LTS Oscillation

/
_SECTION_BEGIN("Linkon's Day Trading System");
 

icol = IIf ( MA (Close,25) > Ref (MA (Close,25),-1),colorGreen,colorRed);

//Plot( MA( High, 25 ),"", icol, styleThick);
//Plot( MA( Low, 25 ), "",icol, styleThick);
w = Param ("filter",2.5,0,10,0.5);
MAa = Param("ma band",25,5,100,1);
upper_sl = MA( High, MAa )+ w;
Lower_sl = MA(Low,MAa)-w;
Plot( upper_sl, "", icol, styleThick ); 
Plot (Lower_sl,"", icol, styleThick);
Color_buy = IIf(Close > EMA(Close,55) AND Close > EMA(High,25),colorBlue,IIf(Close < EMA(Close,55) AND Close < EMA(Low,25),colorRed,colorYellow));

PlotOHLC( Open, High, Low, Close, "", Color_buy, styleCandle ); 
_SECTION_END();

  
_SECTION_BEGIN("EMA fabonachi");

fab5 = EMA(Close,5);
fab8 = EMA(Close,8);
fab13 = EMA(Close,13);
fab21 = EMA(Close,21);
fab34 = EMA(Close,34);
fab55 = EMA(Close,55);
fab89 = EMA(Close,89); 

Color_fab5 = IIf(Close > fab5,ColorRGB(197,254,214),colorPink);
Color_fab8 = IIf(Close > fab8,ColorRGB(197,254,214),colorPink);
Color_fab13 = IIf(Close > fab13,ColorRGB(197,254,214),colorPink);
Color_fab21 = IIf(Close > fab21,ColorRGB(197,254,214),colorPink);
Color_fab34 = IIf(Close > fab34,ColorRGB(197,254,214),colorPink);
Color_fab55 = IIf(Close > fab55,ColorRGB(197,254,214),colorPink);
Color_fab89 = IIf(Close > fab89,ColorRGB(197,254,214),colorPink);

Plot( fab55, "", Color_fab55, styleDashed ); 
_SECTION_END();
dist = 0.25*ATR(10); 
Capital=Param("Total capital",100000,10000,1000000,1000);
drawdown=Param("Max. loss per trade as % of Capital", 1.0,0.5,25.0,0.1);
room=Param("Room for S/L as % of Pivot value",0.001,0.001,0.02,0.001);

PH= ValueWhen(
(Ref(H,-2) > Ref(H, -4)) AND
(Ref(H,-2) > Ref(H, -3)) AND
(Ref(H,-2) > Ref(H, -1)) AND
(Ref(H,-2) > H), Ref(H,-2));

PL= ValueWhen(
(Ref(L,-2) <= Ref(L, -4)) AND
(Ref(L,-2) <= Ref(L, -3)) AND
(Ref(L,-2) <= Ref(L, -1)) AND
(Ref(L,-2) <= L), Ref(L,-2));

phfilter=PH+(room*PH);
plfilter=PL-(room*PL);

//Plot(Ref(PH,2), "UpPivot", ParamColor("UpPivot Color",colorGreen), styleDashed);
//Plot(Ref(PL,2), "DownPivot",ParamColor("DownPivot Color",colorRed), styleDashed);

/*

for (a=4;a= H[a-4]) AND
(H[a-2] >= H[a-3]) AND
(H[a-2] >= H[a-1]) AND
(H[a-2] >= H[a]))
PlotText("PH \n"+H[a-2], a-2, H[a-2], colorGreen);

if ((L[a-2] <= L[a-4]) AND
(L[a-2] <= L[a-3]) AND
(L[a-2] <= L[a-1]) AND
(L[a-2] <= L[a]))
PlotText("PL \n"+L[a-2], a-2, L[a-2]-dist[a-2], colorRed);
}
*/

_SECTION_END();


_SECTION_BEGIN("fabo cloud");

Lo = IIf (fab55>fab34,fab34,fab55);
Hi = IIf (fab55fab34,fab34,fab55);
Hi1 = IIf (fab55fab21,fab21,fab34);
Hi2 = IIf (fab34fab13,fab13,fab21);
Hi3 = IIf (fab21fab8,fab8,fab13);
Hi4 = IIf (fab13fab5,fab5,fab8);
Hi5 = IIf (fab8 EMA(C, 55), WriteVal(upper_sl),WriteVal(EMA(C,55))) 
+ EncodeColor(colorGreen)+ "   Trailing SL of :"+ EncodeColor(colorWhite)+EMA(L,25) 

+ EncodeColor(colorRed)+ "\n Pivot  Low : "+EncodeColor(colorWhite)+PL+EncodeColor(colorRed)+"  Place SHORT Trigger at :"+ EncodeColor(colorWhite)+WriteIf(MA (L, 25) < EMA(C, 55), WriteVal(Lower_sl),WriteVal(EMA(C,55))) + EncodeColor(colorRed)+"   Training SL of :"+ EncodeColor(colorWhite)+EMA (H,25)
;

_SECTION_BEGIN("ADXbuy.afl");
/*ADX system
goldfreaz - 18 April 2002

Buy:  slope ADX > slope ADX threshold and
      ADX > ADX threshold + ADX histeresis and
      PDI > ADX + DI histeresis and
      slope PDI - slope MDI > slope DI threshold and
      PDI > ADX

Sell:  {ADX > ADX threshold - ADX histeresis and
       PDI < ADX - DI histeresis} or
       MDI > PDI + DI histeresis      

with  optimization */ 



// ADX and PDI/MDI have different smoothing constants
// smoothing defined as a exponential daily average, not Wilder's nonsense
Aperiod=11;
Bperiod=13;
ADXthreshold=18;
dadxthr=0.5;
slpadxD=18;
slpadxthr=0.35;
dPM=3.5;
slppmD=3;
slpPMthr=-0.65;
  //Aperiod=Optimize("Aperiod",13,11,15,1);
  //Bperiod=Optimize("Bperiod",14,13,17,1);
  //ADXthreshold=Optimize("ADXthreshold",17,16,18,0.25);
  //dadxthr=Optimize("dADXthr",0.25,0,1.5,0.25);
  //slpadxD=Optimize("slpadxD",12,18,22,1);
  //slpadxthr=Optimize("slpadxthr",0.35,0.2,0.5,0.05);
  //dPM=Optimize("dPM",1,3.5,4,0.2);
  //slppmD=Optimize("slppmD",3,2,4,1);
  //slpPMthr=Optimize("slpPMthr",-0.65,-1,-0.5,0.05);
Ppdi=PDI(Bperiod);
Mmdi=MDI(Bperiod);
dx=100*abs(Ppdi-Mmdi)/(Ppdi+Mmdi);
Aadx=EMA(dx,Aperiod);
slpadx=(Aadx-Ref(MA(Aadx,slpadxD),-1))/slpadxD;
slpPM=(Ppdi-Ref(EMA(Ppdi,slppmD),-1)-Mmdi+Ref(EMA(Mmdi,slppmD),-1))/slppmD;

Buy =slpadx>slpadxthr AND Aadx>ADXthreshold+dadxthr AND Ppdi>Mmdi+dPM AND slpPM>slpPMthr AND Ppdi>Aadx;

Sell=(Aadx>ADXthreshold-dadxthr AND PpdiPpdi+dPM;

  Filter=Buy OR Sell; 
  Sell=ExRem(Sell,Buy); Buy=ExRem(Buy,Sell);

AddColumn(Buy,"Buy");
AddColumn(Sell,"sell");
AddColumn(Aadx,"Aadx");
AddColumn(slpPM,"slpPM");
AddColumn(BuyPrice,"BuyPrice");
AddColumn(SellPrice,"SellPrice");
_SECTION_END();