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 ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Good Volatility 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 | _SECTION_BEGIN ( "Volatility 2" ); // Just Re-share // 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; } per = Param ( "per" ,20, 1, 150, 1); multBull = Param ( "multBull" ,2, 1, 4, 0.05); multBear = Param ( "multBear" ,2, 1, 4, 0.05); trBull = multBull * ATR (per); trBear = multBear * ATR (per); trailArray = vstop_func(trBull,trBear); SetChartBkColor ( ParamColor ( "ColorBG" , ColorRGB ( 0, 0, 0 ) ) ); GraphXSpace = 5; SetChartOptions (0, chartShowDates ); Plot ( IIf (trailArray > C ,trailArray, Null ), "\ntrailShort" , ParamColor ( "ColorTrailShort" , ColorRGB (255,0,0)), styleStaircase ); Plot ( IIf (trailArray < C ,trailArray, Null ), "\ntrailLong" , ParamColor ( "ColorTrailLong" , ColorRGB (0,255,0)), styleStaircase ); Plot ( C , "\nCandle" , colorWhite , styleCandle ); _SECTION_END (); |