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    Quadra Trading System

    Uploaded by

    maddy_i5
    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.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd

    Quadra Trading System

    Uploaded by

    maddy_i5
    122 views4 pages
    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.

    Original Description:

    quadra trading system for intraday

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    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.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    122 views4 pages

    Quadra Trading System

    Uploaded by

    maddy_i5
    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.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    of 4
    At a glance
    Powered by AI
    The document describes a trading system that uses Wilder's Moving Averages (MAs) and an Exponential Moving Average (EMA) to generate buy and sell signals. It also defines steps to calculate stop losses.

    The Quadra Trading System is a technical analysis based trading strategy that uses Wilder's MAs of different periods and an EMA to identify buy and sell signals.

    Wilder's MAs of periods 5, 8 and 13 candles are defined and calculated. An EMA of period 50 candles is also defined and calculated.

    /****************************/

    /* */
    /* 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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