2017 August: Artificial Intelligence For System Development by Domenico D'Errico & Giovanni Trombetta

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AI_SysDev.efs  EFSLibrary - Discussion Board
  

File Name: AI_SysDev.efs

Description:
Artificial Intelligence For System Development by Domenico D'Errico & Giovanni Trombetta  

Formula Parameters:
AI_SysDev.efs

Enter Gap: -0.08
Bars To Exit: 8
Bars To Exit Gain: 6

Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.  

Download File:
AI_SysDev.efs

AI_SysDev.efs



EFS Code:
 /********************************* Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2016. All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only and may be modified and saved under a new file name. eSignal is not responsible for the functionality once modified. eSignal reserves the right to modify and overwrite this EFS file with each new release. Description: Artificial Intelligence For System Development by Domenico D'Errico & Giovanni Trombetta Version: 1.00 06/14/2017 Formula Parameters: Default: Enter Gap -0.08 Bars To Exit 8 Bars To Exit Gain 6 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); setShowCursorLabel(false); var x=0; fpArray[x] = new FunctionParameter("gap", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Enter Gap"); setDefault(-0.08); } fpArray[x] = new FunctionParameter("nBarsToExit", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Bars To Exit"); setDefault(8); setLowerLimit(1); } fpArray[x] = new FunctionParameter("nBarsToExitGain", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Bars To Exit Gain"); setDefault(6); setLowerLimit(1); } } var bInit = false; var bVersion = null; var xClose = null; var xOpen = null; var xHigh = null; var xLow = null; var xAvgPrice = null; var xMedPrice = null; var xMedBodyPrice = null; var nEntryBarN = 0; var nEntryPrice = 0; var positiveEntry = false; var positiveExit = false; function main(gap, nBarsToExit, nBarsToExitGain){ if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (getBarState() == BARSTATE_ALLBARS){ bInit = false; } if (!bInit){ xOpen = open(); xClose = close(); xHigh = high(); xLow = low(); xAvgPrice = ohlc4(); xMedPrice = hl2(); xMedBodyPrice = oc2(); nEntryBarN = 0; nEntryPrice = 0; positiveEntry = false; positiveExit = false; bInit = true; } if (getCurrentBarIndex() != 0){ if ((xAvgPrice.getValue(-2) < xMedPrice.getValue(-2) && xMedPrice.getValue(-3) <= xAvgPrice.getValue(-2) && xMedBodyPrice.getValue(-3) <= xAvgPrice.getValue(-4))                    || (xAvgPrice.getValue(-2) < xMedPrice.getValue(-4) && xMedBodyPrice.getValue(-1) < xMedPrice.getValue(-3) && xMedBodyPrice.getValue(-2) < xMedBodyPrice.getValue(-3))){                             positiveEntry = true;            if (nEntryPrice != 0) nEntryPrice = 0;        }        else {             positiveEntry = false;             nEntryPrice = 0;        }            if ((xAvgPrice.getValue(-2) < xMedBodyPrice.getValue(-2) && xMedPrice.getValue(-3) == xMedBodyPrice.getValue(-4) && xMedBodyPrice.getValue(-2) <= xMedBodyPrice.getValue(-5))                    || (xAvgPrice.getValue(-3) < xMedBodyPrice.getValue(-1) && xMedPrice.getValue(-5) <= xAvgPrice.getValue(-4) && xMedBodyPrice.getValue(-2) <= xAvgPrice.getValue(-2))                    || (xAvgPrice.getValue(-3) < xMedBodyPrice.getValue(-1) && xMedPrice.getValue(-5) <= xAvgPrice.getValue(-4) && xMedBodyPrice.getValue(-2) <= xAvgPrice.getValue(-2))){ positiveExit = true; } else positiveExit = false; if (!Strategy.isInTrade() && positiveEntry){ if (nEntryPrice == 0) nEntryPrice = xLow.getValue(-1) + gap; if (xHigh.getValue(0) >= nEntryPrice && nEntryPrice >= xLow.getValue(0)){ nEntryPrice = Math.min(xOpen.getValue(0), nEntryPrice); Strategy.doLong("eL_L", Strategy.LIMIT, Strategy.THISBAR, Strategy.DEFAULT, nEntryPrice); nEntryBarN = getCurrentBarCount(); positiveEntry = false; } } else{ var nBarsSinceEntry = getCurrentBarCount() - nEntryBarN; if (nBarsSinceEntry != nBarsToExit-1 && positiveExit && ((xClose.getValue(0) - nEntryPrice) < 0)) Strategy.doSell("P_L_exit_L", Strategy.MARKET, Strategy.THISBAR, Strategy.DEFAULT); else if (nBarsSinceEntry >= nBarsToExit -1) Strategy.doSell("T_exit_L", Strategy.MARKET, Strategy.THISBAR, Strategy.DEFAULT); else if (nBarsSinceEntry >= nBarsToExitGain - 1 && ((xClose.getValue(0) - nEntryPrice) > 0)) Strategy.doSell("TimeExitGain_L", Strategy.MARKET, Strategy.THISBAR, Strategy.DEFAULT); if (!Strategy.isInTrade()){ nEntryBarN = 0; positiveExit = false; } } } if (Strategy.isInTrade()) setBarBgColor(Color.#003c00); } function verify(){ var b = false; if (getBuildNumber() < 3742){ drawTextAbsolute(5, 35, "This study requires version 12.1 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; }