Bull Bear Trend Line RSI Crossover System |
//www.aflcode.com function InvFisherTfm( array ) { e2y = exp( 2 * array ); return ( e2y - 1 )/( e2y + 1 ); } p1=20; p2=3; p3=7; p1=Optimize("p1",p1,3,20,1); p2=Optimize("p2",p2,3,20,1); p3=Optimize("p3",p3,2,20,1); Value1 = 0.1 * ( RSI( p1 ) - 50 ); Value2 = WMA( Value1, p2 ); ift=InvFisherTfm( Value2 ); wift= MA(ift,p3); function CyberCycle( array, alpha ) { smooth = ( array + 2 * Ref( array, -1 ) + 2 * Ref( array, -2 ) + Ref( array, -3 ) ) / 6; // init value Cycle = ( array[ 2 ] - 2 * array[ 1 ] + array[ 0 ] )/4; for( i = 6; i < BarCount; i++ ) { Cycle[ i ] = ( ( 1 - 0.5 * alpha) ^ 2 ) * ( smooth[ i ] - 2 * smooth[ i - 1 ] + smooth[ i - 2] ) + 2 * ( 1 - alpha ) * Cycle[ i - 1 ] - ( ( 1 - alpha) ^ 2 ) * Cycle[ i - 2 ]; } return Cycle; } Cycle = CyberCycle( (H+L)/2, 0.07 ); ICycle = InvFisherTfm( Cycle ); Plot(C,"Close",colorDarkBlue,styleCandle); //Plot( Cycle, "CyberCycle", colorBlue,styleOwnScale ); //Plot( ICycle, "ICyberCycle", colorGreen, styleThick|styleOwnScale ); PlotGrid( 0.5 ); Plot( ift, "IFT-RSI", IIf(ift>wift,colorGreen,colorRed), styleThick |styleLeftAxisScale ); Plot( Wift, "MA IFT", colorPaleBlue,styleLeftAxisScale ); PlotGrid( 0.5 ); PlotGrid(-0.5 ); SetBarsRequired( 200, 0 ); Buy=Cover=Cross(ift,wift); Sell=Short= Cross(wift,ift); PlotShapes(shapeDownArrow*Sell,colorRed) ; PlotShapes(shapeUpArrow*Buy,colorGreen);
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