EasyLanguage SuperTrend indicator

January 11th, 2013, 08:42 PM

Big Mike

Gotcha.

The strend var is the key if i remember, monitor it for a change = if I remember it is 1 for long, -1 for short, so you could do something like:

if strend = 1 and strend[1] <> 1 then buy 1 contract next bar at market;

Mike

Mike - just adding my thanks to this old thread - I was able to get a Supertrend function up and running in MC with this post. It's my favourite indicator from a prorealtime past so v grateful for this.

August 5th, 2013, 01:06 PM

Big Mike

Gotcha.

The strend var is the key if i remember, monitor it for a change = if I remember it is 1 for long, -1 for short, so you could do something like:

if strend = 1 and strend[1] <> 1 then buy 1 contract next bar at market;

Mike

I cannot replicate this unfortunately. The Signal does not open Positions.

Quoting

Inputs:

smalength ( 200 ),
emalength ( 50 ),
ATRLength ( 30 ),
ATRMult ( 10 ),
Strength ( 30 ),

Variables:

smav ( 0 ),
emav ( 0 ),
vSuperTrend ( 0 ),
strend ( 0 );

// Call MAs
smav = Average(Close, smalength);
emav = XAverage(Close, emalength);

// Call Supertrend
vSuperTrend = SuperTrend(ATRLength, ATRMult, Strength, vSTrend);

// Open new positions (Long Only)

if marketposition = 0 then begin // Only open new positions if flat

if close > vSuperTrend then begin // Checks if Supertrend is below price action

end;

// EMA and SMA Both Rising & Supertrend switches from Red to Green
if smav > smav[1] and emav > emav[1] and emav > smav
and sTrend = 1 and sTrend[1] <> 1 then begin

Buy ("Enter Long") 1 Contracts Next Bar At Market;

end;

end;

August 6th, 2013, 09:13 PM

Anyone help for this?

ABCTG · August 7th, 2013, 03:23 AM

The variable strend is never assigned a value, except the initial 0.
So your condition

Code

sTrend = 1 and sTrend[1] <> 1

can never become true.

Should it be

Code

vsTrend = 1 and vsTrend[1] <> 1

?

Regards,
ABCTG

August 7th, 2013, 06:06 PM

Hi ABC,

I referred to BigMike's post #22 on Page 3.

I would like to code a Buy/Sell signal for Supertrend crossings.

In Ninjatrader I did it through the following:

Quoting

// Condition set 1
if (anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[1] > Close[1]
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[0] < Close[0])
{
EnterLong(RiskSize, "Buy Long");
}

// Condition set 2
if (Position.Quantity > 0
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[1] < Close[1]
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[0] > Close[0])
{
ExitLong("Exit Long", "");
}

It works fine, but for Easy Language, I somehow don't get it

ABCTG · August 8th, 2013, 07:11 AM

Hi sagetrade,

to check for a crossing is quite easy in EasyLanguage.
For an upcross you can do it like this:

Code

if MyVariable crosses over MyVariable[1]

or like this:

Code

if MyVariable > MyVariable[1] and MyVariable[1] < MyVariable[2]

or

Code

if MyVariable > MyVariable[1] and MyVariable[1] <= MyVariable[2]

depending on what you want.

For your code it makes a difference on the variable you want to use. Both sTrend and vSuperTrend are able to accomplish the task.
If you want to use vSuperTrend, then check for the cross. With sTrend you simply need to check for

Code

if sTrend = 1 and sTrend[1] = -1

Regards,
ABCTG

sagetrade

Hi ABC,

I referred to BigMike's post #22 on Page 3.

I would like to code a Buy/Sell signal for Supertrend crossings.

In Ninjatrader I did it through the following:

It works fine, but for Easy Language, I somehow don't get it

August 8th, 2013, 07:05 PM

ABCTG

For your code it makes a difference on the variable you want to use. Both sTrend and vSuperTrend are able to accomplish the task.
If you want to use vSuperTrend, then check for the cross. With sTrend you simply need to check for

Code

if sTrend = 1 and sTrend[1] = -1

thx so much ABC once again. Can you explain where the specific difference between variables vSuperTrend & sTrend is?

ABCTG · August 9th, 2013, 02:18 AM

The vSuperTrend carries the value of the Supertrend and sTrend carries the direction of the Supertrend indicator.
This will become clear if you plot both variables. On this image the blue line is vSuperTrend and the red line is displaying the value of sTrend.

Regards,
ABCTG

August 9th, 2013, 08:38 AM

But why do I need this sTrend variable at all?

When I look at my NinjaCode...

Quoting

// Condition set 1
if (anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[1] > Close[1]
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[0] < Close[0])
{
EnterLong(RiskSize, "Buy Long");
}

// Condition set 2
if (Position.Quantity > 0
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[1] < Close[1]
&& anaSuperTrendM11(ATRStrength, ATRMult, ATRPeriod, false).StopDot[0] > Close[0])
{
ExitLong("Exit Long", "");
}

...there is no sTrend at all - just these three ATR variables.

ABCTG · August 9th, 2013, 09:39 AM

You don't need it. The easiest thing is to just leave it in there, if you don't want to use it. You just have to use it as input of the function.
Otherwise delete the input and get rid of it within the code. This will leave you with the three ATR inputs to the function.

Regards,
ABCTG

EasyLanguage SuperTrend indicator

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EasyLanguage SuperTrend indicator