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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
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Advanced Pattern Exploration
Neural Networks
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EMA Avg. for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
trading system, amibroker, exploration
Check out guys.. might be useful to someone.
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Indicator / Formula
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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 | _SECTION_BEGIN ( "EMAavg" ); SetChartOptions (0, chartShowArrows | chartShowDates ); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 ) ) )); z= H ; EMAavg=((21* EMA (z,2))+(13* EMA (z,3))+(8* EMA (z,5))+(5* EMA (z,8))+(3* EMA (z,13))+(2* EMA (z,21)))/(52); function Normalize(array, arraylen) // Figure 1.7 on p. 7 { MaxH = HHV (array, arraylen); MinL = LLV (array, arraylen); Value1[0] = array[0]; // Initialize as array for (i = 1; i < BarCount ; i++) { Value1[i]=.5*2*((array[i]-MinL[i])/ IIf (MaxH[i]-MinL[i]==0,1,MaxH[i]-MinL[i])-.5)+.5*Value1[i-1]; if (Value1[i] > .999) Value1[i] = .999; if (Value1[i] < -.999) Value1[i] = -.999; } return Value1; } function Fisher(array) // Figure 1.7 on p. 7 { F = array; F = .5 * log ((1+ array)/(1 - array)) + .5 * Ref (F, -1)+0.6; return F; } Med = ( H + L )/2; // Fisher Transform FisherXform = Fisher(Normalize(Med, 10)); Buy = C >EMAavg AND C >= EMA ( C ,10) AND fisherxform>=-0.0; Sell = C <EMAavg AND C < EMA ( C ,10) AND fisherxform<-0.0; Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); Filter = Buy OR Sell ; /* Exploration Parameters */ AddTextColumn ( FullName (), "Company Name" ); AddColumn ( Buy , "Buy" , 1 ); AddColumn ( Sell , "Sell" , 1 ); AddColumn ( C , "Close" , 1.3 ); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorGreen , 0, L , Offset=-40); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorLime , 0, L , Offset=-50); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorWhite , 0, L , Offset=-45); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorRed , 0, H , Offset=40); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorOrange , 0, H , Offset=50); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorWhite , 0, H , Offset=-45); Plot ( C , "Close" , ParamColor ( "Color" , colorBlack ), styleNoTitle | ParamStyle ( "Style" ) | GetPriceStyle () ); _SECTION_END (); |
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