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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 | _SECTION_BEGIN ( "Trend Lines" ); p1 = Param ( "TL 1 Periods" , 20, 5, 50, 1); p2 = Param ( "TL 2 Periods" , 5, 3, 25, 1); TL1 = LinearReg ( C , p1); TL2 = EMA (TL1, p2); Col1 = IIf (TL1 > TL2, ParamColor ( "TL Up Colour" , colorGreen ), ParamColor ( "TL Dn Colour" , colorRed )); Plot (TL1, "TriggerLine 1" , Col1, styleLine | styleThick | styleNoLabel ); Plot (TL2, "TriggerLine 2" , Col1, styleLine | styleThick | styleNoLabel ); _SECTION_END (); _SECTION_BEGIN ( "Linear Regression Channel" ); //CyberMan's Linear Regression Channel. //Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below //The original was written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support //Wysiwyg coded the angle in degrees part //I modified the original Linear Regression code so that the line will change color based on the degree of the Linear Regression slope. //I combine this with my trading system. //When my system gives an entry signal I look at the Linear Regression Line and I will only take long positions if the Linear Regression line is green and the entry price is below the LR line. //When my system gives an entry signal I look at the Linear Regression Line and I will only take short positions if the Linear Regression line is red and the entry price is above the LR line. //It is usefull for filtering out lower probability trades. //================================================Start Chart Configuration============================================================================ SetChartOptions (0, chartShowArrows | chartShowDates ); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " + WriteVal ( V , 1.0 ) + " {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 )) )); SetChartBkGradientFill ( ParamColor ( "Top" , colorTeal ), ParamColor ( "Bottom" , colorLightGrey ), ParamColor ( "Title" , colorTeal )); SetChartBkColor ( colorTeal ); Plot ( C , "Close" , colorWhite , styleCandle , Zorder = 1); SetChartOptions (0, chartShowArrows | chartShowDates ); //================================================End Chart Configuration=============================================================================== //====================================Start of Linear Regression Code================================================================================== P = ParamField ( "Price field" ,-1); Length = 150; Daysback = Param ( "Period for Liner Regression Line" ,Length,1,240,1); shift = Param ( "Look back period" ,0,0,240,1); //=============================== Math Formula ======================================================================================================== x = Cum (1); lastx = LastValue ( x ) - shift; aa = LastValue ( Ref ( LinRegIntercept ( p, Daysback), -shift) ); bb = LastValue ( Ref ( LinRegSlope ( p, Daysback ), -shift) ); y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); //==================Plot the Linear Regression Line ==================================================================================================== LRColor = ParamColor ( "LR Color" , colorCycle ); LRStyle = ParamStyle ( "LR Style" ); LRLine = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y, Null ); LRStyle = ParamStyle ( "LR Style" ); Angle = Param ( "Angle" , 0.05, 0, 1.5, 0.01); // A slope higher than 0.05 radians will turn green, less than -0.05 will turn red and anything in between will be white. LRLine = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y, Null ); Pi = 3.14159265 * atan (1); // Pi SlopeAngle = atan (bb)*(180/Pi); LineUp = SlopeAngle > Angle; LineDn = SlopeAngle < - Angle; if (LineUp) { Plot (LRLine, "Lin. Reg. Line Up" , IIf (LineUp, colorBrightGreen , colorWhite ), LRStyle); } else { Plot (LRLine, "Lin. Reg. Line Down" , IIf (LineDn, colorDarkRed , colorWhite ), LRStyle); } //========================== Plot 1st SD Channel ====================================================================================================== SDP = Param ( "Standard Deviation" , 1.5, 0, 6, 0.1); SD = SDP/2; width = LastValue ( Ref (SD* StDev (p, Daysback),-shift) ); //Set width of inside chanels here. SDU = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y+width , Null ) ; SDL = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y-width , Null ) ; SDColor = ParamColor ( "SD Color" , colorCycle ); SDStyle = ParamStyle ( "SD Style" ); Plot ( SDU , "Upper Lin Reg" , colorWhite ,SDStyle ); //Inside Regression Lines Plot ( SDL , "Lower Lin Reg" , colorWhite ,SDStyle ); //Inside Regression Lines //========================== Plot 2d SD Channel ======================================================================================================== SDP2 = Param ( "2d Standard Deviation" , 2.0, 0, 6, 0.1); SD2 = SDP2/2; width2 = LastValue ( Ref (SD2* StDev (p, Daysback),-shift) ); //Set width of outside chanels here. SDU2 = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y+width2 , Null ) ; SDL2 = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y-width2 , Null ) ; SDColor2 = ParamColor ( "2 SD Color" , colorCycle ); SDStyle2 = ParamStyle ( "2 SD Style" ); Plot ( SDU2 , "Upper Lin Reg" , colorWhite ,SDStyle2 ); //OutSide Regression Lines Plot ( SDL2 , "Lower Lin Reg" , colorWhite ,SDStyle2 ); //OutSide Regression Lines Trend = IIf (LRLine > Ref (LRLine,-1), colorGreen , colorRed ); //Changes LR line to green if sloping up and red if sloping down. Plot ( LRLine , "LinReg" , Trend, LRSTYLE ); //============================ End Indicator Code ========= _SECTION_BEGIN ( "MAMA" ); SetBarsRequired ( 10000, 10000 ); SetChartOptions (0, chartShowArrows | chartShowDates ); prc = ( High + Low ) / 2; fastlimit = 0.5; slowlimit = 0.05; pi=4* atan (1); RTD=180/pi; DTR=pi/180; Cyclepart= Param ( "Alpha" ,0.5,0.1,1,0.1); Smooth[0] = Period = Detrender[0] = I1[0] = Q1[0] = 0; phase[0]=deltaphase[0]=MAMA[0]=FAMA[0]=0; for ( i = 6; i < BarCount ; i++ ) { Smooth[i] = ( 4 * prc[i] + 3 * prc[i-1] + 2 * prc[i-2] + prc[i-3] ) / 10; AmpCorr[i] = 0.075 * Period[i-1] + 0.54; Detrender[i] = ( 0.0962 * Smooth[i] + 0.5769 * Smooth[i-2] - 0.5769 * Smooth[i-4] - 0.0962 * Smooth[i-6] ) * AmpCorr[i]; Q1[i] = ( 0.0962 * Detrender[i] + 0.5769 * Detrender[i-2] - 0.5769 * Detrender[i-4] - 0.0962 * Detrender[i-6] ) * AmpCorr[i]; I1[i] = Detrender[i-3]; if (I1[i] != 0) phase[i] = DTR*360/ atan (q1[i]/I1[i]); deltaphase[i]=phase[i-1]-phase[i]; if (deltaphase[i] <1) deltaphase[i]=1; alpha[i]=fastlimit[i]/deltaphase[i]; if (alpha[i] < slowlimit[i]) alpha[i]=slowlimit[i]; MAMA[i]=alpha[i] * prc [i] +(1-alpha[i])*MAMA[i-1]; FAMA[i]=Cyclepart*alpha[i] * prc [i] +(1-Cyclepart*alpha[i])*FAMA[i-1]; } _SECTION_END (); _SECTION_BEGIN ( "SYSTEM" ); BuySetupValue= ValueWhen ( Cross (MAMA,FAMA), H ,1); SellsetupValue= ValueWhen ( Cross (FAMA,MAMA), L ,1); Buysetup = Cross (MAMA,FAMA) ; Sellsetup = Cross (FAMA,MAMA); Longa = Flip (Buysetup,Sellsetup); shrta = Flip (Sellsetup,Buysetup); Buy =Longa AND Cross ( C ,BuySetupValue); Sell =shrta AND Cross (SellsetupValue, C ); Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); t1= Flip ( Buy , Sell ); t2= Flip ( Sell , Buy ); BPrice= ValueWhen (t1 AND Ref (t1,-1)==0, C ,1); SPrice= ValueWhen (t2 AND Ref (t2,-1)==0, C ,1); GraphXSpace = 5; dist = 1.5* ATR (20); for ( i = 0; i < BarCount ; i++ ) { if ( Buy [i] ) PlotText ( "" + C [ i ], i, L [ i ]-dist[i], colorLime ); if ( Sell [i] ) PlotText ( "" + C [ i ], i, H [ i ]+dist[i], colorYellow ); } _SECTION_END (); //=================TITLE================================================================================================ _SECTION_BEGIN ( "Title" ); if ( Status ( "action" ) == actionIndicator ) ( Title = EncodeColor ( colorWhite )+ "MAMA Poistional System" + " - " + Name () + " - " + EncodeColor ( colorRed )+ Interval (2) + EncodeColor ( colorWhite ) + " - " + Date () + " - " + "\n" + EncodeColor ( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " + "Cl-" + C + " " + "Vol= " + WriteVal ( V )+ "\n" + EncodeColor ( colorLime )+ WriteIf ( Buy , " GO LONG / Reverse Signal at " + C + " " , "" )+ WriteIf ( Sell , " EXIT LONG / Reverse Signal at " + C + " " , "" )+ "\n" + EncodeColor ( colorWhite )+ WriteIf ( Sell , "Total Profit/Loss for the Last Trade Rs." +( C -BPrice)+ "" , "" )+ WriteIf ( Buy , "Total Profit/Loss for the Last trade Rs." +(SPrice- C )+ "" , "" )+ WriteIf (Longa AND NOT Buy , "Trade : Long - Entry price Rs." +(BPrice), "" )+ WriteIf (shrta AND NOT Sell , "Trade : Short - Entry price Rs." +(SPrice), "" )+ "\n" + WriteIf (Longa AND NOT Buy , "Current Profit/Loss Rs." +( C -BPrice)+ "" , "" )+ WriteIf (shrta AND NOT Sell , "Current Profit/Loss Rs." +(SPrice- C )+ "" , "" )); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorGreen , 0, L , Offset=-40); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorLime , 0, L , Offset=-50); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorWhite , 0, L , Offset=-45); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorRed , 0, H , Offset=40); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorOrange , 0, H , Offset=50); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorWhite , 0, H , Offset=-45); _SECTION_END (); WriteVal ( BuyPrice ); WriteVal (Longa); WriteVal (t1); WriteVal ( SellPrice ); WriteVal (shrta); _SECTION_END (); //=========================== Back ground Text =================== _SECTION_BEGIN ( "Background text" ); GfxSetOverlayMode (1); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/6 ); GfxSetTextAlign ( 6 ); // center alignment //GfxSetTextColor( ColorRGB( 60, 45, 80 ) ); GfxSetTextColor ( ColorHSB ( 42, 42, 42 ) ); //GfxSetTextColor( ColorHSB( 5, 5,242) ); GfxSetBkMode (0); // transparent GfxTextOut ( Name (), Status ( "pxwidth" )/2, Status ( "pxheight" )/12 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/12 ); GfxTextOut ( "" , Status ( "pxwidth" )/2, Status ( "pxheight" )/3 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/20 ); GfxTextOut ( "" , Status ( "pxwidth" )/2, Status ( "pxheight" )/2 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/40); GfxTextOut ( "" , Status ( "pxwidth" )/7, Status ( "pxheight" )/6); _SECTION_END (); |