Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

level sys for Amibroker (AFL)

Copy & Paste Friendly
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
procedure buySellShortCover_proc(R3R4,S3S4,R1S1,R1,R2,R3,R4,R5,R6,R7,R8,S1,S2,S3,S4,S5,S6,S7,S8,S4S5,S5S6,S6S7,S7S8,R4R5,R5R6,R6R7,R7R8,
firstTradeBarOfDay,timearr,endTradeTime,TickSize,ema1,TimeWindowTrade)
{
global BuyAdjusted;
global BuyPriceAdjusted;
global ShortAdjusted;
global ShortPriceAdjusted;
global ShortPriceAdjusted;
global SellAdjusted;
global SellPriceAdjusted;
global CoverAdjusted;
global CoverPriceAdjusted;
 
BuyAdjusted=0;
BuyPriceAdjusted=0;
ShortAdjusted=0;
ShortPriceAdjusted=0;
SellAdjusted=0;
SellPriceAdjusted=0;
CoverAdjusted=0;
CoverPriceAdjusted=0;
 
delay=1;
slip=TickSize*0;
 
for(i=1;i<BarCount;i++)
{
    ////////////////////////////////////////////LONG TRADES
    // long trade at R7R8
    if( ((C[i-1]>R7R8[i] AND L[i]<R7R8[i]) OR (O[i]>R7R8[i] AND L[i]<R7R8[i])) AND R7R8[i]>ema1[i] AND TimeWindowTrade[i] )
    {
        BuyAdjusted[i]=1;
        BuyPriceAdjusted[i]=Min(O[i],floor(R7R8[i]/TickSize)*TickSize)+slip;   
         
        for(j=i+delay;j<BarCount;j++)
        {  
            if(timearr[j-1]>=endTradeTime)
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                i=j;
                break
            }
            else if(C[j-1]<R7[j-1])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                i=j;
                break;
            }  
            else if(H[j]>R8[j])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=Max(O[j],ceil(R8[j]/TickSize)*TickSize)-slip;
                i=j;
                break;
            }              
            else if (j==BarCount-1)
            {
                i=BarCount;
                break;             
            }
        }
    }  
    // long trade at R7
    else if( ((C[i-1]>R7[i] AND L[i]<R7[i]) OR (O[i]>R7[i] AND L[i]<R7[i])) AND R7[i]>ema1[i] AND TimeWindowTrade[i] )
    {
        BuyAdjusted[i]=1;
        BuyPriceAdjusted[i]=Min(O[i],floor(R7[i]/TickSize)*TickSize)+slip; 
         
        for(j=i+delay;j<BarCount;j++)
        {  
            if(timearr[j-1]>=endTradeTime)
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                i=j;
                break
            }
            else if(C[j-1]<R6R7[j-1])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                i=j;
                break;
            }  
            else if(H[j]>R7R8[j])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=Max(O[j],ceil(R7R8[j]/TickSize)*TickSize)-slip;
                i=j;
                break;
            }              
            else if (j==BarCount-1)
            {
                i=BarCount;
                break;             
            }
        }
    }      
}
}
 
SetTradeDelays(0,0,0,0);
SetOption("CommissionMode",3);
SetOption("CommissionAmount",2.01);
SetOption("FuturesMode",True);
SetOption("PriceBoundChecking",False);
SetOption("AllowSameBarExit",True);
NumContracts=1;
PositionSize=NumContracts*MarginDeposit;
SetOption("MaxOpenPositions",5);
 
beginCalcTime=093000;endCalcTime=160000;
beginTradeTime=093000;endTradeTime=155500;
 
timeWindowTrade=TimeNum()>=beginTradeTime AND TimeNum()<=endTradeTime;
timeWindowCalc=TimeNum()>=beginCalcTime AND TimeNum()<=endCalcTime;
 
firstBarOfDay=TimeNum()>=beginCalcTime ;firstBarOfDay=(firstBarOfDay-Ref(firstBarOfDay,-1))==1;
lastBarOfDay=TimeNum()>=endCalcTime;lastBarOfDay=(lastBarOfDay-Ref(lastBarOfDay,-1))==1;
firstTradeBarOfDay=TimeNum()>=beginTradeTime;firstTradeBarOfDay=(firstTradeBarOfDay-Ref(firstTradeBarOfDay,-1))==1;
lastTradeBarOfDay=TimeNum()>=endTradeTime;lastTradeBarOfDay=(lastTradeBarOfDay-Ref(lastTradeBarOfDay,-1))==1;
ttt=firstBarOfDay OR lastBarOfDay;
inTrade=Flip(firstBarOfDay,LastBarOfDay);
 
myHigh=ValueWhen(timeWindowCalc,HighestSince(firstBarOfDay,High));
myLow=ValueWhen(timeWindowCalc,LowestSince(firstBarOfDay,Low));
myClose=ValueWhen(lastBarOfDay,C);
myOpen=ValueWhen(firstBarOfDay,O);
 
DH=TimeFrameCompress(myHigh,inDaily,compressLast);
DL=TimeFrameCompress(myLow,inDaily,compressLast);
DC=TimeFrameCompress(myClose,inDaily,compressLast);
 
bk=1;DH=Ref(DH,-bk);DL=Ref(DL,-bk);DC=Ref(DC,-bk);
 
YHigh=TimeFrameExpand(DH,inDaily,expandFirst);
YLow=TimeFrameExpand(DL,inDaily,expandFirst);
YClose=TimeFrameExpand(DC,inDaily,expandFirst);
 
fact=1.1;
R1=YClose+((YHigh-Ylow)*fact)/12;
R2=YClose+((YHigh-Ylow)*fact)/6;
R3=YClose+((YHigh-Ylow)*fact)/4;
R4=YClose+((YHigh-Ylow)*fact)/2;
 
S1=YClose-((YHigh-Ylow)*fact)/12;
S2=YClose-((YHigh-Ylow)*fact)/6;
S3=YClose-((YHigh-Ylow)*fact)/4;
S4=YClose-((YHigh-Ylow)*fact)/2;
 
R5=((YHigh-Ylow)*0.82)+YClose;
R6=((YHigh-Ylow)*1.09)+YClose;
R7=((YHigh-Ylow)*1.35)+YClose;
R8=((YHigh-Ylow)*1.62)+YClose;
 
S5=YClose-((YHigh-Ylow)*0.82);
S6=YClose-((YHigh-Ylow)*1.09);
S7=YClose-((YHigh-Ylow)*1.35);
S8=YClose-((YHigh-Ylow)*1.62);
 
R3R4=(R3+R4)/2;
S3S4=(S3+S4)/2;
R1S1=(R1+S1)/2;
S4S5=(S4+S5)/2;
S5S6=(S5+S6)/2;
S6S7=(S6+S7)/2;
S7S8=(S7+S8)/2;
R4R5=(R4+R5)/2;
R5R6=(R5+R6)/2;
R6R7=(R6+R7)/2;
R7R8=(R7+R8)/2;
 
per=Optimize("per",40,2,100,1);
ema1=Ref(EMA(C,per),-1);
 
buySellShortCover_proc(R3R4,S3S4,R1S1,R1,R2,R3,R4,R5,R6,R7,R8,S1,S2,S3,S4,S5,S6,S7,S8,S4S5,S5S6,S6S7,S7S8,R4R5,R5R6,R6R7,R7R8,
firstTradeBarOfDay,TimeNum(),endTradeTime,TickSize,ema1,TimeWindowTrade);
Buy=BuyAdjusted;
BuyPrice=BuyPriceAdjusted;
Short=ShortAdjusted;
ShortPrice=ShortPriceAdjusted;
Sell=SellAdjusted;
SellPrice=SellPriceAdjusted;
Cover=CoverAdjusted;
CoverPrice=CoverPriceAdjusted;
 
GraphXSpace = 5;SetChartOptions(0, chartShowDates);
SetBarFillColor(IIf(C>O,colorGreen,IIf(C<=O,colorRed,colorLightGrey)));
Plot(C,"Price",IIf(C>O,colorDarkGreen,IIf(C<=O,colorDarkRed,colorLightGrey)),64,0,0,0,0);
 
if(Interval()==in5Minute)
{
PlotPivots = ParamToggle("Main Pivots","Show|Hide",0);
Plottop = ParamToggle("Top Pivots","Show|Hide",0);
Plotbot = ParamToggle("Bottom Pivots","Show|Hide",0);
Plotmid = ParamToggle("Middle Pivots","Show|Hide",0);
if (PlotPivots == 0)
{
Plot(R3,"",ColorRGB(0,255,0),styleThick,0,0,0,-1);
Plot(S3,"",ColorRGB(255-0,255-255,255-0),styleThick,0,0,0,-1);
Plot(R4,"",ColorRGB(0,100,0),styleThick,0,0,0,-1);
Plot(S4,"",ColorRGB(255-0,255-100,255-0),styleThick,0,0,0,-1);
Plot(ema1,"",ColorRGB(80,80,80),styleDashed,0,0,0,-1);
PlotOHLC(R4,R4,R3,R3,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-2);
PlotOHLC(S3,S3,S4,S4,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-2);
Plot(R3R4,"",ColorRGB(181,206,162),styleDashed,0,0,0,-1);
Plot(S3S4,"",ColorRGB(255,182,193),styleDashed,0,0,0,-1);
 
if (Plottop == 0)
{
Plot(R8,"",ColorRGB(255-104,255-34,255-139),styleLine);
Plot(R5,"",ColorRGB(202,255,112),styleLine);
Plot(R6,"",ColorRGB(238,180,180),styleLine);
Plot(R7,"",ColorRGB(255,64,64),styleLine);
Plot(R4R5,"",colorWhite,styleDashed);
Plot(R5R6,"",colorWhite,styleDashed);
Plot(R6R7,"",colorWhite,styleDashed);
Plot(R7R8,"",colorWhite,styleDashed);
}
if (Plotbot == 0)
{
Plot(S8,"",ColorRGB(104,34,139),styleLine);
Plot(S5,"",ColorRGB(255-202,255-255,255-112),styleLine);
Plot(S6,"",ColorRGB(255-238,255-180,255-180),styleLine);
Plot(S7,"",ColorRGB(255-255,255-64,255-64),styleLine);
Plot(S4S5,"",colorWhite,styleDashed);
Plot(S5S6,"",colorWhite,styleDashed);
Plot(S6S7,"",colorWhite,styleDashed);
Plot(S7S8,"",colorWhite,styleDashed);
}
if (Plotmid == 0)
{
Plot(R1S1,"",ColorRGB(255,255,255),styleDashed);
Plot(R2,"",ColorRGB(132,112,255),styleLine);
Plot(R1,"",ColorRGB(255,187,255),styleLine);
Plot(S1,"",ColorRGB(255-255,255-187,255-255),styleLine);
Plot(S2,"",ColorRGB(255-132,255-112,255-255),styleLine);
}
 
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorDarkGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorRed,0,H,IIf(Short AND Sell,-30,-15));
PlotShapes(IIf(Short,shapeSmallCircle,shapeNone),colorWhite,0,ShortPrice,0);
PlotShapes(IIf(Cover,shapeSmallUpTriangle,shapeNone),colorDarkGreen,0,L,IIf(Cover AND Buy,-30,-15));
PlotShapes(IIf(Cover,shapeSmallCircle,shapeNone),colorWhite,0,CoverPrice,0);
Plot(firstTradeBarOfDay,"",ColorRGB(0,0,255),styleHistogram|styleThick|styleOwnScale|styleNoLabel,0,1,0,-0);
Plot(lastTradeBarOfDay,"",ColorRGB(200,200,200),styleHistogram|styleThick|styleOwnScale|styleNoLabel,0,1,0,0);
}
}
Back