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Balance Of Power -
BOP
THL:=If(H-L=0,.00001,H-L);
{Reward Based on the Open}
BuRBoO:=(H-O)/(THL);
BeRBoO:=(O-L)/(THL);
{Reward Based on the Close}
BuRBoC:=(C-L)/(THL);
BeRBoC:=(H-C)/(THL);
{Reward Based on the Open-Close}
BuRBoOC:=If(C>O,(C-O)/(THL),0);
BeRBoOC:=If(C>O,0,(O-C)/(THL));
BOP:=(BuRBoO+BuRBoC+BuRBoOC)/3 - (BeRBoO+BeRBoC+BeRBoOC)/3;
BOP
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Balance of
Market Power (BMP)
THL:=If(H-L=0,.00001,H-L);
{Reward Based on the Open}
BuRBoO:=(H-O)/(THL);
BeRBoO:=(O-L)/(THL);
{Reward Based on the Close}
BuRBoC:=(C-L)/(THL);
BeRBoC:=(H-C)/(THL);
{Reward Based on the Open-Close}
BuRBoOC:=If(C>O,(C-O)/(THL),0);
BeRBoOC:=If(C>O,0,(O-C)/(THL));
BMP:=(BuRBoO+BuRBoC+BuRBoOC)/3 -
(BeRBoO+BeRBoC+BeRBoOC)/3;
BMP
MAP:=Input("Moving Average
Period:",2,100,14);
Mov(BMP,MAP,S)
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Barnes' Acceleration
DaysM:=Input("Enter periods:",2,100,14);
BA:=Mov( (C-Ref(C,-1) ) / Ref(C,-1), DaysM
,E);
If( Mov( ((BA - Ref( BA ,-1) ) ) ,20 ,E) >
0.0001 ,1,
If( Mov( ((BA - Ref( BA ,-1) ) ) ,20 ,E) < -0.0001
,-1 ,0))
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Barnes'
Adaptive Forecast
DayF:=Input("Enter periods:",2,100,14);
BAF:=Mov(C, DayF, E) - Ref(Mov(C, DayF, E),
-1);
If( BAF > 0.05, 1, If( BAF < -0.05, -1, 0) )
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Barnes' Moving
Average
DayF:=Input("Enter periods:",2,100,14);
PF:=Input("Enter
periods:",2,100,7);
if (c - mov( c, dayf, e) > pf, { Then Action
} 1,
{ Else Action }
if ( mov( c, dayf, e) - c > pf, {
Then Action } -1,
{ Else Action }
0) )
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BaseC
If(Cum(1)<=31,1,(((Stdev(C,30)-Ref(Stdev(C,30),-1))/Stdev(C,30))+1)*PREV)
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Base Channel
{Formula1}
Ref(HHV(H,20) +
Fml("BaseC"),-1);
{Formula2}
Ref(LLV(L,20) -
Fml("BaseC"),-1)
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Better Bollinger
Bands
pds:=Input("Periods",2,200,20);
sd:=Input("Standard
Deviations",.01,10,2);
alpha:=2/(pds+1);
mt:=alpha*C+(1-alpha)*(If(Cum(1)<pds,C,PREV));
ut:=alpha*mt+(1-alpha)*(If(Cum(1)<pds,C,PREV));
dt:=((2-alpha)*mt-ut)/(1-alpha);
mt2:=alpha*Abs(C-dt)+(1-alpha)*PREV;
ut2:=alpha*mt2+(1-alpha)*PREV;
dt2:=((2-alpha)*mt2-ut2)/(1-alpha);
but:=dt+sd*dt2;
blt:=dt-sd*dt2;
dt;
but;
blt
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Binary Wave
#1 20-unit m.a.
If(C > Mov(C,20,E), {bullish} +1, {bearish}-1)
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Binary Wave
#2 MACD/trigger
If(MACD() > Mov(MACD(),9,E), {bullish}
+1,{bearish} -1)
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Binary Wave
#3 12-ROC price
If(ROC(C,12,%) > 0, {bullish} +1,
{bearish}-1)
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Binary Wave
#4 5-Stochastic
If(Stoch(5,3) > 50, {bullish} +1,
{bearish}-1)
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Binary Wave
All Composite Wave
( If(C > Mov(C,20,E), {bullish} +1,
{bearish}-1) ) +
( If(MACD() > Mov(MACD(),9,E), {bullish}
+1,{bearish} -1) ) +
( If(ROC(C,12,%) > 0, {bullish} +1,
{bearish}-1) ) +
( If(Stoch(5,3) > 50, {bullish} +1,
{bearish}-1) )
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Bollinger Band - Last-Extreme / for 20-bar, 2-SD
PSum := Ref(Sum(Typ(),19),-1);
MA := (PSum+High)/20;
SOS :=
Power(Ref(Typ(),-19)-MA,2) +
Power(Ref(Typ(),-18)-MA,2) +
Power(Ref(Typ(),-17)-MA,2) +
Power(Ref(Typ(),-16)-MA,2) +
Power(Ref(Typ(),-15)-MA,2) +
Power(Ref(Typ(),-14)-MA,2) +
Power(Ref(Typ(),-13)-MA,2) +
Power(Ref(Typ(),-12)-MA,2) +
Power(Ref(Typ(),-11)-MA,2) +
Power(Ref(Typ(),-10)-MA,2) +
Power(Ref(Typ(),-9)-MA,2) +
Power(Ref(Typ(),-8)-MA,2) +
Power(Ref(Typ(),-7)-MA,2) +
Power(Ref(Typ(),-6)-MA,2) +
Power(Ref(Typ(),-5)-MA,2) +
Power(Ref(Typ(),-4)-MA,2) +
Power(Ref(Typ(),-3)-MA,2) +
Power(Ref(Typ(),-2)-MA,2) +
Power(Ref(Typ(),-1)-MA,2) +
Power(High-MA,2);
HiSD :=
Sqrt(SOS/20);
MA := (PSum+Low)/20;
SOS :=
Power(Ref(Typ(),-19)-MA,2) +
Power(Ref(Typ(),-18)-MA,2) +
Power(Ref(Typ(),-17)-MA,2) +
Power(Ref(Typ(),-16)-MA,2) +
Power(Ref(Typ(),-15)-MA,2) +
Power(Ref(Typ(),-14)-MA,2) +
Power(Ref(Typ(),-13)-MA,2) +
Power(Ref(Typ(),-12)-MA,2) +
Power(Ref(Typ(),-11)-MA,2) +
Power(Ref(Typ(),-10)-MA,2) +
Power(Ref(Typ(),-9)-MA,2) +
Power(Ref(Typ(),-8)-MA,2) +
Power(Ref(Typ(),-7)-MA,2) +
Power(Ref(Typ(),-6)-MA,2) +
Power(Ref(Typ(),-5)-MA,2) +
Power(Ref(Typ(),-4)-MA,2) +
Power(Ref(Typ(),-3)-MA,2) +
Power(Ref(Typ(),-2)-MA,2) +
Power(Ref(Typ(),-1)-MA,2) +
Power(Low-MA,2);
LoSD :=
Sqrt(SOS/20);
MA := (Psum+(O+H+L)/3)/20;
MA + HiSD*2;
MA;
MA - LoSD*2
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BPDL Trend
Filter Oscillator
((Cum((If((Mov((C-Ref(C,-1)),21,S))>0,1,-1) *
Pwr(((Mov((Pwr(C-Ref(C,-1),2)),21,S))+1),.5)) +
((Pwr(((Pwr(C-Ref(C,-1),2))+1),.5))) *
If((C>Ref(C,-1)),1,-1))) -
(ref(((Cum((If((Mov((C-Ref(C,-1)),21,S))>0,1,-1)*
Pwr(((Mov((Pwr(C-Ref(C,-1),2)),21,S))+1),.5)) +
((Pwr(((Pwr(C-Ref(C,-1),2))+1),.5))) *
If((C>Ref(C,-1)),1,-1)))),-21))) /
((hhv((Cum((If((Mov((C-Ref(C,-1)),21,S))>0,1,-1)*
Pwr(((Mov((Pwr(C-Ref(C,-1),2)),21,S))+1),.5)) +
((Pwr(((Pwr(C-Ref(C,-1),2))+1),.5))) *
If((C>Ref(C,-1)),1,-1))),21)) -
(llv((Cum((If((Mov((C-Ref(C,-1)),21,S))>0,1,-1)*
Pwr(((Mov((Pwr(C-Ref(C,-1),2)),21,S))+1),.5)) +
((Pwr(((Pwr(C-Ref(C,-1),2))+1),.5))) *
If((C>Ref(C,-1)),1,-1))),21)))
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BradCCI Line 1
(((H+L+C)/3)-Mov(C,28,S))/(.015*Std(C,28))
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BradCCI Line
2
Std(((h+l+c)/3),28)
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Bull Power/Bear Power
Histogram
r1:=If(Ref(C,-1)<O,Max(O-Ref(C,-1),H-L),H-L);
r2:=If(Ref(C,-1)>O,Max(Ref(C,-1)-O,H-L),H-L);
bull:=If(C=O,
If(H-C=C-L,
If(Ref(C,-1)>O,
Max(H-O,C-L),
r1),
If(H-C>C-L,
If(Ref(C,-1)<O,
Max(H-Ref(C,-1),C-L),
H-O),
r1)),
If(C<O,
If(Ref(C,-1)<O,
Max(H-Ref(C,-1),C-L),
Max(H-O,C-L)),
r1));
bear:=If(C=O,
If(H-C=C-L,
If(Ref(C,-1)<O,
Max(O-L,H-C),
r2),
If(H-C>C-L,
r2,
If(Ref(C,-1)>O,
Max(Ref(C,-1)-L,H-C),
O-L))),
If(C<O,
r2,
If(Ref(C,-1)>O,
Max(Ref(C,-1)-L,H-C),
Max(O-L,H-C))));
Mov(bull-bear,30,S)
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