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trendmagic, DMI, parabolic SAR signal

Source: https://fxcodebase.com/code/viewtopic.php?f=29&t=758
Forum: 29 · Topic 758 · 6 post(s)

trendmagic, DMI, parabolic SAR signal

Alexander.Gettinger · Fri Apr 23, 2010 11:39 am

Buy: First bullish parabolic sar signal is given since bearish parabolic signals were given. DMI (14) is bullish (DMI+ line is above DMI- line). Trendmagic indicator is bullish.

Sell: First bearish parabolic sar signal is given since bullish parabolic signals were given. DMI (14) is bearish (DMI- line is above DMI+ line). Trendmagic indicator is bearish.

TM_DMI_SAR.jpg

Code: Select all `function Init()     strategy:name(“Trend magic/DMI/Parabolic SAR signal”);     strategy:description(“The parabolic sar signal is used; the trendmagic and DMI are used as filters.”);

    strategy.parameters:addGroup(“Parameters”);

    strategy.parameters:addInteger(“DMI”, “DMI Parameter”, “”, 14);     strategy.parameters:addInteger(“TM_CCI”, “Parameter CCI for Trend magic”, “”, 50);     strategy.parameters:addInteger(“TM_ATR”, “Parameter ATR for Trend magic”, “”, 5);     strategy.parameters:addDouble(“SAR_Step”, “Parameter Step for Parabolic SAR”, “”, 0.02);     strategy.parameters:addDouble(“SAR_Max”, “Parameter Maximum for Parabolic SAR”, “”, 0.2);

    strategy.parameters:addString(“Period”, “Timeframe”, “”, “m5”);     strategy.parameters:setFlag(“Period”, core.FLAG_PERIODS);

    strategy.parameters:addGroup(“Signals”);     strategy.parameters:addBoolean(“ShowAlert”, “Show Alert”, “”, true);     strategy.parameters:addBoolean(“PlaySound”, “Play Sound”, “”, false);     strategy.parameters:addFile(“SoundFile”, “Sound File”, “”, “”); end

local SoundFile; local gSourceBid = nil; local gSourceAsk = nil; local first;

local BidFinished = false; local AskFinished = false; local LastBidCandle = nil;

local DMI; local TM; local SAR;

function Prepare()     local FastN, SlowN;

    ShowAlert = instance.parameters.ShowAlert;     if instance.parameters.PlaySound then         SoundFile = instance.parameters.SoundFile;     else         SoundFile = nil;     end         assert(not(PlaySound) or (PlaySound and SoundFile ~= “”), “Sound file must be specified”);     assert(instance.parameters.Period ~= “t1”, “Signal cannot be applied on ticks”);

    ExtSetupSignal(“Trend magic/DMI/Parabolic SAR signal:”, ShowAlert);

    gSourceBid = core.host:execute(“getHistory”, 1, instance.bid:instrument(), instance.parameters.Period, 0, 0, true);     gSourceAsk = core.host:execute(“getHistory”, 2, instance.bid:instrument(), instance.parameters.Period, 0, 0, false);

    DMI = core.indicators:create(“DMI”, gSourceBid, instance.parameters.DMI);     TM = core.indicators:create(“TRENDMAGIC”, gSourceBid, instance.parameters.TM_CCI,instance.parameters.TM_ATR);     SAR = core.indicators:create(“SAR”, gSourceBid, instance.parameters.SAR_Step,instance.parameters.SAR_Max);

    first = math.max(DMI.DATA:first(), TM.DATA:first(), SAR.DATA:first()) + 2;

    local name = profile:id() .. “(“ .. instance.bid:instrument() .. “(“ .. instance.parameters.Period  .. “)” .. instance.parameters.DMI .. “,” .. instance.parameters.TM_CCI .. “,” .. instance.parameters.TM_ATR .. “,” .. instance.parameters.SAR_Step .. “,” .. instance.parameters.SAR_Max .. “)”;     instance:name(name); end

local LastDirection=nil;

– when tick source is updated function Update()     if not(BidFinished) or not(AskFinished) then         return ;     end

    local period;

    – update moving average     DMI:update(core.UpdateLast);     SAR:update(core.UpdateLast);     TM:update(core.UpdateLast);

    – calculate enter logic     if LastBidCandle == nil or LastBidCandle ~= gSourceBid:serial(gSourceBid:size() - 1) then         LastBidCandle = gSourceBid:serial(gSourceBid:size() - 1);

        period = gSourceBid:size() - 1;         if period > first then          if SAR.DN[period-1]<gSourceBid.low[period-1] and SAR.DN[period-1]>gSourceBid.low[period-1]0.5 and SAR.UP[period]>gSourceBid.high[period] and             DMI.DIP[period]>DMI.DIM[period] and TM.UP[period]~=nil then                 ExtSignal(gSourceAsk, period, “Buy”, SoundFile);                 LastDirection=1;          elseif SAR.UP[period-1]>gSourceBid.high[period-1] and SAR.DN[period]<gSourceBid.low[period] and SAR.DN[period]>gSourceBid.low[period]0.5 and             DMI.DIM[period]>DMI.DIP[period] and TM.DN[period]~=nil then                 ExtSignal(gSourceBid, period, “Sell”, SoundFile);                 LastDirection=-1;          end   

        end     end end

function AsyncOperationFinished(cookie)     if cookie == 1 then         BidFinished = true;     elseif cookie == 2 then         AskFinished = true;     end end

local gSignalBase = “”;     – the base part of the signal message local gShowAlert = false;   – the flag indicating whether the text alert must be shown

– Sets the base message for the signal – @param base      The base message of the signals – ——————————————————— function ExtSetupSignal(base, showAlert)     gSignalBase = base;     gShowAlert = showAlert;     return ; end

– Signals the message – @param message   The rest of the message to be added to the signal – @param period    The number of the period – @param sound     The sound or nil to silent signal – ——————————————————— function ExtSignal(source, period, message, soundFile)     if source:isBar() then         source = source.close;     end     if gShowAlert then         terminal:alertMessage(source:instrument(), source[period], gSignalBase .. message, source:date(period));     end     if soundFile ~= nil then         terminal:alertSound(soundFile, false);     end end`

The signal requires the custom indicator TrendMagic: viewtopic.php?f=17&t=563

Re: trendmagic, DMI, parabolic SAR signal

chadalexander · Tue Apr 27, 2010 10:00 am

Hi, thanks. I’m having a few problems with it the signal. Could you do me a favour and remove the directional movement script (it isn’t a great filter). The indicator is giving buy signals when it should give sell and sell signals when it should give buy (parabolic dots: the ones above are sell signals and the ones below buy- i probably should have said that before- sorry ). Would you be able to change buy signals to sell, and sell signals to buy? thanks

Re: trendmagic, DMI, parabolic SAR signal

shona155 · Mon Dec 29, 2014 6:22 am

First bearish parabolic sar signal is given since bullish parabolic signals were given.

Re: trendmagic, DMI, parabolic SAR signal

Apprentice · Fri Jan 02, 2015 3:01 am

Can you clarify your comment. Is any action is needed?

Re: trendmagic, DMI, parabolic SAR signal

jupiter ange · Mon Nov 07, 2016 4:33 pm

I programmer can you make me a strategy but remove trend magic I just want sar and dmi like this please buy price> sar di+>di- Exit buy when price <=sar

Sell price di+ Exit sell when price >=sar

Many thanks

Re: trendmagic, DMI, parabolic SAR signal

Apprentice · Sun Nov 13, 2016 6:47 am

Try this version. viewtopic.php?f=31&t=64094

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