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# Examples of algorithms and indicators

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This article presents examples of the implementation of algorithms and indicators using the TSLab visual script editor.

In order to run the example, you need:

- 1.Download a sample script to your computer.
- 2.Launch TSLab program.
- 3.Select the menu item Lab - Scripts
- 4.In the Scripts window click the Load from file button.
- 5.Go to the directory with the downloaded script. Select the required script and click on the Open button.
- 6.In the list of available scripts, select the loaded script and double-click on it with the mouse.

The examples of using the block programming editor to create indicators

Is executed using the

**Formula**and**Constant**blocks.If necessary, the user can use the

**Formula**block instead of the Constant or another indicator for calculating the indicator's Period. This is an example of creating indicators with a managed period.**A * close + (1-A) * ema[i-1]**

**A = (2/(period+1))**

**Useful links**

**Download**

**Momentum**is calculated as the difference between the bar's closing price and the price n periods ago.

Is executed using the

**Formula**and**Constant**blocks. The momentum is numerically equal to the profit that could be obtained when investing in a unit of this instrument for the period under consideration.**close - close[i-period]**

**Useful links**

**Download**

Is executed using the

**Formula**and**Constant**blocks. Normalized ROC is numerically equal to the return on investment per unit of this tool for the period under consideration.**100*((close - close[i-period])/ close[i-period]**

**Useful links**

**Download**

The rate of change shows the percentage change in price from one period to another. It is calculated as a comparison of the current price with the price of the previous period, which is separated from the current one by n periods. ROC is numerically equal to the increase in the cost of the instrument over the period under consideration.

**((close / close[i-period])*100)-100**

**Useful links**

**Download**

It is calculated as the given ratio of the current deviation of a typical price from its simple moving average to the average absolute deviation of this value.

Is executed using formula blocks. The CCI example contains two more examples. SMA calculation and Typical Price calculation.

**(1/0.015)*((TypicalPrice-SMA)/MAD)**

**TypicalPrice = (Close+Low+High)/3**

**MAD = SumIn(Math.Abs(TypicalPrice - SMA))/N**

**Download**

Difference from the standard indicator: EMA is used instead of

*Typical Price*, also MAD, built-in TSlab program indicator AMA, is used at calculation.**Useful links**

**Download**

To calculate the relative strength, all candles of the selected time period, which showed a closing higher than the previous candle, U Calculation, are selected.

**Close>Close[i-1] ? Close-Close[i-1] : 0**

The average growth value is determined using the EMA exponential moving average.

The same operation is performed for candles that show a close below the previous one. Calculation D

The ratio of these two values gives the relative strength value (RS).

**RSI 100-(100/(1+RS))**

Made in the

**Formula**blocks. The**Associated parameter**block is used.**Useful links**

**Download**

In the given indicator there is an example of choosing the type of moving average for calculating RSI, EMA, SMA or AMA. The selection is made using the Constant.

**Useful links**

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The Ichimoku indicator is a technical indicator developed in the 1930s by Japanese analyst Goichi Hosoda, who was published under the pseudonym Sanjin Ichimoku, to predict the movement of Japan's Nikkei stock index. The Ichimoku indicator combines several approaches to market analysis and is designed to identify trends, support and resistance lines and generate buy / sell signals.

**Working with formula blocks.****Useful links**

**Download**

The examples of using the block programming editor to create simple trading systems described in Wikipedia

The example of the application of logical constants.

You can enter positions using the buttons on the control panel. Exit positions using trailing and stop-loss blocks or using the Drop buttons.

The recommended conversion for the Recalculations by events script. Or the Transaction recalculate.

**Download**

The enter to the Long position at the bottom-up intersection of the short-period EMA (ema2) and the long-period EMA(ema1).

Stop loss is calculated using the

**Updating value**Block using the formula**entry*(1+(Profit-stopValue)/100)**

Where Profit - MFE% maximal deviation of the price from the entry price in the better direction.

**stopValue**- Constant

**entry**- Entry price

**Useful links**

**Download**

Enter the Long position, if DI+ is greater than DI- and the ADX value on the last closed bar is greater than the ADX value on the previous bar. adx[i-1] < adx[i]

Close the position if DI+ is less than DI- and adx[i-1] > adx[i]

**Useful links**

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- «Alligator's jaw». (Jaw) This is the moving average with the longest period;
- «Alligator's teeth». (Teeth) The second moving average with a period less than Jaw;
- «Alligator's lips» (Lips) — the fastest one with a period less than Teeth.

Entering the Long position when the Median Price (mp) is > lips & lips > teeth & teeth > jaw
Entering the Short position, when mp < lips & lips < teeth & teeth < jaw

The Exit from the positions is performed by TrailStop.

**Useful links**

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The system is based on the breakdown of the maximum and minimum price levels over a period of time. When the current price breaks up the upper line of the channel Maximum For, enter the Long position. When the current price breaks down the lower border of the channel, enter the Short position. Exit from the positions is also performed via the Donchian channel, with other periods.

**Useful links**

**Download**

This example solves the problem of choosing a timeframe (an interval of bars). In the source the interval is 1 minute. Any interval greater than or multiple of a minute can be used in compression.

**Useful links**

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Enter the Long position if the Macd is greater than the filter Constant or less than the -Constant, when the signal line crosses the MACD indicator.

Exit the position at the reverse intersection.

**Useful links**

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**Chande Momentum Oscillator (CMO)**— modification of the Momentum indicator. Enter the Long position when the CMO crosses zero from bottom to top. Enter the Short position when the CMO crosses zero from top to bottom. Trailing stop is applied to exit positions. Assumes the presence of two opposite positions.

**Useful links**

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One instrument minus the second instrument. This approach

**is used for arbitrage strategies**. In this case,*spatial arbitration*.**Useful links**

**Download**

In the TSLab program all the indicators are considered "As in the book", Stochastic is no exception. In other words, no price smoothing is applied before the indicator is calculated.

In the example the SMA smoothing of the Stoch indicator is used. Constants are used to enter a position.
Entering the long position when the SMA crosses the lower constant from bottom to top.
Closing a position when the SMA crosses the upper constant from top to bottom.

**Useful links**

**Download**

Last modified 2yr ago