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TD Sequential for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 4)
Tags:

TD Sequential.
TD Points.
TD Setup Trends.

By AbdulKareem – AlGhamdi1 [at] hotmail.com

Screenshots

Indicator / Formula

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_SECTION_BEGIN("TD Systems");
// Parameters
ShowNumbers= ParamToggle("Show 1-8 Numbers","No|Yes", 1);
ShowTDPoints = ParamToggle("Show TD Points", "No|Yes", 1);
ShowTDST = ParamToggle("Show TD Setup Trend", "No|Yes", 1);
tdstsa = 0;
tdstba = 0;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//********************************************** TD Points********************************************************************/
function TD_Supply()
{
    return ( H > Ref(H, 1) AND H > Ref(H, -1) AND H > Ref(C, -2));
}
function TD_Demand()
{
    return ( L < Ref(L, 1) AND L < Ref(L, -1) AND L < Ref(C, -2));
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *********************************************** TD Sequential************************************************************/
// *** Setup Buy Signal ***
//nine consecutive days closes less than the close four days earlier
Con = C < Ref( C, -4);
Buy9Bars = BarsSince(BarsSince(Con));
Buy9Signal = Buy9Bars == 9;
 
// *** Requirements ***
//The first day of the nine-day  must be preceded by a close day immediately before it that is greater than OR equal to the Close four days earlier
Con = Ref(C, -9) >= Ref(C, -13);
Buy9Req = Buy9Signal AND Con;
 
// *** Intersection ***
// the high of either day 8 or day 9 is greater than or equal to the low three, four, five, six, OR seven days earlier
Con1 = (H >= Ref(L, -3)) OR ( Ref(H, -1) >= Ref(L, -3));
Con2 = (H >= Ref(L, -4)) OR ( Ref(H, -1) >= Ref(L, -4));
Con3 = (H >= Ref(L, -5)) OR ( Ref(H, -1) >= Ref(L, -5));
Con4 = (H >= Ref(L, -6)) OR ( Ref(H, -1) >= Ref(L, -6));
Con5 = (H >= Ref(L, -7)) OR ( Ref(H, -1) >= Ref(L, -7));
 
Buy9Intr = Buy9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Setup Sell Signal ***
//nine consecutive days closes greater than the Close four days earlier.
Con = C > Ref( C, -4);
Sell9Bars = BarsSince(BarsSince(Con));
Sell9Signal = Sell9Bars == 9;
 
// *** Requirements ***
//The first day of the nine-day must be preceded by a Close day immediately before it that is less than the Close four days earlier
Con = Ref(C, -9) < Ref(C, -13);
Sell9Req = Sell9Signal AND Con;
 
// *** Intersection ***
//the low of either day 8 or day 9 is less than or equal to the high three, four, five, six, OR seven days earlier
Con1 = (L <= Ref(H, -3)) OR ( Ref(L, -1) <= Ref(H, -3));
Con2 = (L <= Ref(H, -4)) OR ( Ref(L, -1) <= Ref(H, -4));
Con3 = (L <= Ref(H, -5)) OR ( Ref(L, -1) <= Ref(H, -5));
Con4 = (L <= Ref(H, -6)) OR ( Ref(L, -1) <= Ref(H, -6));
Con5 = (L <= Ref(H, -7)) OR ( Ref(L, -1) <= Ref(H, -7));
 
Sell9Intr = Sell9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if(StrToNum(NumToStr(Buy9Intr))) Sell9Intr = False;
if(StrToNum(NumToStr(Sell9Intr))) Buy9Intr = False;
BuySignal = Flip(Buy9Intr, Sell9Intr);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Buy Countdown ***
//With respect to a pending Buy Signal, the close must be less than the low two days earlier;
Con = C < Ref(L, -2);
Buy13Count = Sum(Con AND BuySignal, BarsSince(Buy9Intr));
Buy13Signal = Buy13Count == 13;
 
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Sell Countdown ***
//with respect to a pending Sell Signal, the Close must be greater than the High two trading days earlier.
Con = C > Ref(H, -2);
Sell13Count = Sum(Con AND NOT BuySignal, BarsSince(Sell9Intr));
Sell13Signal = Sell13Count == 13;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TD Sequential Plotting area *************************************************/
Plot(C, "", IIf(O>=C, colorRed, colorGreen), styleBar);
PlotShapes(IIf(Buy9Intr OR Sell9Intr, shapeDigit9, shapeNone),colorBlue, 0, H,20);
if(ShowNumbers)
PlotShapes(IIf(Buy9Bars==1, shapeDigit1,
             IIf(Buy9Bars==2, shapeDigit2,
             IIf(Buy9Bars==3, shapeDigit3,
             IIf(Buy9Bars==4, shapeDigit4,
             IIf(Buy9Bars==5, shapeDigit5,
             IIf(Buy9Bars==6, shapeDigit6,
             IIf(Buy9Bars==7, shapeDigit7,
             IIf(Buy9Bars==8, shapeDigit8,
             IIf(Buy9Bars >9, shapeStar,shapeNone))))))))),colorGreen, 0, H, H*.001);
if(ShowNumbers)
PlotShapes(
            IIf(Sell9Bars==1, shapeDigit1,
            IIf(Sell9Bars==2, shapeDigit2,
            IIf(Sell9Bars==3, shapeDigit3,
            IIf(Sell9Bars==4, shapeDigit4,
            IIf(Sell9Bars==5, shapeDigit5,
            IIf(Sell9Bars==6, shapeDigit6,
            IIf(Sell9Bars==7, shapeDigit7,
            IIf(Sell9Bars==8, shapeDigit8,
            IIf(sell9bars>9, shapeStar,shapeNone))))))))),colorRed, 0, H, H*.001);
 
Sell = Sell13Signal AND NOT BuySignal;
Buy = Buy13Signal AND BuySignal;
Sell = ExRem(Sell, Buy);
Buy = ExRem(Buy, Sell);
PlotShapes(Sell*shapeDownArrow, colorYellow, 0, H, -H*.001);
PlotShapes(Buy*shapeUpArrow, colorBrightGreen, 0, L, -L*.001);
 
if(StrToNum(NumToStr(BuySignal)))
bgColor = ColorRGB(0,66, 2);
else
bgColor = ColorRGB(66,2, 0);
SetChartBkGradientFill( colorBlack, bgColor);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TD Points Plotting area*************************************************/
if(ShowTDPoints)
{
PlotShapes(TD_Supply()*shapeSmallCircle, colorRed, 0, H, H*.001);
PlotShapes(TD_Demand()*shapeSmallCircle, colorGreen, 0, L, -L*.001);
///////////////////////////////////////////////////////////////////////////
y0 = StrToNum(NumToStr(ValueWhen(TD_Demand(), L)));
x = LineArray(0, y0, (BarCount-1), y0);
Plot(x, "", colorGold, styleDashed);
y0 = StrToNum(NumToStr(ValueWhen(TD_Supply(), H)));
x = LineArray(0, y0, (BarCount-1), y0);
Plot(x, "", colorGold, styleDashed);
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TDST Plotting area*************************************************/
// ---------------->>>> Code from Dave <<<----------------------
//
if(ShowTDST)
{
tdstba =Cum(0);
tdstb = Null;
HHV9 = HHV(H,9);
for (i = 0; i < 10; i++)  tdstba[i] = Null;
 
for( i = 10; i < BarCount; i++ )
{
  if (Buy9Bars[i] == 9)
    {
      HHV_b = HHV9[i];
      if (HHV_b > C[i-9])
                  tdstb = HHV_b;
             else tdstb = C[i-9];
 
      for (j = 0; j < 9; j++ )
          tdstba[i-j] = tdstb;
    }
      else tdstba[i] = tdstb;
}
 
tdstsa =Cum(0);
tdsts = Null;
LLV9 = LLV(L,9);
for (i = 0; i < 10; i++)  tdstsa[i] = Null;
 
for( i = 10; i < BarCount; i++ )
{
  if (Sell9Bars[i] == 9)
    {
      LLV_b = LLV9[i];
      if (LLV_b < C[i-9])
                  tdsts = LLV_b;
             else tdsts = C[i-9];
 
      for (j = 0; j < 9; j++ )
          tdstsa[i-j] = tdsts;
    }
      else tdstsa[i] = tdsts;
}
Plot(tdstba, "TDSTb", colorBlue,styleStaircase | styleThick|styleDots);
Plot(tdstsa, "TDSTs", colorRed,styleStaircase | styleThick|styleDots);
 
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
Title =  "{{DATE}} - "+Name()+" ("+ FullName()+ ")  - "+" Open="+O+",
High="+H+", Low="+L+", Close="+C+StrFormat(" (%.2f  %.1f%%)
",IIf(ROC(C,1)==0,0,C-Ref(C,-1)),SelectedValue( ROC( C, 1 )))+
"\n"+EncodeColor(colorBlue) +"TDST Buy = " +WriteVal(tdstba, 5.2) +"
"+EncodeColor(colorRed) +"TDST Sell = " +WriteVal(tdstsa, 5.2)+
"\n"+EncodeColor(colorGold)+WriteIf(BuySignal, "(Buy Signal
Active:"+Buy13Count, "(Sell Signal Active: "+Sell13Count)+")";
 
_SECTION_END();

2 comments

1. sudhir12192

Please explain how to use this indicator in trading.

2. administrator

Under the chart of the following site are two PDF files which explain the indicator TDM Sequential in great detail much better then I ever could. It explains almost every aspect of it.

Click here to go to the site

PS. Don’t use all capital letter when posting because that means your shouting.

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