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#1 Selling Amibroker Plugin featuring:
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High-Low_Zig 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 | _SECTION_BEGIN("High-Low_Zig");High_Reversal_Percent = Param("High-Reversal-%",5,3,10,0.5); //default 5Low_Reversal_Percent = Param("High-Reversal-%",5,3,10,0.5); //default 5High_Reversal_Period = Param("High-Reversal-Days",22,10,65,1); //default 22Low_Reversal_Period = Param("High-Reversal-Days",22,5,65,1); //default 22High_Reversal_Value = HHV(H,High_Reversal_Period) * (1 - High_Reversal_Percent/100);Low_Reversal_Value = LLV(L,Low_Reversal_Period) * (1 + Low_Reversal_Percent/100);Trend_UP = High > High_Reversal_Value;Trend_DN = Low < Low_Reversal_Value;/* After the signal is genrated, we trade the next day/bar @ open Remove the Comment when doing backtesting*/SetTradeDelays(1,1,1,1);BuyPrice = Open;SellPrice = Open;ShortPrice = Open;CoverPrice = Open;SetPositionSize(100000,1); // Fixed 1 LAC allocation for every trade// Is it possible to get both the signals same day??// Don't know, anyway lets take precaution Buy = Trend_UP AND (NOT Trend_DN);Sell = Trend_DN AND (NOT Trend_UP); Buy = ExRem(Buy,Sell);Sell = ExRem(Sell,Buy);Short = Sell;Cover = Buy;Plot( C, "Close", IIf(Trend_UP,colorBlue,IIf(Trend_DN,colorRed,colorBlack)),styleBar|styleThick ); myshape = Buy * shapeUpArrow + Sell * shapeDownArrow ;PlotShapes(myshape,IIf(Buy,colorBlue,IIf(Sell,colorRed,colorWhite)),0,IIf(Buy, Low, High));_SECTION_END(); |