instrument {
name = 'Eng+Filter3',
short_name = 'Eng+Filter',
icon="indicators:MACD",
overlay = true
}
MaPeriod = input (5, "Ma Period", input.integer, 1)
MASource = input (1, "Ma Method", input.string_selection, averages.titles)
period = input (5, "Atr Period", input.integer, 1 )
fn = input (averages.ssma, "Atr Ma Method", input.string_selection,
averages.titles)
period1 = input (14, "Aroon Period", input.integer, 1, 200)
AroonValue = input (20, "Aroon Oscillator Level", input.double, 0.01, 100)
adx_period = input (14, "Adx Period", input.integer, 1)
di_period = adx_period
threshold = input (20, "Adx Level", input.double, 0, 100)
input_group {
"Buy",
colorBuy = input { default = "green", type = input.color},
}
input_group {
"Sell",
colorSell = input { default = "red", type = input.color},
}
----Start Aroon Oscillator
aroonOsc = ((bars_since_lowest (period1) - bars_since_highest (period1)) /
period1 )*100
----Finished Aroon Oscillator
----Start ATR
local avgTr = averages [fn]
local AtrX = avgTr(tr,period)
----Finished ATR
----Start MA
local avgMa = averages [MASource]
local MaX = avgMa(close,MaPeriod)
----Finished MA
----Start ADX
up_move = change (high)
down_move = -change (low)
pdm = iff (up_move > down_move and nz(up_move) > 0, up_move, 0)
mdm = iff (down_move > up_move and nz(down_move) > 0, down_move, 0)
atr = rma(tr, di_period)
pdi = 100 * rma (pdm / atr, di_period) -- DI+
mdi = 100 * rma (mdm / atr, di_period) -- DI-
adx = 100 * rma (abs (pdi - mdi) / (pdi + mdi), adx_period)
----Finished ADX
----Main Condition entry order
EngBuy = iff(close > open[1] and close > open and close[1] < open[1] and abs(close-
open) > abs(close[1]-open[1]) and abs(close-open) < abs(close[1]-open[1])*5 and
close > MaX ,true, false)
EngSell = iff(close < open[1] and close < open and close[1] > open[1] and
abs(close-open) > abs(close[1]-open[1]) and abs(close-open) < abs(close[1]-
open[1])*5 and close < MaX ,true, false)
----Finished Main Condition entry order
----Start filter fake signal
filterBuy = iff(abs(high-low) > AtrX and aroonOsc > AroonValue and adx > threshold
and adx[1] < adx,true,false)
filterSell = iff(abs(high-low) > AtrX and aroonOsc < -AroonValue and adx >
threshold and adx[1] < adx ,true,false)
----Finished filter fake signal
plot_shape(EngBuy == true and filterBuy == true,
"HIGHER",
shape_style.arrowup,
shape_size.huge,
colorBuy,
shape_location.belowbar,
0,
"ENG",
colorBuy
)
plot_shape(EngSell == true and filterSell == true ,
"LOWER",
shape_style.arrowdown,
shape_size.huge,
colorSell,
shape_location.abovebar,
0,
"ENG",
colorSell
)
