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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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Advanced Pattern Exploration
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bharathy mital ,kpl.camrilla for Amibroker (AFL)
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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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 | _SECTION_BEGIN ( "MACD Exploration" ); r1 = Param ( "Fast avg" , 12, 2, 200, 1 ); r2 = Param ( "Slow avg" , 26, 2, 200, 1 ); r3 = Param ( "Signal avg" , 9, 2, 200, 1 ); Z= Param ( "zig" ,1,0,10,0.1); Cond1 = Cross ( MACD (r1,r2), Signal (r1,r2,r3)); Cond3 = Zig ( C ,z)> Ref ( Zig ( C ,z),-4); Buy = Cond1 AND Cond3; Cond4 = Cross ( Signal (r1,r2,r3), MACD (r1,r2)); Cond6 = Zig ( C ,z)< Ref ( Zig ( C ,z),-4); Sell = Cond4 AND Cond6; Trigger = WriteIf ( Buy , "Buy" , "" ) + WriteIf ( Sell , "Sell" , "" ); _N (Title = StrFormat ( "{{NAME}} {{DATE}} {{INTERVAL}}: O=%1.2f, H=%1.2f, L=%1.2f, C=%1.2f, V=%1.0f\n{{VALUES}}" , O , H , L , C , V )); BG = IIf ( Buy , colorPaleGreen , IIf ( Sell , colorRose , colorDefault )); FG = IIf ( Buy , colorDarkGreen , IIf ( Sell , colorDarkRed , colorDefault )); if ( Status ( "action" ) == actionIndicator) { PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorAqua , 0, L , Offset=-15); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorPaleGreen , 0, L , Offset=-25); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorDarkGreen , 0, L , Offset=-20); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorRose , 0, H , Offset=15); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorPink , 0, H , Offset=25); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorRed , 0, H , Offset=-20); } if ( Status ( "action" ) == actionExplore) Filter = Buy OR Sell ; SetOption ( "NoDefaultColumns" , True ); AddTextColumn ( Name (), "Symbol" , 77, FG, BG, 120); AddColumn ( DateTime (), "Date" , formatDateTime, FG, BG, 100); AddColumn ( TimeNum () , "Time" ,1); AddColumn ( C , "Close" , 1.3 ); AddColumn ( H , "High" , 1.3 ); AddColumn ( V , "Volume" ); AddColumn ( Ref ( V ,-1), "P-Vol" ); AddColumn ( V / Ref ( V ,-1)*100, "Increase in Vol" ); AddColumn ( Buy , "Buy" , 1 ); AddColumn ( Sell , "Sell" , 1 ); shape = Buy * shapeHollowUpTriangle + Sell * shapeHollowDownTriangle; PlotShapes ( shape, IIf ( Buy , colorBlue , colorBlue ), 0, IIf ( Buy , Low , High ) ); GraphXSpace = 7; shape = Buy * shapeUpTriangle + Sell * shapeHollowDownTriangle; PlotShapes ( shape, IIf ( Buy , colorBlue , colorBlue ), 0, IIf ( Buy , Low , High ) ); GraphXSpace = 7; _SECTION_END (); ; _SECTION_BEGIN ( "Kpl System" ); /* my entry is very simple(daily data for trading) kpl system for entry only & exit as follow: 1 st exit at x % from entry price only 1/3 quantity.(ie 1st profit target) 2 nd exit when exit Signal comes from kpl sys remaining 1/3 quantity. 3. scale-in to initial quantity if new kpl Buy Signal comes. re-do above scaling-out & scaling-in till filal exit. 4. final exit all quantity when Close below 21 Day EMA. kpl system code bellow : */ //AFL by Kamalesh Langote. Email:kpl@... no= Param ( "Swing" , 20, 1,55 ); tsl_col= ParamColor ( "Color" , colorRed ); res= HHV ( H ,no); sup= LLV ( L ,no); avd= IIf ( C > Ref (res,-1),1, IIf ( C < Ref (sup,-1),-1,0)); avn= ValueWhen (avd!=0,avd,1); tsl= IIf (avn==1,sup,res); Buy = Cover = Cross ( C ,tsl) ; Sell = Short = Cross (tsl, C ) ; Plot (tsl, _DEFAULT_NAME (), tsl_col, styleStaircase ); Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); Short = ExRem ( Short , Cover ); Cover = ExRem ( Cover , Short ); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorWhite , 0, Low ,-15); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorYellow , 0, High ,-15); PlotShapes ( IIf ( Cover , shapeHollowCircle , shapeNone ), colorWhite , 0, Close ,0); PlotShapes ( IIf ( Short , shapeHollowCircle , shapeNone ), colorYellow , 0, Close ,0); SetPositionSize (300, spsShares ); ApplyStop (0,1,10,1); //-----------end-------------- Long= Flip ( Buy , Sell ); Shrt= Flip ( Sell , Buy ); BuyPrice = ValueWhen ( Buy , C ); SellPrice = ValueWhen ( Sell , C ); Edc=( WriteIf ( Buy AND Ref (shrt,-1), " BUY@ " + C + " " , "" )+ WriteIf ( Sell AND Ref (Long,-1), " SEll@ " + C + " " , "" )+ WriteIf ( Sell , "Last Trade Profit Rs." +( C - BuyPrice )+ "" , "" )+ WriteIf ( Buy , "Last Trade Profit Rs." +( SellPrice - C )+ "" , "" )); dist = 3* ATR (15); dist1 = 3* ATR (15); for ( i = 0; i < BarCount ; i++ ) { if ( Buy [i] ) { PlotText ( "\nBuy:" + C [ i ] + "\nT= " + (( C [i]-tsl[i])+ C [i]) + "\nSL= " + tsl[i], i, C [ i ]-dist[i], colorBlue , colorGreen ); } if ( Sell [i] ) { PlotText ( "Sell:" + C [ i ] + "\nT= " + ( C [i]-(tsl[i]- C [i])) + "\nSL= " + tsl[i], i, C [ i ]+dist1[i], colorRed , colorGreen ); } } _SECTION_END (); _SECTION_BEGIN ( "NSA" ); function trail_func(jj,trBull,trBear) { trailArray[ 0 ] = jj[ 0 ]; // initialize for ( i = 1; i < BarCount ; i++ ) { prev = trailArray[ i - 1 ]; if (jj[ i ] > prev AND jj[ i - 1 ] > prev) { trailArray[ i ] = Max (prev,jj[ i ] - trBull[ i ]); } else if (jj[ i ] < prev AND jj[ i - 1 ] < prev) { trailArray[ i ] = Min (prev,jj[ i ] + trBear[ i ]); } else if (jj[ i ] > prev) { trailArray[ i ] = jj[ i ] - trBull[ i ]; } else { trailArray[ i ] = jj[ i ] + trBear[ i ]; } } return trailArray; } // code by E.M.Pottasch // adjusted from M.Kartnik // following: http://wisestocktrader.com/indicators/1710-nma-v-3-6-a-optimiser k_bull = Param ( "mult bull" ,1.25,1,4,0.05); k_bear = Param ( "mult bear" ,1.25,1,4,0.05); Per= Param ( "period" ,10,5,50,1); HaClose=( O + H + L + C )/4; HaOpen = AMA ( Ref (HaClose,-1),0.5); HaHigh = Max ( H , Max ( HaClose,HaOpen)); HaLow = Min ( L , Min (HaClose,HaOpen)); ms= ParamList ( "ST0P/REV" ,List= "Reg|Smoothed" ,0); if (ms== "Reg" ) { nm =( H - L ); j=( O + H + L + C )/4; } else { nm=(HaHigh-HaLow); j=(HaOpen+HaHigh+HaLow+HaClose)/4; } rfsctor = WMA (nm,PER); revers_bull=k_bull*rfsctor; revers_bear=k_bear*rfsctor; nw = trail_func(j,revers_bull,revers_bear); GraphXSpace = 5; SetChartOptions (0, chartShowDates ); Plot ( IIf (NW > j,NW, Null ), "\ntrailShort" , ParamColor ( "ColorTrailShort" , ColorRGB (255,0,0)), styleStaircase ); Plot ( IIf (NW < j,NW, Null ), "\ntrailLong" , ParamColor ( "ColorTrailLong" , ColorRGB (0,255,0)), styleStaircase ); _SECTION_END (); prev= AMA2 ( C ,1,0); d= IIf ( C > Ref ( Max ( Max ( H , Ref ( H ,-20)), Max ( Ref ( H ,-10), Ref ( H ,-15))),-1), Min ( Min ( L , Ref ( L ,-20)), Min ( Ref ( L ,-10), Ref ( L ,-15))), IIf ( C < Ref ( Min ( Min ( L , Ref ( L ,-20)), Min ( Ref ( L ,-10), Ref ( L ,-15))),-1), Max ( Max ( H , Ref ( H ,-20)), Max ( Ref ( H ,-10), Ref ( H ,-15))),PREV)); a= Cross ( Close ,d); b= Cross (d, Close ); state= IIf ( BarsSince (a)< BarsSince (b),1,0); s=state> Ref (state,-1); ss=state< Ref (state,-1); sss=state== Ref (state,-1); col= IIf (state == 1 ,51, IIf (state ==0,4,1)); Plot ( C , "" ,Col,128); PlotShapes ( shapeUpArrow * s ,6,0, L ); PlotShapes ( shapeDownArrow *ss ,4,0, H ); Filter = s OR sss OR sss ; AddColumn ( C , "close" ,1.2); AddColumn ( IIf ( s, 66,1 ), "buy" , formatChar, 1, bkcolor = IIf (s, colorYellow , colorPink )); AddColumn ( IIf ( Ss, 83,1 ), "sell" , formatChar, 1, bkcolor = IIf (Ss, colorPink , colorYellow )); AddColumn ( IIf ( sss, 87,1 ), "wait" , formatChar, 1, bkcolor = IIf (sss, colorYellow , colorRed )); _SECTION_BEGIN ( "" ); _N (Title = "{{NAME}} - {{INTERVAL}} {{DATE}}: " + _DEFAULT_NAME ()+ " : {{OHLCX}} {{VALUES}}" + "\n" + EncodeColor ( colorYellow )+ WriteIf (s, "EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop=" + EncodeColor (4)+ WriteVal ( L +.75* ATR (5),1.4)+ "," , "" )+ WriteIf (ss, "exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop=" + EncodeColor (4)+ WriteVal ( Ref ( H +.75* ATR (5), -1),1.4)+ "," , "" )+ WriteIf ( sss , "No trading signals today." , "" ) ); _SECTION_BEGIN ( "FDS SWING" ); no=15; res= HHV ( H ,no); sup= LLV ( L ,no); avd= IIf ( C > Ref (res,-1),1, IIf ( C < Ref (sup,-1),-1,0)); avn= ValueWhen (avd!=0,avd,1); supres= IIf (avn==1,sup,res); Plot (supres, "Swing SL" , colorOrange , styleStaircase ); _SECTION_END (); _SECTION_BEGIN ( "camarilla levels" ); //---- pivot points DayH = TimeFrameGetPrice ( "H" , inDaily , -1); // yesterdays high DayL = TimeFrameGetPrice ( "L" , inDaily , -1); //low DayC = TimeFrameGetPrice ( "C" , inDaily , -1); //close DayO = TimeFrameGetPrice ( "O" , inDaily ); // current day open // camarilla pivots if ( True ) { R = DayH - DayL; // range PP = (DayH + DayL + DayO + DayO) / 4 ; R4 = (R * 1.1/2)+DayC; R3 = (R * 1.1/4)+DayC; S3 = DayC-(R * 1.1/4); S4 = DayC- (R * 1.1/2); } Plot (R4, "" , colorGreen , styleLine ); Plot (R3, "R3" , colorRed , styleLine ); |