x Michelangelo
questo ad esempio era stato fatto ad agosto 2012..sembrava promettente..tutto bello ripieno di indicatori(adx,vydia,repulse,regressione lineare,macd,mfi,piste cicliche..etc..) e patapum...

//___________________agosto 2012____________________//

Var: x(3.85),y(9);     // 4...19      3.5....9    3.5 --> 3.85
Var: MEDIAA,MEDIAB,MEDIAC,OP3B,MEDIAflusso,expflusso;
Var: MEDIAlong,MEDIAshort,MACDlong,MACDlongSIGNAL,MACDshort,MACDshortSIGNAL;
Var: DD0a,PVa,NVa,OP1a,EX0a,EX1a,m20;
Var: STOCX,MSX;
Var: MYX,MYYX,OPYX,BBACX,HHX,MX,MMX,OAAX,M1X,MM1X,OAA1X;
Var: ATDXlong,ATDXshort;
Var: CONDIZIONIlong,CONDIZIONIshort,condizione1,condizione2, CondTempo;
var: media20,MioEXPSMOOTH11,pista,va3,ma,sommapositive,sommapositive2,sommanegative,sommanegative2,volpos,volneg,sommaok;
Var: expo9,cumpos,cumneg,totpos,totneg,cbpos1,cbneg1;
                        //  var takeprofit
Var: ingresso1,uscita,prox2,prox4;
                       // adx
Var: ADXA,ADXB,ADXH,NDX40,PDX40;
Var: dayss;
                         // vydia
Var: cv2,cv3,cv5,cv5y,CC,CC11,CC22,CC3,KK,ZZ,K,alpha,alphaK,ZK,Vydia;
                         // repulse
Var: Periods(54),Periods1(29),Periods2(79);   //54        29        84      84-->79
Var: LO,HI,LO1,HI1,cv7,cv8,cv9,cv100,openpreced,openpreced1,periodsIndietro,periodsIndietro1,Zona1, Zona2;
Var: AA,AA1,AA2,AA3,AA4,AA5,BB,BB1,BB2,BB3,BB4,BB5,CC1,CC2,Rep;
Var: AAB,AAB1,AAB2,AAB3,AAB4,AAB5,BBB,BBB1,BBB2,BBB3,BBB4,BBB5,CC1A,CC2A,Rep1;
Var: LO2,HI2,Rep2,openpreced2,periodsIndietro2,AAC,AAC1,AAC2,AAC3,AAC4,AAC5,BBC,BBC1,BBC2,BBC3,BBC4,BBC5;
Var: CC1B,CC2B,cond1,cond2;
           // killer
Var: media,filtro_1,killer;
                 // media lungo
var: MEDIA500, EMEDIA500, ATTESA_LG, ATTESA_SH;

var: tipo_take,Tipo_Ingresso;

var: flat(1),prec_flat(1),evento;

Var: Percent_Gain, ValTP;                                  // Variabili per il Take Profit
Var: Percent_Soglia,Percent_Take,ValMax,ValMin,CheckL,CheckS,Soglia,SogliaStop;       // Variabili per il Trailing Profit
Var: PercentRisk,ValSL;                                 // Variabili per lo Stop Loss

Var:dif,difp;
var: massimogiornoprima,minimogiornoprima,divino3,divino4,divino5,divino6;
var: divino1,divino2,prox6;

massimogiornoprima = eod.h[1];
minimogiornoprima  =eod.l[1];
divino3= minimogiornoprima+(161.8*(massimogiornoprima-minimogiornoprima))/100;
divino1= minimogiornoprima+(117.39*(massimogiornoprima-minimogiornoprima))/100;
divino5= minimogiornoprima+ ((117.38*(massimogiornoprima-minimogiornoprima))/100)/4.8 ;//117,38


divino4= massimogiornoprima-(161.8*(massimogiornoprima-minimogiornoprima))/100;
divino2= massimogiornoprima-(117.39*(massimogiornoprima-minimogiornoprima))/100; ///117,39
divino6= massimogiornoprima- ((117.38*(massimogiornoprima-minimogiornoprima))/100)/4.8 ;
dif=(close[1]-open[2]);
difp=(dif/close[2]*100);

prox6=addperc(divino2,-2.2);
////////// MEDIA DI LUNGO ///////////////////

MEDIA500 = MOV(C,103,e);           // 100  103
EMEDIA500 = MEDIA500 - MEDIA500[1];
if (EMEDIA500 > 0) then
   ATTESA_LG = 50 + (EMEDIA500*50)/0.0224648;
ATTESA_SH = 50 - (EMEDIA500*50)/0.0224648;
else if (EMEDIA500<0) then
ATTESA_SH = 50+(EMEDIA500*50)/-0.0205002;
ATTESA_LG = 50-(EMEDIA500*50)/-0.0205002;
else if (EMEDIA500=0) then
ATTESA_SH = 50;  //
ATTESA_LG = 50;  //
endif;endif;endif;

//////////////////////////////////////////////////////
           ///// KILLER

killer=regrlin(c,54,r);   // 54       ok
media=mov(killer,54,s);      // 54   ok
filtro_1=expsmooth(killer,21);  //20   21   ok
///////////////////////////////////////

///////////////////////            Vydia   ///////////////////////////
cv2=constval(2);
cv3=constval(3);
cv5=constval(5);
cv5y=5*y;

CC=OP(cv2,Open,mul);
CC11=OP(cv3,Close,mul);
CC22=OP(CC,CC11,add);
CC3=OP(CC22,cv5,divis);
KK=stddev(CC3,y);
ZZ=stddev(CC3,cv5y);
K=KK/ZZ;
alpha=(2/(x+1)); // (2/(x+1)  ok
alphak=(alpha*K);
ZK=(1-alphak);
Vydia=(CC3*alphak)+(Vydia[1]*ZK);

//////////////////////////////////////////////
cv7=constval(2);
cv8=constval(3);
cv9=constval(5);
cv100=constval(100);
LO=llv(L,Periods);
HI=hhv(H,Periods);

periodsIndietro=periods-1;
OpenPreced=mov(O,1,S,periodsindietro);
AA1=op(cv8,C,mul);
AA2=op(cv7,LO,mul);
AA3=op(AA1,AA2,sub);
AA4=op(AA3,OpenPreced,sub);
AA5=op(AA4,Close,divis);
AA=op(cv100,AA5,mul);

BB1=op(cv7,HI,mul);
BB2=op(OpenPreced,BB1,add);
BB3=op(cv8,C,mul);
BB4=op(BB2,BB3,sub);
BB5=op(BB4,C,divis);
BB=op(cv100,BB5,mul);
CC1=expsmooth(AA,5*Periods);
CC2=expsmooth(BB,5*Periods);
Rep=op(CC1,CC2,sub);

//REPULSE-1//

LO1=llv(L,Periods1);
HI1=hhv(H,Periods1);

periodsIndietro1=periods1-1;
OpenPreced1=mov(O,1,S,periodsindietro1);
AAB1=op(cv8,C,mul);
AAB2=op(cv7,LO1,mul);
AAB3=op(AAB1,AAB2,sub);
AAB4=op(AAB3,OpenPreced1,sub);
AAB5=op(AAB4,Close,divis);
AAB=op(cv100,AAB5,mul);
BBB1=op(cv7,HI1,mul);
BBB2=op(OpenPreced1,BBB1,add);
BBB3=op(cv8,C,mul);
BBB4=op(BBB2,BBB3,sub);
BBB5=op(BBB4,C,divis);
BBB=op(cv100,BBB5,mul);
CC1A=expsmooth(AAB,5*Periods1);
CC2A=expsmooth(BBB,5*Periods1);
Rep1=op(CC1A,CC2A,sub);

LO2=llv(L,Periods2);
HI2=hhv(H,Periods2);

periodsIndietro2=periods2-1;
OpenPreced2=mov(O,1,S,periodsindietro2);
AAC1=op(cv8,C,mul);
AAC2=op(cv7,LO2,mul);
AAC3=op(AAC1,AAC2,sub);
AAC4=op(AAC3,OpenPreced2,sub);
AAC5=op(AAC4,Close,divis);
AAC =op(cv100,AAC5,mul);
BBC1=op(cv7,HI2,mul);
BBC2=op(OpenPreced2,BBC1,add);
BBC3=op(cv8,C,mul);
BBC4=op(BBC2,BBC3,sub);
BBC5=op(BBC4,C,divis);
BBC=op(cv100,BBC5,mul);
CC1B=expsmooth(AAC,5*Periods2);
CC2B=expsmooth(BBC,5*Periods2);
Rep2=op(CC1B,CC2B,sub);

NDX40=DMNDX(C,18);  ///   18
PDX40=DMPDX(C,18); ///    18

ma=hhv(h,5);   // 5  ok

MEDIAlong =MOV(C,11,e);      // 11  ok
MEDIAshort =MOV(C,20,e);     // 20  ok
MEDIAA=MOV(C,58,s);          // 74  55  58 ok   ///
MEDIAB=MOV(C,27,s);          // 25s  18  27
OP3B  =OP(MEDIAB,MEDIAA,2);  // ok
MEDIAC=MOV(OP3B,2,s);       //2,    e,s  ok

MACDlong   =MACD(C,9,48);               // da 8 a 9
MACDlongSIGNAL=EXPSMOOTH(MACDlong,58);  //da 55 a 58

MACDshort   =MACD(C,4,48);              // 4,48
MACDshortSIGNAL=EXPSMOOTH(MACDshort,62);// 62

ATDXlong =ATR(C,3);   // 3

ADXA=DMADX(c,45);
ADXB=DMADX(c,68);// 58 67
ADXH=DMADX(C,40); //40

HHX=MFI (C,46,0);      // ok
MX=MOV(HHX,14,s);    // 14
MMX=MOV(HHX,21,s);   // 21
OAAX=OP(MX,MMX,ADD);
M1X=MOV(OAAX,1,e);
MM1X =MOV(OAAX,2,e);
OAA1X=OP(M1X,MM1X,ADD);


mediaflusso= MOV(C,7,e);             // ok
expflusso=EXPSMOOTH(mediaflusso,6);  // ok

EX0a =WILDER(mediaflusso,5);      // ok
EX1a =WILDER(EX0a,5);             // ok
M20  =MOV(EX1a,18,e);             // ok
PISTA=PISTACICLICA(M20,46);       // ok
VA3  =VARIAZ(PISTA,V,PREC);

IF expflusso<expflusso[1] THEN
   cumneg=cumneg+V;
   volneg=V;
   volpos=0;
   cumpos=0;
   else
   cumpos=cumpos+V;
   cumneg=0;
   volpos=V;
   volneg=0;
endif;
 sommapositive=sum(volpos,100);
sommanegative= sum(volneg,100);
 sommapositive2=(sum(sommapositive,34))/34;  // da 34  34
sommanegative2= (sum(sommanegative,18))/18;  //24     24

if cumneg=0 and cumneg[1]>=ATTESA_SH*8000 then    // da 18000   8000                  /////////
   totneg=1;
endif;

if totneg=1 then
   cbneg1=cbneg1+1;
endif;

if cbneg1>=ATTESA_SH*0.41  then     // da 0.41  0.39?
condizione1=1 ;
else
condizione1=0;
endif;

if cumpos=0 and cumpos[1]>=ATTESA_LG*610000 then     // da 620000
   totpos=1;
endif;

if totpos=1 then
   cbpos1=cbpos1+1;
endif;

if cbpos1>=ATTESA_LG*0.0018 then     // 0.48
condizione2=1 ;
else
condizione2=0;
endif;

if sommanegative<ATTESA_LG*319000 and sommapositive>ATTESA_SH*207000 then    //322000  319000          214000
    sommaok=1;
    else
    sommaok=0;
  endif;

if (DayOfWeek=wednesday and T>1620) or (DayOfWeek=friday and T>1620) then
   dayss = 1;
else
    dayss = 0;
endif;

prox2=addperc(uscita,1.3);   ///// 2.4  2.3 ok ////////
prox4=addperc(uscita,2.1);    //1.9,2.1

//////////////////////////////  CONDIZIONI /////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////


if PositionDir = 0 and evento = 0 then flat = 1;endif;
evento = 0;

//////////////////  CODICE DEL TAKE PROFIT    ///////////////////////

if (PositionDir = 1) then
   ValTP = PositionValue + ((PositionValue * Percent_Gain)/100);                         //Take Profit per il LONG

   if (H>ValTP) and (evento = 0) then
      EXITLONG(nextBAR, ATCLOSE);
      prec_flat = flat;
   flat = 1;
      endif;
endif;

if (PositionDir = -1) then
   ValTP = PositionValue - ((PositionValue * Percent_Gain)/100);                         //Take Profit per lo SHORT
   if (L<ValTP) and (evento = 0) then
      EXITSHORT(nextBAR, ATCLOSE);
      prec_flat = flat;
   flat = 1;
      endif;
endif;

{ /////////////////////////////////////////////////////// }

///////////// CODICE TRAILING PROFIT   /////////////////////////

if (PositionDir = 0) then
ValMax = 0;
ValMin = 10000;
checkL = 0;
checkS = 0;
endif;

if (PositionDir = 1) and (evento = 0) then                                //////  Trailing Profit LONG ///////////
Soglia = PositionValue + ((PositionValue * Percent_Soglia)/100);
ValMin = 10000;
checkS = 0;
if (H > ValMax) then ValMax = H;endif;
SogliaStop = ValMax - ((ValMax * Percent_Take)/100);
if (checkL = 0) and (H > Soglia) then checkL = 1;endif;
if (checkL = 1) and (L < SogliaStop) then
ExitLong(nextBar, AtClose);
prec_flat = flat;
flat = 1;
endif;
endif;

if (PositionDir = -1) and (evento = 0) then                              //////  Trailing Profit SHORT ///////////
Soglia = PositionValue - ((PositionValue * Percent_soglia)/100);
valMax = 0;
checkL = 0;
if (L < ValMin) then ValMin = L;endif;
SogliaStop = ValMin + ((ValMin * Percent_Take)/100);
if (checkS = 0) and (L < Soglia) then checkS = 1;endif;
if (checkS = 1) and (H > SogliaStop) then
ExitShort(nextBAR, ATCLOSE);
prec_flat = flat;
flat = 1;
endif;
endif;

//////////////////////// codice dello STOP LOSS //////////////////////////////

if (PositionDir = 1) then ValSL = PositionValue - ((PositionValue * PercentRisk)/100);endif;

if (PositionDir = -1) then ValSL = PositionValue + ((PositionValue * PercentRisk)/100);endif;

if (PositionDir = 1) and (L<ValSL) and (evento = 0) then         // STOP LOSS per il LONG
ExitLong(nextBAR, ATCLOSE);
prec_flat = flat;
flat = 1;
endif;

if (PositionDir = -1) and (H>ValSL) and (evento = 0) then       // STOP LOSS per lo SHORT
ExitShort(nextBAR, ATCLOSE);
prec_flat = flat;
flat = 1;
endif;


          ///////////////////////// Ingresso x prox /////////////////////////

ingresso1=positionvalue;
if ingresso1=0 and ingresso1[1]<>0 then uscita=close;endif;
        ////////////////////////////////////////////////////////////

                         if (T >= 0920) and (T <= 1716)then       //0920      1715

evento = 0;

cond1= OAA1X<OAA1X[1]  and OP3B<MEDIAC  AND MACDshort<MACDshortSIGNAL and sommapositive2<sommapositive2[1] and adxh<ATTESA_SH*0.35 // SH*0.35
and sommaok=0 AND MEDIAshort>C AND C<Vydia and condizione2=1 and barsince(va3<va3[1])>=4 and MACDshortSIGNAL>=-0.017; //////  MACDshortSIGNAL>=-0.022  0.0017   va3[1])>=4

cond2= OAA1X<OAA1X[1]  and OP3B<MEDIAC  AND C<Vydia  AND MACDshort<MACDshortSIGNAL and sommaok=0 AND MEDIAshort>C
and barsince(va3<va3[1])>=5 and MACDshortSIGNAL >=-0.021 and NDX40-NDX40[1]>-1.3; ///////    NDX40-NDX40[1]>-1.1   1.3

/////////////////////////////  ENTERLONG  ///////////////////////////////////////////////////

IF  MACDlong>MACDlongSIGNAL {and difp<0.9} AND MEDIAlong<C and ADXA>ADXA[1] AND C>Vydia and condizione1=1 and ATDXlong>0.0143  and adxh>ATTESA_LG*0.1920
 and rep1>rep1[1] and MACDlongSIGNAL<=0.045 THEN      //  MACDlongSIGNAL>=0.145
   ENTERLONG (nextBAR,ATclose);
   cbneg1=0;totpos=0;totneg=0;Tipo_Ingresso = 1;                    //////
   if (flat<>0) then                                                //////
prec_flat = flat;
flat = 0;
evento = 1;
endif;
endif;

if totneg=0 then
IF OAA1X>OAA1X[1] {and difp<0.2} and OP3B>MEDIAC and ADXA>ADXA[1]  and adxh>ATTESA_LG*0.2850  //10,11    ****
 and C>Vydia and rep1>rep1[1] AND ATDXlong>0.0143  and MACDlongSIGNAL<= 0.0665 THEN
   ENTERLONG (nextBAR,ATclose);
   cbneg1=0;totpos=0;totneg=0;Tipo_Ingresso = 2;
   if (flat<>0) then
prec_flat = flat;
flat = 0;
evento = 1;
endif;
endif;ENDIF;

/////////////////////////////  ENTERSHORT ///////////////////////////////////////////////////////

if cond1 and barsince(rep1<rep)>1 {and difp<0.9} and c<prox4 and rep1<rep1[1] and dayss=0 then   //*****
   ENTERSHORT(nextBAR,ATclose);
   cbpos1=0;totpos=0;totneg=0;condizione2=0;Tipo_Ingresso = 3;
   if (flat <> -1) then
prec_flat = flat;
flat = -1;
evento = 1;
   endif;
ENDIF;


if totpos=0 then
IF cond2 and barsince(rep1<rep)>1 and difp<0.3 and c<prox4 and barsince(rep2>2.43)>1 and rep1<rep1[1] and dayss=0 THEN      // da 3.0 a 2.99  e inserito rep1<rep1[1]
   ENTERSHORT(nextBAR,ATclose);cbpos1=0;totpos=0;totneg=0;Tipo_Ingresso = 4;
   if (flat <> -1) then                                                             ///******  0.3
prec_flat = flat;
flat = -1;
evento = 1;
   endif;
ENDIF;ENDIF;

////////////////////////// Rientro Long e Short /////////////////////////////////////////////////////////////////////

if positiondir=0 and adxb>adxb[1] {and (h[1]-l[1])>=40} and c>prox6 and barsince(rep1<3.10)>1 and rep1<rep1[1] and rep2<rep1 and dayss=0 then  //  rep1<0.80
                 entershort(nextbar,atclose);
                 Tipo_Ingresso = 5;                              //***
                 if (flat <> -1) then
           prec_flat = flat;
           flat = -1;
           evento = 1;
                 endif;
endif;

if positiondir=1 and adxb>adxb[1] {and (h[1]-l[1])>=40}and c>prox6 and c<prox4 and barsince(rep1<3.10)>1 and rep1<rep1[1] and rep2<rep1 and cond2 {and dayss=0} then  //  rep1<0.80
                 entershort(nextbar,atclose);
                 Tipo_Ingresso = 5;
                 if (flat <> -1) then                        //**
           prec_flat = flat;
           flat = -1;
           evento = 1;
                 endif;
endif;

if positiondir=-1 and barsince(c=ma)=2 {and (h[1]-l[1])>=40 }and condizione1=1 then
   enterlong(nextbar,atclose);
   cbneg1=0;condizione1=0;totneg=0;Tipo_Ingresso = 6;
   if (flat <> 0) then
prec_flat = flat;
flat = 0;
evento = 1;
   endif;
endif;

if positiondir=0 and MACDlong>MACDlongSIGNAL {and (h[1]-l[1])>=40} and ADXA>ADXA[1] AND C>Vydia and condizione1=1 and ATDXlong>0.0143
  {and adxh>ATTESA_LG*0.1920 and rep1>rep1[1]} and MACDlongSIGNAL>=0.15 and MACDlongSIGNAL<=0.154 THEN  //  MACDlongSIGNAL>=0.15 and MACDlongSIGNAL<=0.152
   ENTERLONG (nextBAR,ATclose);
   cbneg1=0;totpos=0;totneg=0;Tipo_Ingresso = 7;
   if (flat <> 0) then
prec_flat = flat;
flat = 0;
evento = 1;
   endif;
endif;

if positiondir=0 and(cond1 or cond2) {and (h[1]-l[1])>=40}and c>prox6 and MACDshortSIGNAL <=-0.019 and dayss=0  then   //  MACDshortSIGNAL <=-0.019
   ENTERSHORT(nextBAR,ATclose);
   cbpos1=0;totpos=0;totneg=0;Tipo_Ingresso = 8;
   if (flat <> -1) then
prec_flat = flat;
flat = -1;
evento = 1;
   endif;
endif;

/////////////////////// CHIUSURA TEMPO TRADING ////////////////////////

endif;

////////////////////////////////// EXIT-LONG & SHORT //////////////////////////////////////////

if positiondir=-1 and o>media and killer>filtro_1 and barsince(killer>killer[1])>=4 and difp>0.75 and C>Vydia then      /////////  0.8
                  exitshort(nextbar,atclose);
                  cbneg1=0;totpos=0;totneg=0;Tipo_Ingresso = 9;
                  prec_flat = flat;
            flat = 1;
            evento = 1;
                  endif;

if positiondir=1 and cond2 and rep<-0.22 and C<Vydia then if killer<filtro_1 and barsince(rep1<rep1[1])>5 // rep<-0.22 ///////
                 then exitlong(nextbar,atclose);
                 cbpos1=0;totpos=0;totneg=0;
                 prec_flat = flat;
            flat = 1;
            evento = 1;
                 endif;
                  endif;

///////////////////////////////////  PROFIT & LOSS ///////////////////////////////////////////////////
//installstoploss(inperc,2.79);

Tipo_Take = 1;
if (positiondir = 1) then              // TP, SL, Trailing INIZIALI per il LONG
   Percent_Gain = 6.2;               // TP INIZIALE
   PercentRisk = 3.30;  //3.4              // SL INIZIALE
   Percent_Soglia = 2.49; //2.5            ///// Soglie del Trailing Profit ///
Percent_Take = 2.3;  //2.3
 else
     Percent_Gain = 7.1;    //7.1        //  TP, SL, Trailing INIZIALI per lo SHORT
     PercentRisk = 3.30; // 3.4
  Percent_Soglia = 2.49; //2.5
  Percent_Take = 2.3; //2.3
endif;

if (prec_flat = 1) and barsince(ndx40>pdx40)>2 then         // traduzione di:  if positiondir=0 and barsince(ndx40>pdx40)>2 then installtakeprofit
   Tipo_Take = 2;
   if positionlong then Percent_Gain = 4.35;  //4.4
else Percent_Gain = 3.78;               //3.8
    endif;
endif;

if (prec_flat = 1) and barsince(ndx40<pdx40)>2 then       // traduzione di: if positiondir=0 and barsince(ndx40<pdx40)>2 then installtakeprofit
   Tipo_Take = 3;
   if positionlong then Percent_Gain = 6.05;  //6.05
else Percent_Gain = 1.55;     //1.5  1.65    ///////////////////
    endif;
endif;

if (positionDir <> -1) and barsince(rep<-0.10)>2 and rep1<rep1[1] then PercentRisk = 1.80;endif;
if (positionDir <> -1) and sommanegative>15200000 then PercentRisk = 2.64;endif; // 2.64   sommanegative>ATTESA_lg*421000   19.000

 //////////////////////////////////////////////////////

Zona1=CreateViewport(350,true,true);
//Zona2=CreateViewport(250,true,true);

PlotChart(ingresso1,Zona1,red,solid,2);
PlotChart(uscita,Zona1,blue,solid,2);
//PlotChart(Rep2,Zona1,black,solid,2);
//PlotChart(Tipo_Ingresso,Zona1,black,solid,2);
//PlotChart(0,Zona1,blue,solid,1);

Plotchart(divino3,0,green,dot,2);
Plotchart(divino1,0,green,solid,1);
Plotchart(divino5,0,blue,solid,1);


Plotchart(divino4,0,red,dot,2);
Plotchart(divino2,0,red,solid,1);
Plotchart(divino6,0,fuchsia,solid,1);