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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
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----------------------------------------------------" |