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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 ....
Grafic & Linear Regression Channel for Amibroker (AFL)
Rating:
3 / 5 (Votes 7)
Tags:
trading system, amibroker, support, resistance
With some improvements and buy/sell signals.
Screenshots
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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 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 | //CyberMan's Linear Regression Channel.//Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below //The original was written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support //Wysiwyg coded the angle in degrees part//I modified the original Linear Regression code so that the line will change color based on the degree of the Linear Regression slope.//I combine this with my trading system.//When my system gives an entry signal I look at the Linear Regression Line and I will only take long positions//if the Linear Regression line is green AND the entry price is below the LR line.//When my system gives an entry signal I look at the Linear Regression Line and I will only take short positions//if the Linear Regression line is red AND the entry price is above the LR line.//It is usefull for filtering out lower probability trades.//================================================Start Chart Configuration======================================================SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));//SetChartBkColor(colorBlack);Plot( C, "", colorBlack, styleCandle, Zorder = 1);SetChartOptions(0,chartShowArrows | chartShowDates);//================================================End Chart Configuration========================================================//====================================Start of Linear Regression Code============================================================P = ParamField("Price field",-1);Length = 150;Daysback = Param("Period for Liner Regression Line",Length,1,240,1);shift = Param("Look back period",0,0,240,1);//=============================== Math Formula =================================================================================x = Cum(1);lastx = LastValue( x ) - shift;aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );//==================Plot the Linear Regression Line ============================================================================LRColor = ParamColor("LR Color", colorCycle ); LRStyle = ParamStyle("LR Style");LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );LRStyle = ParamStyle("LR Style");Angle = Param("Angle", 0.05, 0, 1.5, 0.01);// A slope higher than 0.05 radians will turn green, less than -0.05 will turn red // AND anything in between will be white.LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );Pi = 3.14159265 * atan(1); // PiSlopeAngle = atan(bb)*(180/Pi);LineUp = SlopeAngle > Angle;LineDn = SlopeAngle < - Angle;if(LineUp){//Plot(LRLine, "Lin. Reg. Line Up", IIf(LineUp, colorLime, colorWhite), LRStyle);}else{//Plot(LRLine, "Lin. Reg. Line Down", IIf(LineDn, colorRed, colorWhite), LRStyle);} //========================== Plot 1st SD Channel =============================================================================SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);SD = SDP/2;width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); //Set width of inside chanels here.SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;SDColor = ParamColor("SD Color", colorCycle );SDStyle = ParamStyle("SD Style");Plot( SDU , "", colorBlue,SDStyle ); //Inside Regression LinesPlot( SDL , "", colorBlue,SDStyle ); //Inside Regression Lines//========================== Plot 2d SD Channel ===============================================================================SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);SD2 = SDP2/2;width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); //Set width of outside chanels here. SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;SDColor2 = ParamColor("2 SD Color", colorCycle );SDStyle2 = ParamStyle("2 SD Style");Plot( SDU2 , "", colorRed,SDStyle2 ); //OutSide Regression LinesPlot( SDL2 , "", colorRed,SDStyle2 ); //OutSide Regression LinesTrend = IIf(LRLine > Ref(LRLine,-1),colorLime,colorRed);//Changes LR line to green if sloping up and red if sloping down.Plot( LRLine , "LinReg", Trend, styleDots );//============================ End Indicator Code =======================================================================//TRENDING RIBBON// Paste the code below to your price chart somewhere and green ribbon means both// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX // are both trending down._SECTION_BEGIN("trending ribbon");uptrend=PDI()>MDI() AND MACD()>Signal();downtrend=MDI()>PDI() AND Signal()>MACD();Plot( 2, /* defines the height of the ribbon in percent of pane width */"",IIf( uptrend, colorLime, IIf( downtrend, colorRed, 0 )), /* choose color */styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );_SECTION_END();//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx//FORMULEP = ParamField("Price field",-1);cuptop1= C>BBandTop(p,20,1) ;bot1= BBandBot(p,20,1) ;top2= BBandTop(p,20,2) ;bot2= BBandBot(p,20,2) ;stochup= StochK()>StochD() ;MACDup= MACD()>Signal() ;Hist= MACD()-Signal() ;Histup= Hist>Ref(Hist,-1) ;MFIupema5= MFI()>EMA(MFI(),5) ;top1up= BBandTop(p,20,1)>Ref(BBandTop(p,20,1),-1) ;band= BBandTop(p,20,2)-BBandBot(p,20,2) ;Volatbuy= band>Ref(band,-1) ;cupbot1= C>BBandBot(p,20,1) ;bot1dn= BBandBot(p,20,1)<Ref(BBandBot(p,20,1),-1) ;CCIup0= CCI()>0 ;Cupma10= C>MA(C,10) ;Cupma20= C>MA(C,20) ;MA10up= MA(C,10)>Ref(MA(C,10),-1) ;MA10upma20= MA(C,10)>MA(C,20) ;MA20up= MA(C,20)>Ref(MA(C,20),-1) ;Cupema50= C>EMA(C,50) ;Vup= V>10000 AND C>O ;trendup= LRLine>Ref(LRLine,-1) ;Cdnlrl= C<LRLine ;//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxmyBuy = Cross(PDI(),MDI()) AND MACD()>Signal() AND Hist>Ref(Hist,-1) AND LRLine>Ref(LRLine,-1) AND C<LRLine ;myShort = Cross(0,CCI()) AND Signal()>MACD() ;Buy = ExRem(myBuy, myShort);Sell = ExRem(myShort, myBuy);PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,Offset=-10);PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,Offset=-10);//END OF xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx |
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No buy sell arrows coming in 5 min chart.
I think, it is for EOD investors only.
nice one
Very Nice.