Linkon Rutvol

/
_SECTION_BEGIN("ADX"); 
Col_bar = IIf(EMA(CCI(14),2) > Ref(EMA(CCI(14),2),-1),colorBrightGreen,colorRed);
Plot(Close,"price",col_bar,styleCandle);

_SECTION_END(); 

_SECTION_BEGIN("BB");
bb2top = BBandTop(Close,20,2.25);
bb1top = BBandTop(Close,20,1);
bb2bot = BBandBot(Close,20,2.25);
bb1bot = BBandBot(Close,20,1);
//PlotOHLC( Cc,Cc,80,Cc, "", IIf( Cc > 0, colorGreen, colorRed ), styleCloud | styleClipMinMax, -80, 80 ); 
Plot (bb2top,"",IIf(bb2top > Ref(bb2top,-1) AND bb2bot < Ref(bb2bot,-1),colorBlue,colorGrey40),styleNoLabel);
Plot (bb2bot,"",IIf(bb2top > Ref(bb2top,-1) AND bb2bot < Ref(bb2bot,-1),colorBlue,colorGrey40),styleNoLabel);
//Col_action = IIf(Close >bb1top AND PDI(range) > MDI(range),colorBrightGreen,IIf(Close  Ref(ADX(range),-1),colorBlue,colorBlack), styleOwnScale| styleArea|styleNoLabel,-0.5,100);

//Plot(5, "", Col_action, styleOwnScale| styleArea|styleNoLabel,-0.5,100);

_SECTION_END();

//PlotOHLC(EMA( Close, 19 ),IIf(EMA( Close, 19 ) > EMA( Close, 21 ),EMA( Close, 19 ),EMA( Close, 21 )),IIf(EMA( Close, 19 ) MA(EMA( Close, 20 ),3),colorDarkGreen,colorDarkRed),styleCloud); 

_SECTION_END();



_SECTION_BEGIN("SIMPLE_D-CAMS_SHOW");
//---- pivot points 

DayH = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high 
DayL = TimeFrameGetPrice("L", inDaily, -1);//low 
DayC = TimeFrameGetPrice("C", inDaily, -1);//close 
DayO = TimeFrameGetPrice("O", inDaily);// current day open 
HiDay = TimeFrameGetPrice("H", inDaily); 
LoDay = TimeFrameGetPrice("L", inDaily);


TimeFrameSet( inDaily );

R6 = (DayH / DayL) * DayC * 1.002;
R5 = (DayH / DayL) * DayC;
R4 = (((DayH / DayL) + 0.83) / 1.83) * DayC;
R3 = ( ( (DayH / DayL) + 2.66) / 3.66) * DayC;
R2 = ( ( (DayH / DayL) + 4.5) / 5.5) * DayC;
R1 = ( ( (DayH / DayL) + 10) / 11) * DayC;
 
S1 = (2- ( ( (DayH / DayL) + 10) / 11)) * DayC;
S2 = (2-( (DayH / DayL) + 4.5) / 5.5) * DayC;
S3 = (2-(( DayH / DayL) + 2.66) / 3.66) * DayC;
S4 = (2-( (DayH / DayL) + 0.83) / 1.83) * DayC;
S5 = (2-( DayH / DayL)) * DayC;
S6 = (2-( DayH / DayL)) * DayC * 0.998;


ShowR5 = ParamToggle("R5", "No|Yes");
R5Color=ParamColor( "R5Color", colorGold );
ShowR4 = ParamToggle("R4", "yes|no");
R4Color=ParamColor( "R4Color", colorOrange );
ShowR3 = ParamToggle("R3", "yes|no");
R3Color=ParamColor( "R3Color", colorOrange );
ShowR2 = ParamToggle("R2", "No|Yes");
R2Color=ParamColor( "R2Color", colorDarkRed );
ShowR1 = ParamToggle("R1", "No|Yes");
R1Color=ParamColor( "R1Color", colorRed );

ShowS1 = ParamToggle("S1", "No|Yes");
S1Color=ParamColor( "S1Color", colorGreen );
ShowS2 = ParamToggle("S2", "No|Yes");
S2Color=ParamColor( "S2Color", colorBrightGreen );
ShowS3 = ParamToggle("S3", "yes|no");
S3Color=ParamColor( "S3Color", colorDarkGreen );
ShowS4 = ParamToggle("S4", "yes|no");
S4Color=ParamColor( "S4Color", colorDarkGreen );
ShowS5 = ParamToggle("S5", "No|Yes");
S5Color=ParamColor( "S5Color", colorAqua );

//Shadowcolor = ParamColor("Shadow",ColorRGB(40,30,20));
//Shadowcolor1 = ParamColor("Shadow1",ColorRGB(20,30,20));
//Shadowcolor2 = ParamColor("Shadow2",ColorRGB(30,40,0));

//style = styleDots | styleThick + styleNoRescale ; 
style = styleLine + styleNoRescale ; 

if(ShowR5 == True)
Plot(R5, "R5",R5Color,style);
if(ShowR4 == False) 
Plot(R4, "R4",R4Color,Style);
if(ShowR3 == False)
Plot(R3, "R3",R3Color,style);
if(ShowR2 == True) 
Plot(R2, "R2",R2Color,styleLine);
if(ShowR1 == True)
Plot(R1, "R1",R1Color,styleLine);

if(ShowS1 == True)
Plot(S1, "S1",S1Color,styleLine);
if(ShowS2 == True)
Plot(S2, "S2",S2Color,styleLine);
if(ShowS3 == False)
Plot(S3, "S3",S3Color,style);
if(ShowS4 == False) 
Plot(S4, "S4",S4Color,style);
if(ShowS5 == True) 
Plot(S5, "S5",S5Color,style); 

ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1)));
TimeFrameRestore();
_SECTION_END();

PlotOHLC(bb2top,bb2top,bb1top,bb1top,"",colorDarkGrey,styleCloud); 
  PlotOHLC(bb1bot,bb1bot,bb2bot,bb1bot,"",colorDarkGrey,styleCloud);



_SECTION_BEGIN("Fibo for all bars");

TimeFrameSet( in15Minute*2 ); 
DH=Ref(H,-1); 
DL=Ref(L,-1);
DC=Ref(C,-1);


pd = (O+ DH+ DL + DC )/4;
sd1 = (2*pd)-DH;
sd2 = pd -(DH - DL);
sd3 = Sd1 - (DH-DL); 
rd1 = (2*pd)-DL;
rd2 = pd +(DH -DL);
rd3 = rd1 +(DH-DL);



//Plot (pd,"Pivot",colorBlue,styleDots);
//Plot (rd1," R1 ",35,styleDots);
//Plot (rd2," R2 ",35,styleDots);
//Plot (rd3," R3 ",35,styleDots);

//Plot (sd1," S1 ",4,styleDots);
//Plot (Sd2," S2 ",4,styleDots);
//Plot (Sd3," S3 ",4,8+16);
/*
style = IIf(ParamList("Chart style", "styleCandle|styleBar")=="styleCandle",64,128+4);
Plot (C,Date ()+" close",1,style); //ENABLE THIS TO HAVE CANDLES AS WELL
*/
TimeFrameRestore();


Title = EncodeColor(colorWhite)+ "LINKON'S PIVOT TRADING SYSTEM" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 "  - " + Date() +" - "
//+ WriteIf(Col_action==colorGreen, EncodeColor(colorGreen)+"stay LONG","")+ WriteIf(Col_action==colorRed, EncodeColor(colorRed)+"stay SHORT","")+  WriteIf(Col_action==colorBlack, EncodeColor(colorYellow)+"No Trend","")+"\n"
+ "Vol= "+ WriteVal(V) +WriteIf ( V > MA(V,26) ,EncodeColor(colorGreen)+"  UP "+ (V/MA(V,26))*100 + " %", EncodeColor(colorRed)+"  DOWN "+ (V/MA(V,26))*100 + " %")
+ EncodeColor(colorGreen)+   "\n R3 : "+ EncodeColor(colorWhite)+RD3
+ EncodeColor(colorGreen)+   "\n R2 : "+ EncodeColor(colorWhite)+RD2
+ EncodeColor(colorGreen)+   "\n R1 : "+ EncodeColor(colorWhite)+RD1+ EncodeColor(colorGreen)+   "`            Hi: "+ EncodeColor(colorWhite)+H
+ EncodeColor(colorBlue)+   "\n Pivot : "+ EncodeColor(colorWhite)+pd + EncodeColor(colorYellow)+   "`   Op: "+ EncodeColor(colorWhite)+O+ EncodeColor(colorAqua)+   "Cl: "+ EncodeColor(colorBrightGreen)+C
+ EncodeColor(colorRed)+   "\n S1 : "+ EncodeColor(colorWhite)+SD1+ EncodeColor(colorRed)+   "`            Lo: "+ EncodeColor(colorWhite)+L
+ EncodeColor(colorRed)+   "\n S2 : "+ EncodeColor(colorWhite)+SD2
+ EncodeColor(colorRed)+   "\n S3 : "+ EncodeColor(colorWhite)+SD3
;

_SECTION_END();

_SECTION_BEGIN("RUTVOL SIGNAL LOGIC FROM ");
/*RUTVOL SIGNAL LOGIC FROM .INI FILES

EXPLAINATION:  RUTVOL BASES THE FOLLOWING INDICATORS ON RUSSELL 2K INDEX.
				 1.  STOCHASTICS
				 2.  MACD
				 3.  RSI

				CALCULATIONS BASED ON THE NASDAQ TVOLQ,UVOLQ,DVOLQ AS FOLLOWS
				1.	ACCUTRACK
				2.	STOCHASTICS

TRANSLATED:  8/18/03

NOTE:	THIS IS A MODIFIED VERSION OF RUTVOL.  THIS VERSION PRODUCES MODESTLY BETTER RETURNS WITH SAME DD AS MEASURED AGAINST $RUT.  BELOW ARE THE CHANGES NEED TO CONVERT TO ORIGINAL RUTVOL.

1. RUTTR_BUYCOND has no RSI filtering in the current RUTTR.

2. Current version of RUTVOL does not use the volume AccuTrak in the volume buy condition
*/

// STEP #1:  ESTABLISH PARAMETERS
RUT = Foreign("!RUT","C");
//STOCHASTICS
AVERAGE = 53; //Optimize("AVERAGE",53,27,80,5);
SMOOTH = 49; //Optimize("SMOOTH",49,25,74,5);
TRIGGER = 28; //Optimize("TRIGGER",28,14,42,5);
BuyVALUE = 0;
SellVALUE = 0;

//MACD
ShortMA = 45; //Optimize("SHORTMA",45,23,90,5);
LONGMA = 90; //Optimize("LONGMA",90,45,135,5);
SignalMA = 8;  //Optimize("SIGNALMA",8,4,12,1);
BuyLEVEL = 0;
SellLEVEL = 0;

//RSI
RSILEN = 14; //Optimize("RSILEN",14,7,21,1);
BuyRSI = 63;
SellRSI = 47;
ShortRSI = 37;

//VOLUME EMA
VOLEMA1 = 60; //Optimize("VOLEMA1",60,30,90,5);
VOLEMA2 = 120; //Optimize("VOLEMA2",120,60,180,5);

//VOLUME ACCUTRACK
ACCU_SHORTPERIOD = 11; //Optimize("ACCU_SHORTPERIOD",11,5,16,1);
ACCU_LONGPERIOD = 44; //Optimize("ACCU_LONGPERIOD",44,22,66,3);

//TOTAL VOLUME STOCH CALC
TVOL_AVG = 41;  //Optimize("TVOL AVG",41,22,66,2);
TVOL_SMOOTH = 10;  //Optimize("TVOL_SMOOTH",10,5,15,1);
TVOL_TRIGGER = 8; //Optimize("TVOL_TRIGGER",8,4,12,1);

//********RUTTR CALC*********//
//STOCH CALC BEGIN
KSTOCH = 100 * (RUT - LLV(RUT,AVERAGE)) / (HHV(RUT,AVERAGE) - LLV(RUT,AVERAGE));
DSTOCH = EMA(KSTOCH,SMOOTH);
SignalLINE = EMA(DSTOCH,TRIGGER);
STOCH_HISTO = DSTOCH - SignalLINE;

//MACD CALC BEGIN
RUTMACD = EMA(RUT,ShortMA) - EMA(RUT,LONGMA);
MACDSignalLINE = EMA(RUTMACD, SignalMA);
MACD_HISTO = RUTMACD - MACDSIGNALLINE;

//RSI FILTER BEGIN
RSIFILTER_SELL = RSIa(RUT,RSILEN) < Ref(RSIa(RUT,RSILEN),-3) AND RUT < Ref(RUT,-1) AND RSIa(RUT,RSILEN) < SellRSI;

RSIFILTER_BUY = RSIa(RUT,RSILEN) > BuyRSI;

//RUTTR SIGNAL LOGIC

//STEP#1:  BUY & SELL COND
RUTTR_BUYCOND = (Stoch_HISTO > 0 AND MACD_HISTO > 0) OR RSIFILTER_BUY;
RUTTR_SELLCOND = (Stoch_HISTO < 0 AND MACD_HISTO < 0)  AND RSIFILTER_SELL;

//STEP#2: BUY & SELL STATE
RUTTR_BUYSTATE = Flip(RUTTR_BUYCOND,RUTTR_SELLCOND);
//RUTTR_SELLSTATE = Flip(RUTTR_SELLCOND,RUTTR_BUYCOND);
RUTTR_SELLSTATE = NOT RUTTR_BUYSTATE;

//*********RUTVOL CALC*********//

TVOLQ = Foreign("!NQ-V","C");
UVOLQ = Foreign("!NQ-AV","C");
DVOLQ = Foreign("!NQ-DV","C");

NQVOLEMA = EMA(TVOLQ,VOLEMA1);
NQUVOLEMA = EMA(UVOLQ,VOLEMA2);
NQDVOLEMA = EMA(DVOLQ,VOLEMA2);

//ACCUTRACK CALC OF NQ UP/DN VOL
UPVOLCHG = (NQUVOLEMA - Ref(NQUVOLEMA,-1)) / Ref(NQUVOLEMA,-1);
DNVOLCHG = (NQDVOLEMA - Ref(NQDVOLEMA,-1)) / Ref(NQDVOLEMA,-1);
UPVOL = EMA(UPVOLCHG, ACCU_LONGPERIOD);
DNVOL = EMA(DNVOLCHG, ACCU_LONGPERIOD);
VOL_DIFF = UPVOL - DNVOL;
ACCU_UPDNVOL = EMA(VOL_DIFF,ACCU_SHORTPERIOD);

ACCU_UPDNVOL_BUY = Cross(ACCU_UPDNVOL, 0); 
//ACCU_UPDNVOL_SELL = Cross(0, ACCU_UPDNVOL); 

// NASDAQ TOTAL VOLUME STOCHASTICS CALC
NQVOL_KSTOCH = 100 * (NQVOLEMA - LLV(NQVOLEMA,TVOL_AVG)) / (HHV(NQVOLEMA,TVOL_AVG) - LLV(NQVOLEMA,TVOL_AVG));

NQVOL_DSTOCH = EMA(NQVOL_KSTOCH,TVOL_SMOOTH);
NQVOL_SIGNALLINE = EMA(NQVOL_DSTOCH,TVOL_TRIGGER);

TVOL_STOCH_BUYCOND = Cross(NQVOL_DSTOCH,20) OR Cross(NQVOL_DSTOCH,80) OR ACCU_UPDNVOL_BUY;
TVOL_STOCH_SELLCOND = Cross(20, NQVOL_DSTOCH) OR Cross(80,NQVOL_DSTOCH);

TVOL_STOCH_BUYSTATE = Flip(TVOL_STOCH_BUYCOND,TVOL_STOCH_SELLCOND);

//*********RUTVOL SIGNAL LOGIC*********//
//CONDITIONS
RUTVOL_BUYCOND = TVOL_STOCH_BUYSTATE AND RUTTR_BUYSTATE;
RUTVOL_SELLCOND = NOT TVOL_STOCH_BUYSTATE OR NOT RUTTR_BUYSTATE;

//STATES
RUTVOL_BUYSTATE = Flip(RUTVOL_BUYCOND,RUTVOL_SELLCOND);

//SIGNALS
Buy = RUTVOL_BUYSTATE;
Sell = NOT RUTVOL_BUYSTATE;

//EXREM SIGNALS
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

ApplyStop(stopTypeLoss,stopModePercent,Optimize("MaxLoss",10,1,20,1),True,True);


//--------------------------------------------------  PORTFOLIO TRADING CODE BEGINS  ------------------------------------------------------------------

//Set Trade Delays and Initial Equity
SetOption("InitialEquity", 100000);
SetTradeDelays(1,1,1,1);
RoundLotSize = 100;

//Position Size Info
SetOption("MinShares",100);
MaxPos = Optimize("Max Positions",5,1,15,1);
SetOption("MaxOpenPositions",MaxPos);
PositionSize = -100/MaxPos;

//Scoring Routine Begins

BBandWid = 2;
UBBand   = BBandTop(Close, 21, BBandWid);
LBBand   = BBandBot(Close, 21, BBandWid);
PositionScore   = 100 - 100 * (Close - LBBand) / (UBBand - LBBand);//0 when C == Upper Band, 100 when C == Lower Band

//********EXPLORE CODE*********//
Filter = 1;//Status("LastBarInRange");
RUTVOLSIG = IIf(RUTVOL_BUYSTATE == 1,1,0);
AddToComposite(RUTVOLSIG,"~RUTVOL","X",atcFlagDefaults | atcFlagEnableInExplore);
AddColumn(RUTVOLSIG,"RUTVOL STATE",8.0);
AddColumn(RUTTR_BUYSTATE,"RUTTR",8.0, IIf(RUTTR_BUYSTATE == 1,colorGreen,colorDefault), colorDefault);
AddColumn(TVOL_STOCH_BUYSTATE,"VOLUME",8.0,IIf(TVOL_STOCH_BUYSTATE == 1,colorGreen,colorDefault), colorDefault);
AddColumn(Buy,"RUTVOL BUY",8.0,colorDefault,IIf(Buy == 1,colorGreen,colorDefault));
AddColumn(Sell,"RUTVOL SELL",8.0,colorDefault,IIf(Sell == 1,colorYellow,colorDefault));

//*********INDICATOR CODE*********//
Title = "RUTVOL:   " + EncodeColor(colorBrightGreen) + "GREEN = BUY   " + EncodeColor(colorYellow) + "YELLOW = CASH";
//Plot(0,"",colorLightGrey,styleNoLine+styleNoLabel);
PlotShapes(IIf(Buy ==1, shapeUpArrow,shapeNone),colorBrightGreen,0,0,10);
PlotShapes(IIf(Sell ==1, shapeHollowUpArrow,shapeNone),colorYellow,0,0,10);
_SECTION_END();