//------------------------------------------------------ // // Formula Name: Volume Breakout Trading System // Author/Uploader: Trading Tuitions // E-mail: support@tradingtuitions.com // Website: www.tradingtuitions.com //------------------------------------------------------ _SECTION_BEGIN("Volume Breakout Trading System"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} – {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); //Initial Parameters SetTradeDelays( 1, 1, 1, 1 ); SetOption( "InitialEquity", 200000); SetOption("FuturesMode" ,True); SetOption("MinShares",1); SetOption("CommissionMode",2); SetOption("CommissionAmount",100); SetOption("AccountMargin",10); SetOption("RefreshWhenCompleted",True); SetPositionSize(120,spsShares); SetOption( "AllowPositionShrinking", False ); BuyPrice=Open; SellPrice=Open; ShortPrice=Open; CoverPrice=Open; //Buy-Sell Logic range=High-Low; VolLookback=Param("VolLookback",50,10,100,10); MALookback=Param("MALookback",20,10,100,10); Buy = Volume>=Ref(Volume,-1)*1.5 AND Close>MA(Close,MALookback) AND Volume>MA(Volume,VolLookback) ; Short =Volume>=Ref(Volume,-1)*1.5 AND CloseMA(Volume,VolLookback); Cover = Buy; Sell=Short; Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); printf("\nBuy : " + Buy ); printf("\nSell : " + Sell ); printf("\nShort : " + Short ); printf("\nCover : " + Cover ); printf("\nVolume : " + Volume ); StopLoss=Param("SL",3,1,10,1); Target=Param("Target",30,5,40,5); ApplyStop(Type=0,Mode=1,Amount=StopLoss); ApplyStop(Type=1,Mode=1,Amount=Target); Plot( Close, "Price", colorWhite, styleCandle ); Plot(MA(Close,MALookback),"",colorYellow); /* Plot Buy and Sell Signal Arrows */ PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40); PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50); PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45); PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40); PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50); PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45); PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40); PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50); PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45); PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40); PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50); PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45); _SECTION_END();