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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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Adaptive Bollinger 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 | _SECTION_BEGIN("Adaptive BB");Color = ParamColor("Color", colorLightGrey );Style = ParamStyle("Style") | styleNoRescale;top20 = BBandTop(C, 20, 2);bot20 = BBandBot(C, 20, 2);top21 = BBandTop(C, 20, 2.1);bot21 = BBandBot(C, 20, 2.1);top22 = BBandTop(C, 20, 2.2);bot22 = BBandBot(C, 20, 2.2);top23 = BBandTop(C, 20, 2.3);bot23 = BBandBot(C, 20, 2.3);top24 = BBandTop(C, 20, 2.4);bot24 = BBandBot(C, 20, 2.4);top25 = BBandTop(C, 20, 2.5);bot25 = BBandBot(C, 20, 2.5);top19 = BBandTop(C, 20, 1.9);bot19 = BBandBot(C, 20, 1.9);top18 = BBandTop(C, 20, 1.8);bot18 = BBandBot(C, 20, 1.8);top17 = BBandTop(C, 20, 1.7);bot17 = BBandBot(C, 20, 1.7);top16 = BBandTop(C, 20, 1.6);bot16 = BBandBot(C, 20, 1.6);top15 = BBandTop(C, 20, 1.5);bot15 = BBandBot(C, 20, 1.5);function getBBBot(SD){ switch(SD) { case 1.5: ret = bot15; case 1.6: ret = bot16; case 1.7: ret = bot17; case 1.8: ret = bot18; case 1.9: ret = bot19; case 2.0: ret = bot20; case 2.1: ret = bot21; case 2.2: ret = bot22; case 2.3: ret = bot23; case 2.4: ret = bot24; case 2.5: ret = bot25; } return ret;}function getBBTop(SD){ switch(SD) { case 1.5: ret = top15; case 1.6: ret = top16; case 1.7: ret = top17; case 1.8: ret = top18; case 1.9: ret = top19; case 2.0: ret = top20; case 2.1: ret = top21; case 2.2: ret = top22; case 2.3: ret = top23; case 2.4: ret = top24; case 2.5: ret = top25; } return ret;}LookBack = 100;threshold = 0.05;StdDevs = 2;CurrStdDev = 2;for(i = LookBack; i < BarCount; i++){ Count = 0; top = getBBTop(CurrStdDev); bot = getBBBot(CurrStdDev); for(j = i - LookBack; j < i; j++) { if(H[j] > top[j]) Count++; if(L[j] < bot[j]) Count++; } if(Count >= (LookBack * threshold)) { CurrStdDev += 0.1; if(CurrStdDev > 2.5) CurrStdDev = 2.5; StdDevs[i] = CurrStdDev; } else { CurrStdDev -= 0.1; if(CurrStdDev < 1.5) CurrStdDev = 1.5; StdDevs[i] = CurrStdDev; }}EMAPrice = EMA(C, 20);StdDevPrice = StDev(C, 20);bandUpper = EMAPrice + StdDevPrice * StdDevs;bandLower = EMAPrice - StdDevPrice * StdDevs;Plot(bandUpper, "BBTop" + _PARAM_VALUES(), Color, Style ); Plot(bandLower, "BBBot" + _PARAM_VALUES(), Color, Style ); _SECTION_END(); |