Hello,
The formula below give me, when CLOSE CROSS TrendLineDown with BIG VOLUME, ONLY(VolOK in the formula)
How BACKTESTING this formula
Thank’s
Autotrade
_SECTION_BEGIN("Cross Trendline Down + Big-Vol"); /* Plot TrendLineDown if Big Volume */
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
V20= Ref(MA(V,20),-1) ; V50= Ref(MA(V,50),-1) ;
VolM= Min(V20,V50) ;
VolOK= IIf(C<4.9999, V>1000000 AND V>(2*VolM) ,
IIf(C>5 AND C<19.99, V>750000 AND V>(1.5*VolM) ,
IIf(C>20, V>500000 AND V>(1.25*VolM) , 0 ))) ;
function ValPk(Size,P1) // Find the price of the peak
{ Prix=LastValue(Peak(C,Size,P1)); return Prix ; }
function NextPeak(S,P) // Find the next peak +>= 99%
{
p= ValPk(S,P) ;
P2= IIf( P*.99< ValPk(S,2),2, IIf( P*.99< ValPk(S,3),3,
IIf( P*.99< ValPk(S,4),4, IIf( P*.99< ValPk(S,5),5,
IIf( P*.99< ValPk(S,6),6, IIf( P*.99< ValPk(S,7),3,
IIf( P*.99< ValPk(S,8),8, IIf( P*.99< ValPk(S,9),9,
IIf( P*.99< ValPk(S,10),10, IIf( P*.99< ValPk(S,11),11,
IIf( P*.99< ValPk(S,12),12, IIf( P*.99< ValPk(S,13),13,
IIf( P*.99< ValPk(S,14),14, IIf( P*.99< ValPk(S,15),15,
IIf( P*.99< ValPk(S,16),16, IIf( P*.99< ValPk(S,17),13,
IIf( P*.99< ValPk(S,18),18, IIf( P*.99< ValPk(S,19),19,
IIf( P*.99< ValPk(S,20),20, 0 ))))))))))))))))))) ;
return P2 ;
}
function CrTrDn(Size,P1,P2)
{ /* Plot TrendLineDown if VolOK. */
y0=LastValue(Peak(C,Size,P2));
y1=LastValue(Peak(C,Size,P1));
x0=BarCount - 1 - LastValue(PeakBars(C,Size,P2));
x1=BarCount - 1 - LastValue(PeakBars(C,Size,P1));
Line = LineArray( x0, y0, x1, y1, 1 );
CrTrend= IIf(VolOK AND Cross(C,Line),
Plot( Line, "\nTrend line", colorBlue,styleNoRescale,4+8 ), 0);
return CrTrend ; // OR Size ??????????
}
function TrDn(S,P) {OK= CrTrDn(S,P,NextPeak(S,P)) ; return OK ; }
Buy= IIf(C<4.9999,(TrDn(25,1) OR TrDn(25,2) OR TrDn(20,1) OR TrDn(20,2) OR
TrDn(15,1) OR TrDn(15,2) OR TrDn(10,1) OR TrDn(10,2) OR
TrDn(8,1) OR TrDn(8,2) OR TrDn(7,1) OR TrDn(7,2) OR
TrDn(6,1) OR TrDn(6,2) OR TrDn(5,1) OR TrDn(5,2)),
IIf(C>5 AND C<19.9999,(TrDn(25,1) OR TrDn(20,1) OR TrDn(15,1) OR TrDn(15,2) OR
TrDn(10,1) OR TrDn(10,2) OR TrDn(7,1) OR TrDn(7,2) OR TrDn(5,1) OR
TrDn(5,2) OR TrDn(4,1) OR TrDn(4,2) OR TrDn(3,1) OR TrDn(3,2) ),
IIf(C>20 , (TrDn(15,1) OR TrDn(10,1) OR TrDn(7,1) OR TrDn(7,2) OR TrDn(5,1) OR
TrDn(5,2) OR TrDn(4,1) OR TrDn(4,2) OR TrDn(3,1) OR TrDn(3,2)OR
TrDn(2,1) OR TrDn(2,2) OR TrDn(1,1) OR TrDn(1,2) ), 0)));
Plot(Buy,"CrTrDn+Vol",colorBlue,styleOwnScale) ;
_SECTION_END();
Posted by: "Autotrade" <autotrade@videotron.ca>
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