/***************************************Provided By : eSignal (c) Copyright 2006Description: Trading With An Adaptive Price Zone by Lee LeibfarthVersion 1.0 07/06/2006Notes:* Sept 2006 Issue of Stocks and Commodities Magazine* Study requires version 8.0 or higher.Formula Parameters: Defaults:Period 20Band Percent 2***************************************/function preMain() { setPriceStudy(true); setStudyTitle("Adaptive Price Zone Indicator "); setCursorLabelName("Upper Band", 0); setCursorLabelName("Lower Band", 1); setDefaultBarThickness(2, 0); setDefaultBarThickness(2, 1); setDefaultBarStyle(PS_DOT, 0); setDefaultBarStyle(PS_DOT, 1); var fp1 = new FunctionParameter("nPeriods", FunctionParameter.NUMBER); fp1.setName("Period"); fp1.setLowerLimit(1); fp1.setDefault(20); var fp2 = new FunctionParameter("nBandPct", FunctionParameter.NUMBER); fp2.setName("Band Percent"); fp2.setLowerLimit(0); fp2.setDefault(2);}var bVersion = null;var bInit = false;var xAPZ = null;var xAPZ_Upper = null; // Upper Bandvar xAPZ_Lower = null; // Lower Bandfunction main(nPeriods, nBandPct) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { xAPZ = efsInternal("calcAPZ", nPeriods, nBandPct); bInit = true; } if (xAPZ_Upper == null) xAPZ_Upper = getSeries(xAPZ, 0); // Upper Band if (xAPZ_Lower == null) var xAPZ_Lower = getSeries(xAPZ, 1); // Lower Band var nAPZ_Upper = xAPZ_Upper.getValue(0); var nAPZ_Lower = xAPZ_Lower.getValue(0); if (nAPZ_Upper == null || nAPZ_Lower == null) return; if (high(0) > nAPZ_Upper) { drawShape(Shape.CIRCLE, AboveBar1, Color.blue, rawtime(0)); } else if (low(0) < nAPZ_Lower) { drawShape(Shape.CIRCLE, BelowBar1, Color.blue, rawtime(0)); } return new Array(nAPZ_Upper, nAPZ_Lower);}var xHL = null;function calcAPZ(nPeriods, nBandPct) { if (xHL == null) xHL = efsInternal("calcHL"); if (isNaN(xHL.getValue(0))) return; //nPeriods = Math.round(Math.sqrt(nPeriods)); nPeriods = Math.ceil(Math.sqrt(nPeriods)); var Value1 = ema(nPeriods, ema(nPeriods), 0); var Value2 = ema(nPeriods, ema(nPeriods, xHL), 0); if (Value1 == null || Value2 == null) return; var UpBand = nBandPct * Value2 + Value1; var DnBand = Value1 - nBandPct * Value2; if (UpBand == null || DnBand == null) return; return new Array(UpBand, DnBand);}function calcHL() { return high(0) - low(0);}function verify() { var b = false; if (getBuildNumber() < 779) { drawTextAbsolute(5, 35, "This study requires version 8.0 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else { b = true; } return b;}/***************************************Provided By : eSignal (c) Copyright 2006Description: Trading With An Adaptive Price Zone by Lee LeibfarthVersion 1.0 07/06/2006Notes:* Sept 2006 Issue of Stocks and Commodities Magazine* Study requires version 8.0 or higher.* Study is designed for Back Testing.Formula Parameters: Defaults:Period 20Band Percent 2ADX Period 14ADX Smoothing 14ADX Threshold 30***************************************/function preMain() { setPriceStudy(true); setStudyTitle("Adaptive Price Zone Strategy "); setShowTitleParameters(false); setCursorLabelName("Upper Band", 0); setCursorLabelName("Lower Band", 1); setCursorLabelName("ADX", 2); setDefaultBarFgColor(Color.blue, 0); setDefaultBarFgColor(Color.blue, 1); setDefaultBarFgColor(Color.green, 2); setDefaultBarThickness(2, 0); setDefaultBarThickness(2, 1); setDefaultBarStyle(PS_DOT, 0); setDefaultBarStyle(PS_DOT, 1); setDefaultFont("Ariel", 12); var fp1 = new FunctionParameter("nPeriods", FunctionParameter.NUMBER); fp1.setName("Period"); fp1.setLowerLimit(1); fp1.setDefault(20); var fp2 = new FunctionParameter("nBandPct", FunctionParameter.NUMBER); fp2.setName("Band Percent"); fp2.setLowerLimit(0); fp2.setDefault(2); var fp3 = new FunctionParameter("nADXPeriods", FunctionParameter.NUMBER); fp3.setName("ADX Period"); fp3.setLowerLimit(1); fp3.setDefault(14); var fp4 = new FunctionParameter("nADXSmoothing", FunctionParameter.NUMBER); fp4.setName("ADX Smoothing"); fp4.setLowerLimit(1); fp4.setDefault(14); var fp5 = new FunctionParameter("nADXThreshold", FunctionParameter.NUMBER); fp5.setName("ADX Threshold"); fp5.setLowerLimit(0); fp5.setDefault(30);}var bVersion = null;var bInit = false;var bBackTest = true;var vPosition = null;var xAPZ = null;var xAPZ_Upper = null; // Upper Bandvar xAPZ_Lower = null; // Lower Bandfunction main(nPeriods, nBandPct, nADXPeriods, nADXSmoothing, nADXThreshold) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { xAPZ = efsInternal("calcAPZ", nPeriods, nBandPct); bInit = true; } if (xAPZ_Upper == null) xAPZ_Upper = getSeries(xAPZ, 0); // Upper Band if (xAPZ_Lower == null) var xAPZ_Lower = getSeries(xAPZ, 1); // Lower Band var nAPZ_Upper = xAPZ_Upper.getValue(0); var nAPZ_Lower = xAPZ_Lower.getValue(0); var nAPZ_Upper_1 = xAPZ_Upper.getValue(-1); var nAPZ_Lower_1 = xAPZ_Lower.getValue(-1); var nADX_0 = adx(nADXPeriods, nADXSmoothing, 0); var nADX_1 = adx(nADXPeriods, nADXSmoothing, -1); if (nAPZ_Upper_1 == null || nAPZ_Lower_1 == null || nADX_1 == null) return; if (getCurrentBarIndex() == 0) bBackTest = false; if (vPosition != null && nADX_1 > nADXThreshold) { // Exit signal if (vPosition == "long") { drawText("Sell", AboveBar3, Color.red, Text.BOLD|Text.CENTER, "t"+rawtime(0)); drawShape(Shape.DOWNARROW, AboveBar2, Color.red, "s"+rawtime(0)); vPosition = null; Alert.playSound("ding.wav"); if (bBackTest == true) { Strategy.doSell("Sell", Strategy.MARKET, Strategy.THISBAR); } } else if (vPosition == "short") { drawText("Cover", BelowBar3, Color.red, Text.BOLD|Text.CENTER, "t"+rawtime(0)); drawShape(Shape.UPARROW, BelowBar2, Color.red, "s"+rawtime(0)); vPosition = null; Alert.playSound("ding.wav"); if (bBackTest == true) { Strategy.doCover("Cover", Strategy.MARKET, Strategy.THISBAR); } } } else if (nADX_1 <= nADXThreshold) { // Entry signal if (vPosition != "short" && high(-1) >= nAPZ_Upper_1) { // Short signal vPosition = "short"; drawText("Short", AboveBar3, Color.blue, Text.BOLD|Text.CENTER, "t"+rawtime(0)); drawShape(Shape.DOWNARROW, AboveBar2, Color.blue, "s"+rawtime(0)); Alert.playSound("pop.wav"); if (bBackTest == true) { Strategy.doShort("Short", Strategy.MARKET, Strategy.THISBAR); } } if (vPosition != "long" && low(-1) <= nAPZ_Lower_1) { // Long signal vPosition = "long"; drawText("Long", BelowBar3, Color.blue, Text.BOLD|Text.CENTER, "t"+rawtime(0)); drawShape(Shape.UPARROW, BelowBar2, Color.blue, "s"+rawtime(0)); Alert.playSound("pop.wav"); if (bBackTest == true) { Strategy.doLong("Long", Strategy.MARKET, Strategy.THISBAR); } } } return new Array(nAPZ_Upper, nAPZ_Lower, nADX_0.toFixed(6));}var xHL = null;function calcAPZ(nPeriods, nBandPct) { if (xHL == null) xHL = efsInternal("calcHL"); if (isNaN(xHL.getValue(0))) return; //nPeriods = Math.round(Math.sqrt(nPeriods)); nPeriods = Math.ceil(Math.sqrt(nPeriods)); var Value1 = ema(nPeriods, ema(nPeriods), 0); var Value2 = ema(nPeriods, ema(nPeriods, xHL), 0); if (Value1 == null || Value2 == null) return; var UpBand = nBandPct * Value2 + Value1; var DnBand = Value1 - nBandPct * Value2; if (UpBand == null || DnBand == null) return; return new Array(UpBand, DnBand);}function calcHL() { return high(0) - low(0);}function verify() { var b = false; if (getBuildNumber() < 779) { drawTextAbsolute(5, 35, "This study requires version 8.0 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else { b = true; } return b;} |
