Excel Link Dll: TradeStation Indicator Example
Sample indicator TS.LINK.EXAMPLE:
| EasyLanguage: | {TSGO_TEST1 (Signal)
Optimization and OOS testing
Input Parameters: Gen - input parameter, that assigns the number of generations.
Dstart – Bar number from the end of data, start In Sample data.
Dstop - Bar number from the end of data, end In Sample data
for example - Dstop = 365 - OOS is 365 bars.}
Inputs: Gen(1),Dstart(60000),Dstop(0);
DefineDLLFunc: "ts_GO.dll", int, "GO_Start",LPSTR;
DefineDLLFunc: "ts_GO.dll", int, "GO_Set_Mode",int;
DefineDLLFunc: "ts_GO.dll", int, "GO_Set_Npar",int;
DefineDLLFunc: "ts_GO.dll", int, "GO_Def_Gen",int,int,float,float,float,LPSTR;
DefineDLLFunc: "ts_GO.dll", int, "GO_Set_Population",int;
DefineDLLFunc: "ts_GO.dll", int, "GO_Next",int;
DefineDLLFunc: "ts_GO.dll", float, "GO_Get",int;
DefineDLLFunc: "ts_GO.dll", int, "GO_Fitness",float;
Vars: Len1(0),Len2(0),Len3(0),Len4(0),SL(0),DT(0),FA(0),PC(0),Fitness(0);
{ ---------------------------------------------------------------------- }
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| MetaStock: |
PK:=Zig(C,10,%)<Ref(Zig(C,10,%),-1)AND Ref(Zig(C,10,%),-1)>Ref(Zig(C,10,%),-2);
TR:=Zig(C,10,%)>Ref(Zig(C,10,%),-1) AND Ref(Zig(C,10,%),-1)<Ref(Zig(C,10,%),-2);
pk1:=PeakBars(1,C,10);
pk2:=PeakBars(2,C,10);
(ValueWhen(1,pk,Ref(C,-1))/ValueWhen(2,pk,Ref(C,-1))>.96 AND ValueWhen(1,pk,Ref(C,-1))/ValueWhen(2,pk,Ref(C,-1))<1.04) AND pk2-pk1>=10 AND Cross(ValueWhen(1,tr,Ref(C,-1)),C)
pk:=Zig(C,10,%)<Ref(Zig(C,10,%),-1) AND Ref(Zig(C,10,%),-1)>Ref(Zig(C,10,%),-2);
tr:=Zig(C,10,%)>Ref(Zig(C,10,%),-1) AND Ref(Zig(C,10,%),-1)<Ref(Zig(C,10,%),-2);
tr1:=TroughBars(1,C,10);
tr2:=TroughBars(2,C,10);
(ValueWhen(1,tr,Ref(C,-1))/ValueWhen(2,tr,Ref(C,-1))>.96 AND ValueWhen(1,tr,Ref(C,-1))/ValueWhen(2,tr,Ref(C,-1))<1.04) AND tr2-tr1>=10 AND Cross(C,ValueWhen(1,pk,Ref(C,-1))) |
| WealthScript: | var O, H, L, C, O1, C1: float;
var HO, HH, HL, HC, BAR, HPANE, HADIFFCO, HAINDPANE: integer;
{ Create Heikin-Ashi OHLC Price Series }
HO := CreateSeries;
HH := CreateSeries;
HL := CreateSeries;
HC := CreateSeries;
{ Initialize first bar to values of price }
@HO[0] := PriceOpen( 0 );
@HH[0] := PriceHigh( 0 );
@HL[0] := PriceLow( 0 );
@HC[0] := PriceClose( 0 );
{ Populate Heikin-Ashi Chart }
for Bar := 1 to BarCount - 1 do
begin
o := PriceOpen( Bar );
h := PriceHigh( Bar );
l := PriceLow( Bar );
c := PriceClose( Bar );
o1 := @HO[ Bar - 1 ];
c1 := @HC[ Bar - 1 ];
@HC[Bar] := ( o + h + l + c ) / 4;
@HO[Bar] := ( o1 + c1 ) / 2;
@HH[Bar] := Max( Max( o1, c1 ), h );
@HL[Bar] := Min( Min( o1, c1 ), l );
end;
{ Plot it }
hPane := CreatePane( 250, true, true );
PlotSyntheticSymbol( 'heikin-ashi', HO, HH, HL, HC, hPane, #Navy, #Candle );
DrawLabel( 'heikin-ashi', hPane );
{ Calculate and plot the haDiffCO indicator }
HideVolume;
haDiffCO := SubtractSeries( HC, HO );
haIndPane := CreatePane( 100, false, true );
PlotSeriesLabel( haDiffCO, haIndPane, #Lime, #ThickHist, 'haDiffCO' );
PlotSeriesLabel( SMASeries( haDiffCO, 5 ), haIndPane, #Green, #Thick, 'SMA(5)' ); |
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