clbradley

This looks like a good thread here on the subject, with Tradestation ELD and code: http://www.traderslaboratory.com/forums/f46/stochastic-divergence-trendline-7244.html

Looks great metalhead. What's the code for that IFT applied to slow stochastics indicator? Would like to see a code for Tradestation if possible. Thanks again.

How can I put a simple moving average on a spread differential indicator on the same plot underneath price, so the SMA isn't the SMA of the price, but of the spread differential indicator? The SpreadDif and SMA have to be in the same code too, don't they? This is the code for TS's Spread Differential: inputs: DataSeries1( Close of data1 ), DataSeries2( Close of data2 ) ; Plot1( DataSeries1 - DataSeries2, "SprdDiff" ) ; and for the Mov Avg 1 line: inputs: Price( Close ), Length( 9 ), Displace( 0 ) ; variables: Avg( 0 ) ; Avg = AverageFC( Price, Length ) ; if Displace >= 0 or CurrentBar > AbsValue( Displace ) then begin Plot1[Displace]( Avg, "Avg" ) ; end; Just not sure how to paste these together to put them in the same code. Thanks for any help.

How can I put a simple moving average on a spread differential indicator on the same plot underneath price, so the SMA isn't the SMA of the price, but of the spread differential indicator? The SpreadDif and SMA have to be in the same code too, don't they? This is the code for TS's Spread Differential: inputs: DataSeries1( Close of data1 ), DataSeries2( Close of data2 ) ; Plot1( DataSeries1 - DataSeries2, "SprdDiff" ) ; and for the Mov Avg 1 line: inputs: Price( Close ), Length( 9 ), Displace( 0 ) ; variables: Avg( 0 ) ; Avg = AverageFC( Price, Length ) ; if Displace >= 0 or CurrentBar > AbsValue( Displace ) then begin Plot1[Displace]( Avg, "Avg" ) ; end; Just not sure how to paste these together to put them in the same code. Thanks for any help.

Thanks Blowfish. I've seen similar setups before in other strategies using Condition1, Condition2, possibly 3 etc. for a buy or sell/sellshort stating if condition 1 is met first, then condition 2, then 3, then buy next bar at market. But you're just stating it a different way. I'll try it this weekend and let you know if it works. Thanks again for your help. Curtis

Thanks so much simterann22. That looks great.

Great indicators simterann22. Is there any way to code a gapless RSI inside of gapless Bollinger Bands so they're in the same code and both plot on the right axis? I can scale them in the same panel on my charts, but they're skewed and aren't correctly plotting because I have to plot 1 or the other as no axis if they're together. If I put them together and try to plot them both on the right axis, it just shows a line across the page. Guess they need to be put in the same code originally to plot together accurately. Thanks again for your terrific indicators and help. Curtis

Have a Stochastic Crossover Strategy Code for Tradestation that I need help with please. I need to add conditions that the stochastic slow k went to either less than 10 or just less than oversold before crossing back above the oversold line of 20 before buying, and also the opposite, that it got to 90 before crossing back under the overbought level of 80 before selling short. Guess it needs 4 conditions, if 1, then 2 are met, then buy, and if 3 then 4 are met, sell short. Here is the Stochastic Crossover Strategy code so far: inputs: PriceH( High ), PriceL( Low ), PriceC( Close ), StochLength( 14 ), SmoothingLength1( 3 ), SmoothingLength2( 3 ), SmoothingType( 1 ). Oversold( 20 ), Overbought( 80 ) ; variables: FastK( 0 ). FastD( 0 ), SlowK( 0 ), SlowD( 0 ) ; Value1 = Stochastic( PriceH, PriceL, PriceC, StochLength, SmoothingLength1, SmoothingLength2, SmoothingType, FastK, FastD, SlowK, SlowD ) ; If SlowK crosses over SlowD Then buy 1 share next bar at market; If SlowK crosses under SlowD Then sell short 1 share next bar at market; Thanks for any help. Curtis

Thanks so much for your help. I'll have to look at it more one vs. the other this weekend, but looks good so far. Thanks again

Saw this thread about gapless indicators at TS, really like the additions and thank you simterann22. What would be the corrrect way to code a gapless Parabolic SAR indicator? I've been trying to snug the Parabolic SAR recently so it doesn't under or overshoot as much, stays right next to the price and reverses with it, without too much luck. It helps a little to change the 2nd number to .01 from .02, but still needs additional tweaking. Thanks for any help with that if possible and the gapless SAR, and thanks again for adding the extra gapless indicators.

Thanks. That worked.

Thank Ken. I do use it on longer timeframes, and run the variable optimizer at TS on different timeframes for various stocks and ETFs, which shows the top 200 combination results. However, I wasn't having any trouble verifying the JMA/DWMA Crossover Strategy code, but am looking for a JMA/JMA Crossover Strategy code that verifies. Mark Jurik says this is the code for JMA/JMA crossovers: Input: series(close), JMA_len1(7), JMA_phase1(50), JMA_len2(14), JMA_phase2(-50), vars: float JMA1(0), float JMA2(0); JMA1 = JRC.JMA.2k ( series, JMA_len1, JMA_phase1); JMA2 = JRC.JMA.2k ( series, JMA_len2, JMA_phase2); But when I try to verify it in a strategy code similar to the JMA/DWMA, it asks for a ( after vars where the : is, and also says that JMA1 and JMA2 are not words recognized by Easy Language, so it won't verify, Does anyone know the proper code for TS 8 with a JMA/JMA crossover strategy? Thanks for any help with this. Curtis

This is the JMA(Jurik)/DWMA Crossover Strategy Code for Tradestation, as written in the April Technical Analysis of Stocks and Commodities magazine: Input: series(close), JMA_len(7), { range: any value > 0 } JMA_phase(50), { range -100 ... +100 } DWMA_len(10); { range: any integer > 1 } vars: float JMA(0), float midDWMA(series), float DWMA(0); JMA = JRC.JMA.2k ( series, JMA_len, JMA_phase); midDWMA = waverage ( series, DWMA_len) ; DWMA = waverage ( midDWMA, DWMA_len) ; if time > 935 AND time < 1545 then begin if JMA crosses over DWMA then buy next bar at market; if JMA crosses under DWMA then sell short next bar at market; end else begin if marketposition = 1 then sell this bar at close; if marketposition = -1 then buytocover this bar at close; end; Juat wondering if anyone is familiar with Jurik moving averages, can you help so it can be coded for a JMA/JMA, and a JMA/EMA Crossover strategy code for Tradestation? Think you may not need the series code, but instead use fast length and slow length, or MA1 and MA2, or value1 and value2. Also think that each JMA needs to have it's own separate JMA_len(#) and JMA_phase(#). Thanks for any help. Curtis

Checked out your link, and it looks like I could exit before the end of each day, and still use the "SetExitOnClose", which will work with Custom Sessions, as described in the TS thread link above. Thanks again, that may work.

I have been having the best results and not that many trades or commissions/slippage when I test the 20-60 min. or greater timeframes. So instead of "1 min chart only", could I instead state "30 min chart only", when run on a 30 min. timeframe, or are you saying that code is good only for 1 min. charts? Thanks for your help, thrunner.