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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
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And Much More ....
Supertrend filter for Amibroker (AFL)
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Liquidity = MA( C * V, 20 );
New20DayHigh = High == HHV( High, 20 );
New55DayHigh = High == HHV( High, 55 );
New20DayLow = Low == HHV( Low, 20 );
New55DayLow = Low == HHV( Low, 55 );
Filter = (Liquidity > 50000000) AND (C < 20) AND ((ROC(C,130) - ROC(Foreign("SET","C"),130)>0) AND ((ROC(C,260)- ROC(Foreign("SET","C"),260)>0)));// default < 50000000
AddColumn( New20DayHigh, "20 Day High", 1.0 );
AddColumn( New55DayHigh, "55 Day High", 1.0 );
AddColumn( Liquidity, "Value");
AddColumn(C, "Close");
AddColumn( ROC( C, 5), "ROC");