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Volatility Trading System

The document describes technical indicators and trading signals for a daily chart. It calculates moving averages of the past 10 days' high-low ranges and uses them to generate buy and sell signals when the close crosses above or below lines placed at 0.382 deviations from the average. Additional details like entry, target and stop prices are also calculated. Trend lines and indicator values are plotted on the chart for visualization.

Uploaded by

Sha Bond
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as TXT, PDF, TXT or read online on Scribd
181 views

Volatility Trading System

The document describes technical indicators and trading signals for a daily chart. It calculates moving averages of the past 10 days' high-low ranges and uses them to generate buy and sell signals when the close crosses above or below lines placed at 0.382 deviations from the average. Additional details like entry, target and stop prices are also calculated. Trend lines and indicator values are plotted on the chart for visualization.

Uploaded by

Sha Bond
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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_SECTION_BEGIN("Price");

SetBarsRequired(100000,0);

GraphXSpace = 15;

SetChartOptions(0,chartShowArrows|chartShowDates);

SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));

GfxSetBkMode(0);

GfxSetOverlayMode(1);

//SetTradeDelays(1,1,1,1);

SetPositionSize(100,spsShares);

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close


%g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

_SECTION_END();

DayH = TimeFrameGetPrice("H", inDaily, -1); DayHI = LastValue (DayH,1);//


yesterdays high
DayL = TimeFrameGetPrice("L", inDaily, -1); DayLI = LastValue (DayL,1); //
yesterdays low
DayC = TimeFrameGetPrice("C", inDaily, -1); // yesterdays close
DayO = TimeFrameGetPrice("O", inDaily); // current day open
DayH2= TimeFrameGetPrice("H", inDaily, -2); DayH2I = LastValue (DayH2,1); // Two
days before high
DayL2= TimeFrameGetPrice("L", inDaily, -2); DayL2I = LastValue (DayL2,1); // Two
days before low
DayH3= TimeFrameGetPrice("H", inDaily, -3); DayH3I = LastValue (DayH3,1); //
Three days before high
DayL3= TimeFrameGetPrice("L", inDaily, -3); DayL3I = LastValue (DayL3,1); //
Three days before low
DayH4= TimeFrameGetPrice("H", inDaily, -4); DayH4I = LastValue (DayH4,1); // Four
days before high
DayL4= TimeFrameGetPrice("L", inDaily, -4); DayL4I = LastValue (DayL4,1); // Four
days before low
DayH5= TimeFrameGetPrice("H", inDaily, -5); DayH5I = LastValue (DayH5,1); // Five
days before high
DayL5= TimeFrameGetPrice("L", inDaily, -5); DayL5I = LastValue (DayL5,1); // Five
days before low
DayH6= TimeFrameGetPrice("H", inDaily, -6); DayH6I = LastValue (DayH6,1); // Six
days before high
DayL6= TimeFrameGetPrice("L", inDaily, -6); DayL6I = LastValue (DayL6,1); // Six
days before low
DayH7= TimeFrameGetPrice("H", inDaily, -7); DayH7I = LastValue (DayH7,1); //
Seven days before high
DayL7= TimeFrameGetPrice("L", inDaily, -7); DayL7I = LastValue (DayL7,1); //
Seven days before low
DayH8= TimeFrameGetPrice("H", inDaily, -8); DayH8I = LastValue (DayH8,1); // Eight
days before high
DayL8= TimeFrameGetPrice("L", inDaily, -8); DayL8I = LastValue (DayL8,1); //
Eight days before low
DayH9= TimeFrameGetPrice("H", inDaily, -9); DayH9I = LastValue (DayH9,1); // Nine
days before high
DayL9= TimeFrameGetPrice("L", inDaily, -9); DayL9I = LastValue (DayL9,1); // Nine
days before low
DayH10= TimeFrameGetPrice("H", inDaily, -10); DayH10I = LastValue (DayH10,1); //
Ten days before high
DayL10= TimeFrameGetPrice("L", inDaily, -10); DayL10I = LastValue (DayL10,1); //
Ten days before low

TenDHLAvg= ( (DayH - DayL)+ (DayH2 -DayL2)+ (DayH3 - DayL3)+ (DayH4 - DayL4)+


(DayH5 - DayL5)+ (DayH6 -DayL6)+ (DayH7 - DayL7)+ (DayH8 - DayL8)+ (DayH9 - DayL9)+
(DayH10 -DayL10) )/10;

Buy= C>((DayC)+((.382)*(TenDHLAvg)));
Sell= C<((DayC)-((.382)*(TenDHLAvg)));

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

Short=Sell;

Cover=Buy;

BuyPrice=ValueWhen(Buy,C);

SellPrice=ValueWhen(Sell,C);

ShortPrice=ValueWhen(Short,C);

CoverPrice=ValueWhen(Cover,C);

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);

PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);

PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);

PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

SetPositionSize(300,spsShares);
ApplyStop(0,1,10,1);
//-----------end--------------
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy);

BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);

Edc=(
WriteIf (Buy AND Ref(shrt,-1), " BUY at "+C+" ","")+
WriteIf (Sell AND Ref(Long,-1), " SEll at "+C+" ","")
);
_SECTION_END();

trendup = IIf(C>((DayC)+((.382)*(TenDHLAvg))), colorBrightGreen, colorWhite);


trendcolor = IIf(C<((DayC)-((.382)*(TenDHLAvg))), colorRed, trendup);
Plot( C, "Close", trendcolor, styleCandle | styleThick );

numbars = LastValue(Cum(Status("barvisible")));
hts = -33.5;

// Volatility Levels //
DC = DayC; DCI = LastValue (DC,1); //
Yesterday Close
BY = ((DayC)+((.382)*(TenDHLAvg))); BYI = LastValue (BY,1); // Buy
Entry Line
BT1 = ((DayC)+((.618)*(TenDHLAvg))); BT1I = LastValue (BT1,1); // Buy
Target Line 1
BT2 = ((DayC)+((.786)*(TenDHLAvg))); BT2I = LastValue (BT2,1); // Buy
Target Line 2
BT3 = ((DayC)+(TenDHLAvg)); BT3I = LastValue (BT3,1); // Buy
Target Line 3
SH = ((DayC)-((.382)*(TenDHLAvg))); SHI = LastValue (SH,1); // Sell Entry
Line
ST1 = ((DayC)-((.618)*(TenDHLAvg))); ST1I = LastValue (ST1,1); // Sell
Target Line 1
ST2 = ((DayC)-((.786)*(TenDHLAvg))); ST2I = LastValue (ST2,1); // Sell
Target Line 2
ST3 = ((DayC)-(TenDHLAvg)); ST3I = LastValue (ST3,1); // Sell
Target Line 3

vvl = ParamToggle("Trend Levels","Hide|Show",1);


if(vvl==1) {
Plot(DC, "DC",colorWhite,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(BY, "BY",colorLime,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(BT1, "BT1",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(BT2, "BT2",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(BT3, "BT3",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(SH, "SH",colorRed,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(ST1, "ST1",colorBrown,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(ST2, "ST2",colorBrown,styleDots|styleLine|styleNoRescale|styleNoTitle);
Plot(ST3, "ST3",colorBrown,styleDots|styleLine|styleNoRescale|styleNoTitle);

PlotText(" DC ", LastValue(BarIndex())-(numbars/Hts), DCI, colorDarkGrey);


PlotText(" Buy " , LastValue(BarIndex())-(numbars/Hts), BYI, colorLime);
PlotText(" Target1 " , LastValue(BarIndex())-(numbars/Hts), BT1I, colorGreen);
PlotText(" Target2 " , LastValue(BarIndex())-(numbars/Hts), BT2I, colorGreen);
PlotText(" Target3 " , LastValue(BarIndex())-(numbars/Hts), BT3I, colorGreen);
PlotText(" Sell " , LastValue(BarIndex())-(numbars/Hts), SHI, colorRed);
PlotText(" Target1 " , LastValue(BarIndex())-(numbars/Hts), ST1I, colorBrown);
PlotText(" Target2 " , LastValue(BarIndex())-(numbars/Hts), ST2I, colorBrown);
PlotText(" Target3 " , LastValue(BarIndex())-(numbars/Hts), ST3I, colorBrown);
}

_SECTION_BEGIN("Background text");
C11=ParamColor("up panel",colorBlack );
C12=ParamColor("dn panel",colorBlack );
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 );
GfxSetTextColor(colorYellow);
GfxSetTextAlign( 6 );
GfxTextOut( "LTP "+WriteVal(C,1.2), Status("pxwidth")/C14, Status("pxheight")/C15);
GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
GfxSetTextColor(colorBrown);
//GfxTextOut( " Murali Krishna", Status("pxwidth")/C14, Status("pxheight")/C15*4 );
GfxSelectFont("MS Sans Serif", 10, 500, False, False, 0);
GfxSetTextColor(colorYellow);
GfxTextOut(""+edc+"", Status("pxwidth")/1.15, Status("pxheight")/C15*0.3 );

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