function run() { BarPeriod = 240; // 4 hour bars // calculate the buy/sell signal vars Price = series(price()); vars DomPeriod = series(DominantPeriod(Price,30)); var LowPeriod = LowPass(DomPeriod,500); vars HP = series(HighPass(Price,LowPeriod)); vars Signal = series(Fisher(HP,500)); var Threshold = 1.0; // buy and sell Stop = 4*ATR(100); Trail = 4*ATR(100); if(crossUnder(Signal,-Threshold)) enterLong(); else if(crossOver(Signal,Threshold)) enterShort(); // plot signals and thresholds plot("DominantPeriod",LowPeriod,NEW,BLUE); plot("Signal",Signal[0],NEW,RED); plot("Threshold1",Threshold,0,BLACK); plot("Threshold2",-Threshold,0,BLACK); PlotWidth = 600; PlotHeight1 = 300; }
function tradeCounterTrend() { TimeFrame = 4; vars Price = series(price()); vars Filtered = series(BandPass(Price,optimize(30,25,35),0.5)); vars Signal = series(Fisher(Filtered,500)); var Threshold = optimize(1,0.5,1.5,0.1); Stop = optimize(4,2,10) * ATR(100); Trail = 4*ATR(100); if(crossUnder(Signal,-Threshold)) enterLong(); else if(crossOver(Signal,Threshold)) enterShort(); }