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File Name: Probable_SMACross.efs, SMA_StochCross.efs
Description:
These studies are based on the March 2007 article, Moving Average Crossovers (Part II), by Dimitris Tsokakis.
Formula Parameters:
Probable_SMACross.efs
Fast MA Periods: 20
Slow MA Periods: 30
SMA_StochCross.efs
Fast MA Periods: 20
Slow MA Periods: 30
%K Length: 14
%K Smoothing: 1
%D Length: 3
Notes:
In real time, the Probable_SMACross.efs will print the messages as outlined in the side bar of the article to the formula output window. The SMA_StochCross.efs will draw a green/red circle on the chart to indicate the cross of the TC and green/red arrows for the MA crosses. The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
Probable_SMACross.efs
SMA_StochCross.efs
EFS Code:
Description:
These studies are based on the March 2007 article, Moving Average Crossovers (Part II), by Dimitris Tsokakis.
Formula Parameters:
Probable_SMACross.efs
Fast MA Periods: 20
Slow MA Periods: 30
SMA_StochCross.efs
Fast MA Periods: 20
Slow MA Periods: 30
%K Length: 14
%K Smoothing: 1
%D Length: 3
Notes:
In real time, the Probable_SMACross.efs will print the messages as outlined in the side bar of the article to the formula output window. The SMA_StochCross.efs will draw a green/red circle on the chart to indicate the cross of the TC and green/red arrows for the MA crosses. The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
Probable_SMACross.efs
SMA_StochCross.efs
EFS Code:
PHP Code:
/***************************************
Provided By : eSignal (c) Copyright 2006
Description: Moving Average Crossovers Part II
by Dimitris Tsokakis
Version 1.0 1/08/2007
Notes:
* March 2007 Issue of Stocks and Commodities Magazine
* Study requires version 8.0 or later.
Formula Parameters: Default:
Fast MA Periods 20
Slow MA Periods 30
*****************************************************************/
function preMain() {
setPriceStudy(true);
setStudyTitle("Probable SMA Cross ");
setShowTitleParameters(false);
setCursorLabelName("Fast MA", 0);
setCursorLabelName("Slow MA", 1);
setCursorLabelName("TC", 2);
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarFgColor(Color.red, 1);
setDefaultBarFgColor(Color.magenta, 2);
setDefaultBarThickness(1, 0);
setDefaultBarThickness(1, 1);
setDefaultBarThickness(2, 2);
setColorPriceBars(true);
setDefaultPriceBarColor(Color.khaki);
setDefaultFont("Arial", 11);
var fp1 = new FunctionParameter("MAlen1", FunctionParameter.NUMBER);
fp1.setName("Fast MA Periods");
fp1.setLowerLimit(2);
fp1.setDefault(20);
var fp2 = new FunctionParameter("MAlen2", FunctionParameter.NUMBER);
fp2.setName("Slow MA Periods");
fp2.setLowerLimit(2);
fp2.setDefault(30);
}
// Global Variables
var bVersion = null; // Version flag
var bInit = false; // Initialization flag
var nBars = 0;
var aPrint = new Array(6);
for (var i = 0; i < 6; i++) {
aPrint[i] = true;
}
var xMA1 = null; // fast MA
var xMA2 = null; // slow MA
var xTC = null; // Tomorrow's close
function main(MAlen1, MAlen2) {
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
//Initialization
if (bInit == false) {
xMA1 = sma(MAlen1); // fast MA
xMA2 = sma(MAlen2); // slow MA
xTC = efsInternal("calcTC", MAlen1, MAlen2);
bInit = true;
}
var nState = getBarState();
var bDscP = false;
var bAscP = false;
var bExpectMA = false;
var bConfirmed = false;
var bCrossUp = false;
var bCrossDn = false;
var bFilter = false;
var nUR = null;
var nLR = null;
var nUcoeff = null;
var nLcoeff = null;
var bExpect = false;
var nC = close(0);
var nTagID = rawtime(0);
var nMA1_0 = xMA1.getValue(0);
var nMA1_1 = xMA1.getValue(-1);
var nMA2_0 = xMA2.getValue(0);
var nMA2_1 = xMA2.getValue(-1);
var nTC_0 = xTC.getValue(0);
var nTC_1 = xTC.getValue(-1);
if (nMA1_1 == null || nMA2_1 == null || nTC_1 == null) return;
if (nState == BARSTATE_NEWBAR) nBars++;
// MA-crossover
if (nMA1_0 > nMA2_0 && nMA1_1 <= nMA2_1) {
// cross up
bConfirmed = true;
bCrossUp = true;
nBars = 1;
drawText("MA", AboveBar2, Color.green, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);
drawShape(Shape.UPARROW, AboveBar1, Color.green, nTagID);
} else if (nMA1_0 < nMA2_0 && nMA1_1 >= nMA2_1) {
// cross down
bConfirmed = true;
bCrossDn = true;
nBars = 1;
drawText("MA", BelowBar2, Color.red, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);
drawShape(Shape.DOWNARROW, BelowBar1, Color.red, nTagID);
} else {
removeShape(nTagID);
removeText("MA"+nTagID);
}
// TC cross
if (nTC_0 > nC && nTC_1 < close(-1)) {
// cross up
bAscP = true;
setPriceBarColor(Color.black);
} else if (nTC_0 < nC && nTC_1 > close(-1)) {
// cross down
bDscP = true;
setPriceBarColor(Color.black);
} else {
removeShape("TC"+nTagID);
}
if (bAscP || bDscP) bExpectMA = true;
nUR = 2 * upperDonchian(800, roc(1), 0);
nLR = 2 * lowerDonchian(800, roc(1), 0);
if (nUR == null || nLR == null) return;
nUcoeff = 1 + nUR/100;
nLcoeff = 1 + nLR/100;
bFilter = (nTC_0 < (nLcoeff * nC)) || (nTC_0 > (nUcoeff * nC));
bExpect = !bFilter;
if (getCurrentBarIndex() >= -1 && nState == BARSTATE_NEWBAR) {
for (var i = 0; i < 6; i++) {
aPrint[i] = false;
}
}
if (bExpect && !bExpectMA && !bConfirmed && nBars > 3 && nTC_0 < nC) {
if (aPrint[0] == false) {
debugPrintln("Expect a bearish MAcross soon.");
aPrint[0] = true;
}
setPriceBarColor(Color.black);
}
if (bExpect && !bExpectMA && !bConfirmed && nBars > 3 && nTC_0 > nC) {
if (aPrint[1] == false) {
debugPrintln("Expect a bullish MAcross soon.");
aPrint[1] = true;
}
setPriceBarColor(Color.black);
}
if (bDscP) {
if (aPrint[2] == false) {
debugPrintln("EXPECT a bearish MAcross on next bar.");
aPrint[2] = true;
}
}
if (bAscP) {
if (aPrint[3] == false) {
debugPrintln("EXPECT a bullish MAcross on next bar.");
aPrint[3] = true;
}
}
if (bCrossUp) {
if (aPrint[4] == false) {
debugPrintln("Bullish MAcross.");
aPrint[4] = true;
}
}
if (bCrossDn) {
if (aPrint[5] == false) {
debugPrintln("Bearish MAcross.");
aPrint[5] = true;
}
}
return new Array(nMA1_0, nMA2_0, nTC_0.toFixed(4));
}
// TC Globals
var bInitTC = false;
var xTCMA1 = null;
var xTCMA2 = null;
function calcTC(Pfast, Kslow) {
// k > p
//TC = Pfast*(Kslow-1) * MA(Kslow-1) - Kslow*(Pfast-1) * MA(Pfast-1) / Kslow-Pfast;
if (bInitTC == false) {
xTCMA1 = sma((Pfast-1));
xTCMA2 = sma((Kslow-1))
bInitTC = true;
}
var nTC = null;
var nMAfast = xTCMA1.getValue(0);
var nMAslow = xTCMA2.getValue(0);
if (nMAslow == null || nMAfast == null) return;
if (Kslow-Pfast == 0) {
nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) / 1;
} else {
nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) / (Kslow-Pfast);
}
return nTC;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}
PHP Code:
/***************************************
Provided By : eSignal (c) Copyright 2006
Description: Moving Average Crossovers Part II
by Dimitris Tsokakis
Version 1.0 1/08/2007
Notes:
* March 2007 Issue of Stocks and Commodities Magazine
* Study requires version 8.0 or later.
Formula Parameters: Default:
Fast MA Periods 20
Slow MA Periods 30
%K Length 14
%K Smoothing 1
%D Length 3
*****************************************************************/
function preMain() {
setStudyTitle("SMA of Stoch Cross Predictor ");
setShowTitleParameters(false);
setCursorLabelName("StochD", 0);
setCursorLabelName("Fast MA", 1);
setCursorLabelName("Slow MA", 2);
setCursorLabelName("TC", 3);
setDefaultBarFgColor(Color.khaki, 0);
setDefaultBarFgColor(Color.black, 1);
setDefaultBarFgColor(Color.red, 2);
setDefaultBarFgColor(Color.magenta, 3);
setDefaultBarThickness(2, 0);
setDefaultBarThickness(1, 1);
setDefaultBarThickness(1, 2);
setDefaultBarThickness(2, 3);
setDefaultFont("Arial", 11);
setStudyMax(115);
setStudyMin(-15);
var fp1 = new FunctionParameter("MAlen1", FunctionParameter.NUMBER);
fp1.setName("Fast MA Periods");
fp1.setLowerLimit(2);
fp1.setDefault(20);
var fp2 = new FunctionParameter("MAlen2", FunctionParameter.NUMBER);
fp2.setName("Slow MA Periods");
fp2.setLowerLimit(2);
fp2.setDefault(30);
var fp3 = new FunctionParameter("nK", FunctionParameter.NUMBER);
fp3.setName("%K Length");
fp3.setLowerLimit(1);
fp3.setDefault(14);
var fp4 = new FunctionParameter("nKSmooth", FunctionParameter.NUMBER);
fp4.setName("%K Smoothing");
fp4.setLowerLimit(1);
fp4.setDefault(1);
var fp5 = new FunctionParameter("nD", FunctionParameter.NUMBER);
fp5.setName("%D Length");
fp5.setLowerLimit(1);
fp5.setDefault(3);
}
// Global Variables
var bVersion = null; // Version flag
var bInit = false; // Initialization flag
var xStochD = null;
var xMA1 = null; // fast MA
var xMA2 = null; // slow MA
var xTC = null; // Tomorrow's close
function main(MAlen1, MAlen2, nK, nKSmooth, nD) {
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
//Initialization
if (bInit == false) {
xStochD = stochD(nK, nKSmooth, nD);
xMA1 = sma(MAlen1, xStochD); // fast MA
xMA2 = sma(MAlen2, xStochD); // slow MA
xTC = efsInternal("calcTC", MAlen1, MAlen2, xStochD);
bInit = true;
}
var nC1 = xStochD.getValue(0);
var nC1_1 = xStochD.getValue(-1);
var nTagID = rawtime(0);
var nMA1_0 = xMA1.getValue(0);
var nMA1_1 = xMA1.getValue(-1);
var nMA2_0 = xMA2.getValue(0);
var nMA2_1 = xMA2.getValue(-1);
var nTC_0 = xTC.getValue(0);
var nTC_1 = xTC.getValue(-1);
if (nMA1_1 == null || nMA2_1 == null || nTC_1 == null) return;
// MA-crossover
if (nMA1_0 > nMA2_0 && nMA1_1 <= nMA2_1) {
// cross up
drawText("MA", TopRow1, Color.green, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);
drawShapeRelative(0, nC1, Shape.UPARROW, null, Color.green,
Shape.TOP, nTagID);
} else if (nMA1_0 < nMA2_0 && nMA1_1 >= nMA2_1) {
// cross down
drawText("MA", BottomRow1, Color.red, Text.BOLD|Text.FRAME|Text.CENTER, "MA"+nTagID);
drawShapeRelative(0, nC1, Shape.DOWNARROW, null, Color.red,
Shape.BOTTOM, nTagID);
} else {
removeShape(nTagID);
removeText("MA"+nTagID);
}
// TC cross
if (nTC_0 > nC1 && nTC_1 <= nC1_1) {
drawShapeRelative(0, Math.min(nTC_0, 110), Shape.CIRCLE, null, Color.red, null, "TC"+nTagID);
} else if (nTC_0 < nC1 && nTC_1 >= nC1_1) {
drawShapeRelative(0, Math.max(nTC_0, -10), Shape.CIRCLE, null, Color.green, null, "TC"+nTagID);
} else {
removeShape("TC"+nTagID);
}
return new Array(nC1, nMA1_0, nMA2_0, xTC.getValue(0));
}
// TC Globals
var bInitTC = false;
var xTCMA1 = null;
var xTCMA2 = null;
function calcTC(Pfast, Kslow, xStD) {
// k > p
//TC = Pfast*(Kslow-1) * MA(Kslow-1) - Kslow*(Pfast-1) * MA(Pfast-1) / Kslow-Pfast;
if (bInitTC == false) {
xTCMA1 = sma((Pfast-1), xStD);
xTCMA2 = sma((Kslow-1), xStD)
bInitTC = true;
}
var nTC = null;
var nMAfast = xTCMA1.getValue(0);
var nMAslow = xTCMA2.getValue(0);
if (nMAslow == null || nMAfast == null) return;
if (Kslow-Pfast == 0) {
nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) / 1;
} else {
nTC = ( (Pfast*(Kslow-1) * nMAslow) - (Kslow*(Pfast-1) * nMAfast) ) / (Kslow-Pfast);
}
return nTC;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}