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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Volatility band for Amibroker (AFL)
I came through this indicator in some website, forgot the name. It plots the price band by volatility, and can be employed into a trading system. I did not test the program, and assume it works.
Similar Indicators / Formulas
Indicator / Formula
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 | SetChartOptions (0, chartShowArrows | chartShowDates ); _SECTION_BEGIN ( "Vol-bands" ); Vf= Param ( "V-b Values" ,0.0146,-0.0001,0.1,0.0001); P1 = ValueWhen ( TimeNum () == 095500, Open ); T0 = P1+(P1*0.25*Vf); B0 = P1-(P1*0.25*Vf); T1 = P1+(P1*0.5*Vf); B1 = P1-(P1*0.5*Vf); T2 = P1+(P1*1*Vf); B2 = P1-(P1*1*Vf); T3 = P1+(P1*1.28*Vf); B3 = P1-(P1*1.28*Vf); T4 = P1+(P1*1.5*Vf); B4 = P1-(P1*1.5*Vf); T5 = P1+(P1*2*Vf); B5 = P1-(P1*2*Vf); T6 = P1+(P1*2.5*Vf); B6 = P1-(P1*2.5*Vf); T7 = P1+(P1*3*Vf); B7 = P1-(P1*3*Vf); hts = Param ( "Text Shift" , -55,-150,150,1); numbars = LastValue ( Cum ( Status ( "barvisible" ))); fraction= IIf ( StrRight ( Name (),3) == "" , 3.2, 3.2); Today = LastValue ( Day ()) ; starttime = ParamTime ( "Start Time" , "09:55" ); endtime = ParamTime ( "End Time" , "10:00" ); tn = TimeNum (); timecond = tn >= starttime AND tn <= endtime; firstBarOfDay = timecond ; firstBarOfDay = firstBarOfDay - Ref ( firstBarOfDay, -1 ); Cb= ParamToggle ( "0.25 " , "NO|YES" ,1); Cb1= ParamToggle ( "0.50" , "NO|YES" ,1); Cb2= ParamToggle ( "1.0 " , "NO|YES" ,1); Cb3= ParamToggle ( "1.28" , "NO|YES" ,1); Cb4= ParamToggle ( "1.5 " , "NO|YES" ,0); Cb5= ParamToggle ( "2.0 " , "NO|YES" ,0); Cb6= ParamToggle ( "2.5 " , "NO|YES" ,0); Cb7= ParamToggle ( "3.0 " , "NO|YES" ,0); if (Cb==1){ Plot ( IIf ( tn > endtime , t0, Null ) , "" ,7, styleLine + styleNoLabel ); PlotText ( "0.25= " + WriteVal (T0,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T0,1) , 2); Plot ( IIf ( tn > endtime , b0, Null ), "" ,7, styleLine + styleNoLabel ); PlotText ( "0.25= " + WriteVal (B0,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B0,1) , 2); } if (Cb1==1){ Plot ( IIf ( tn > endtime , t1, Null ), "" ,48, styleDashed + styleNoLabel ); PlotText ( "0.50= " + WriteVal (T1,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T1,1) , 2); Plot ( IIf ( tn > endtime , b1, Null ), "" ,48, styleDashed + styleNoLabel ); PlotText ( "0.50= " + WriteVal (B1,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B1,1) , 2); } if (Cb2==1){ Plot ( IIf ( tn > endtime , t2, Null ), "" ,3, styleLine + styleNoLabel ); PlotText ( "1.00= " + WriteVal (T2,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T2,1) , 2); Plot ( IIf ( tn > endtime , b2, Null ), "" ,3, styleLine + styleNoLabel ); PlotText ( "1.00= " + WriteVal (B2,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B2,1) ,2); } if (Cb3==1){ Plot ( IIf ( tn > endtime , t3, Null ), "" ,51, styleDashed + styleNoLabel ); PlotText ( "1.28= " + WriteVal (T3,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T3,1) , 2); Plot ( IIf ( tn > endtime , b3, Null ), "" ,51, styleDashed + styleNoLabel ); PlotText ( "1.28= " + WriteVal (B3,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B3,1) , 2); } if (Cb4==1){ Plot ( IIf ( tn > endtime , t4, Null ), "" ,5, styleDashed + styleNoLabel ); PlotText ( "1.50= " + WriteVal (T4,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T4,1) , 2); Plot ( IIf ( tn > endtime , b4, Null ), "" ,5, styleDashed + styleNoLabel ); PlotText ( "1.50= " + WriteVal (B4,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B4,1) , 2); } if (Cb5==1){ Plot ( IIf ( tn > endtime , t5, Null ), "" ,4, styleDashed + styleNoLabel ); PlotText ( "2.00= " + WriteVal (T5,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T5,1) , 2); Plot ( IIf ( tn > endtime , b5, Null ), "" ,4, styleDashed + styleNoLabel ); PlotText ( "2.00= " + WriteVal (B5,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B5,1) , 2); } if (Cb6==1){ Plot ( IIf ( tn > endtime , t6, Null ), "" ,47, styleDashed + styleNoLabel ); PlotText ( "2.50= " + WriteVal (T6,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (T6,1) , 2); Plot ( IIf ( tn > endtime , b6, Null ), "" ,47, styleDashed + styleNoLabel ); PlotText ( "2.50= " + WriteVal (B6,fraction), LastValue ( BarIndex ())-(numbars/hts), LastValue (B6,1) , 2); } if (Cb7==1){ Plot ( T7, "" , colorLightBlue , 1| styleNoLabel ); Plot ( B7, "" , colorLightBlue , 1| styleNoLabel );} Plot ( Close , "Price" , 47, styleCandle ); up= tn > endtime AND (( Cross ( Close ,t0) OR Cross ( Close ,t1) OR Cross ( Close ,t2) OR Cross ( Close ,t3) OR Cross ( Close ,t4) OR Cross ( Close ,t5) OR Cross ( Close ,t6) OR Cross ( Close ,t7) OR Cross ( Close ,b0) OR Cross ( Close ,b1) OR Cross ( Close ,b2) OR Cross ( Close ,b3) OR Cross ( Close ,b4) OR Cross ( Close ,b5) OR Cross ( Close ,b6) OR Cross ( Close ,b7))); dn=tn > endtime AND (( Cross (b0, Close ) OR Cross ( b1, Close ) OR Cross ( b2, Close ) OR Cross (b3, Close ) OR Cross ( b4, Close ) OR Cross ( b5, Close ) OR Cross ( b6, Close ) OR Cross ( b7, Close ) OR Cross (t0, Close ) OR Cross ( t1, Close ) OR Cross ( t2, Close ) OR Cross (t3, Close ) OR Cross ( t4, Close ) OR Cross ( t5, Close ) OR Cross ( t6, Close ) OR Cross ( t7, Close ))); Cb7= ParamToggle ( "Alerts" , "NO|YES" ,0); if (Cb7==1){ PlotShapes ( IIf ( up, shapeUpArrow , shapeNone ),10,0, L ,-20 ); PlotShapes ( IIf ( dn, shapeDownArrow , shapeNone ),13,0, H ,-20 );} //------------------------------------------------------------ HaC=( O + H + L + C )/4; pab=tn > endtime AND ( Cross (HaC,t0) OR Cross (Hac,b0)); pb= tn > endtime AND ( Cross (HaC,t1) OR Cross (Hac,b1)); pb1=tn > endtime AND ( Cross (HaC,t2) OR Cross (Hac,b2)); pb2=tn > endtime AND ( Cross (HaC,t3) OR Cross (Hac,b3)) ; pb3=tn > endtime AND ( Cross (HaC,t4) OR Cross (Hac,b4)); pb4=tn > endtime AND ( Cross (HaC,t5) OR Cross (Hac,b5)); pb5=tn > endtime AND ( Cross (HaC,t6) OR Cross (Hac,b6)); pb6=tn > endtime AND ( Cross (HaC,t7) OR Cross (Hac,b7)); pas=tn > endtime AND ( Cross (b0,HaC) OR Cross (t0,HaC)); ps= tn > endtime AND ( Cross ( b1,HaC) OR Cross ( t1,HaC)); ps1=tn > endtime AND ( Cross ( b2,HaC) OR Cross ( t2,HaC)); ps2=tn > endtime AND ( Cross (b3,HaC) OR Cross (t3,HaC)); ps3=tn > endtime AND ( Cross ( b4,HaC) OR Cross ( t4,HaC)); ps4=tn > endtime AND ( Cross ( b5,HaC) OR Cross ( t5,HaC)); ps5=tn > endtime AND ( Cross ( b6,HaC) OR Cross ( t6,HaC)); ps6=tn > endtime AND ( Cross ( b7,HaC) OR Cross ( t7,HaC)); PlotP = ParamToggle ( "Plot Shapes" , "Off,On" ,0); //P1Shape = Param("buy Shape Typ",35,0,50,1); //P2Shape = Param("sell Shape Typ",36,0,50,1); if (PlotP){ PlotShapes ( IIf (pab, shapeDigit1 , shapeNone ), colorAqua ,0, L ,-10 ); PlotShapes ( IIf (pas, shapeDigit1 , shapeNone ), colorCustom2 ,0, H ,10 ); PlotShapes ( IIf (pb, shapeDigit2 , shapeNone ), colorLime ,0, L ,-10 ); PlotShapes ( IIf (ps, shapeDigit2 , shapeNone ), colorOrange ,0, H ,10 ); PlotShapes ( IIf (pb1, shapeDigit3 , shapeNone ),2,0, L ,-10 ); PlotShapes ( IIf (ps1, shapeDigit3 , shapeNone ),13,0, H ,10 ); PlotShapes ( IIf (pb2, shapeDigit4 , shapeNone ),6,0, L ,-10 ); PlotShapes ( IIf (ps2, shapeDigit4 , shapeNone ),31,0, H ,10 ); PlotShapes ( IIf (pb3, shapeDigit5 , shapeNone ),5,0, L ,-10 ); PlotShapes ( IIf (ps3, shapeDigit5 , shapeNone ),4,0, H ,10 ); PlotShapes ( IIf (pb4, shapeDigit6 , shapeNone ),5,0, L ,-10 ); PlotShapes ( IIf (ps4, shapeDigit6 , shapeNone ),4,0, H ,10 ); PlotShapes ( IIf (pb5, shapeDigit7 , shapeNone ),5,0, L ,-10 ); PlotShapes ( IIf (ps5, shapeDigit7 , shapeNone ),4,0, H ,10 ); PlotShapes ( IIf (pb6, shapeDigit8 , shapeNone ),5,0, L ,-10 ); PlotShapes ( IIf (ps6, shapeDigit8 , shapeNone ),4,0, H ,10 ); } Title = EncodeColor ( colorWhite )+ "Volatility-Bands stocks" + " - " + Name () + " - " + EncodeColor ( colorRed )+ Interval (2) + EncodeColor ( colorWhite ) + " - " + Date () + " - " + "\n" + EncodeColor ( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " + "Cl-" + C + " " + "Vol= " + WriteVal ( V ); _SECTION_END (); _SECTION_BEGIN ( "Background text" ); C11= ParamColor ( "up panel" , colorDarkOliveGreen ); C12= ParamColor ( "dn panel" , colorDarkGrey ); C13= Param ( "fonts" ,20,10,30,1 ); C14= Param ( "left-right" ,2.1,1.0,5.0,0.1 ); C15= Param ( "up-down" ,12,1,20,1 ); Miny = Status ( "axisminy" ); Maxy = Status ( "axismaxy" ); lvb = Status ( "lastvisiblebar" ); fvb = Status ( "firstvisiblebar" ); pxwidth = Status ( "pxwidth" ); pxheight = Status ( "pxheight" ); GfxSetBkMode ( 0 ); GfxSetOverlayMode (1); GfxGradientRect (0,0,pxwidth, pxheight, C11, C12 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/C13 ); GfxSetTextAlign ( 6 ); GfxTextOut ( Name (), Status ( "pxwidth" )/C14, Status ( "pxheight" )/C15 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/C13*0.5 ); GfxTextOut ( "Volatility Bands - stocks" , Status ( "pxwidth" )/C14, Status ( "pxheight" )/C15*2.5 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/C13*0.5 ); GfxTextOut ( " www.TAtechnics.in" , Status ( "pxwidth" )/C14, Status ( "pxheight" )/C15*4 ); _SECTION_END (); NewDay = Day () != Ref ( Day (), -1 ); DailyBarNum = BarsSince ( NewDay ) + 1; DBN = DailyBarNum <= 1; Plot ( DBN, "Day Seprator" , 31, styleHistogram | styleOwnScale | styleNoLabel ); |
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