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Hello John,
here i will help you you seem to need some help.
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some free divergence code below.
http://www.bayou.com/~smcg/tscode2.htm
For sells, I find it best to trail an entry stop like 1 point below
the low after the CLOSE of each successive bar until hit.
For buys, you want to trail an entry stop like 1 point above the high
after the CLOSE of each successive bar until hit.
I have applied it to 60 min bars, so there could be a lot of room for
improving it by using the T3 average instead of XAverage, or changing
the length of periods for the XAverage, etc.
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some T3 code below
{ *******************************************************************
Function : T3Average.series
Last Edit : 12/16/97
Provided By : Bob Fulks
Description : This function is an EasyLanguage version of the
moving average described in the January. 1998 issue of TASC,
p57, "Smoothing Techniques for More Accurate Signals", by Tim
Tillson. It is translated from the MetaStock code presented
in the article and recoded for efficiency.
The variable, "Hot", is a damping coefficient which is set to
the suggested default value of 0.7. The variable "b" is
substituted for the variable, "a" used in the article since
"a" is a reserved word. The variables e1 through e6 calculate
the exponential moving averages in-line rather than calling
other functions.
The resulting indicator plotting this function appears to
duplicate the results shown in Figure 4 of the article.
The series version of this function uses previous values
and, hence, cannot call variables.
The "Periods" input can need not be an integer.
********************************************************************}
Inputs: Price(NumericSeries), Periods(NumericSimple), FacH(NumericSimple);
Variables: b(0), b2(0), b3(0), e1(Price), e2(Price), e3(Price),
e4(Price), e5(Price), e6(Price), c1(0), c2(0), c3(0),
c4(0), f1(0), f2(0){, FacH(0.7)};
if Periods + 1 <> 0 then begin
if CurrentBar <= 1 then begin
b = FacH;
b2 = b * b;
b3 = b * b * b;
c1 = -b3;
c2 = 3 * b2 + 3 * b3;
c3 = -6 * b2 - 3 * b - 3 * b3;
c4 = 1 + 3 * b + b3 + 3 * b2;
f1 = 2 / (Periods + 1);
f2 = 1 - f1;
end else begin
e1 = f1 * Price + f2 * e1[1];
e2 = f1 * e1 + f2 * e2[1];
e3 = f1 * e2 + f2 * e3[1];
e4 = f1 * e3 + f2 * e4[1];
e5 = f1 * e4 + f2 * e5[1];
e6 = f1 * e5 + f2 * e6[1];
end;
TreeS = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3;
end;
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the McClellan Oscillator code
{*******************************************************************
Description : This Indicator plots McClellan Oscillator
Provided By : Omega Research, Inc. (c) Copyright 1999
********************************************************************}
Inputs: AdvIssues(Close of Data1), DecIssues(Close of Data2), FastLength(19), SlowLength(39);
Plot1(McClellanOsc(AdvIssues, DecIssues, FastLength, SlowLength), "McClellan");
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now what else do we need? to program your system so we can optimize
it?
--
Thank You,
Mark Brown
www.markbrown.com
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