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RSI MACD for Amibroker (AFL)
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/*These codes consist day to day 14 trading formulas namely MACD,RSI,CCI,StochK,StochD,Money Flow Index,Ultimate,ROC(Close),Tom DeMark,ARSI,ProjOsc,DMI,StdevOsc,DeMarker mostly in range of 0-100 that we use along with price charts n that execute our trade n along with these indicators i also put support n resistace zones for comfort of a trader namely trendlines, Fibonacc lines n standard deviation line plus overbought n oversold zone(custom) in clouded area plotted by - ankit dargan */ _SECTION_BEGIN("14 Oversold n Overbought indicators with Support n Resistance"); SetChartBkColor( colorGrey40 ) ; SetChartOptions(0,0,ChartGrid30 | ChartGrid70 ); Pds=Param("Period",14,7,33,1); Ob=Param("overbought",70,-200,200,5); Os=Param("oversold",30,-200,200,5); /****Dimitri Code***********/ /*14-Day RSI of MACD()*/ //t=14; Replaced with pds= statement Var=MACD(); Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0); Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0); Ut=Wilders(Up,Pds); Dt=Wilders(Dn,Pds); RSIt=100*(Ut/(Ut+Dt)); /************End Code*************************/ /****Tom DeMark's Range Expansion Index***********/ HighMom = H - Ref( H, -2 ); LowMom = L - Ref( L, -2 ); Cond1 = ( H >= Ref( L,-5) OR H >= Ref( L, -6 ) ); Cond2 = ( Ref( H, -2 ) >= Ref( C, -7 ) OR Ref( H, -2 ) >= Ref( C, -8 ) ); Cond3 = ( L <= Ref( H, -5 ) OR L <= Ref( H, -6) ); Cond4 = ( Ref( L, -2 ) <= Ref( C, -7 ) OR Ref( L, -2 ) <= Ref( C, -8 ) ); Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 ); Num = IIf( Cond, HighMom + LowMom, 0 ); Den = abs( HighMom ) + abs( LowMom ); TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ; /************End Code*************************/ /****Tom DeMark's DeMarker***********/ highm = IIf( H > Ref( H, -1 ), H - Ref( H, - 1), 0 ); lowm = IIf( L < Ref( L, -1 ), Ref( L, - 1 ) - L, 0 ); DeMarker = 100 * Sum( highm, 13 )/( Sum( lowm, 13 ) + Sum( highm, 13 ) ); /****ARSI formula***********/ // variable period version (backtest-safe) Chg = C - Ref( C, -1 ); UpCount = Sum( Chg >= 0, Pds ); DnCount = Pds - UpCount; UpMove = AMA( Max( Chg, 0 ), 1/UpCount ); DnMove = AMA( Max( -Chg, 0 ), 1/DnCount ); RS = UpMove/DnMove; ARSI = 100-(100/(1+RS)); /************End Code*************************/ /****Projection Oscillator***********/ function ProjOsc(Pds) { // Slope of High {n period regression line of High)} SlopeHigh = ((Pds * (Sum( Cum(1) * High, Pds))) - (Sum( Cum(1),Pds) * ( Sum(High, Pds)))) / ((Pds * Sum( Cum(1) ^ 2 , Pds)) - (Sum(Cum(1),Pds) ^ 2)); //Slope of Low {n period regression line of Low} SlopeLow = ((Pds * (Sum( Cum(1) * Low, Pds))) - (Sum( Cum(1), Pds) * ( Sum(Low, Pds)))) / ((Pds * Sum( Cum(1)^ 2, Pds)) - ( Sum(Cum(1),Pds) ^ 2)); //Upper Projection Band UpProjBand = 0; for (i=0; i<Pds-1; i++) { UpProjBand = Max(Max(Ref(High,-i)+i*slopehigh,Ref(High,-i-1)+(i+1)*slopehigh),UpProjBand); } //Lower Projection Band LoProjBand = 10000; for (i=0; i<Pds-1; i++) { LoProjBand = Min(Min(Ref(Low,-i)+i*slopelow,Ref(Low,-i-1)+(i+1)*slopelow),LoProjBand); } //Projection Oscillator ProOsc = 100 * (Close - LoProjBand) / (UpProjBand - LoProjBand); return ProOsc; } aa= ProjOsc(Pds); //bb= MA(ProjOsc(Pds),av); //Plot(aa,"Projection Osc",colorBrightGreen,styleLine); //Plot(bb,"MA ProjOsc",colorRed,styleLine); /************End Code*************************/ /****Dynamic Momentum Index***********/ //period = Param( "RSI Period", 13, 1, 100, 1 ); //MAperiod = Param( "MA Period", 5, 1, 100, 1 ); //StDevperiod = Param( "StDev Period", 8, 1, 100, 1 ); upday=IIf(C>Ref(C,-1),C-Ref(C,-1),0); downday=IIf(Ref(C,-1)> C,Ref(C,-1)-C,0); Stda=MA(StDev(C,8),5);//by default 5 is maperiod n 8 is stdevperiod V1=StDev(C,8)/Stda; TD=int(Pds/V1); Su=Sum(upday,TD); Sd=Sum(downday,TD); M1=(Su-Sd); M2=abs(Su+Sd); DMI=50*(M1+M2)/M2; //xs=Param("Smoothing",3,1,10,1); //xs1=Param("Trigger Line",5,1,10,1); //Plot(EMA(DMI,xs),"Dynamic Momentum Index ",colorRed,1); //Plot(MA(DMI,xs1),"trigger",colorBlue,1); /************End Code*************************/ /****Stddev Oscillator***********/ StdevOsc=( ( C+2 * StDev( C,pds ) - MA( C,pds ) ) / ( 4 * StDev( C,pds ) ) ) * 100; /************End Code*************************/ /*******Variables******************/ A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds); F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds); I9=TDREI; J10=ARSI; K11=ProjOsc(Pds); L12= DMI; M13=StdevOsc ; N14 =DeMarker;//DO HERE oc=ParamList("Oscillator choice","RSI of MACD|RSI|CCI|StochK|StochD|Money Flow Index|Ultimate|ROC(Close)|Tom DeMark|ARSI|ProjOsc|DMI|StdevOsc|DeMarker",1); Osc= IIf(oc=="RSI of MACD",A1, IIf(oc=="RSI",B2, IIf(oc=="CCI",C3, IIf(oc=="StochK",D4, IIf(oc=="StochD",E5, IIf(oc=="Money Flow Index",F6, IIf(oc=="Ultimate",G7, IIf(oc=="ROC(Close)",H8, IIf(oc=="Tom DeMark",I9, IIf(oc=="ARSI",J10, IIf(oc=="ProjOsc",K11, IIf(oc=="DMI",L12, IIf(oc=="StdevOsc",M13,N14))))))))))))); // /*insert variable by Identifier*/ /*Value of Osc*/ Value1 = Osc; Header=WriteIf(Osc==A1," RSI Of MACD",WriteIf(Osc==b2," RSI",WriteIf(Osc==C3," CCI",WriteIf(Osc==D4,"STOCHK",WriteIf(Osc==E5,"STOCHD",WriteIf(Osc==F6," MONEY FLOW INDEX",WriteIf(Osc==G7," ULTIMATE",WriteIf(Osc==H8," ROC(CLOSE)",WriteIf(Osc==I9," Tom DeMark",WriteIf(Osc==J10," ARSI",WriteIf(Osc==K11," ProjOsc",WriteIf(Osc==L12," DMI",WriteIf(Osc==M13," StdevOsc",WriteIf(Osc==N14," DeMarker",""))))))))))))));//DO HERE Plot(Value1, Header,6,1+4); /*BLUE*/ //Plot( Osc, "+Osc+", colorBlack ); PlotOHLC( Osc,Osc,50,Osc, "", IIf( Osc > 50, colorRed, colorGreen ), styleCloud | styleClipMinMax|styleNoLabel, Os, Ob ); Buy = Cross (Osc, Os); Sell = Cross (Ob, Osc); PlotShapes(Buy*shapeUpArrow,colorGreen); PlotShapes(Sell*shapeDownArrow,colorRed); Plot(Os,"",colorAqua,1+4); Plot(Ob,"",colorPink,1+4); _SECTION_END(); _SECTION_BEGIN("SUPPORT/RESISTANCE"); SelectedIndicator = ParamList( "SUPPORT/RESISTANCE", "Trendlines_Wedge,fibo,STDDEVLNES", 0); _SECTION_BEGIN("STDDEVLNES"); Daysback = Param("Period for Liner Regression Line",21,1,44000,1); shift = Param("Look back period",0,0,240,1); LRColor = ParamColor("LR Color", colorRed ); SDP = Param("Standard Deviation", 1.3, 0, 13, 0.1); SDColor = ParamColor("SD Color", colorYellow ); SDP2 = Param("2d Standard Deviation", 2.1, 0, 13, 0.1); SDColor2 = ParamColor("2 SD Color", colorBrightGreen ); SDP3 = Param("3d Standard Deviation", 3.4, 0, 13, 0.1); SDColor3 = ParamColor("3 SD Color", colorRed ); _SECTION_END(); switch ( SelectedIndicator ) { case "STDDEVLNES": _SECTION_BEGIN("STDDEVLNES"); P = Value1; // =============================== Math Formula ============================================================= x = BarIndex(); 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 ========================================================== LRLine = IIf( x > (lastx - Daysback) AND x < Lastx, y, Null ); Plot( LRLine , "LinReg", LRCOLOR, styleLine+4 ); // styleDots ); // ========================== Plot 1st SD Channel =============================================================== SD = SDP/2; width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU = IIf( x > (lastx - Daysback) AND x < Lastx, y+width , Null ) ; SDL = IIf( x > (lastx - Daysback) AND x < Lastx, y-width , Null ) ; Plot( SDU , "Upper Lin Reg", SDColor,styleLine ); Plot( SDL , "Lower Lin Reg", SDColor,styleLine ); // ========================== Plot 2d SD Channel =============================================================== SD2 = SDP2/2; width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU2 = IIf( x > (lastx - Daysback) AND x < Lastx, y+width2 , Null ) ; SDL2 = IIf( x > (lastx - Daysback) AND x < Lastx, y-width2 , Null ) ; Plot( SDU2 , "Upper Lin Reg", SDColor2,styleLine ); Plot( SDL2 , "Lower Lin Reg", SDColor2,styleLine ); // ========================== Plot 3d SD Channel =============================================================== SD3 = SDP3/2; width3 = LastValue( Ref(SD3*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU3 = IIf( x > (lastx - Daysback) AND x < Lastx, y+width3 , Null ) ; SDL3 = IIf( x > (lastx - Daysback) AND x < Lastx, y-width3 , Null ) ; Plot( SDU3 , "Upper Lin Reg", SDColor3,styleDashed+4 ); Plot( SDL3 , "Lower Lin Reg", SDColor3,styleDashed+4 ); _SECTION_END(); break; case "Trendlines_Wedge": _SECTION_BEGIN("Trendlines_Wedge"); G=0;// set G=1, 2, 3, ... to see previous Resistance trendlines GG=0;// set G=1, 2, 3, ... to see previous Support trendlines x = Cum(1); per = 1;// sensitivity calibration s1=Value1;s11=Value1; pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1+GG )); startt=LastValue(ValueWhen( pS, x, 2+GG )); dtS =endt-startt; endS = LastValue(ValueWhen( pS, s1, 1+GG ) ); startS = LastValue( ValueWhen( pS, s1, 2+GG )); aS = (endS-startS)/dtS; bS = endS; trendlineS = aS * ( x -endt ) + bS;// the Support trendline equation Plot(IIf(x>startt-6 AND TRENDLINES>0 AND TRENDLINES<100,trendlineS,-1e10),"Support",IIf(as>0,5,4),8); pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1+G )); startt1=LastValue(ValueWhen( pR, x, 2+G )); dtR =endt1-startt1; endR = LastValue(ValueWhen( pR, s11, 1+G ) ); startR = LastValue( ValueWhen( pR, s11, 2 +G )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR;// the Resistance trendline equation Plot(IIf(x>startT1-6 AND TRENDLINER>0 AND TRENDLINER<100,trendlineR,-1e10),"Resistance",IIf(Ar>0,5,4),8); Ascwedge=Ar>0.5 AND As>sqrt(2)*Ar AND trendlineR>trendlineS; Descwedge= As<-0.5 AND As>Ar/sqrt(2) AND trendlineR>trendlineS; _SECTION_END(); break; case "fibo": _SECTION_BEGIN("fibo"); barvisible = Status("barvisible"); r = Value1; maxr = LastValue( Highest( IIf( barvisible, r, 0 ) ) ); minr = LastValue( Lowest( IIf( barvisible, r, 100 ) ) ); ranr = maxr - minr; Plot( maxr , "0%", colorGrey50,styleDashed ); Plot( maxr - 0.236 * ranr, "-23.6%", colorViolet,styleDashed+4 ); Plot( maxr - 0.382 * ranr, "-38.2%", colorYellow,styleDashed ); Plot( maxr - 0.50 * ranr, "-50.0%", colorOrange,styleDashed,styleDashed ); Plot( maxr - 0.618 * ranr, "-61.8%", colorViolet,styleDashed+4 ); Plot( minr , "-100%", colorGrey50,styleDashed ); GraphXSpace = 3; _SECTION_END(); break; } _SECTION_END();