CCI MACD DPO Combined System |
//www.aflcode.com _SECTION_BEGIN("CCI + DPO + MACD"); // Written by Barry Scarborough 2/15/05 // Updated 8/10/05 - corrected DPO formula // // This Signal was discussed on the VV forum. I am not sure who developed it. // It combines the three indicators, MACD, DPO AND Trix into one timing Signal. // A Signal will only occur when all three conditions exist. // The two timing signals are buy/cover and short/sell signal. The purpose is to keep the user in the market all the time. // macd // Param allows changing parameters without changing the code, the default are the standard defaults for MACD r1 = Param( "MACD Fast avg", 12, 2, 200, 1 ); r2 = Param( "MACD Slow avg", 26, 2, 200, 1 ); r3 = Param( "MACD Signal avg", 9, 2, 200, 1 ); upMacd = IIf(MACD(r1,r2) > Signal(r1,r2,r3), 1, 0); // up and down signal // dpo - detrended price oscillator n = Param("DPO period", 14, 2, 100, 1); p = int( ( n / 2) + 1); movA = MA(C, n); dpo = C - Ref(movA, -p); upDpo = dpo > 0; dnDpo = dpo < 0; // CCI periods = Param("CCI period", 20, 2, 100, 1 ); // default is 10 myCCI = CCI( periods ); // signal conditions myBuy = upDpo AND upMacd AND myCCI > 0; myShort = dnDpo AND !upMacd AND myCCI < 0; Buy = Cover = ExRem(myBuy, myShort); // this removes additional signals between the first buy up to the short signal Short = Sell = ExRem(myShort, myBuy); Plot( Buy * C, "CCI(" + NumToStr(periods,1.0) + ") DPO(" + NumToStr(n,1.0) + ") MACD(" + NumToStr(r1,1.0) + "," + NumToStr(r2,1.0) + "," + NumToStr(r3,1.0) + ") - myBuy ", colorGreen); // a positive spike that indicates a buy or cover trade. Plot( -Short * C , "myShort ", colorRed); // a negative signal that indicates a short or sell signal // explore varables Filter = Buy OR Short; AddColumn(Close, "Close", 1.2); AddColumn(Buy, "Buy/Cover", 1.0); AddColumn(Short, "Sell/Short",1.0); _SECTION_END();
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