Volume_Peaks.efs, ADX_MA_Price_Relation.efs, KeltnerChannel-TMV.efs
EFSLibrary - Discussion Board
File Name:
- Volume_Peaks.efs
- ADX_MA_Price_Relation.efs
- KeltnerChannel-TMV.efs
Description:
Trade Breakouts And Retracements With TMV by Barbara Star
Formula Parameters:
Volume_Peaks.efs
- Short Volume Average Period: 1
- Long Volume Average Period: 20
- Level, %: 50
ADX_MA_Price_Relation.efs
- ADX Period: 10
- ADX Smoothing: 10
- MA Period: 8
- MA Type: Simple
KeltnerChannel-TMV.efs
- nInputLength: null
- nConst: null
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
Volume_Peaks.efs
ADX_MA_Price_Relation.efs
KeltnerChannel-TMV.efs
Volume_Peaks.efs, ADX_MA_Price_Relation.efs,KeltnerChannel-TMV.efs
EFS Code:
Volume_Peaks.efs
/*********************************
Provided By:
Interactive Data Corporation (Copyright © 2011)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Trade Breakouts And Retracements With TMV
Version: 1.00 8/11/2011
Formula Parameters: Default:
Short Volume Average Period 1
Long Volume Average Period 20
Level, % 50
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
function preMain()
{
setPriceStudy(true);
setStudyTitle("Volume Peaks");
setShowSeries(false, 0);
var x=0;
fpArray[x] = new FunctionParameter("shortVolPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Short Volume Average Period");
setLowerLimit(1);
setUpperLimit(1000);
setDefault(1);
}
fpArray[x] = new FunctionParameter("longVolPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Long Volume Average Period");
setLowerLimit(1);
setUpperLimit(1000);
setDefault(20);
}
fpArray[x] = new FunctionParameter("level", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Level, %");
setLowerLimit(1);
setUpperLimit(100);
setDefault(50);
}
}
var bInit = false;
var bVersion = null;
var xShortVolAvg = null;
var xLongVolAvg = null;
var xVol = null;
function main(shortVolPeriod, longVolPeriod, level)
{
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (!bInit)
{
xVol = volume();
xShortVolAvg = sma(shortVolPeriod, xVol);
xLongVolAvg = sma(longVolPeriod, xVol);
bInit = true;
}
var nShortVolAvg = xShortVolAvg.getValue(0);
var nLongVolAvg = xLongVolAvg.getValue(0);
if (nLongVolAvg == null)
return;
var res = (nShortVolAvg - nLongVolAvg) * 100 / nLongVolAvg;
if (res > level)
{
drawShape(Shape.TRIANGLE, BottomRow2, Color.red);
setBarFgColor(Color.red, 0);
return res;
}
return;
}
// verify version
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;
}
ADX_MA_Price_Relation.efs
/*********************************
Provided By:
Interactive Data Corporation (Copyright © 2011)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Trade Breakouts And Retracements With TMV
Version: 1.00 8/11/2011
Formula Parameters: Default:
ADX Period 10
ADX Smoothing 10
MA Period 8
MA Type Simple
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
function preMain()
{
setPriceStudy(true);
setColorPriceBars(true);
setDefaultPriceBarColor(Color.grey);
setStudyTitle("ADX_MA_Price_Relation");
var x=0;
fpArray[x] = new FunctionParameter("adxPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("ADX Period");
setLowerLimit(1);
setUpperLimit(1000);
setDefault(10);
}
fpArray[x] = new FunctionParameter("adxSmoothing", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("ADX Smoothing");
setLowerLimit(1);
setUpperLimit(1000);
setDefault(10);
}
fpArray[x] = new FunctionParameter("maPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("MA Period");
setLowerLimit(1);
setUpperLimit(1000);
setDefault(8);
}
fpArray[x] = new FunctionParameter("maType", FunctionParameter.STRING);
with(fpArray[x++])
{
setName("MA Type");
addOption("Simple");
addOption("Exponential");
addOption("Weighted");
addOption("Volume Weighted");
setDefault("Simple");
}
}
var bInit = false;
var bVersion = null;
var xADX = null;
var xMA = null;
function main(adxPeriod, adxSmoothing, maPeriod, maType)
{
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (!bInit)
{
switch (maType)
{
case "Simple" :
xMA = sma(maPeriod);
break;
case "Exponential" :
xMA = ema(maPeriod);
break;
case "Weighted" :
xMA = wma(maPeriod);
break;
case "Volume Weighted" :
xMA = vwma(maPeriod);
break;
default : return;
}
xADX = adx(adxPeriod, adxSmoothing);
bInit = true;
}
var nMA = xMA.getValue(0);
var nADX = xADX.getValue(0);
var nnADX = xADX.getValue(-1);
if (nMA == null || nADX == null)
return;
if (nADX > nnADX)
{
if (close(0) > nMA)
setPriceBarColor(Color.green);
else if (close(0) < nMA)
setPriceBarColor(Color.red);
}
return;
}
// verify version
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;
}
KeltnerChannel-TMV.efs
/*******************************************************************
Description : This Indicator plots Keltner Bands as shown in TASC_Feb_2012 article by Barbara Star:
Trade Breakouts And Retracements With TMV
Provided By : TS Support, LLC. (c) Copyright 2002
Modified KeltnerChannels.efs with change Factor = 2.5 to = 1
********************************************************************/
function preMain() {
setPriceStudy(true);
/* Set the title that will appear in the study pane */
setStudyTitle("Keltner");
/* Set the label that will appear in the cursor window */
setCursorLabelName("K-Upper", 0);
setCursorLabelName("K-Basis", 1);
setCursorLabelName("K-Lower", 2);
setDefaultBarFgColor(Color.blue, 0); // upper
setDefaultBarFgColor(Color.red, 1); // basis
setDefaultBarFgColor(Color.blue, 2); // lower
}
function main(nInputLength, nConst) {
if(nInputLength == null)
nInputLength = 20;
if(nInputLength <= 0)
nInputLength = 20;
var Factor = 1;//Changed from 2.5
if (nConst != null) Factor = nConst;
var vHigh = getValue("High", 0, -nInputLength);
var vLow = getValue("Low", 0, -nInputLength);
var vClose = getValue("Close", 0, -nInputLength);
if(vHigh == null || vLow == null || vClose == null)
return;
var vHLC3 = 0;
var vHminL = 0;
var i;
for(i = 0; i < nInputLength; i++) {
vHLC3 += (vHigh[i] + vLow[i] + vClose[i]) / 3;
vHminL += vHigh[i] - vLow[i];
}
vHLC3 /= nInputLength;
vHminL /= nInputLength;
vHminL *= Factor;
return new Array(vHLC3 + vHminL, vHLC3, vHLC3 - vHminL);
}