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Showing posts with label vttrader custom trading system. Show all posts
Showing posts with label vttrader custom trading system. Show all posts

RSI TREND LINE BREAK TRADING SYSTEM FOR VT TRADER

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....one of quick posts :-)
You can download it here.
Enjoy the trading! Tomorrow .. FED well, we will see.

VTTRADER ADX TRADING SYSTEM

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Today, I have rewrote my original ADX trading system. Entry signal stay same, but exit signals are now using DMI+ / DMI- crosses.

Source code: VTRS
{Control Error}

Err:= (Pr=0);

TH:=if(Ref(C,-1) > H,Ref(C,-1),H);
TL:=if(Ref(C,-1) <>
{ADX Indicator Calculation}
TR:=TH-TL;

PlusDM:=if(H>Ref(H,-1) AND L>=Ref(L,-1), H-Ref(H,-1),if(H >Ref(H,-1) AND L Ref(L,-1)-L, H-Ref(H,-1),0));
PlusDI:=100*Wilders(PlusDM,Pr)/Wilders(Tr,Pr);

MinusDM:=if(LRef(H,-1) AND L
MinusDI:=100*Wilders(MinusDM,Pr)/Wilders(Tr,Pr);

DIDif:=Abs(PlusDI-MinusDI);
DISum:=PlusDI+MinusDI;

ADXFinal:=100*Wilders(DIDif/DISum,Pr);
ADXRCustom:= (ADXFinal+Ref(ADXFinal,1-Pr))/2;

_ADX := if( cT=0,ADXFinal,ADXRCustom);

{Signal Long and Short}

Long:=not Err and Cross(PlusDI, MinusDI);
Short:=not Err and Cross(MinusDI, PlusDI);

UpTrend:=PlusDI>MinusDI;
DownTrend:=MinusDI>PlusDI;

{OpenBuy and CloseBuy}

OpenBuy:=not Err and Long and (eventCount('OpenBuy')= eventCount('CloseBuy'));
CloseBuy:=not Err and Short and (eventCount('OpenBuy')>eventCount('CloseBuy'));

{OpenSell and CloseSell}

OpenSell:=not Err and Short and (eventCount('OpenSell')= eventCount('CloseSell'));
CloseSell:=not Err and Long and (eventCount('OpenSell')>eventCount('CloseSell'));
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