/easylanguage-tools

Easylanguage-based program trading tools

easylanguage-tools

Easylanguage scripts and files relevant to program trading conducted on Multicharts/Tradestation. For a brief description of each item:

Functions

Indicators

  • Ehlers: Some John Ehlers indicators, e.g.

  • Equities: Indicators which applied most appropriately on daily or longer timeframe, such as

    • SCTR: Stockcharts Technical Rank indicator with slight modification
    • NumLogFromPeak: Number of daily sigma from the peak price in a period (default 256 trading days/52 weeks)

  • Oscillators:

    • KDJ: extra J line from the stochastic oscillator.
    • ZScore: Standard score in the context of Bollinger band, acting similarly as CCI (Commodity Channel Index).

  • Price: Plotting static or moving price levels on main chart, e.g.

    • KAMA: Kaufman Adaptive Moving Average
    • OpenCloseLines: drawing horizontal lines of each day's opening price with prescribed opening and closing time.
    • Parabolic SAR: a rewrite of the parabolic SAR indicators (with plots)

  • Timings: Plotting specific time, e.g.

    • 1stfribar: Plotting first Friday on daily chart. (usually the nonfarm payroll day)
    • 3rdfribar: Plotting first Friday on daily chart. (usually the expiry day for US equities & futures monthly options)
    • HKRollTime: Intraday timing for Hong Kong index futures rollover on the day prior to settlement day (2nd last working day in a month)

Signals