Trading Systems / Indicators and CODE

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John Carter's TTM Squeeze Indicator
http://www.amibroker.com/library/detail.php?id=1073&hilite=ATR

RAVI - For swing trading:
I scan the EOD stock data using the ZigZag indicator for buy/sell signals and confirm the following for the buy decision:
. The close is just crossed the 8 day MA (or close to it) and 20 day MA is moving up direction (on a daily price chart)
. The stochastic indicator shows "oversold" condition is improving
. TTM Sqeeze shows up momentum.

Usually scan Dow 30, Nasdaq 100 and S&P 500.
I hope this helps.
Levent

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How to detect the divergences
There are many different ways to check for divergences. One of the simplest is to use Rate of change indicator and EXPLORATION feature of Automatic Analysis window:

// 5 day rate of change of close
PriceUp = ROC( C, 5 ) > 0 ;
// 5 day rate of change of MACD histogram
MacdUP = ROC( MACD() - Signal(), 5 ) > 0;
BullishDiv = NOT PriceUP AND MACDUp;
BearishDiv = PriceUP AND NOT MACDUp;
Filter = BullishDiv OR BearishDiv;
AddColumn( BullishDiv, "Bullish Divergence", 1.0,
colorDefault, IIf(BullishDiv, colorGreen, colorDefault ) );
AddColumn( BearishDiv , "Bearish Divergence", 1.0,
colorDefault, IIf(BearishDiv , colorRed, colorDefault) );

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asr: see below , there are lots of full complete systems, if you can back test and find edge.
asr2: it seems the choice is between
- TradeStation (easy code)
- MetaStock ( RMO is available , if it works then RMO is the only one you need to apply on ALL STOCK/commodities along with VP signals and Stephan BIgalow )

asr: code exists as old as 2007 see url year part

Portifolio Testing:
Backtesting of the system was performed on a basket on 100 ETFs. Coding such a system and performing portfolio-level backtesting is very easy in AmiBroker. It's just a matter of picking the watchlist to test on, setting up a portfolio money allocation scheme, and setting up the trading entry/exit rules.

asr: for Ninja trader see code this , it seems LONG CODE for portfolio testing
NINJATRADER: RSI TIMING MODEL FOR ETFs
The timing model strategy discussed in "Profit With ETFs" by Gerald and Trent Gardner in this issue is available for download from www.ninjatrader.com/SC/June2008SC.zip.



Leader of MACD

Trading Medium-Term Divergences

Trend Lines
( asr: see Amibroker has good TrendLine drawing programatically , may help us in drawing PLTDiff lines ..)

all you do change month from 2009/01 to 2009/12 to get all code for 12 months
http://www.traders.com/Documentation/FEEDbk_docs/2009/09/TradersTips.html

FIXED-PERCENTAGE TRAILING STOP

TRADING THE AUSSIE

Markos Katsanos' article in this issue, "Trading The Aussie," provides system rules for using intermarket signals to trade the Australian dollar/US dollar currency pair. Signals are generated using six different datasets, including the Australian dollar, Crb Index, Phlx Gold and Silver Sector Index, the 90-day Aussie bank bill futures, and 10-year Aussie Treasury.

So that we can replicate his results, the author has provided data for the Aussie Bank Bill and Treasury symbols. The two Aussie datasets will be available with the code. They can be included in your studies by using the third-party data import feature within the Symbol-Lookup option.

TRADESTATION, INTERMARKET BOLLINGER BANDS DIVERGENCE STRATEGY. Intermarket BB Div strategy trades are displayed in the top pane. The intermarket BB Div indicator is displayed in the lower pane. Five additional datasets are included in the calculations that exist within the chart, but are hidden to simplify the display.

for the same 'Meta STock' code:

ATR STOP

TRAILING RESISTANCE &ND SUPPORT STOPS (TR&NDS)


Rombout Kerstens’ article in this issue, “Combining Dmi And Moving Average For A Eur/Usd Trading System,” describes a technique for long entry and exit that uses both J. Welles Wilder’s Dmi (directional movement indicator) and a moving average.
Kerstens’ article already includes strategy code in EasyLanguage in the sidebar. However, to provide signal displays on a wide group of stocks, we have coded the algorithm as an indicator that can be applied to a RadarScreen window.


PIVOT DETECTOR OSCILLATOR, SIMPLIFIED

VOLUME-WEIGHTED MACD HISTOGRAM - stockfinder has it we need to use it

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REVERSED MACD CROSSOVER SYSTEM

Kirk showed this

esignal
The study is a long-only system that colors the price bars lime green to indicate a long position and black when no position is in force. The formula is also compatible for backtesting in the Strategy Analyzer.

http://forum.esignalcentral.com/showthread.php?threadid=29926