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Quadra Trading System

This document contains the code for a trading system that analyzes candlestick charts and generates buy and sell signals based on Wilder moving averages and an exponential moving average. It defines functions to calculate Wilder's moving average and an exponential moving average. It then uses these indicators to determine buy/sell signals and calculate stop loss levels. The code also contains formatting and plotting instructions to display the signals and indicators on a chart.

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maddy_i5
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177 views4 pages

Quadra Trading System

This document contains the code for a trading system that analyzes candlestick charts and generates buy and sell signals based on Wilder moving averages and an exponential moving average. It defines functions to calculate Wilder's moving average and an exponential moving average. It then uses these indicators to determine buy/sell signals and calculate stop loss levels. The code also contains formatting and plotting instructions to display the signals and indicators on a chart.

Uploaded by

maddy_i5
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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/****************************/

/* */
/* Quadra Trading System */
/* Version 1.30 */
/* (11 August 2012) */
/* */
/****************************/

SetChartOptions(0, chartShowDates | chartWrapTitle);

/**********************/
/* */
/* Define Wilder's MA */
/* */
/**********************/

function WilderMA(Field, Period)


{
X[0] = Field[0];

for(i = 1; i < BarCount; i++)


{
X[i] = Field[i]/Period + X[i - 1] * (Period - 1)/Period;
}
return X;
}

/**********************/
/* */
/* Define EMA */
/* */
/**********************/

function MyEMA(Field, Period)


{
Y[0] = Field[0];
for(i = 1; i < BarCount; i++)
{
Y[i] = (Field[i] - Y[i - 1]) * 2/(Period + 1) + Y[i - 1];
}
return Y;
}

/********************/
/* */
/* Wilder's MAs */
/* */
/********************/

A1 = WilderMA(C, 5);
A2 = WilderMA(C, 8);
A3 = WilderMA(C, 13);
A4 = MyEMA(C, 50);

/********************/
/* */
/* Candle Color */
/* */
/********************/

Green = C > O;
Red = C < O;

for(i = 1; i<BarCount; i++)


{
if(C[i] == O[i])
{
if(Green[i - 1] AND C[i] >= C[i - 1]) Green[i] = 1;
if(Red[i - 1] AND C[i] <= C[i - 1]) Red[i] = 1;
}
}

/********************/
/* */
/* COMPUTE SL */
/* */
/********************/

PrevHi = H;
PrevLo = L;
SLBuy = Null;
SLShort = Null;
GUp = GapUp();
GDn = GapDown();

for(i = 2; i < BarCount; i++)


{
PrevLo[i] = PrevLo[i - 1];

if(L[i - 2] >= L[i - 1] AND L[i - 1] <= L[i])


{
PrevLo[i] = L[i - 1];
}

PrevHi[i] = PrevHi[i - 1];


if(H[i - 2] <= H[i - 1] AND H[i - 1] >= H[i])
{
PrevHi[i] = H[i - 1];
}

/********************/
/* */
/* BUY/SELL */
/* */
/********************/

Buy = (A1 > A2 AND A2 > A3);


Sell =(A1 < A2 AND A2 < A3);

Buy = ExRem(Buy, Sell);


Sell = ExRem(Sell, Buy);

Bought = Flip(Buy, Sell);


Sold = Flip(Sell, Buy);

for(i = 1; i <BarCount; i++)


{
SLShort[i] = Min(PrevHi[i], PrevHi[i - 1]) + 0.1;
if(GDn[i]) SLShort[i] = L[i - 1] + 0.1;
if(Sell[i]) break;
}
for(i = 1; i <BarCount; i++)
{
SLBuy[i] = Max(PrevLo[i], PrevLo[i - 1]) - 0.1;
if(GUp[i]) SLBuy[i] = H[i - 1] - 0.1;
if(Buy[i]) break;
}

for(i = 1; i < BarCount; i++)


{
if(Buy[i]) SLBuy[i] = PrevLo[i - 1] - 0.1;
if(Bought[i]) SLBuy[i] = Max(SLBuy[i - 1], PrevLo[i] - 0.1);
if(GUp[i]) SLBuy[i] = H[i - 1] - 0.1;

if(Sell[i]) SLShort[i] = PrevHi[i - 1] + 0.1;


if(Sold[i]) SLShort[i] = Min(PrevHi[i - 1], PrevHi[i]) + 0.1;
if(GDn[i]) SLShort[i] = L[i - 1] + 0.1;
}
for(i = 1; i<BarCount; i++)
{
if(SLShort[i] > SLShort[i - 1]) SLShort[i] = SLShort[i - 1];
}

Marker1 = Buy * shapeUpArrow + Sell * shapeDownArrow;


MarkerColor = IIf(Buy, colorBrightGreen, colorYellow);
Marker1Dist = IIf(Buy, 0.995 * L, 1.005 * H);
EMA_Position = IIf(A4 > A3 AND A4 > A2 AND A4 > A1, 1, IIf(A4 < A3 AND A4 < A2 AND
A4 < A1, -1, 0));

/***********************/
/* */
/* SHOW/HIDE Option */
/* */
/***********************/

Arrows = ParamToggle("Show Arrows", "NO|YES");


ShowTSL= ParamToggle("Show TSL Line", "NO|YES");

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close


%g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

/*_N(Title = EncodeColor(colorAqua) + "QUADRA EOD TRADING SYSTEM by Savant Garde;


AFL Version 1.30 by Anant Navale\n\n"
+ EncodeColor(colorPink) + StrFormat("{{NAME}}({{INTERVAL}}), {{DATE}} :
{{OHLCX}}, Vol=%1.0f\n{{VALUES}}\n", V)
+ "EMA50 location: " + EncodeColor(colorBrightGreen) + WriteIf(EMA_Position >
0, "Above, ", "")
+ EncodeColor(colorLightGrey) + WriteIf(EMA_Position == 0, "Inside, ", "")
+ EncodeColor(colorRed) + WriteIf(EMA_Position < 0, "Below, ", "")
+ EncodeColor(colorBrightGreen) + WriteIf(Green, " Green Candle", "")
+ EncodeColor(colorRed) + WriteIf(Red, " RedCandle\n\n", "\n\n")
+ EncodeColor(colorWhite) + WriteIf(Buy, "Buy Above " + (H + 0.1), "")
+ WriteIf(Sell, "Sell Below " + (L - 0.1), "")
+ WriteIf(Buy, " StopLoss = " + SLBuy, "")
+ WriteIf(Sell, " StopLoss = " + SLShort, ""));*/
if(Status("action") == actionIndicator)
{
Plot(A4, "EMA50", colorLightGrey, styleLine | styleThick);
Plot(A3, "Wilder MA13", colorRed, styleLine);
Plot(A2, "Wilder MA8", colorLightOrange, styleLine);
Plot(A1, "Wilder MA5", colorBrightGreen, styleLine);

if(ShowTSL)
{
Plot(SLBuy, "SL for Buy", colorLightBlue, styleDots);
Plot(SLShort, "SL for Short", colorGold, styleDots);
}

Plot(C, "", IIf(Green, colorGreen, IIf(Red, colorRed, colorGrey50)),


styleCandle);

if(Arrows)
{
PlotShapes(Marker1, MarkerColor, 0, MArker1Dist);
}
}

if(Status("action") == actionExplore)
{
Filter = Buy | Sell;

SetOption("NoDefaultColumns", True);
AddTextColumn(Name(), "SYMBOL");
AddColumn(DateTime(), "DATE", formatDateTime);
AddColumn(IIf(Buy, 66, 83), "TRIGGER", formatChar, colorWhite, IIf(Buy,
colorGreen, colorRed));
AddColumn(EMA_Position, "EMA Position",1.0);
AddColumn(IIf(Buy, H + 0.1, L - 0.1), "TRIG PRICE", 1.2);
AddColumn(IIf(Buy, SLBuy, SLShort), "Stop Loss", 1.2);
AddColumn(C, "Last Close", 1.2);
}

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