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;
}
// brute force optimization
function run(){
set(PARAMETERS);
int PeriodsEMA1[4] = { 5, 10, 15, 20 };
int PeriodsEMA2[3] = { 100, 150, 200 }; LookBack = 250;
int Index = optimize(1,1,4*3,1) - 1; int PeriodEMA1 = PeriodsEMA1[Index%4];
int PeriodEMA2 = PeriodsEMA2[Index/4]; vars Price = series(price(0));
vars EMA1 = series(EMA(Price,PeriodEMA1));
vars EMA2 = series(EMA(Price,PeriodEMA2));
if(crossOver(EMA1,EMA2))
enterLong();
else if(crossUnder(EMA1,EMA2))
enterShort();
}
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();
}
function run()
{
BarPeriod = 1440;
//Detrend = 8; // does it also work with the inverse curve?
asset("SPX500");
vars Osc = series(StochEhlers(series(price()),20,10,10));
if(crossOver(Osc,0.8))
reverseShort(1);
if(crossUnder(Osc,0.2))
reverseLong(1);
PlotWidth = 800;
plot("StochEhlers",Osc[0],NEW,RED);
plot("Threshold1",.2,0,BLACK);
plot("Threshold2",.8,0,BLACK);
set(PLOTNOW);
}
