Announcement

Collapse
No announcement yet.

Builtin efs revisited

Collapse
This topic is closed.
X
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Builtin efs revisited

    If anyone is interested I have rewritten all the efs that are in the Builtin folder of Formulas so that the parameters can now be modified through Edit Studies.
    These revised efs, which are functionally identical to the original ones in the Builtin folder, can be found in the ACM Test group in FileShare as basic<Studyname>.efs.
    The only studies missing are those with no editable parameters (AccDist and OBV) and LinearRegression for which I have already posted a revised version in the Bulletin Board.
    There is also one additional file not otherwise available in the Builtin folder and that is basicMAx2.efs. This is essentially the same as basicMA.efs except that it plots two moving averages both fully editable.
    In time I will be adding more of these "derived" efs to include some of the more commonly requested studies on studies.
    Following is the list of studies together with their corresponding inputs and in square brackets the default settings.
    Alex

    basicADXDM
    DILemgth [14]
    ADXLength [14]

    basicATR
    Length[14]

    basicCCI.efs
    Length [20]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    Upper Band [100]
    Lower Band [-100]

    basicChop
    Length [14]
    Upper Band [61.8]
    Lower Band [38.2]

    basicDonch
    Length [20]
    Offset [0]

    basicEnvelope
    Length [20]
    Offset [0]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    Exponential [false]
    Percent [10]

    basicMA
    Length [20]
    Offset [0]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    Type [Simple], Exponential, Weighted, VolumeWeighted

    basicMACD
    Fast [12]
    Slow [26]
    Smoothing [9]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    SMA (Oscillator) [false]

    basicMOM
    Length [10]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4

    basicMoneyFlow
    Length [10]
    Upper Band [80]
    Lower Band [20]

    basicOsc
    Short [10]
    Long [21]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    Exponential [false]

    basicParabolicSAR
    Start [0.02]
    Increment [0.02]
    Max [0.2]

    basicPercentR
    Length [10]

    basicROC
    Length [10]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4

    basicRSI
    Length [14]
    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    Upper Band [70]
    Lower Band [30]

    basicStoch
    K [14]
    Fast [1]
    Slow [3]
    Upper Band [80]
    Lower Band [20]

    basic MAx2
    MA1Length [3]
    MA1Offset [0]
    MA1Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    MA1Type [Simple], Exponential, Weighted, VolumeWeighted
    MA2Length [10]
    MA2Offset [0]
    MA2Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
    MA2Type [Simple], Exponential, Weighted, VolumeWeighted

  • #2
    Super...

    Alex,

    Great work. I thought some of these were available in the LIBRARY folder, but I just noticed that some are missing...

    I will be downloading your new code today.

    Thanks.

    B
    Brad Matheny
    eSignal Solution Provider since 2000

    Comment


    • #3
      In the ACM Test group in FileShare I have now uploaded a few of the "derived" efs I mentioned in my first message in this thread.
      These new scripts are all moving averages of indicators with fully editable inputs. More will be posted in time.
      Following is a list of the studies together with their corresponding inputs and in square brackets the default settings.
      Alex

      MAofCCI
      CCILength [20]
      CCISource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
      MALength [5]
      MAType [Simple], Exponential, Weighted, VolumeWeighted

      MAofMOM
      MOMLength [10]
      MOMSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
      MALength [5]
      MAType [Simple], Exponential, Weighted, VolumeWeighted

      MAofOBV
      MALength [5]
      MAType [Simple], Exponential, Weighted, VolumeWeighted

      MAofROC
      ROCLength [10]
      ROCSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
      MALength [5]
      MAType [Simple], Exponential, Weighted, VolumeWeighted

      MAofRSI
      RSILength [14]
      ROCSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
      MALength [5]
      MAType [Simple], Exponential, Weighted, VolumeWeighted

      Comment


      • #4
        MA of RSI

        Could you write the code for a simple moving average of an RSI? I could fill in the numbers.

        Non-programmer,

        Dominick










        Originally posted by Alexis C. Montenegro
        In the ACM Test group in FileShare I have now uploaded a few of the "derived" efs I mentioned in my first message in this thread.
        These new scripts are all moving averages of indicators with fully editable inputs. More will be posted in time.
        Following is a list of the studies together with their corresponding inputs and in square brackets the default settings.
        Alex

        MAofCCI
        CCILength [20]
        CCISource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
        MALength [5]
        MAType [Simple], Exponential, Weighted, VolumeWeighted

        MAofMOM
        MOMLength [10]
        MOMSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
        MALength [5]
        MAType [Simple], Exponential, Weighted, VolumeWeighted

        MAofOBV
        MALength [5]
        MAType [Simple], Exponential, Weighted, VolumeWeighted

        MAofROC
        ROCLength [10]
        ROCSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
        MALength [5]
        MAType [Simple], Exponential, Weighted, VolumeWeighted

        MAofRSI
        RSILength [14]
        ROCSource High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
        MALength [5]
        MAType [Simple], Exponential, Weighted, VolumeWeighted

        Comment


        • #5
          Dominick
          It is already available. See MAofRSI.efs in the same group indicated in my prior messages.
          Alex

          Comment


          • #6
            MA of RSI

            I did it , I did it, I did it!!!!!!
            I made the MA of RSI on the formula wizard and I only punched one hole in the drywall. It took about 8x to get everything right.

            I had the RSI change colors when it goes above the MA. I noticed that some red and green go beyond the RSI. Is there anything you can do about that?

            See attachment. Scroll over to the Daily
            chart.

            Dominick





            Originally posted by Alexis C. Montenegro
            Dominick
            It is already available. See MAofRSI.efs in the same group indicated in my prior messages.
            Alex
            Attached Files

            Comment


            • #7
              Dominick
              The reason why the color of the MA "seems" to go beyond the RSI line is because the line that joins the MA points has the color of the last known plotted point.
              If instead of using lines you used dots then you would see that the dots are colored correctly.
              Alex

              Comment


              • #8
                In the ACM Test group in FileShare I have now uploaded two new studies of the type I mention in my first message in this thread.
                These new scripts are moving averages of moving averages (double and triple) with fully editable inputs. More will be posted in time.
                Following is a list of the studies together with their corresponding inputs and in square brackets the default settings.
                Alex

                MAofMA
                MA1Length [10]
                MA1Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
                MA1Type [Simple], Exponential, Weighted, VolumeWeighted
                MA2Length [5]
                MA2Offset [0]
                MA2Type [Simple], Exponential, Weighted, VolumeWeighted

                MAofMAofMA
                MA1Length [10]
                MA1Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
                MA1Type [Simple], Exponential, Weighted, VolumeWeighted
                MA2Length [5]
                MA2Type [Simple], Exponential, Weighted, VolumeWeighted
                MA3Length [5]
                MA3Offset [0]
                MA3Type [Simple], Exponential, Weighted, VolumeWeighted

                Comment


                • #9
                  In the ACM Test group in FileShare I have now uploaded two new studies.
                  The first script is a moving average with channel. The channel can be calculated on a point value, percentage or ATR and the choice is user selectable in Edit Studies.
                  All parameters for the moving average, the ATR and the point or percent value can also be modified using Edit Studies
                  This study can be used as an alternative to the Envelope study as it offers the advantage of a moving average type other than just Simple or Exponential.
                  Note: When the study is first loaded it appears only as a simple moving average as the default value for the channel is 0. To plot a channel you need to apply a value.

                  The second script is a Volume plot with a moving average. The source symbol for the Volume and the length of the moving average are user definable through Edit Studies.
                  This efs can be useful when plotting symbols such as ES Z3=2 or NQ #F=2 that have no Volume data. The efs allows to retrieve the Volume from their corresponding symbols (ie ES Z3 or NQ #F).

                  Following is a list of the studies together with their corresponding inputs and in square brackets the default settings.
                  Alex


                  basicMAChannel
                  Length [10]
                  Offset [0]
                  Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
                  Type [Simple], Exponential, Weighted, VolumeWeighted
                  Value [Points] Percent ATR
                  Points [0]
                  ATRLength [14]

                  Volume(Sym)MA
                  MALength [20]
                  Symbol [symbol on price chart]
                  Last edited by ACM; 09-24-2003, 03:55 AM.

                  Comment


                  • #10
                    I have updated the basicMAChannel.efs to include a multiplier for the ATR calculation.
                    The new inputs and [defaults] are listed below
                    Alex

                    basicMAChannel
                    Length [10]
                    Offset [0]
                    Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
                    Type [Simple], Exponential, Weighted, VolumeWeighted
                    Value [Points] Percent, ATR
                    Points [0]
                    ATRLength [14]
                    ATRMultiple [1]
                    Last edited by ACM; 09-22-2003, 05:31 AM.

                    Comment


                    • #11
                      In the ACM Test group in FileShare I have now uploaded the MAofMoneyFlow study.
                      Following is the list of user adjustable inputs and in square brackets the corresponding default values.
                      Alex

                      MAofMoneyFlow
                      MFLength [14]
                      MALength [5]
                      MAType [Simple], Exponential, Weighted, VolumeWeighted
                      Upper Band [80]
                      Lower Band [20]

                      Comment


                      • #12
                        Received via PM

                        Hello Alexis,
                        I have been using several of your indicators, especially ma of cci and ma of ma of ma. The color selector does not seem to be working in the edit studies menu. I would like to be able to vary the colors so that I can tell which line I am looking at.
                        When you can, please look into this for me


                        Most of the builtin formulas I modified have the colors set by default to replicate the studies and indicators available in Basic Studies.
                        The easiest way to change the color is probably to open the script with the Editor and change the values that can be found in preMain()
                        For example in the basicMACD.efs the colors for the histogram, MACD and Signal are set as follows

                        setDefaultBarFgColor(Color.magenta,0); //histogram
                        setDefaultBarFgColor(Color.blue,1); //MACD
                        setDefaultBarFgColor(Color.red,2); //Signal

                        If instead one wants the option to change colors on the fly through Edit Studies (as shown in the image below) then the solution is to add some FunctionParameters in preMain. One would then need to add a few lines in main() so as to assign the colors to the various plots.
                        An example of this can be found in the attached basicMACD(colors).efs which has been modified to allow selecting the colors through Edit Studies. Comments are in the script itself

                        Alex

                        Attached Files

                        Comment


                        • #13
                          In the ACM Test group in FileShare I have uploaded the basicBB.efs.
                          This revised BollingerBand efs is functionally identical to the one in the Bollinger subfolder of Formulas the only difference being that all the parameters can be modified through Edit Studies.
                          Following is the list of user adjustable inputs and in square brackets the corresponding default values.
                          Alex

                          Length [20]
                          StdDev [2]
                          Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4

                          Comment


                          • #14
                            In the ACM Test group in FileShare I have uploaded an updated version of basicMACD.efs.
                            This revision now allows to also set the type of MA used for the Signal line.
                            Following is the list of user adjustable inputs and in square brackets the corresponding default values.
                            Alex

                            basicMACD
                            Fast [12]
                            Slow [26]
                            Smoothing [9]
                            Source High, Low, [Close], Open, HL/2, HLC/3, OHLC/4
                            SMA (Oscillator) [false]
                            SMA (Signal) [true]

                            Comment

                            Working...
                            X