/*********************************Provided By: Interactive Data Corporation (Copyright 2010) 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: Trading Indexes With The Hull Moving AverageVersion: 1.0 13/10/2010Formula Parameters: Default: HMA Period 9 Period HMA for checking TurnUP 4 SMA Period 50Notes: The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();var bVersion = null;function preMain(){ setPriceStudy(true); setStudyTitle("RSI_HMA_System"); var x=0; fpArray[x] = new FunctionParameter("gPeriod", FunctionParameter.NUMBER); with(fpArray[x++]) { setName("HMA Period"); setLowerLimit(1); setDefault(9); } fpArray[x] = new FunctionParameter("gTurnUpPeriod", FunctionParameter.NUMBER); with(fpArray[x++]) { setName("Period HMA for checking TurnUP"); setLowerLimit(1); setDefault(4); } fpArray[x] = new FunctionParameter("gSMAPeriod", FunctionParameter.NUMBER); with(fpArray[x++]) { setName("SMA Period"); setLowerLimit(1); setDefault(50); }} var xCls = null; var xHMA = null;var xHMA4 = null; var xRSI = null;var xSMA = null;var bInit = false;var Pos = 0;var valueBuy = 0;var valueSell = 0;var valueProfit = 0;function main(gPeriod, gTurnUpPeriod, gSMAPeriod){ var nBarState = getBarState(); if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (nBarState == BARSTATE_ALLBARS) { if (gPeriod == null) gPeriod = 9; if (gTurnUpPeriod == null) gTurnUpPeriod = 4; if (gSMAPeriod == null) gSMAPeriod = 50; } if (!bInit) { xCls = close(); xOpn = open(); xHMA = efsInternal("calcHullMA",gPeriod,xCls); xHMA4 = efsInternal("calcHullMA",gTurnUpPeriod,xCls); xRSI = rsi(gPeriod,xHMA); xSMA = sma(gSMAPeriod, xCls); bInit = true; } var vRSI = xRSI.getValue(-1); var vRSIPrev = xRSI.getValue(-2); var vCls = xCls.getValue(-1); var vSMA = xSMA.getValue(-1); var vHMA4Prv = xHMA4.getValue(-2); var vHMA4Cur = xHMA4.getValue(-1); var vHMA4Nxt = xHMA4.getValue(0); var vClsPast = xCls.getValue(-60); var vOpn = xOpn.getValue(0); var vRSICur = xRSI.getValue(0); if (vRSI == null || vClsPast ==null) return null; if (Strategy.isLong()) { if (vRSI>=90) { valueSell = (Math.round(vOpn*100))/100; valueProfit = (Math.round((valueSell - valueBuy)*100))/100; drawShapeRelative(0, AboveBar1, Shape.DOWNTRIANGLE, null, Color.red, Shape.PRESET, "sell"+Pos); drawTextRelative(0, AboveBar4, "Sell "+Pos+" @ "+valueSell, Color.white, Color.red, Text.PRESET | Text.CENTER, "Arial", 10, "stext1_"+Pos); drawTextRelative(0, AboveBar3, " "+valueProfit, Color.white, Color.green, Text.PRESET | Text.CENTER, "Arial", 10, "stext2_"+Pos); Strategy.doSell("Long Exit Signal", Strategy.MARKET, Strategy.THISBAR); } } else { if (vCls>=vSMA && vHMA4Prv>=vHMA4Cur && vHMA4Cur<=vHMA4Nxt && vRSIPrev<=50 && vCls>=vClsPast) { Pos++; valueBuy = (Math.round(vOpn*100))/100; drawShapeRelative(0, BelowBar1, Shape.UPARROW, null, Color.blue, Shape.PRESET, "buy"+Pos); drawTextRelative(0, BelowBar4, "Buy "+Pos+" @ "+valueBuy, Color.white, Color.blue, Text.PRESET | Text.CENTER, "Arial", 10, "btext"+Pos); Strategy.doLong("Entry Long", Strategy.MARKET, Strategy.THISBAR); } } if(Strategy.isLong()) setBarBgColor(Color.yellow); }hullMAInit = false;var xFastWMA = null;var xSlowWMA = null;var xHMAArg = null;var xHMA = null;function calcHullMA(HMAPeriod, xCls){ if(getCurrentBarCount() <= HMAPeriod) return; if (!hullMAInit) { xFastWMA = wma(Math.floor(HMAPeriod/2),xCls); xSlowWMA = wma(HMAPeriod,xCls); xHMAArg = efsInternal("calcHMAArg", xSlowWMA, xFastWMA); xHMA = wma(Math.floor(Math.sqrt(HMAPeriod)),xHMAArg); hullMAInit = true; } var vHMA = xHMA.getValue(0); if (vHMA == null) return ; return vHMA;} function calcHMAArg(xSlowWMA, xFastWMA){ var vSlowVMA = xSlowWMA.getValue(0); var vFastVMA = xFastWMA.getValue(0); if (vSlowVMA == null) return; return 2*vFastVMA - vSlowVMA;}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;} |
