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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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TSL&VSTOP&TGL 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 | // VSTOP&ATR // E.M.Pottasch, Jul 2010 // from Metastock formula, link: http://stocata.org/metastock/stop_trail_atr.html // added separate parameters for upward and downward market environment function vstop_func(trBull,trBear) { trailArray[ 0 ] = C [ 0 ]; // initialize for ( i = 1; i < BarCount ; i++ ) { prev = trailArray[ i - 1 ]; if ( C [ i ] > prev AND C [ i - 1 ] > prev) { trailArray[ i ] = Max (prev, C [ i ] - trBull[ i ]); } else if ( C [ i ] < prev AND C [ i - 1 ] < prev) { trailArray[ i ] = Min (prev, C [ i ] + trBear[ i ]); } else if ( C [ i ] > prev) { trailArray[ i ] = C [ i ] - trBull[ i ]; } else { trailArray[ i ] = C [ i ] + trBear[ i ]; } } return trailArray; } VSTOPATRper = Param ( "VSTOPper" ,14,1,50,1,0) ; Res = Param ( "VSTOPMultRes" ,2,1,10,0.1,0) ; Sup = Param ( "VSTOPMultSup" ,2,1,10,0.1,0) ; trBear = res * ATR (VSTOPatrper); trBull = sup * ATR (VSTOPatrper); trailArray = vstop_func(trbull,trbear); trailARRAYcolor= IIf ( C >trailARRAY, colorBlue , colorRed ) ; Plot (trailArray, "\nVSTOP" ,trailARRAYcolor,8+16) ; //Plot(IIf(trailArray > C,trailArray,Null),"\ntrailShort",ParamColor("ColorTrailShort",ColorRGB(255,0,0)),styleStaircase);//ORIGINAL //Plot(IIf(trailArray < C,trailArray,Null),"\ntrailLong",ParamColor("ColorTrailLong",ColorRGB(0,255,0)),styleStaircase);//ORIGINAL Buystop= C >trailArray ; //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //PRICE _SECTION_BEGIN ( "Price" ); //SetChartOptions(0,chartShowArrows|chartShowDates); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)Vol " + WriteVal ( V , 1.0 ) + " {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 )) )); Plot ( C , "" , ParamColor ( "Color" , colorBlack ), styleNoTitle | ParamStyle ( "Style" ) | GetPriceStyle () ); _SECTION_END (); //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //HEIKIN-ASHI ORIGINAL //SetChartOptions(0,chartShowArrows | chartShowDates); 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 ) ); xDiff = (HaHigh - Halow) * 10000; barcolor = IIf (HaClose >= HaOpen, colorGreen , colorRed ); //SetBarFillColor(IIf(HaClose>=HaOpen,colorBrightGreen,colorOrange)); //PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "\nHeikin-ashi", barcolor, styleCandle ); //HaDelta & MA HaDelta= HaClose-HaOpen ; Hadeltaup3= Hadelta> MA (Hadelta,3) ; Hadeltaup33 = Hadelta> MA ( MA (Hadelta,3),3) ; //Plot(Hadelta,"haDelta",colorBlack) ; //Plot(0,"",colorBrown) ; //Plot( MA1, "MA1", colorRed ); //Plot( MA2, "MA2", colorBlue ); //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //TRENDING RIBBON // Paste the code below to your price chart somewhere and green ribbon means both // both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX // are both trending down. _SECTION_BEGIN ( "trending ribbon" ); uptrend= ( PDI ()> MDI () AND MACD ()> Signal ()) ; downtrend= MDI ()> PDI () AND Signal ()> MACD (); Plot ( 2, /* defines the height of the ribbon in percent of pane width */ "" , IIf ( uptrend , colorLime , IIf ( downtrend , colorRed , colorTan )) , /* choose color */ styleOwnScale | styleArea | styleNoLabel , -0.5, 100 ); _SECTION_END (); //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //BB HISTOGRAM _SECTION_BEGIN ( "BB Histogram" ); bbhist=(( C +2* StDev ( C ,20) - MA ( C ,18)) / ((4* StDev ( C ,18)))*4) - 2; //Plot(bbhist, "BBands Histogram", IIf(bbhist > 0, colorLime, colorRed),styleHistogram + styleThick); _SECTION_END (); bbhistup0= bbhist>0 ; //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //TRENDADVISOR pointer[0] = 0; /* Phase filter */ Cond1 = Close > MA ( Close , 50) AND NOT ( Close > MA ( Close , 200)) AND NOT ( MA ( Close , 50) > MA ( Close , 200)); Cond2 = Close > MA ( Close , 50) AND Close > MA ( Close , 200) AND NOT ( MA ( Close , 50) > MA ( Close , 200)); Cond3 = Close > MA ( Close , 50) AND Close > MA ( Close , 200) AND MA ( Close , 50) > MA ( Close , 200); Cond4 = NOT ( Close > MA ( Close , 50)) AND Close > MA ( Close , 200) AND MA ( Close , 50) > MA ( Close , 200); Cond5 = NOT ( Close > MA ( Close , 50)) AND NOT ( Close > MA ( Close , 200)) AND MA ( Close , 50) > MA ( Close , 200); Cond6 = NOT ( Close > MA ( Close , 50)) AND NOT ( Close > MA ( Close , 200)) AND NOT ( MA ( Close , 50) > MA ( Close , 200)); for (i = 1; i < BarCount ; i++) { if (Cond1[i]) pointer[i] = 1; if (Cond2[i]) pointer[i] = 2; if (Cond3[i]) pointer[i] = 3; if (Cond4[i]) pointer[i] = 4; if (Cond5[i]) pointer[i] = 5; if (Cond6[i]) pointer[i] = 6; } /* Plot Graphic */ //GraphXSpace= 15 ; dynamic_color = IIf (pointer < 4, colorGreen , colorRed ); //Plot(pointer, "TrendAdv2", dynamic_color, styleHistogram | styleThick, Null, Null, 0); //SetChartBkGradientFill(ParamColor("BgTop", colorWhite), ParamColor("BgBottom", colorLightYellow)); //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //FORMULE stochup= StochK ()> StochD () ; stoch80= StochK ()<80 ; MACDup= MACD ()> Signal () ; Hist= MACD ()- Signal () ; Histup= Hist> Ref (Hist,-1) ; MFIupema5= MFI ()> EMA ( MFI (),5) ; MFI30= MFI ()>30 ; Cupo= C > O ; MA10up= MA ( C ,10)>= Ref ( MA ( C ,10),-1) ; MA20up= MA ( C ,20)>= Ref ( MA ( C ,20),-1) ; EMA50up= EMA ( C ,50)>= Ref ( EMA ( C ,50),-1) ; CupEMA50= C > EMA ( C ,50) ; Cupma20= C > MA ( C ,20) ; PDIupmdi= PDI ()> MDI () ; CCIup0= CCI ()>0 ; Cond= pointer<4 ; top2up= BBandTop ( C ,20,2)>= Ref ( BBandTop ( C ,20,2),-1) ; top1up= BBandTop ( C ,20,1)>= Ref ( BBandTop ( C ,20,1),-1) ; Cuptop1= C > BBandTop ( C ,20,1) ; buystop= C >trailArray ; haup= HaClose>=HaOpen ; Lim= ( ADX ()<50 AND MFI ()>30) ; //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx //PARAMTOGGLE // This combines indicators into one timing Signal //function ParamOptimize( description, default, minv, maxv, step ) // { return Optimize(description, Param(description,default, minv, maxv, step ), minv, maxv, step ); } tgl = ParamToggle ( "Result" , "AND logic|Compare" ); // switch test calculation and compare the results if (tgl) { myBuy = buystop AND macdup AND histup AND cupo AND haup ; myShort = !buystop ; } else { myBuy = IIf ( C >trailArray AND MACD ()> Signal () AND Hist> Ref (Hist,-1) AND C > O AND HaClose>=HaOpen ,1,0); myShort = IIf ( C <trailArray ,1,0); } Buy = ExRem (myBuy, myShort); Sell = ExRem (myShort, myBuy); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorBlue ,0,trailArray); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorRed ,0,trailArray); |