Acme R System Signal

Acrne R System: Look for Rectangle Breakouts

Inputs:

{R Parameters) RectangleLength(4), RectangleRange(l2), RectangleFactor(1.0), RectangleRatio(0.3), {Filter Parameters} FiltersOn(True), FilterLength(l4), HiniiiiumATR(l.o), {Position Parameters} Equity(100000), RiskModel(3), RiskPercent(2.0), RiskATR(l.O), EntryFactor(0.25), DraHTargets(True);

Variables: N(O), ATR(O.O), ATRLength(20), TradeFilter(True), BuyStop(O.O), ShortStop(O.O), (R Variables} InRectangle(False), RectangleHigh(0.0), RectangleLow(o.O);

ATR = Volatility(ATRLength);

RectangleHigh = Highest(High, Rectanglelengtti); RectangleLow = Lowest(Low, RectangleLength);

BuyStop = RectangleHigh + (EntryFactor * ATR); Shortstop = RectangleLow - (EntryFactor * ATR);

If FiltersOn Then

TradeFilter ATR >= MinimumATR;

If TradeFilter Then Begin

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N A.iii.4..-ish,ii.-s(iiiiiiiv. ki-.kM...i.-i. Kiaivrt.-hi. 1% 1 ):

{Determine whether or not we are in a rectangle}

InRectangle = AcmeRectangular(RectangleLength, RectangleRange,

RectangleFactor, RectangleRatio);

If InRectafigle Then Begin

{Draw Entry Targets on the Chart} If DrawTargets Then

Conditioni = AcmeEntryTargetsCR", BuyStop, 0, 0, 0); BuyCAcme LE S") W Shares Next Bar on BuyStop Stop; {Draw Entry Targets on the Chart} If DrawTargets Then

Conditioni = AcmeEntryTargetsCR", 0, 0, Shortstop, o); SellCAcme SE R") N Shares Next Bar on ShortStop Stop; End; End;

e Range R

Inputs:

Lengthl(2), Length2(7), Lowerlljiiit(.7), UpperLimit(1.3);

Plot2(LoweTLimit, "Lower Limit"); Plot3(UpperLimit, "Upper Limit"); If Date <> CurrentDate Then

Plotl(Acn)ˆRangeRatio(Lengthl, Length2), "Acme RR");

Acme Rectangle

Indkator

i **************»**; Acme Rectangle: Draw a rectangle

Inputs:

RectangleLength(4), RangeLength(12), RangeFactor(1.0), RangeRatloLi[nit(0.3);

Variables:

RectangleHigh(O.O), RectangleLow(O.O), UpperLine(-l). LowerLine(-i);

RectangleHigh = Highest(High, RectangleLength); RectangleLow = Lowest(Low, RectangleLength); If AciiieRectangular(RectangleLength, RangeLength, RangeFactor, RangeRatioLimit) Then Begin

UpperLine = TL New(Date[RectangleLength-l], Tirae[RectangleLength-l}, RectangleHigh, Date[o], Tirae[o], RectangleHigh); If UpperLine > 0 Then Begin

If CetBackCroundColor = Black Then TL SetColor(UpperLine, Yellow) Else

TL SetColor(UpperLine, Black); TL SetSize(UpperLine, l); End;

LowerUne = TL Hew(Date[RectangleLength-l], TimetRectangleLength-1]. RectangleLow, Date[o}, Tiine[0}, RectangleLow); If LowerLine >= 0 Then Begin

If CetBackCroundColor = Black Then TL SetColor(LowerLine, Yellow)

Else

TL SetColor(LowerLine, Black); TL SetSize(LowerLine, l); End; End;

Acme Spread

Acme spread: Plot the Spread I Requirements

Datai:Stock l Intraday Data2: Stock 2 Intraday DataB:Stock l Daily (hidden) Data4:Stock 2 Daily (hidden)

Inputs:

Pricel(Close of DataB), Price2(Close of Data4), StandardDeviatlons(l.s), Length(30);

Variables: HV1(0.0}, HV2(0.0), CV(O.O),

VolatilityBand(O.O), VolatUityConstant (0.0523), UpperBand(O.o), LowerBand(O.O), Spread(O.O);

If Date <> Date[l} Then Begin

HVl = AcmeVolatility(Length) of Data3;

HV2 = AcmeVobtility( Length) of Data4;

CV = Correlation(Pricel, Price2, Length);

VolatilityBand = VolatilityConstant * (HVi + HV2) * (l - CV);

UpperBand = StandardDeviations * VolatilityBand;

LowerBand = StandardDeviations * (-VolatilityBand); End;

Spread = (Close of Datai / Pricel) - (Close of Data2 / Price2); Plotl(Spread, "Spread"); Plot2(UpperBand, "UB"); Plot3(0, "Zero"); Plot4(LowerBand, "LB");

Acme Trade Manager

Signal

Acme Trade Manager: Set stops and profit targets ***♦#♦♦*♦******♦**************♦♦**»»********♦♦***

Inputs:

SySternlDC"),

{Position Management Parameters}

ExitFactor(0.2S),

StopBars(1),

ProfitTarget(True),

ProfltFactor(0.9),

HaldBars(S),

DrawTargets(True),

{Trade Logging}

LogTrades(False),

LogFileCOrders.txt");

Variables: ATR(0.0), ATRLength(20), ATRFactor(O.O), ProfitBars(O), SellStop(O.o), SeUTargeti(o.o), SellTarget2(o.o). C0VˆrStop(0.D), CoverTarget1(0.0), CoveiTarget2(o.o);

ATR = Volatility(ATRLength); ATRFactor = ProfitFactor * ATR; ProfitBars = IntPortion(HoldBars/2) * 1;

SellStop = Lowest(Low, StopBars) - (ExitFactor * ATR); ExitLongCAcme LX-") Next Bar at SellStop Stop; If ProfitTarget Then Begin

SellTargetl = High + ATRFactor;

ExitLongCActne LX+") CurrentContracts/2 Shares Next Bar at SellTargetl Limit;

SellTarget2 = High[ProfitBars} + (2 * ATRFactor); ExitLongCAcme LX++") CurxentContracts/3 Shares Next Bar at SellTarget2 Limit; End;

If BarsSinceEntry >= HoldBars - 1 Then IxitlnnRCAcmo IX") Ni-xl B.ii on Opi-n.

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ExitShortCAcme SX-") Next Bar at CoverStop Stop; If ProfitTarget Then Begin

CoverTargetl = Low - ATRFactor;

ExitShortCAcme SX+") CiirrentContracts/2 Shares Next Bar at CoverTargetl Limit;

CoverTarget2 = Low[ProfitBars] - (2 • ATRFactor); ExitShortCAcme SX++") CurrentContracts/2 Shares Next Bar at CoverTarget2 Limit; End;

If BarsSinceEntry >= HoldBars - l Then ExitShortCAcme SX") Next Bar on Open;

{Draw Exit Targets on the Chart} If DrawTargets Then

If MarketPosition = X Then

Conditioni = AcmeExitTargets(SystˆmID. SellStop. SellTargetl, SellTarget2) Else If HarketPosition = -1 Then

Conditioni = AcmeExitTargets(SystemID, CoverStop, CoverTargetl, CoverTarget2);

{Log Trades for Spreadsheet Export}

Conditioni = AcmeLogTrades(LogTrades, LogFile, SystemID);

Acme Triangle

Acme Triangle: Plot Triangle Formations

Inputs:

Length(20), Strength(3), MaximumSlope(o.5), MaximumPivots(3);

Variables:

FoundHighPivot(False),

FoundLowPivot(False),

N(O),

SHl(-l),

SLl(-l),

SH2(-a),

SL2(-1), TH(-l), TL(-l).

HighS]opr(o.o), lowM«».-("-»). Ii...-.iu.j:l,(.i.(.). ll..i.ilh.w(ii.ii);