Acme F System Signal

Lme F Systen: Look for float breakouts and pullbacks

Inputs:

{F Parameters} FloatFactor(1.0), BaseBars(7), BaseFactor(o.25), 1 5( )> TableFactor(0.35), (Filter Parameters} FiltersOn(True), FilterLength(30), Hini[nu(nPiice(l5), {Position Parameters} Equity(lOOOOO), RiskModelO), RiskPercent(2.0), RiskATR(l.O), EntryFactor(0.3), DrawTargets(True);

Variables: N(o}, ATR(0.0), ATRLength(20), MA(O.O), HALength(SO), TradeFilter(True), BuyStop(O.O), ShDrtStop(O.O), {F Variables} TheFloat(o.o), FloatHighl(o.o), FloatHigh2(0.0), HighBaseCount(l), FloatLowl(0.0), FloatLow2(o.o), LowBaseCount(l), BaseDelta(0.0), TableOelta(O.O);

If TheFloat = 0.0 Then Begin

{Compute the number of base bars based on float turnover)

ThH 1o.il riiMll.i. h>l * A<trKrt-II lo.)l(l,il4iibi>lN.irir);

End Else If TheFloat > 0.0 Then Begin

{Initialize variables}

ATR = Average{Range, ATRLength}; HA Aveiage(aose, HALength); FloatHighl = AcmeFloatChannelHigh(TheFloat); FloatLowl = AcmnFloatChannelL0W(TheFloat);

{Run trade filters}

If FiltersOn Then

TradeFilter - Close >= HinimunPiice;

If TradeFilter Then Begin

{Calculate shares based on risk model}

N = AcmeGetShares(Equity, RiskModel, RiskPercent, RiskATR); {Entry Signals}

BuyStop -r High + (EntryFactor » ATR); Shortstop = Low - (EntryFactor * ATR); BaseDelta = BaseFactor * ATR; TableDelta = TableFactor * ATR;

If HlghBaseCount >= BaseBars and High > (FloatHighl - ATR) and

Highest(High, TableBars) - Lowest(High, TableBars) <= TableDelta and Close > MA Then Begin

{Draw Entry Targets on the Chart}

If DrawTaigets Then

Conditionl = AcmeEntryTargets("F", BuyStop, 0, 0, 0);

Buy("Acme LE FB"} N Shares Next Bar at BuyStop Stop; End;

If LowBaseCount >= BaseBars and Low < (FloatLowl + ATR) and

Highest(Low, TableBars) - Lowest(Low, TableBars) <= TableDelta and Close < MA Then Begin

{Draw Entry Targets on the Chart}

If DrawTargets Then

Conditionl = AcmeEntryTarget4("F", 0, 0, Shortstop, o);

SeUCAcme SE FB") N Shares Nert Bar at Shortstop Stop; End;

If Low (FloatLowl + ATR) and

DMIPlus (FilterLength) > DMIMinus(FillerLcMgth) .ind

Close > MA Then Begin

{Dr.iw Entry TjrRTts on the (luiil)

(.....llliDiil A(mliilivl-iih,<t*-("l". Iliiv.li>>. u, (I. u),

lluv("Ai..... II II") N 1. -. ¹»l 11. Kli lluyMop -lop,

End;

If High >= (FloatHighl - ATR) and

DMIHinus(FilterLength) > DraPlus(FilterLength) and

Close < HA Then Begin

(Draw Entry Targets on the Chart} If DrawTargets Then

Conditioni - AcmeEntryTargets("F", 0, 0, Shortstop, 0); SellCAcrne SE FP") N Shares Next Bar on Shortstop Stop; End; End;

{Calculate running base count and changing float channel values}

If AbsValue(FbatHighl - FloatHigh2) <= BaseDelta Then

HighBaseCount = HighBaseCount + l Else

HighBaseCount l; FloatHigh2 = FloatHighl;

If AbsValue(FloatLowl - FloatLowl) <= BaseDelta Then

LowBaseCount = LowBaseCount + l Else

LowBaseCount - 1; FloatLow2 = FloatLowl; End;

Acme Float Box Indicator

Acrne Float Box: Plot the upper and lower Hoat indicator lines

This is an implementation of the Cumulative-Volume Float Indicator described on Page 74 of the book "The Precision Profit Float Indicator" by Steve Woods.

Three dashed lines have been added to indicate Fibonacci retracement levels at the 38 , 50%, and 2% mark.

Inputs:

FloatFactor(l.O);

Variables:

TheFloat(0.0), FloatBars{0). ri(i,illliKh(n-(>). I liMlliiw(ii.n).

Float38 0.0),

Floatso 0.0),

Float62 0.0),

PlotColor(Black).

UpperLine(-l),

LowerLine(-a),

Line38(-l),

Line50(-1),

Line62(-1);

If LastBarOnChart Then Begin FloatBars - 0;

TheFloat = FbatFactor * AcmeGetFloat(CetSymbolNanie); If TheFloat > 0 Then Begin

FloatBars = AcmeCetFbatBars(TheFloat); If FloatBars > 0 Then Begin

FbatHigh = AcnieFloatChannelHigh(TheFloat); FbatLow = AcnieFloatChannelLow(TheFloat); If CetBackCroundColor = l Then

PlntColor = White; Upperline = T Wew(Date[0], Tiitie[0], FbatHigh, Date[FloatBarsT, Time[FloatBars], FloatHigh); If UpperLine >= 0 Then Begin

TL SetColor(UpperLine, PlotColor); TLSetSize(UpperLine, 1); End;

LowerLine - TL New(Date[0], Time[0], FloatLow, Date[FloatBars], Time[FloatBars], FloatLow); If LowerLine >= 0 Then Begin

TL SetColor(LowerLine, PlotColor);

TL SetSi2e(LowerLine, 1); End;

Fbat38 = FbatHigh - O.38 * (FloatHigh - FloatLow); Line3S = TL New(Date[0], Time[o], Float38, Date[FloatBars], Time[FbatBars], Float38); If Line38 >= 0 Then Begin

TL SetStyle(Line38, Tool Dashed);

TL SetColor(Line38, PlotColor);

TL SetSize(Line3S, 0); End;

Floatso - FloatHigh - 0-50 * (FloatHigh - FloatLow); LineSO - TL New(Date[0], Time[0], FbatSO, Date[FbatBars], Time[FloatBars], FloatSO); If LineSO >= 0 Then Begin

TL SetStyle(Line50, Tool Dashed);

TL SetColor(Line50, PlotColor);

Tl SetSize(Line50, 0); End; "

Flo.it62 . llodtHigh - 0.67 ♦ (riojlHiKh tlo.Hlow}; Lin<-f<? • [I Ni>w(l.ilrn, rim(-(l, Mo.ild?, n.ih-tliMMI.ii<.. liin<-tl(Mtn.ii-.. M<Ml(<7); I I I llll-l..> > i> Ihni lli-f.in

II .1-1 1-(1 .;. Ii>.il l,i-.hril).

TL SetColor(Line62, PbtColor); TL SetSize(Line62, o); End; End;

End;

Acme Float Ctiannel

Indicator

I »*+*+++**++*+*».♦♦»•*♦♦**+++♦♦♦**♦♦*»*♦+♦********♦♦**♦♦♦» »*»****»*♦ Acme Float Channel: Plot the float channels based on turnover

This is an implementation of the Cumulative-Volume Channel Indicator described on Page 78 of the book "The Precision Profit Float Indicator" by Steve Woods

Inputs:

FloatFactor(l.O), BaseBars(7), RangeFactor(o.J);

Variables:

TheFloat(0.0),

(High Parameters}

FloatHighl(0.0),

FloatHigh2(0.0),

HigheaseCount(l),

(Low Parameters}

FbatLowi(O.O),

FloatLow2(0.0),

LowBaseCount(l),

{Alert Parameters]

AlertString(""),

RangeDelta(0.0),

PercentLimit(0.25),

LookbackBars(20),

ADXLimit(20),

Strength).

Length2(0);

If TheFloat = 0.0 Then Begin

{Compute the number of base bars based on float turnover)

TheFbat = FloatFactor ♦ AcmeCetFloat(CetSymbolName);

End Else If TheFloat > 0.0 Then Begin (Computr the rh.innri Mnps)

t lii.iMli-.lil liMl(li.inii<-llliKb(llirl I.Ml);

Plotl(FloatHighl, "High");

FloatLowl = AcmeFloatChannelLow(ThEFIoat); Plot2(FloatLowl, "Low");

(Generate alerts}

RangeDelta = RangeFactor * Volatility(LDokbackBars);

If (High > Plotl or (High + RangeDelta >= Plotl and AcmeRangePercent(Close, 1) >= (l - PercentLimit))) and HighBaseLount >= BaseBars Then Begin

AlertString = "Upper Fbat Channel Breakout: Long";

AleTt(AlertString); End;

If (LOW <= Plot2 or (Low - RangeDelta Pbt2 and AcmeRangePercent(Close, l) <= PercentLimit)) and LowBaseCount >= BaseBars Then Begin

AlertString - "Lower Float Channel Breakout: Short";

Alert(AlertString); End;

If High * RangeDelta Plotl and ADX(LookbackBars) ADXlimit and

DMIMinus(LookbackBars) > CIPlusCLookbackBars) Then Begin

AlertString = "Touch Upper Float Channel in Downtrend: Short"; AlertString = AlertString +

" (ADX: " + MumToStr(ADX(LookbackBars), 0) 4 ")"; Alert(AleTtString); End;

If Lew - RangeDelta <= Plot2 and ADX(LookbackBars) > ADXLimit and

DMIPlus(LookbackBars) > DMIMinus(LookbackBars) Then Begin AlertString = "Touch Lower Float Channel in Uptrend: Long"; AlertString = AlertString +

" (ADX: " + NumToStr(ADX(LookbackBars), 0) + ")"; Alert(AlertString); End;

Length2 - AcmeOoubleTop(LookbackBars, Strength, RangeFactor); If High + RangeDelta >= Plotl and LengthZ > Then Begin

AlertString "Double Top; Short";

AlertStiing = AlertString ♦

" (length: " + NuniToStr(Length2, O) + *•)";

Alert(AIertString); End;

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