2007 Mar: Moving Average Crossovers (Part II)

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Probable_SMACross.efs, SMA_StochCross.efs  EFSLibrary - Discussion Board
  

File Name: Probable_SMACross.efs, SMA_StochCross.efs


Description:
These studies are based on the March 2007 article, Moving Average Crossovers (Part II), by Dimitris Tsokakis.


Formula Parameters:
Probable_SMACross.efs
Fast MA Periods: 20
Slow MA Periods: 30

SMA_StochCross.efs
Fast MA Periods: 20
Slow MA Periods: 30
%K Length: 14
%K Smoothing: 1
%D Length: 3

Notes:
In real time, the Probable_SMACross.efs will print the messages as outlined in the side bar of the article to the formula output window. The SMA_StochCross.efs will draw a green/red circle on the chart to indicate the cross of the TC and green/red arrows for the MA crosses. The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.


Download File:
Probable_SMACross.efs
SMA_StochCross.efs





EFS Code:








/***************************************Provided By : eSignal (c) Copyright 2006Description:  Moving Average Crossovers Part II              by Dimitris TsokakisVersion 1.0  1/08/2007Notes:* March 2007 Issue of Stocks and Commodities Magazine* Study requires version 8.0 or later.Formula Parameters:                     Default:Fast MA Periods                         20Slow MA Periods                         30*****************************************************************/function preMain() {    setPriceStudy(true);    setStudyTitle("Probable SMA Cross ");    setShowTitleParameters(false);     setCursorLabelName("Fast MA", 0);    setCursorLabelName("Slow MA", 1);    setCursorLabelName("TC", 2);        setDefaultBarFgColor(Color.blue, 0);    setDefaultBarFgColor(Color.red, 1);    setDefaultBarFgColor(Color.magenta, 2);        setDefaultBarThickness(1, 0);    setDefaultBarThickness(1, 1);    setDefaultBarThickness(2, 2);        setColorPriceBars(true);    setDefaultPriceBarColor(Color.khaki);    setDefaultFont("Arial", 11);    var fp1 = new FunctionParameter("MAlen1", FunctionParameter.NUMBER);        fp1.setName("Fast MA Periods");        fp1.setLowerLimit(2);        fp1.setDefault(20);    var fp2 = new FunctionParameter("MAlen2", FunctionParameter.NUMBER);        fp2.setName("Slow MA Periods");        fp2.setLowerLimit(2);        fp2.setDefault(30);}// Global Variablesvar bVersion    = null;    // Version flagvar bInit       = false;   // Initialization flagvar nBars       = 0;var aPrint      = new Array(6);for (var i = 0; i < 6; i++) {    aPrint[i] = true;}var xMA1 = null;        // fast MAvar xMA2 = null;        // slow MAvar xTC  = null;        // Tomorrow's closefunction main(MAlen1, MAlen2) {    if (bVersion == null) bVersion = verify();    if (bVersion == false) return;        //Initialization    if (bInit == false) {        xMA1 = sma(MAlen1);  // fast MA        xMA2 = sma(MAlen2);  // slow MA        xTC = efsInternal("calcTC", MAlen1, MAlen2);        bInit = true;    }    var nState      = getBarState();    var bDscP       = false;    var bAscP       = false;    var bExpectMA   = false;    var bConfirmed  = false;    var bCrossUp    = false;    var bCrossDn    = false;    var bFilter     = false;    var nUR         = null;    var nLR         = null;    var nUcoeff     = null;    var nLcoeff     = null;    var bExpect     = false;        var nC          = close(0);    var nTagID      = rawtime(0);        var nMA1_0      = xMA1.getValue(0);    var nMA1_1      = xMA1.getValue(-1);    var nMA2_0      = xMA2.getValue(0);    var nMA2_1      = xMA2.getValue(-1);    var nTC_0       = xTC.getValue(0);    var nTC_1       = xTC.getValue(-1);    if (nMA1_1 == null || nMA2_1 == null || nTC_1 == null) return;        if (nState == BARSTATE_NEWBAR) nBars++;        // MA-crossover    if (nMA1_0 > nMA2_0 && nMA1_1 <= nMA2_1) {        // cross up        bConfirmed = true;        bCrossUp = true;        nBars = 1;        drawText("MA", AboveBar2, Color.green, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);        drawShape(Shape.UPARROW, AboveBar1, Color.green, nTagID);    } else if (nMA1_0 < nMA2_0 && nMA1_1 >= nMA2_1) {        // cross down        bConfirmed = true;        bCrossDn = true;        nBars = 1;        drawText("MA", BelowBar2, Color.red, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);        drawShape(Shape.DOWNARROW, BelowBar1, Color.red, nTagID);    } else {        removeShape(nTagID);        removeText("MA"+nTagID);    }        // TC cross    if (nTC_0 > nC && nTC_1 < close(-1)) {        // cross up        bAscP = true;        setPriceBarColor(Color.black);    } else if (nTC_0 < nC && nTC_1 > close(-1)) {        // cross down        bDscP = true;        setPriceBarColor(Color.black);    } else {        removeShape("TC"+nTagID);    }        if (bAscP || bDscP) bExpectMA = true;    nUR         = 2 * upperDonchian(800, roc(1), 0);    nLR         = 2 * lowerDonchian(800, roc(1), 0);    if (nUR == null || nLR == null) return;        nUcoeff      = 1 + nUR/100;    nLcoeff      = 1 + nLR/100;        bFilter = (nTC_0 < (nLcoeff * nC)) || (nTC_0 > (nUcoeff * nC));    bExpect = !bFilter;        if (getCurrentBarIndex() >= -1 && nState == BARSTATE_NEWBAR) {        for (var i = 0; i < 6; i++) {            aPrint[i] = false;        }    }        if (bExpect && !bExpectMA && !bConfirmed && nBars > 3 && nTC_0 < nC) {        if (aPrint[0] == false) {            debugPrintln("Expect a bearish MAcross soon.");            aPrint[0] = true;        }        setPriceBarColor(Color.black);    }    if (bExpect && !bExpectMA && !bConfirmed && nBars > 3 && nTC_0 > nC) {        if (aPrint[1] == false) {            debugPrintln("Expect a bullish MAcross soon.");            aPrint[1] = true;        }        setPriceBarColor(Color.black);    }    if (bDscP) {        if (aPrint[2] == false) {            debugPrintln("EXPECT a bearish MAcross on next bar.");            aPrint[2] = true;        }    }    if (bAscP) {        if (aPrint[3] == false) {            debugPrintln("EXPECT a bullish MAcross on next bar.");            aPrint[3] = true;        }    }    if (bCrossUp) {        if (aPrint[4] == false) {            debugPrintln("Bullish MAcross.");            aPrint[4] = true;        }    }            if (bCrossDn) {        if (aPrint[5] == false) {            debugPrintln("Bearish MAcross.");            aPrint[5] = true;        }    }        return new Array(nMA1_0, nMA2_0, nTC_0.toFixed(4));}// TC Globalsvar bInitTC = false;var xTCMA1 = null;var xTCMA2 = null;function calcTC(Pfast, Kslow) {    // k > p    //TC = Pfast*(Kslow-1) * MA(Kslow-1) - Kslow*(Pfast-1) * MA(Pfast-1)  /  Kslow-Pfast;        if (bInitTC == false) {        xTCMA1 = sma((Pfast-1));        xTCMA2 = sma((Kslow-1))        bInitTC = true;    }        var nTC = null;    var nMAfast = xTCMA1.getValue(0);    var nMAslow = xTCMA2.getValue(0);    if (nMAslow == null || nMAfast == null) return;        if (Kslow-Pfast == 0) {        nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) /  1;    } else {        nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) /  (Kslow-Pfast);    }        return nTC;}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:  Moving Average Crossovers Part II               by Dimitris TsokakisVersion 1.0  1/08/2007Notes:* March 2007 Issue of Stocks and Commodities Magazine* Study requires version 8.0 or later.Formula Parameters:                     Default:Fast MA Periods                         20Slow MA Periods                         30%K Length                               14%K Smoothing                            1%D Length                               3*****************************************************************/function preMain() {    setStudyTitle("SMA of Stoch Cross Predictor ");    setShowTitleParameters(false);     setCursorLabelName("StochD", 0);    setCursorLabelName("Fast MA", 1);    setCursorLabelName("Slow MA", 2);    setCursorLabelName("TC", 3);        setDefaultBarFgColor(Color.khaki, 0);    setDefaultBarFgColor(Color.black, 1);    setDefaultBarFgColor(Color.red, 2);    setDefaultBarFgColor(Color.magenta, 3);        setDefaultBarThickness(2, 0);    setDefaultBarThickness(1, 1);    setDefaultBarThickness(1, 2);    setDefaultBarThickness(2, 3);        setDefaultFont("Arial", 11);    setStudyMax(115);    setStudyMin(-15);    var fp1 = new FunctionParameter("MAlen1", FunctionParameter.NUMBER);        fp1.setName("Fast MA Periods");        fp1.setLowerLimit(2);        fp1.setDefault(20);    var fp2 = new FunctionParameter("MAlen2", FunctionParameter.NUMBER);        fp2.setName("Slow MA Periods");        fp2.setLowerLimit(2);        fp2.setDefault(30);    var fp3 = new FunctionParameter("nK", FunctionParameter.NUMBER);        fp3.setName("%K Length");        fp3.setLowerLimit(1);        fp3.setDefault(14);    var fp4 = new FunctionParameter("nKSmooth", FunctionParameter.NUMBER);        fp4.setName("%K Smoothing");        fp4.setLowerLimit(1);        fp4.setDefault(1);    var fp5 = new FunctionParameter("nD", FunctionParameter.NUMBER);        fp5.setName("%D Length");        fp5.setLowerLimit(1);        fp5.setDefault(3);}// Global Variablesvar bVersion  = null;    // Version flagvar bInit     = false;   // Initialization flagvar xStochD = null;var xMA1 = null;        // fast MAvar xMA2 = null;        // slow MAvar xTC  = null;        // Tomorrow's closefunction main(MAlen1, MAlen2, nK, nKSmooth, nD) {    if (bVersion == null) bVersion = verify();    if (bVersion == false) return;        //Initialization    if (bInit == false) {        xStochD = stochD(nK, nKSmooth, nD);        xMA1 = sma(MAlen1, xStochD);  // fast MA        xMA2 = sma(MAlen2, xStochD);  // slow MA        xTC = efsInternal("calcTC", MAlen1, MAlen2, xStochD);        bInit = true;    }    var nC1    = xStochD.getValue(0);    var nC1_1  = xStochD.getValue(-1);    var nTagID = rawtime(0);        var nMA1_0 = xMA1.getValue(0);    var nMA1_1 = xMA1.getValue(-1);    var nMA2_0 = xMA2.getValue(0);    var nMA2_1 = xMA2.getValue(-1);    var nTC_0 = xTC.getValue(0);    var nTC_1 = xTC.getValue(-1);    if (nMA1_1 == null || nMA2_1 == null || nTC_1 == null) return;        // MA-crossover    if (nMA1_0 > nMA2_0 && nMA1_1 <= nMA2_1) {        // cross up        drawText("MA", TopRow1, Color.green, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);        drawShapeRelative(0, nC1, Shape.UPARROW, null, Color.green,             Shape.TOP, nTagID);    } else if (nMA1_0 < nMA2_0 && nMA1_1 >= nMA2_1) {        // cross down        drawText("MA", BottomRow1, Color.red, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);        drawShapeRelative(0, nC1, Shape.DOWNARROW, null, Color.red,             Shape.BOTTOM, nTagID);    } else {        removeShape(nTagID);        removeText("MA"+nTagID);    }        // TC cross    if (nTC_0 > nC1 && nTC_1 <= nC1_1) {        drawShapeRelative(0, Math.min(nTC_0, 110), Shape.CIRCLE, null, Color.red, null, "TC"+nTagID);    } else if (nTC_0 < nC1 && nTC_1 >= nC1_1) {        drawShapeRelative(0, Math.max(nTC_0, -10), Shape.CIRCLE, null, Color.green, null, "TC"+nTagID);    } else {        removeShape("TC"+nTagID);    }        return new Array(nC1, nMA1_0, nMA2_0, xTC.getValue(0));}// TC Globalsvar bInitTC = false;var xTCMA1 = null;var xTCMA2 = null;function calcTC(Pfast, Kslow, xStD) {    // k > p    //TC = Pfast*(Kslow-1) * MA(Kslow-1) - Kslow*(Pfast-1) * MA(Pfast-1)  /  Kslow-Pfast;        if (bInitTC == false) {        xTCMA1 = sma((Pfast-1), xStD);        xTCMA2 = sma((Kslow-1), xStD)        bInitTC = true;    }        var nTC = null;    var nMAfast = xTCMA1.getValue(0);    var nMAslow = xTCMA2.getValue(0);    if (nMAslow == null || nMAfast == null) return;        if (Kslow-Pfast == 0) {        nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) /  1;    } else {        nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) /  (Kslow-Pfast);    }        return nTC;}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;}