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Pivot Lines |
Trading Strategies
| Closing price of the day | Bar[Close,D] |
| Closing price 2 days ago | Bar[Close,D,2] |
| Highest price of MSFT 10 minutes ago | Bar[High,1,10,MSFT] |
| Daily Volume | Bar[Volume,D] |
| Upper Bollinger Band (length=20, standard dev=2) | BollingerBands[Upper,Close,20,2,D] |
| Lower Keltner Band (length=10, multiplier=1) | KeltnerBands[Lower,10,1,D] |
| 14-day Average True Range | AvgTrueRange[ATR,14,D] |
| 20-day CCI | CCI[CCI,20,D] |
| 14-day Choppiness | Choppiness[Chop,14,D] |
| ADX (length=14, smoothing=14) | DirectionalMovement[ADX,14,14,D] |
| Difference between 14-day +DI and -DI | DirectionalMovement[+DI,14,14,D] - DirectionalMovement[-DI,14,14,D] |
| 1-minute Exponential Moving Average (length=10) | ExpMovingAverage[EMA,Close,10,0,1] |
| MACD | MACD[MACD,Close,12,26,9,D] |
| MACD Histogram | MACD[Diff,Close,12,26,9,D] |
| Point change from last price to 20-minutes ago | MomentumROC[Momentum,Close,20,0,1] |
| % Change from last price to 2 days ago | MomentumROC[Momentum,Close,2,1,D] |
| 10-day Moving Average | MovingAverage[MA,Close,10,0,D] |
| Daily On-Balance Volume | OnBalanceVolume[OBV,D] |
| Highest high for the last 5 days | PriceRangeChannels[Upper,5,0,D] |
| Lowest Low for the last 10 minutes | PriceRangeChannels[Lower,10,0,1] |
| 14-day RSI | RSI[RSI,14,D] |
| Fast Stochastic | Stochastic[StocK,14,3,1,D] |
| Slow Stochastic | Stochastic[StocK,14,3,3,D] |
| 14-day Money Flow Index | MoneyFlowIndex[MFI,14,D] |
| 14-day StochRSI | StochRSI[StochRSI,14,D] |
| Bid on Island ECN | Level2[Bid,ISLD] |
| Hour at which this 60-minute bar begins | Bar[Hour,60] |
| Minute at which this 5-minute bar begins | Bar[Minute,5] |
| % position of price to its 10 day Moving Average | (Last / MovingAverage[MA,Close,10,0,D] - 1) * 100 |
| 14-day RSI | RSI[RSI,14,D] |
| 12-day Rate-of-Change | MomentumROC[Momentum,Close,12,1,D] |
| 20-day Commodity Channel Index | CCI[CCI,20,D] |
| 1-minute Exponential Moving Average (length 10) | ExpMovingAverage[EMA,Close,10,0,1] |
| Highest high for the last 20 days | PriceRangeChannels[Upper,20,0,D] |
| Lowest Low for the last 30 minutes | PriceRangeChannels[Lower,30,0,1] |
| 14-day Average True Range | AvgTrueRange[ATR,14,D] |
| % position of price between Bollinger Bands | (Last - BollingerBands[Lower,Close,20,2,D]) / (BollingerBands[Upper,Close,20,2,D] - BollingerBands[Lower,Close,20,2,D]) * 100 |
| %Change comparison to that of CSCO | PctChange/PctChange[CSCO] |
| Highest Price between 9:30am - 11:00am | Bar[High,90] * (Bar[Hour,90] = 9) + Bar[High,90,1] * (Bar[Hour,90] = 11) + Bar[High,90,2] * (Bar[Hour,90] = 12) + Bar[High,90,3] * (Bar[Hour,90] = 14) + Bar[High,90,4] * (Bar[Hour,90] = 15) |
| IF Close > Open THEN Close ELSE Open | (Bar[Close,D] > Bar[Open,D]) * Bar[Close,D] + (Bar[Close,D] <= Bar[Open,D]) * Bar[Open,D] |
| 5-min Trend (difference between closing prices for last 7 5-min bars) | Formula: Bar[Close,5] - Bar[Close,5,1] # of Bars: 7 Rules: diff < 0 (red), diff = 0 (yellow), diff > 0 (green) |
| Daily Trend (difference between daily closing prices for last 4 days) | Formula: Bar[Close,D] - Bar[Close,D,1] # of Bars: 4 Rules: diff < 0 (red), diff = 0 (yellow), diff > 0 (green) |
| 10-day Moving Average Trend (difference between daily MAs for last 5 days) | Formula:
MovingAverage[MA,Close,10,0,D] - MovingAverage[MA,Close,10,0,D,1] # of Bars: 5 Rules: diff < 0 (red), diff = 0 (yellow), diff > 0 (green) |
| Candles (difference between daily open and close) | Formula: Bar[Close,D] - Bar[Open,D] # of Bars: 5 Rules: diff < 0 (red), diff = 0 (yellow), diff > 0 (green) |
| MACD Histogram (how positioned compared to 0 line) | Formula: MACD[Diff,Close,12,26,9,D] # of Bars: 5 Rules: < 0 (red), = 0 (yellow), > 0 (green) |
| 5-minute OHLC (position of 5-min Close to High/Low of the bar) | Formula: (Bar[Close,D] - Bar[Low,D]) / (Bar[High,D] - Bar[Low,D]) # of Bars: 5 Rules: < 0.2 (red), < 0.4 (pink), < 0.6 (yellow), < 0.8 (green), <= 1.0 (dark green) |
| 14-day Fast Stochastic K>D Crossover | Stochastic[StocK,14,3,1,D] > Stochastic[StocD,14,3,1,D] & Stochastic[StocK,14,3,1,D,1] <= Stochastic[StocD,14,3,1,D,1] |
| Price breaks through yesterday's high | Last > Bar[High,D,1] |
| Price breaks through 14-day low | Last < PriceRangeChannels[Lower,14,0,D,1] |
| 50-day MA/Price crossover | Bar[Close,D] < MovingAverage[MA,Close,50,0,D] & Bar[Close,D,1] > MovingAverage[MA,Close,50,0,D,1] |
| Gap down at the opening | Bar[Open,D] < Bar[Close,D,1] |
| Price rises above yesterday's (H+L+C)/3 on 1 minute bars | Bar[Close,1] > (Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1]) / 3 & Bar[Close,1,1] < (Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1]) / 3 |
| Today's volume is on track to exceed twice the 65-day average volume (prorated up to the minute as of 9:30AM) | Bar[Volume,D] > 2 * 65DayAvgVolume * ((Hour - 9) * 60 + Minute - 30) / 390 |
| Price between $20 and $30 with volume at least 100,000 | Last >= 20 & Last <= 30 & 65DayAvgVolume >= 100000 |
| Price gapped up at least 2 points | Bar[Open,D] - Bar[Close,D,1] >= 2 |
| Price below lower Bollinger Band | Last < BollingerBands[Lower,Close,20,2,D] |
| 1-minute slow Stochastic crossed 20 | Stochastic[StocK,14,3,3,1] > 20 & Stochastic[StocK,14,3,3,1,1] <= 20 |
| Price drops below 10-day Moving Average | Bar[Close,D] < MovingAverage[MA,Close,10,0,D] & Bar[Close,D,1] >= MovingAverage[MA,Close,10,0,D,1] |
| Goldman Sachs is the top bidder for at least 1000 shares | Level2[Bid,GSCO] = BestBid & Level2[BidSize,GSCO] >= 1000 |
| Price between bid and ask | Last >= Bid & Last <= Ask |
| Price rises above upper Bollinger Band | Last > BollingerBands[Upper,Close,20,2,D] & Bar[Close,D,1] <= BollingerBands[Upper,Close,20,2,D,1] |
| 5-day EMA drops below 8-day MA | ExpMovingAverage[EMA,Close,5,0,D] < MovingAverage[MA,Close,8,0,D] & ExpMovingAverage[EMA,Close,5,0,D,1] >= MovingAverage[MA,Close,8,0,D,1] |
| MACD Histogram drops below 0 | MACD[Diff,Close,12,26,9,D] < 0 & MACD[Diff,Close,12,26,9,D,1] >= 0 |
| Slow Stochastic drops below 80 | Stochastic[StocK,14,3,3,D] < 80 & Stochastic[StocK,14,3,3,D,1] >= 80 |
| Price drops below the middle of daily trading range | PctInDailyRange < 50 |
| 20-day CCI rises above +100 | CCI[CCI,20,D] > 100 & CCI[CCI,20,D,1] <= 100 |
| Get an alert on a doji 1-minute bar (open equals close) but only at the end of the minute | Bar[Open,1] = Bar[Close,1] & Second = 59 |
| 14-day RSI rises above 30 | RSI[RSI,14,D] > 30 & RSI[RSI,14,D,1] <= 30 |
| 10-day MA/Price crossovers starting with up-crossover without a need to reset/modify alert | (Bar[Close,D] > MovingAverage[MA,Close,10,0,D] & NumTriggered % 2 = 0) | (Bar[Close,D] < MovingAverage[MA,Close,10,0,D] & NumTriggered % 2 = 1) |
| Price hits the highest high of last 30 minutes | Last = PriceRangeChannels[Upper,30,0,1] |
| 14-day StochRSI rises above .2 | StochRSI[StochRSI,14,D] > .2 & StochRSI[StochRSI,14,D,1] <= .2 |
| Gap at the day open | Bar[Open,D] - Bar[Close,D,1] |
| William's %R | Stochastic[StocK,14,3,1,D] * -1 |
| Daily Bar Range | Bar[High,D] - Bar[Low,D] |
| Difference between Slow Stochastic K & D lines | Stochastic[StocK,14,3,3,D] - Stochastic[StocD,14,3,3,D] |
| 20-Day Moving Average, shifted 2 bars to the right | MovingAverage[MA,Close,20,0,D,2] |
| % position of Close to Daily Range | (Bar[Close,D] - Bar[Low,D]) / (Bar[High,D] - Bar[Low,D]) * 100 |
| 4-Day average Volume | (Bar[Volume,D] + Bar[Volume,D,1] + Bar[Volume,D,2] + Bar[Volume,D,3]) / 4 |
| 10-Day 2% Upper Envelope | MovingAverage[MA,Close,10,0,D] * 1.02 |
| 15-bar 5-minute 3% Lower Envelope | MovingAverage[MA,Close,15,0,5] * 0.97 |
| MACD Histogram (how positioned compared to 0 line) | Formula: MACD[Diff,Close,12,26,9,D] Rules: < 0 (red), = 0 (yellow), > 0 (green) |
| Slow Stochastic (identifies oversold/overbought levels) | Formula: Stochastic[StocK,14,3,3,D] Rules: <= 20 (red), >= 80 (green), white otherwise |
| RSI (identifies oversold/overbought levels) | Formula: RSI[RSI,14,D] Rules: <= 30 (red), >= 70 (green), white otherwise |
| CCI (identifies oversold/overbought levels) | Formula: CCI[CCI,20,D] Rules: <= -100 (red), >= 100 (green), white otherwise |
| StochRSI (identifies oversold/overbought levels) | Formula: StochRSI[StochRSI,14,D] Rules: <= .2 (red), >= .8 (green), white otherwise |
| Pivot | (Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1])/3 |
| 1st Resistance | 2 * ((Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1]) / 3) - Bar[Low,D,1] |
| 1st Support | 2 * ((Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1]) / 3) - Bar[High,D,1] |
| 2nd Resistance | (Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1])/3 - Bar[Low,D,1] + Bar[High,D,1] |
| 2nd Support | (Bar[High,D,1] + Bar[Low,D,1] + Bar[Close,D,1])/3 + Bar[Low,D,1] - Bar[High,D,1] |
| Enter when price crosses above 10-Day MA. Exit when the daily bar closes below 10-Day MA |
Entry Formula: Bar[Close,D] > MovingAverage[MA,Close,10,0,D] & Bar[Close,D,1] < MovingAverage[MA,Close,10,0,D,1] Entry Action: Buy Exit Formula: Bar[Close,D] < MovingAverage[MA,Close,10,0,D] & Bar[Close,D,1] > MovingAverage[MA,Close,10,0,D,1] Exit Action: Sell Interval: D |
| Enter when MACD Histogram crosses above 0 on daily bars. Exit when MACD Histogram crosses below 0 |
Entry Formula: MACD[Diff,Close,12,26,9,D] > 0 & MACD[Diff,Close,12,26,9,D,1] < 0 Entry Action: Buy Exit Formula: MACD[Diff,Close,12,26,9,D] < 0 & MACD[Diff,Close,12,26,9,D,1] > 0 Exit Action: Sell Interval: D |
| Enter when daily price bar breaks out above Upper Bollinger Band. Exit at 5% Profit or after 3 days |
Entry Formula: Bar[Close,D] > BollingerBands[Upper,Close,20,2,D] & Bar[Close,D,1] < BollingerBands[Upper,Close,20,2,D,1] Entry Action: Sell Short Exit Formula: (EntryPrice - Bar[Close,D]) / EntryPrice >= 0.05 | Bar[Close,D,3] = EntryPrice Exit Action: Buy to Cover Interval: D |
| Enter on Stochastic K>D Crossover on 1-minute bars if there was a 1-point gap up on the open of the day. Exit at 8% profit or at the end of day |
Entry Formula: Stochastic[StocK,14,3,1,1] > Stochastic[StocD,14,3,1,1] & Stochastic[StocK,14,3,1,1,1] < Stochastic[StocD,14,3,1,1,1] & Bar[Open,D] >= Bar[Close,D,1] + 1 Entry Action: Buy Exit Formula: ((EntryPrice - Bar[Close,D]) / EntryPrice >= 0.08) | (Bar[Hour,1] = 15 & Bar[Minute,1] = 59) Exit Action: Sell Interval: 1 minute |
| Enter on 5-bar MA/10-bar MA crossover on 15-minute bars. Avoid entry before 10am. Exit on 1-minute bars at 3% profit or 1.5% loss |
Entry Formula: MovingAverage[MA,Close,5,0,15] > MovingAverage[MA,Close,10,0,15] & MovingAverage[MA,Close,5,0,15,1] < MovingAverage[MA,Close,10,0,15,1] & Bar[Hour,15] >= 10 Entry Action: Buy Exit Formula: (Bar[Close,1] - EntryPrice) / EntryPrice >= .03 | (Bar[Close,1] - EntryPrice) / EntryPrice <= -.015 Exit Action: Sell Interval: 1 minutes |
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