ActFX Algorithmic Trading

Zone Trade indicator

Administrator — Mon, 10 Dec 2012 04:26:43 GMT

Zone Trade indicator

The original Zone Trade indicator is based on the fourth dimension of B. Williams - Trading Zone. This indicator operates with the data of Awesome Oscillator (AO) and Acceleration/Deceleration Oscillator (AC ) and shows Green, Red or Gray zones on the chart according to the following conditions: If the current bars of AC and AO are green, the zone will be painted green. If the current bars of АС and АО are red, the zone will be painted red. If the bars of AC and AO have different directions, the zone will be painted gray. This is a modification of the Zone Trade indicator that repaints candles in the corresponding color (Green, Red or Gray). In our system the indicator is presented as Oscillator that shows not only Zone’s color, but also the difference between close and open rates for each candle.

Hurst Difference

Administrator — Mon, 15 Oct 2012 05:11:21 GMT

Hurst Difference Indicator

Author: eMoe

This indicator is based on the assumption that the price variations follow a multi-fractal model. Thus, the Hurst exponent H can be easily computed from the fractal dimension. The variations of the Hurst exponent can actually be seen as prediction of the volatility variations, and therefore they provide the signals to enter the trade (whenever this variation is positive), in order to profit from the high volatility period.It must be noticed however, that this indicator doesn't give any information as to the direction of the trade, for that a directional indicator must be used.

For more details about this indicator, please see blog:

http://fractalfinance.blogspot.com/2010/05/variation-of-hurst-exponent.html

RSINF indicator

Administrator — Fri, 27 Jul 2012 06:31:21 GMT

RSINF indicator

RSINF indicator is a "smoothed" version of popular RSI technical indicator, but RSINF is almost "noise free" and without lags

HLC_1M_Log

Administrator — Thu, 19 Jul 2012 06:18:28 GMT

Daily Current Highest High and Daily Current Lowest Low strategy

Author: Black

This script will show the date and time of day that your broker uses as their end of day,followed by their High, Low and Close for the date listed... in the Log. Once you open theStrategy, you need to set the number of days that you want to check. Set it under the "Test" tab.

View discussion about this strategy here: Forum's topic

jMaster strategy

Administrator — Tue, 10 Jul 2012 03:33:12 GMT

jMaster strategy

jMaster is a strategy based on RSINF indicator of 2 timeframes

BUY position is opened when RSINF on smaller timeframe becomes > 30 while RSINF on bigger interval is < 50
SELL position is opened when RSINF on smaller timeframe becomes < 70 while RSINF on bigger interval is > 50

If decrease factor is >0, then number of lots in the next positions is calculated as Lots-Lots*(Losing positions)/decrease factor
Number of Lots is calculated as Account.Balance*MaximumRisk/1000

NOTE: this strategy uses custom indicator RSINF that can be downloaded here: http://www.actfx.com/Download50279.aspx

NeuroNirvaman

Administrator — Tue, 05 Jun 2012 03:39:48 GMT

NeuroNirvaman Strategy

The NeuroNirvaman Strategy uses two custom indicators: Laguerre_ADXplus and Silver_Trend.
The Laguerre_ADXplus can be downloaded here: http://www.actfx.com/Download50241.aspx
The Silver_Trend can be downloaded here: http://www.actfx.com/Download50242.aspx

NOTE: Custom indicators (Laguerre_ADXplus and Silver_Trend) should be downloaded and compiled before running the strategy.After running the strategy you should change the period setting for each of the indicators. See the picture below:

EarlyOpenTrend

Administrator — Tue, 05 Jun 2012 03:28:03 GMT

EarlyOpenTrend

This strategy is based on daily highs and lows and the relationship to each other.

This strategy determines what kind of trend is presented now on the market (uptrend, downtrend or flat)

Depending on the trend the strategy sends a signal to buy or sell. The strategy opens corresponding positions with the preset Money Management protection and only in preset time. According to the Money Management the strategy can create and modify stop prices.

This strategy will be interesting for the long-term trading.

Moving Average Noise Free (MANF)

Administrator — Wed, 30 May 2012 10:05:52 GMT

Moving Average Noise Free (MANF) indicator

MANF (Moving Average Noise Free) indicator is an improved version of the well-known indicator Moving Average. This version is less lagging than regular Moving Average, that’s why it’s more sensitive to the price movement.

The Phase parameter changes "the amplitude of oscillation", and difference between the MANF (phase = 100) and MANF(phase =- 100) in extremes is in absolute maximum.

Detrended Price Oscillator

Administrator — Mon, 28 May 2012 06:43:42 GMT

Detrended Price Oscillator (DPO)

The Detrended Price Oscillator (DPO) helps to remove the trend effect and the long-term cycles in price behavior. It helps to discover the overbought/oversold levels. The DPO is calculated as follows:


DPO = CLOSE - SMA (CLOSE, (N / 2 + 1))

A certain period is taken when calculating the Detrended Price Oscillator. The cycles longer than this period are eliminated from the price dynamics, while the shorter ones remain.

It is recommended to open a buy position when the DPO first falls below the oversold level, and then rises above it, and a sell position in an opposite situation.

Center of Gravity (COG)

Administrator — Tue, 08 May 2012 03:08:25 GMT

Center of Gravity (COG)

This indicator is the variation of Polynomial Regression indicator.

Bars_back – total number of candles where the indicator will be shown.
M – linearity (1 – line, 2 – parabola … 9 - curve).

Polynomial Regression channel

Administrator — Tue, 08 May 2012 03:01:34 GMT

Polynomial Regression channel indicator

Indicator is built as an approximation of market prices by polynomial of n-th power with top and bottom belts. Top and bottom belts are calculated as value of polynomial +- standard deviation of polynomial from market prices.

Psycho Advisor

Administrator — Thu, 26 Apr 2012 23:00:10 GMT

Psycho Advisor

Author: frad

This script does not only plot an indicator in the chart. It also sends a sound alert and displays a message when the indicator intersects the level.
The indicator uses the following formula:

(Number of uprising candles over the time period)/(time period)*100
Therefore, if there has been an uptrend over the period, the indicator goes up. If there has been a downtrend, the indicator goes down. 12 is a good period to use, as this period is long enough to diagnose the overbought/oversold market.
The indicator gives a signal to buy when it falls below 25. When Psycho rises above 75, it gives a signal to sell. The level lines are plotted in the chart automatically.
Please do not forget to replace the path to the sound file with your own one.

Chande Momentum Oscillater (CMO)

Administrator — Mon, 31 Oct 2011 05:14:27 GMT

Chande Momentum Oscillater (CMO) indicator

The Chande Momentum Oscillator (CMO) is a momentum indicator similar to the Relative Strength Index (RSI).

CMO = 100 * (pos_sum-neg_sum) / (pos_sum+neg_sum)
Where pos_sum is absolute sum of positive differences of current and previous values within period.
neg_sum is absolute sum of negative differences of current and previous values within period.

The CMO values oscillate between +100 and -100. Values above +50 indicate that the market is overbought; values below -50 indicate that the market is oversold.
According to this, when CMO moves above +50, it is not recommended to open buy positions because of the bearish tendency.
When the CMO moves below -50, it is not recommended to open sell positions because of the bullish tendency.

When CMO crosses the 0 line from below, it can be considered as a confirmation of the uptrend. When CMO crosses the 0 line from above, it can be considered as a confirmation of the downtrend.

10-days SMA can be added to the CMO to work as a signal line, in order to generate trading signals before the CMO crosses 0 level:
• When CMO crosses its SMA from below, it’s a signal to Buy.
• When CMO crosses its SMA from above, it’s a signal to Sell.

As with all oscillators, positive or negative divergence between CMO and the instrument price can also provide the trading signals

Price can be High, Low, Open, Close, Middle, Typical and Weighted. (Close is set by default).

Fisher Transform indicator

Administrator — Wed, 28 Sep 2011 03:49:08 GMT

Fisher Transform indicator

Fisher Transform or Fish indicator is used to determine price reversals.
The Fisher Transform formula transforms the probability density function of any waveform to a function similar to a Gaussian probability density function.
The function can transform instrument prices as well as any technical indicator. For example you can apply the Fisher Transform to the Relative Strength Index indicator. The transformed time series have very sharp turning points and therefore produce clear and precise bullish and bearish signals.

Bullish and bearish signals are generated when the Fisher line crosses above or below its signal line, which is the fisher transform one bar ago.

Here is the formula of the Fisher signal line:
Value:=0.66*((Price-MinL)/(MaxH-MinL)-0.5)+0.67*Value_prev;
if Value>0.99 then Value:=0.999;
if Value<-0.99 then Value:=-0.999;
Fish:=0.5*ln((1+Value)/(1-Value))+0.5*Fish_prev;

MaxH is the highest high for the last period candles
MinL is the lowest low for the last period candles

Price can be High, Low, Open, Close, Middle, Typical and Weighted. (Middle is set by default).
Multiplier is smoothed second line.

Universum

Administrator — Thu, 15 Sep 2011 00:48:16 GMT

Universum strategy

The Strategy opens Buy positions on each new candle when DeMarker value > 0,5 and Sells on each new candle when DeMarker value <= 0,5.

Positions are closed by stops and limits.

Each time position is closed with profit, strategy increases the number of lots for new positions. Each time position is closed with loss, the number of lots is reset to 1.

Ultimate

Administrator — Fri, 02 Sep 2011 04:25:12 GMT

Ultimate

Author: Electro

This strategy is based on this indicator and exponential moving average. If both signals work at the same time, I open the position.

First, this strategy looks for the divergences (a minimum/maximum on the price chart is not supported by a minimum/maximum of the Ultimate Oscillator).Second, it checks if the indicator was above/below a specific level and started falling/rising. Some people believe that this indicator shows only the overbought/oversold levels, but the logic that was used is more complex.

NOTE: Ultimate Oscillator indicator should be manually added for the strategy to work correctly. It can be found by link: http://www.actfx.com/Download50056.aspx

Accelerator/Decelerator Strategy (NFA)

Administrator — Wed, 24 Aug 2011 22:51:22 GMT

Usage of the Accelerator/Decelerator Indicator

The Accelerator/Decelerator Indicator measures the acceleration of the factors that cause the price changes. Therefore it outstrips the price, and it is a good anticipatory sign. If the acceleration decreases, it is very likely that the price will move in the opposite direction. Crossing the zero level is not a signal to open a position, however, the color change can be used as a sign.
In a strategy, the simplest way to use the indicator is to open a buy position if the indicator is above the zero level and changes its color, and to open a sell position if the indicator changes its color below the zero level.

Accelerator/Decelerator Strategy

Administrator — Wed, 24 Aug 2011 22:51:17 GMT

Usage of the Accelerator/Decelerator Indicator

The Accelerator/Decelerator Indicator measures the acceleration of the factors that cause the price changes. Therefore it outstrips the price, and it is a good anticipatory sign. If the acceleration decreases, it is very likely that the price will move in the opposite direction. Crossing the zero level is not a signal to open a position, however, the color change can be used as a sign.
In a strategy, the simplest way to use the indicator is to open a buy position if the indicator is above the zero level and changes its color, and to open a sell position if the indicator changes its color below the zero level.

RAVI strategy

Administrator — Wed, 17 Aug 2011 06:24:39 GMT

RAVI strategy

Idea author: Barbos

This strategy uses RAVI indicator.

If RAVI has been rising for the last 2 candles – buy position will be created with Trailing Stop. If RAVI has been falling for the last 2 candles - strategy will close buy position.

For the sell position the above conditions work vice versa.

The size of the Trailing Stop can be setup at the start of the strategy.

FractalShift (NFA)

Administrator — Wed, 10 Aug 2011 08:02:13 GMT

FractalShift for NFA

This strategy uses Fractal indicator

For buy orders: this strategy creates one entry order ([shift] pips distance in the positive side and [shift]pips distance in the negative side). If the order isn't executed and new fractal is created then the strategy moves the order on [shift] side.

For sell orders is vice versa.

BB partional close

Administrator — Mon, 01 Aug 2011 05:45:07 GMT

BB partional close strategy

This strategy uses Bollinger Bands (BB) indicator. It operates only with one position.

According to the “B/S position” settings at the start it opens Buy (“B”) or Sell (“S”) position.

If “B/S position” is “B” then

The stop order will be added to the position at the minimal price for the last [Number of candles] candle (Started from “Start Candle” till the latest one).
If the price crosses the middle BB line or TopGraph BB line upward then half of the position will be closed. The Stop price will be modified into current instrument Sell price.

If “B/S position” is “S” then

The stop order will be added to the position at the maximum price for the last [Number of candles] candle (Started from “Start Candle” till the latest one).
If the price crosses the middle BB line or BottomGraph BB line downward then half of the position will be closed. The Stop price will be modified into current instrument Buy price.

MACD+MAs2

Administrator — Fri, 08 Jul 2011 04:03:27 GMT

MACD+MAs2 strategy

Authors: Black, Raposa

Strategy is based on 3 indicators:
MACD with parameters: 2,17,8
Exponential Moving Average (EMA1) with period 4
Exponential Moving Average (EMA2) with period 8

Buy position opens under following conditions:
If MACD graph is higher or equal to MACD Signal Line, and EMA 1 crosses EMA 2 from below.

Sell position opens under following conditions:
If MACD graph is lower or equal to MACD Signal Line, and EMA 1 crosses EMA 2 from above.

Moving Average Full

Administrator — Mon, 04 Jul 2011 03:28:57 GMT

Full Moving Average

Full version of the Moving Average indicator. With parameters High, Low, Open, Close and other standard well known parameters.

Inside Bar

Administrator — Wed, 22 Jun 2011 03:15:17 GMT

Inside Bar indicator

Inside Bar is a reversal chart pattern that forms when the current candle is fully within the range of the previous candle. Inside Bar indicates the balance between buyers and sellers that happens after a sharp up or down move. Sometimes it is followed by the trend reversal.

Inside Bar indicator is created on the selected period [Number Of Bars] where minimum [Min Length] -1 candles have higher low and lower high than the first candle in the group.

Inside Bar can be a Bullish or Bearish signal depending on the preceding trend direction. If the market moved up before the Inside Bar formation, then this pattern gives a signal to open Sell position or close Buy position. And vice versa: if the market moved down before the Inside Bar formation, then this pattern gives a signal to open Buy position or close Sell position.

It is recommended to use additional fundamental data or technical analysis to confirm the signal of Inside Bar indicator. For example, defining support and resistance levels would help you make right trading decisions.

FirstCandleInHour

Administrator — Fri, 17 Jun 2011 04:42:08 GMT

FirstCandleInHour strategy

This strategy is used mostly on 5min chart. The strategy analyzes the first candle in the current hour.
If the close value of the last closed candle is bigger than the high value of the first candle in the current hour, then the strategy opens a buy position.
If the close value of the last closed candle is smaller than the low value of the first candle in the current hour, then the strategy opens a sell position.