................................................................................................... 315 DIFFERENT RESULTS IN TRADESTATION .......................................................................................... 320 SIGNAL REVIEW – UPSIDE ................................................................................................................ 321 3 BAND RESEARCH SYSTEM ............................................................................................................. 321 MARKET PROFILE............................................................................................................................. 322 T BOND SYSTEM .............................................................................................................................. 329 HIGHER HIGHS .................................................................................................................................. 329 INDICATOR MARKS ......................................................................................................................... 330 YESTERDAY’S HIGH LOW ON AN INTRADAY CHART ........................................................................ 331 TO COUNT THE NUMBER OF NEW HIGHS IN THE LAST N BARS............................................................ 331 COMMENTARY FUNCTION ................................................................................................................ 332 NO PLOT() STATEMENT.................................................................................................................... 333 NUMERICAL ACCURACY .................................................................................................................. 334 TRADESTATION: RELATIVE VIGOR INDEX........................................................................... 335 STOPS ............................................................................................................................................... 336 ADAPTIVE STOP ............................................................................................................................... 336 LINE THICKNESS WON’T RESPOND .................................................................................................. 337 TEXT STUDIES .................................................................................................................................. 337

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@Text Current C <=.................................................................................................................. 339 @TextCurrentCText ................................................................................................................... 339 @TextCurrentIndic..................................................................................................................... 340

TRADESTATION INSTABILITY ........................................................................................................... 340

OTHER HOW TO’S.......................................................................................................................... 342

TS4 INSTALLATION ON WIN 2K........................................................................................................ 344 ATR DISCUSSION ............................................................................................................................. 350 CODING VELOCITY AND ACCELERATION ........................................................................................... 351

WEALTHSCRIPT CODE................................................................................................................. 352

DEAD CAT CATCHER........................................................................................................................ 352 INTRADAY ....................................................................................................................................... 353 WEALTHSCRIPT CODE ..................................................................................................................... 353

WEALTHSCRIPT CODE................................................................................................................. 355

TURTLE SOUP WITH FILTER.............................................................................................................. 355 WEALTHSCRIPT CODE ..................................................................................................................... 356 MULTI COLOUR MA ETC.................................................................................................................. 358 DIVERGENCE BETWEEN PRICE AND RSI OR MACD HISTO...? ........................................................... 359 CHECK PEAK & CHECK VALLEY ...................................................................................................... 363 MOVING AVERAGES......................................................................................................................... 366 FIBONACCI FORMULAS..................................................................................................................... 368 JOE DINAPOLI - DINAPOLI TREND FORMULA ................................................................................... 371 FORECAST OSCILLATOR ................................................................................................................... 384 CHANDE'S DYNAMIC MOMENTUM INDEX ........................................................................................ 386 ADAPTIVE SYSTEMS ......................................................................................................................... 388 ON BALANCE VOLUME .................................................................................................................... 393

BOOK LIST........................................................................................................................................ 395

GANN ............................................................................................................................................... 395 LIST OF BOOKS AND COURSES: ......................................................................................................... 395 RWI ................................................................................................................................................. 399

KNEWPEAKINDICATOR............................................................................................................... 400

KPEAK OSCILLATOR.................................................................................................................... 400

OKS & PEAKOSCILLATOR .......................................................................................................... 401

KCD INDICATOR............................................................................................................................. 401

KPERM FN......................................................................................................................................... 402

1ST CLASS SHORTS........................................................................................................................ 402

1ST

CLASS LONGS............................................................................................................................ 403

KCDL PIERCING ............................................................................................................................. 404

{BULLISH PIERCING} ....................................................................................................................... 404 {BEARISH PIERCING} ....................................................................................................................... 405

KSDANGERLONG & SHORT ........................................................................................................ 405

KS2 LONGS & WARNING .............................................................................................................. 405

KS2 SHORTS & WARNING............................................................................................................ 406

PERMISSION STOCHASTIC ......................................................................................................... 408

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XPERMD ............................................................................................................................................ 408

XPERM K........................................................................................................................................... 408

XPERM LONG .................................................................................................................................. 408

XPERM SHORT ................................................................................................................................ 409

XD........................................................................................................................................................ 409

XKCD.................................................................................................................................................. 410

KPERMISSIONFN ............................................................................................................................ 410

KDEVSTOPS...................................................................................................................................... 410

XDEV .................................................................................................................................................. 411

XREV .................................................................................................................................................. 411

LARRY WILLIAMS EXPERT ........................................................................................................ 412

DEMARK EXPERT .......................................................................................................................... 414

ZIG ZAG TREND INDICATOR ............................................................................................................. 417 Expressing Exponential averages in days................................................................................... 421

FIBONACCI FORMULAS..................................................................................................................... 436 JOE DINAPOLI - DINAPOLI TREND FORMULA ................................................................................... 438 FORECAST OSCILLATOR ................................................................................................................... 451 CHANDE'S DYNAMIC MOMENTUM INDEX ........................................................................................ 454 ADAPTIVE SYSTEMS ......................................................................................................................... 455 ON BALANCE VOLUME .................................................................................................................... 460 MARKET COMMENTARY .................................................................................................................. 461 ACTIVE TRADER MAGAZINE CODE .................................................................................................. 462 ROSS CONGESTION PAINTBAR. ......................................................................................................... 483 NARROW RANGE 4 (NR4) DAYS ...................................................................................................... 484 NARROW RANGE 7 (NR7) DAYS ...................................................................................................... 485 HISTORICAL VOLATILITY ................................................................................................................. 486 BOLLINGER BANDS .......................................................................................................................... 487 OUTSIDE DAY, NR4 AND MOVING AVERAGE .................................................................................. 488 NR7, INSIDE DAY AND BOLLINGER BAND ....................................................................................... 489 STOWELL’S THREE-BAR NET LINE..................................................................................................... 493 NONLINEAR EHLERS FILTER ............................................................................................................ 499 NEW MARKET PARADIGM SYSTEM.................................................................................................... 502 BETTER BOLLINGER BANDS BY DENNIS MCNICHOLL...................................................................... 504 KLINGER VOLUME OSCILLATOR ...................................................................................................... 506 TPF_REVERSAL2002 ....................................................................................................................... 509 {MARKET DIRECTION} .................................................................................................................... 512 REAL TIME PIVOT 2000.................................................................................................................... 513 VOLATILITY STOP INDICATOR.......................................................................................................... 514 CLUSTER 20000 ............................................................................................................................... 516 REVERSAL INDICATOR ...................................................................................................................... 517 HI LO PIVOTS ................................................................................................................................... 518 INTRADAY HI LO ............................................................................................................................. 519 PB LONG .......................................................................................................................................... 520 PB SHORT ........................................................................................................................................ 522 RUBBER BAND2 ............................................................................................................................... 524 SFD.................................................................................................................................................. 525 SFK.................................................................................................................................................. 526 SSD.................................................................................................................................................. 526

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CLUSTER VOLATILITY STOP – USES CLUSTER 2000 AS A FUNCTION ................................................. 527 CLUSTER 2000................................................................................................................................. 529 REVERSAL INDICATOR ...................................................................................................................... 530 CLUSTER INDICATOR CODE ............................................................................................................... 530 CANDLESTICK PATTERN RECOGNITION............................................................................................ 531 TFS TREND FOLLOWING SYSTEM .................................................................................................... 539 TETHERLINE .................................................................................................................................... 540 VOLUME OSCILLATOR...................................................................................................................... 541 DOUBLE STOCHASTIC....................................................................................................................... 541 RINA DATA COLLECTION PORTFOLIO OUTPUT ............................................................................... 542 WILL SPREAD................................................................................................................................... 545 MAMA FAMA................................................................................................................................ 546 ACTIVE INVESTING ........................................................................................................................... 548

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AIQ Code

CANDLESTICKS

See Separate file

CANDLESTICK COLOUR STUDY

!Colour Study

GreenCandle if ([Open]<=[Close]).

RedCandle if ([Open]>[Close]).

GreenBar if ([close]>=val([close],1)).

RedBar if ([close]<val([close],1)).

Island reversal

!==================================================

lowbody is min([open],[close]).

highbody is max([open],[close]).

gapup if valresult(lowbody,1) > valresult(highbody,2).

gapdn if valresult(lowbody,1) < highbody.

islandReversal if gapup and gapdn.

!===================================================

I have not tested this. I hope it is correct.

Almost correct... just reverse the UDFs:

gapdn if highbody < valresult(lowbody,1).

+++++++++++++++++++++++++++++++++++++++++++++++++++++++

RATE OF CHANGE

! prdsys@pewd.com august 2000 www.pewd.com

! ROC indicator (rate of change)

! source: TA from A-Z, S. Achelis www.equis.com/free/taaz/

! change value of nbrdays to change number of days in indicator originally coded for

12 period ROC

define nbrdays 12.

closexago is val([close],nbrdays).

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roc is (([close]-closexago)/closexago)*100.

rocaverage is simpleavg(roc,21).

check my code for accuracy before trading off of them

MONEY MANAGEMENT EXITS

!! Exits Start Here !!

losslimit is 1.25. !! This controls the stop loss limit.

stesa is expavg([close],5).

stoploss if val([high],1) >={position entry price} * losslimit.

profitarget if val([low],1) <= valresult(stesa,1).

!! Insert the UDF and rule(below) into the backtester.

exitprice is iff(stoploss, {position entry price} * losslimit,

iff(profitarget,valresult(stesa,1), val([close],1))).

closeposition if [high] >= {position entry price} * losslimit or [low] <=stesa or

{position days} =4 or mfi1 < 0.1.

!!! Exit the position when one of the following 4 events occurs first:

!!! 1) a -25% max stoploss is reached,

!!! 2) or profit target is triggered when price hits the 5-day ESA,

!!! 3) or the 1-day MF RSI turns 0,

!!! 4) or at the close of day 4.

!!! If money management does not allow you to use a -25% stop loss, then use a

smaller limit. It will decrease overall

performance, but it will make you FEEL safer.

=============================================================

MACDI EXIT RULES

! Based upon strategies from "Street Smarts", copyright M. Gordon Publishing.

!Linda Bradford Raschke MACDI exit rules

MACDXEXIT if

val([macd],2)< val([macd],1)

and val([macd],1)> val([macd],0)

and val([macd],1)>0

10

and val([macd],2)>0

and [macd]>0

and HiVal([Macd],20)=val([macd],1).

CONDITIONAL RULES-SELLING PRESSURE

I did more work on this and now it works for all the stocks in my

database with look

back of 22 days-all of my stocks showed at least 4 up days in a 22

day look back

period from today:

!=============================

!Selling Pressure 4 day average in 22 day lookback:

ORg is [open]-[low].

UpC if [close]>val([close],1).

A1 is Sum(ORgUpC,4)/4.

A2 is Sum(ORgUpC,5)/4.

A3 is Sum(ORgUpC,6)/4.

A4 is Sum(ORgUpC,7)/4.

A5 is Sum(ORgUpC,8)/4.

A6 is Sum(ORgUpC,9)/4.

A7 is Sum(ORgUpC,10)/4.

A8 is Sum(ORgUpC,11)/4.

A9 is Sum(ORgUpC,12)/4.

A10 is Sum(ORgUpC,13)/4.

A11 is Sum(ORgUpC,14)/4.

A12 is Sum(ORgUpC,15)/4.

A13 is Sum(ORgUpC,16)/4.

A14 is Sum(ORgUpC,17)/4.

A15 is Sum(ORgUpC,18)/4.

A16 is Sum(ORgUpC,19)/4.

A17 is Sum(ORgUpC,20)/4.

A18 is Sum(ORgUpC,21)/4.

A19 is Sum(ORgUpC,22)/4.

Cup1 if countof(UpC,4)=4.

Cup2 if countof(UpC,5)=4.

Cup3 if countof(UpC,6)=4.

Cup4 if countof(UpC,7)=4.

Cup5 if countof(UpC,8)=4.

Cup6 if countof(UpC,9)=4.

Cup7 if countof(UpC,10)=4.

Cup8 if countof(UpC,11)=4.

Cup9 if countof(UpC,12)=4.

Cup10 if countof(UpC,13)=4.

Cup11 if countof(UpC,14)=4.

Cup12 if countof(UpC,15)=4.

Cup13 if countof(UpC,16)=4.

Cup14 if countof(UpC,17)=4.

Cup15 if countof(UpC,18)=4.

Cup16 if countof(UpC,19)=4.

Cup17 if countof(UpC,20)=4.

Cup18 if countof(UpC,21)=4.