strategynode
5 posts
msg #121432
- Ignore strategynode
modified |
9/4/2014 2:04:18 AM
Hi,
I am trying to figure out how to scan based on a study or indicator which thinkorswim has. Its called the TTM_Scalper_alert, the problem is that when I try to look for its source code it says not available not sure why ( I am new to this)
I also found another indicator which seems to give me the same results as the above mentioned study but the code for this one is available:
input signalOffsetFactor = 0.20;
def signalOffset = AvgTrueRange(high, close, low, 9) * signalOffsetFactor;
plot Data = hlc3;
def triggerSell = if(if(close[-1] < high, 1, 0) and (hlc3[-2] < close[-1] or hlc3[-3] < close[-1]), 1, 0);
def triggerBuy = if(if(close[-1] > low, 1, 0) and (hlc3[-2] > close[-1] or hlc3[-3] > close[-1]), 1, 0);
rec buySellSwitch = if(triggerSell, 1, if(triggerBuy, 0, buySellSwitch[1]));
def thirdBarClosed = if(IsNaN(hlc3[-3]), 0, 1);
plot SBS = if(triggerSell and thirdBarClosed and !buySellSwitch[1], high + signaloffset, if(triggerBuy and thirdBarClosed and buySellSwitch[1], low - signaloffset, double.nan));
SBS.SetStyle(curve.FIRM);
SBS.SetPaintingStrategy(paintingStrategy.LINE_VS_POINTS);
SBS.SetLineWeight(2);
# SBS.SetDefaultColor(color.white);
SBS.AssignValueColor(if triggerSell then
if thirdbarclosed then
#UpPos
CreateColor(255, 0, 0) else
#UpNeg
CreateColor(255, 0, 0)
else if Triggerbuy then
#DnPos
CreateColor(0, 255, 0) else
#DnNeg
CreateColor(0, 255, 0));
I want to create two version for this filter 1) short biased and 2) long biased
1) It looks like the relevant code for the short biased (from what I can gather is)
def triggerSell = if(if(close[-1] < high, 1, 0) and (hlc3[-2] < close[-1] or hlc3[-3] < close[-1]), 1, 0);
2) For long Biased
def triggerBuy = if(if(close[-1] > low, 1, 0) and (hlc3[-2] > close[-1] or hlc3[-3] > close[-1]), 1, 0);
Hope I can have somebody help me with this:
Thanks.
PS these are some of the explanations you may need to understand the code
hlc3 = https://tlc.thinkorswim.com/center/charting/thinkscript/reference/Functions/Fundamentals/hlc3.html
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