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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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auto robo trading formula for Amibroker (AFL)
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I'm pasting the same for testing purpose only: // ========== Dedicated to Amibroker 4 BEI ========= // _SECTION_BEGIN("R-Squared+LinReg+Slope+Exploration"); SetChartOptions(0,chartShowArrows|chartShowDates); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); Plot( Volume,", Volume",colorBlack,styleHidden); MaxGraph=5; Periods = Optimize("Periods",Param("Periods",126,2,300,1),2,500,1); shift = Param("Look back period",0,0,500,1); P = ParamField("Price field",3); x = Cum(1); lastx = LastValue( x ) - shift; aa = LastValue( Ref(LinRegIntercept(P, Periods), -shift) ); bb = LastValue( Ref(LinRegSlope( P, Periods), -shift) ); y = Aa + bb * ( x - (Lastx - Periods+1 ) ); R2=(Correlation(P,y,Periods)^2); R2Style=ParamStyle("R2 Style"); R2Color=ParamColor("R2 Color",colorBlack); Rdm = 1-R2; LRColor = ParamColor("LR Color", colorCycle ); LRStyle = ParamStyle("LR Style"); LRLine = IIf( x > (lastx - Periods) AND BarIndex() < Lastx, y, Null ); Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE); // =========================== LinReg1 =========================== // SDP = Param("Standard Deviation", 1.0, 0, 6, 0.1); SD = SDP/2; width = LastValue( Ref(SD*StDev(p, Periods),-shift) );SDU = IIf( x > (lastx - Periods) AND BarIndex() < Lastx, y+width , Null ) ; SDL = IIf( x > (lastx - Periods) AND BarIndex() < Lastx, y-width , Null ) ; SDColor = ParamColor("SD Color", colorCycle ); SDStyle = ParamStyle("SD Style"); Plot( SDU , "Upper Lin Reg", SDColor,SDStyle ); Plot( SDL , "Lower Lin Reg", SDColor,SDStyle ); // =========================== LinReg2 =========================== // SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1); SD2 = SDP2/2; width2 = LastValue( Ref(SD2*StDev(p, Periods),-shift) );SDU2 = IIf( x > (lastx - Periods) AND BarIndex() < Lastx, y+width2 , Null ) ; SDL2 = IIf( x > (lastx - Periods) AND BarIndex() < Lastx, y-width2 , Null ) ; SDColor2 = ParamColor("2 SD Color", colorCycle ); SDStyle2 = ParamStyle("2 SD Style"); Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 ); Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 ); slope = LinRegSlope(P,Periods); // === BarCount ===// Start = ParamDate("Start","Default"); X = BarsSince(DateNum()== Start)+1; YY = int(Start / 10000) + 1900; M = int((Start-((YY-1900)*10000))/100); DD = (Start-((YY-1900)*10000))-(M*100); // =========================== Exploration =========================== // Degree = LinRegSlope(MA(P,Periods),2); Bu1 = Degree > 0.05 AND Degree <= 0.25; Bu2 = Degree > 0.25 AND Degree <= 0.5; Bu3 = Degree > 0.5 AND Degree <= 0.75; Bu4 = Degree > 0.75; Si1 = Degree > 0.0175 AND Degree <= 0.05; Si2 = Degree >= -0.0175 AND Degree <= 0.0175; Si3 = Degree < -0.0175 AND Degree >= -0.05; Be1 = Degree < -0.05 AND Degree >= -0.25; Be2 = Degree < -0.25 AND Degree >= -0.5; Be3 = Degree < -0.5 AND Degree >= -0.75; Be4 = Degree < -0.75; Result = WriteIf( Bu1 , "Weak Bullish" , WriteIf( Bu2 , "Medium Bullish" , WriteIf( Bu3 , "Strong Bullish" , WriteIf( Bu4 , "Extreme Bullish" , WriteIf( Si1 , "Sideways-Bullish" , WriteIf( Si2 , "Sideways" , WriteIf( Si3 , "Sideways-Bearish" , WriteIf( Be1 , "Weak Bearish" , WriteIf( Be2 , "Medium Bearish" , WriteIf( Be3 , "Strong Bearish" , WriteIf( Be4 , "Extreme Bearish" , ""))))))))))); FGCol = IIf(Bu1 , colorBlack , IIf(Bu2 , colorBlack , IIf(Bu3 , colorLightYellow , IIf(Bu4 , colorLightYellow , IIf(Si1 , colorBlack , IIf(Si2 , colorBlack , IIf(Si3 , colorBlack , IIf(Be1 , colorBlack , IIf(Be2 , colorBlack , IIf(Be3 , colorLightYellow , IIf(Be4 , colorLightYellow , colorDefault))))))))))); BGCol = IIf(Bu1 , colorBrightGreen , IIf(Bu2 , colorLime , IIf(Bu3 , colorGreen , IIf(Bu4 , colorDarkGreen , IIf(Si1 , colorSkyblue , IIf(Si2 , colorYellow , IIf(Si3 , colorRose , IIf(Be1 , colorPink , IIf(Be2 , ColorRGB(255,100,100) , IIf(Be3 , colorRed , IIf(Be4 , colorDarkRed , colorDefault))))))))))); R2FGCol = IIf(R2 >= 0 AND R2 < 0.25 , colorBlack , IIf(R2 >= 0.25 AND R2 < 0.5 , colorBlack , IIf(R2 >= 0.5 AND R2 < 0.75 , colorBlack , IIf(R2 >= 0.75 AND R2 < 0.85 , colorLightYellow , IIf(R2 >= 0.85 , colorLightYellow , colorDefault))))); R2BGCol = IIf(R2 >= 0 AND R2 < 0.25 , colorRose , IIf(R2 >= 0.25 AND R2 < 0.5 , colorLime , IIf(R2 >= 0.5 AND R2 < 0.75 , colorBrightGreen , IIf(R2 >= 0.75 AND R2 < 0.85 , colorGreen , IIf(R2 >= 0.85 , colorDarkGreen , colorDefault))))); Bullish = Bu1 OR Bu2 OR Bu3 OR Bu4; Bullish1 = Bu1 OR Bu2; Bullish2 = Bu3 OR Bu4; Sideways = Si1 OR Si2 OR Si3; Bearish = Be1 OR Be2 OR Be3 OR Be4; Bearish1 = Be1 OR Be2; Bearish2 = Be3 OR Be4; All = Bu1 OR Bu2 OR Bu3 OR Bu4 OR Si1 OR Si2 OR Si3 OR Be1 OR Be2 OR Be3 OR Be4; Q = ParamList("Trend","Bullish|Good Bullish|Mild Bullish|Sideways|Bearish|Mild Bearish|Bad Bearish|All"); QQ = IIf( Q == "Bullish" , Bullish , IIf( Q == "Mild Bullish" , Bullish1 , IIf( Q == "Good Bullish" , Bullish2 , IIf( Q == "Sideways" , Sideways , IIf( Q == "Bearish" , Bearish , IIf( Q == "Mild Bearish" , Bearish1 , IIf( Q == "Bad Bearish" , Bearish2 , IIf( Q == "All" , All , 0)))))))); PriceFrom = Param("Price From:", 1, 50 , 1000000, 1); PriceTo = Param("Price To:", 100000, 50, 1000000, 1); Filter = (QQ) AND (C >= PriceFrom AND C <= PriceTo); AddColumn(C,"Close" , 1.2 , colorDefault , colorDefault , 65); AddTextColumn( Result , "Trend" , 1.0 , FGCol , BGCol , 96); AddColumn(R2 , "R-Sq" , 1.3 , R2FGCol , R2BGCol); AddColumn(Degree , "Slope" , 1.2); AddColumn(SDU2 , "Upper LinReg2" , 1.2 , colorDefault , SDColor2 , 65); AddColumn(SDU , "Upper LinReg" , 1.2 , colorLightYellow , SDColor , 65); AddColumn(LRLine , "LinReg" , 1.2 , colorDefault , LRColor , 65); AddColumn(SDL , "Lower LinReg" , 1.2 , colorLightYellow , SDColor , 65); AddColumn(SDL2 , "Lower LinReg2" , 1.2 , colorDefault , SDColor2 , 65); GfxSetOverlayMode(1); GfxSelectFont("Kunstler Script", Status("pxheight")*6/100 ); GfxSetBkMode(0); GfxSetTextColor(colorBlue); GfxTextOut("Christopher Tahir",Status("pxwidth")/300, Status("pxheight")/2.1 ); Title = " • "+Name()+" • || "+Interval(2)+" || • "+Date()+" • Open "+Open+" • Hi "+ H+" • Lo "+L+" • Close "+Close+"("+WriteVal(ROC(C,1),1.1)+"%)" +EncodeColor(colorRed)+"\n----------------------------------------------------------------------------" +EncodeColor(R2Color)+"\n • R-Squared ("+Periods+") = "+WriteVal(R2,1.4)+" • Random ("+Periods+") = "+WriteVal(Rdm,1.4)+" • " +EncodeColor(colorRed)+"\n----------------------------------------------------------------------------" +EncodeColor(colorGreen)+"\n • Slope ("+Periods+") = "+WriteVal(slope,1.4)+" • " +EncodeColor(colorRed)+"\n----------------------------------------------------" +EncodeColor(colorBlue)+"\n • Since = "+M+"/"+DD+"/"+YY+EncodeColor(colorDarkGrey)+" • BarCount = "+X+" • " +EncodeColor(colorRed)+"\n----------------------------------------------------"