MultiTradingSystem

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//  Copyright by HPotter v1.0 21/11/2014
//This is example to show you how  can combine two and more strategies for get 
// a cumulative signal. Result signal will return 1 if two (or more) strategies 
// is long, -1 if all strategies is short and 0 if signals of strategies is not equal.
//
// First strategy
// Chaikin's Volatility indicator compares the spread between a security's
// high and low prices. It quantifies volatility as a widening of the range
// between the high and the low price.
// You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
// HLC3, OHLC4 and ect...
//
// Secon strategy
// The Moving Average Crossover trading strategy is possibly the most popular
// trading strategy in the world of trading. First of them were written in the
// middle of XX century, when commodities trading strategies became popular.
// This strategy is a good example of so-called traditional strategies. 
// Traditional strategies are always long or short. That means they are never 
// out of the market. The concept of having a strategy that is always long or 
// short may be scary, particularly in today’s market where you don’t know what 
// is going to happen as far as risk on any one market. But a lot of traders 
// believe that the concept is still valid, especially for those of traders who 
// do their own research or their own discretionary trading. 
// This version uses crossover of moving average and its exponential moving average. 
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//Function for First strategy
//Strategy return 1 if long and -1 if short and 0 if prev value or flat
ChaikinVolStr(Length, ROCLength, Trigger) =>
    xPrice1 = high
    xPrice2 = low
    xPrice = xPrice1 - xPrice2
    xROC_EMA = roc(ema(xPrice, Length), ROCLength)
    iff(xROC_EMA < Trigger, 1,
    	iff(xROC_EMA > Trigger, -1, 0)) 
//Function for Second strategy
//Strategy return 1 if long and -1 if short and 0 if prev value or flat
EMA_MACrosStr(LengthMA, LengthEMA) =>
    xMA = sma(close, LengthMA)
    xEMA = ema(xMA, LengthEMA)
    iff(xEMA < xMA , 1,
	   iff(xEMA > xMA, -1, 0)) 
//Functions for other strategies....
//....................
//....................

//Main function Code
study(title="Multi Trading System")
//Inputs for First strategy
Length = input(10, minval=1)
ROCLength = input(12, minval=1)
Trigger = input(0, minval=1)
//Inputs for Second strategy
LengthMA = input(10, minval=1)
LengthEMA = input(10,minval=1)
//Get a signals from strategies
posChaikin = ChaikinVolStr(Length, ROCLength, Trigger) //Get signal from first stragey
posEMA_MACrosStr = EMA_MACrosStr(LengthMA, LengthEMA) //Get signal from second stragey
//Make cumulative signal
posResult = iff(posChaikin == 1 and posEMA_MACrosStr == 1 , 1,
	            iff(posChaikin == -1 and posEMA_MACrosStr == -1, -1, 0)) 
barcolor(posResult == -1 ? red: posResult == 1 ? green : blue )