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17 views

3

Uploaded by

8cf64vbfyf
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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instrument {

name = 'Eng+Filter3',
short_name = 'Eng+Filter',
icon="indicators:MACD",
overlay = true
}

MaPeriod = input (5, "Ma Period", input.integer, 1)


MASource = input (1, "Ma Method", input.string_selection, averages.titles)

period = input (5, "Atr Period", input.integer, 1 )


fn = input (averages.ssma, "Atr Ma Method", input.string_selection,
averages.titles)

period1 = input (14, "Aroon Period", input.integer, 1, 200)


AroonValue = input (20, "Aroon Oscillator Level", input.double, 0.01, 100)

adx_period = input (14, "Adx Period", input.integer, 1)


di_period = adx_period
threshold = input (20, "Adx Level", input.double, 0, 100)

input_group {
"Buy",
colorBuy = input { default = "green", type = input.color},
}

input_group {
"Sell",
colorSell = input { default = "red", type = input.color},
}

----Start Aroon Oscillator


aroonOsc = ((bars_since_lowest (period1) - bars_since_highest (period1)) /
period1 )*100
----Finished Aroon Oscillator

----Start ATR
local avgTr = averages [fn]
local AtrX = avgTr(tr,period)
----Finished ATR

----Start MA
local avgMa = averages [MASource]
local MaX = avgMa(close,MaPeriod)
----Finished MA

----Start ADX
up_move = change (high)
down_move = -change (low)

pdm = iff (up_move > down_move and nz(up_move) > 0, up_move, 0)


mdm = iff (down_move > up_move and nz(down_move) > 0, down_move, 0)

atr = rma(tr, di_period)

pdi = 100 * rma (pdm / atr, di_period) -- DI+


mdi = 100 * rma (mdm / atr, di_period) -- DI-
adx = 100 * rma (abs (pdi - mdi) / (pdi + mdi), adx_period)
----Finished ADX

----Main Condition entry order


EngBuy = iff(close > open[1] and close > open and close[1] < open[1] and abs(close-
open) > abs(close[1]-open[1]) and abs(close-open) < abs(close[1]-open[1])*5 and
close > MaX ,true, false)
EngSell = iff(close < open[1] and close < open and close[1] > open[1] and
abs(close-open) > abs(close[1]-open[1]) and abs(close-open) < abs(close[1]-
open[1])*5 and close < MaX ,true, false)
----Finished Main Condition entry order

----Start filter fake signal


filterBuy = iff(abs(high-low) > AtrX and aroonOsc > AroonValue and adx > threshold
and adx[1] < adx,true,false)
filterSell = iff(abs(high-low) > AtrX and aroonOsc < -AroonValue and adx >
threshold and adx[1] < adx ,true,false)
----Finished filter fake signal

plot_shape(EngBuy == true and filterBuy == true,


"HIGHER",
shape_style.arrowup,
shape_size.huge,
colorBuy,
shape_location.belowbar,
0,
"ENG",
colorBuy
)

plot_shape(EngSell == true and filterSell == true ,


"LOWER",
shape_style.arrowdown,
shape_size.huge,
colorSell,
shape_location.abovebar,
0,
"ENG",
colorSell
)

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