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Simple Slow Stochastic System

 
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gch2010



Joined: 17 Mar 2010
Posts: 2
PostPosted: Wed Mar 17, 2010 1:18 pm    Post subject: Simple Slow Stochastic System Reply with quote
Hey,

I'm trying to implement a simple slow stochastic system. Here's what it should do:
- Buy when the %D is below the oversold line (20%) and the %K crosses over it.
- Sell when the %D is above the overbought line (80%) and the %D crosses under it.

I'm very new to "tradery" and not very familiar with the entry and exit functions.
Can someone help me get started with it?

Thanks
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gch2010



Joined: 17 Mar 2010
Posts: 2
PostPosted: Wed Mar 17, 2010 3:53 pm    Post subject: Reply with quote
OK so I've been working on it for the past few hours, and this is what i arrived to:
Code:

//This is simple Slow Stochastic implementation
//Applied to the GOOG symbol

void run()
{
   Bars goog = bars("GOOG");
   Series stochSlowD;
   Series stochSlowK;


   if (goog)
   {
      stochSlowD = goog.StochSlowD(5, 10, SMA, 5, SMA);
      stochSlowK = goog.StochSlowK(5, 10, SMA, 5, SMA);
   }
    else
    {
       // we don't have data, print an error message
       PrintLine( "No data for symbol GOOG" );
       return;
    }
   
    Series overbought(size());
    Series oversold(size());
   
    for (unsigned int i=0; i< size(); i++)
    {
       overbought.setValue(i, 80);
       oversold.setValue(i, 20);
    }
   
    Pane pane1 = createPane("Stochastic");
    pane1.drawSeries("Slow % D", stochSlowD, RED);
    pane1.drawSeries("Slow % K", stochSlowK, BLUE);
    pane1.drawSeries("Overbought (80)", overbought, SILVER);
    pane1.drawSeries("Oversold (20)", oversold, SILVER);
   
    // this is the bar loop
    for( Index bar = 1; bar <size>80 AND
              stochSlowK[bar-1]>stochSlowD[bar] AND
              stochSlowK[bar]<stochSlowD[bar])
          {
             bool sold = sellAtMarket(bar+1, pos, "Selling at Market");
             if (sold)
             {
                PrintLine("Position closed on: " << pos.getCloseTime().toString() << ", at Market: " << pos.getClosePrice());
                PrintLine("Profit Made: "<<pos.getGain());
             }
          }
   }

   // position entry logic
   // Below undersold
   if (stochSlowD[bar]<20 AND
       stochSlowK[bar-1]<stochSlowD>stochSlowD[bar] AND
       !hasOpenPositions()
       )
   {
      PositionId id = buyAtMarket(bar+1, 1000, "Buying 1000 shares at market");
      Position pos2 = getPosition(id);
      if (pos2)
      {
         PrintLine("Position entered on: " << pos2.getEntryTime().toString() << ", at Market: " << pos2.getEntryPrice());
      }
   }
       
    }
}


I know it's not very well written but it does the job. I'm trying to integrate RSI with it for trend detection.
Please let me know how I can improve my system Very Happy

Thanks
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vovay45



Joined: 09 Jan 2008
Posts: 356
Location: San Francisco
PostPosted: Mon Mar 22, 2010 5:33 pm    Post subject: Reply with quote
My implementation of gch2010 idea but not only for GOOG

Code:
//SlowK-SlowD

Series stochSlowK;
Series stochSlowD;

bool init()
{
   stochSlowK = DEF_BARS.StochSlowK(5, 10, SMA, 5, SMA);
   stochSlowD = DEF_BARS.StochSlowD(5, 10, SMA, 5, SMA);
   return true;
}
void run()
{
  PositionId LongPosition = 0;
  for( Index bar = 10; bar < barsCount(); bar++ )
  {
    if (LongPosition )
    {
      if(stochSlowK[bar-1]>stochSlowD[bar-1]
         && stochSlowK[bar]<stochSlowD[bar]
         && stochSlowD[bar]>80 )
      {
            sellAtMarket(bar+1,LongPosition,"XLM"); 
            LongPosition = 0;
      }             
    }
    else
    {
      if(stochSlowK[bar-1]<stochSlowD[bar-1]
         && stochSlowK[bar]>stochSlowD[bar]
         && stochSlowD[bar]<20)
      { 
            LongPosition=buyAtMarket(bar+1, 1000, "ELM" );
      }       
    }         
  }
}


VY
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