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3 / 5 (Votes 2)

trading system, amibroker, stop loss, pivots

Moving Averages, Pivots and Signals

Submitted by nikh0024 over 14 years ago

Submitted by vijapar over 12 years ago

Submitted by tigernifty about 13 years ago

Submitted by siivaramm over 14 years ago

Submitted by pharaoh over 14 years ago

Submitted by esnataraj almost 15 years ago

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_SECTION_BEGIN("BAB 18 for analysis");
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 ) ) ));
Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
 
 
MinBars = 200;
MinBarsOK = IIf(BarCount >= MinBars, True, False);
 
if (MinBarsOK) { ;
 
 
  /* **********************************
 
Code to automatically identify pivots
 
********************************** */
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",200,1,50,1);
nBars = Param("Number of bars", 100, 0, 50, 1);
 
// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
// -- More for future use, not necessary for basic plotting
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;
// -- looking back from the current bar, how many bars 
// back were the hhv and llv values of the previous 
// n bars, etc.?
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of 
// _Trace output will show a value of 0
aVisBars = Status("barvisible");
nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
_TRACE("Last visible bar: " + nLastVisBar);
// -- Initialize value of curTrend
curBar = (BarCount-1);
curTrend = "";
if (aLLVBars[curBar] < 
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}
// -- Loop through bars. Search for 
// entirely array-based approach
// in future version
for (i=0; i<farback; i++) {
curBar = (BarCount - 1) - i;
// -- Have we identified a pivot? If trend is down...
if (aLLVBars[curBar] < aHHVBars[curBar]) {
// ... and had been up, this is a trend change
if (curTrend == "U") {
curTrend = "D";
// -- Capture pivot information
curPivBarIdx = curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx] = 1;
aLPivLows[nLPivs] = L[curPivBarIdx];
aLPivIdxs[nLPivs] = curPivBarIdx;
nLPivs++;
}
// -- or current trend is up
} else {
if (curTrend == "D") {
curTrend = "U";
curPivBarIdx = curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx] = 1;
aHPivHighs[nHPivs] = H[curPivBarIdx];
aHPivIdxs[nHPivs] = curPivBarIdx;
nHPivs++;
}
// -- If curTrend is up...else...
} 
// -- loop through bars
} 
// -- Basic attempt to add a pivot this logic may have missed
// -- OK, now I want to look at last two pivots. If the most 
// recent low pivot is after the last high, I could
// still have a high pivot that I didn't catch
// -- Start at last bar
curBar = (BarCount-1);
candIdx = 0;
candPrc = 0;
lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];
lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];
if (lastLPIdx > lastHPIdx) {
// -- Bar and price info for candidate pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar]; 
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aHPivs[candIdx] = 1;
// ...and then rearrange elements in the 
// pivot information arrays
for (j=0; j<nHPivs; j++) {
aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-(j+1)];
}
aHPivHighs[0] = candPrc ;
aHPivIdxs[0] = candIdx;
nHPivs++;
} 
} else {
// -- Bar and price info for candidate pivot
candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar]; 
if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aLPivs[candIdx] = 1;
// ...and then rearrange elements in the 
// pivot information arrays
for (j=0; j<nLPivs; j++) {
aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)];
aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+1)];
}
aLPivLows[0] = candPrc;
aLPivIdxs[0] = candIdx;
nLPivs++;
}
}
// -- Dump inventory of high pivots for debugging
/*
for (k=0; k<nHPivs; k++) {
_TRACE("High pivot no. " + k
+ " at barindex: " + aHPivIdxs[k] + ", " 
+ WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k], 
DateTime(), 1), formatDateTime)
+ ", " + aHPivHighs[k]);
}
*/
// -- OK, let's plot the pivots using arrows
PlotShapes(IIf(aHPivs==1, shapeDownTriangle, shapeNone), colorCustom12, 0, High, Offset=-20);
PlotShapes(IIf(aLPivs==1, shapeUpTriangle , shapeNone), colorCustom11, 0, Low, Offset=-20);
 
 
 
Sell = aHPivs == 1 ;
Buy = aLPivs == 1 ;
Filter=Buy OR Sell; 
Sell=ExRem(Sell,Buy); 
Buy=ExRem(Buy,Sell);
 
 
_SECTION_END();
 
 
}
 
 
 
_SECTION_BEGIN("Plot Monthly,Weekly and Daily Moving average");
//Plot Monthly, Weekly and Daily Moving Average on Daily Price Chart
//Ver.1.01 revision
//3/02/02, coded by Anthony Faragasso
//e-mail: ajf1111@epix.net
 
MaxGraph=7;
 
//Input Time periods for Monthly,Weekly and Daily Moving Averages
MonthlyPds=2;//Months
WeeklyPds=2;//Weeks
DailyPds=1;//Days 
/***********************************/
//Input Price Variable ( open, high ,low, close);
Price=C;
 
MonthlyPrice=Price;
WeeklyPrice=Price;
DailyPrice=Price;
/**********************************/
 
/***Colors***/
//Set to your Preference
Color=6;//Price chart
MthAvgColor=3;//Monthly AverageLine
WklyAvgColor=4;//weekly AverageLine
DlyAvgColor=5;//Daily AverageLine
/**********************************/
 
Weekly=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1),WeeklyPrice);
Monthly=ValueWhen(Day() > Ref( Day(), 1 ),MonthlyPrice);
 
MonthlyAvg=EMA(Monthly,MonthlyPds);
WeeklyAvg=EMA(Weekly,WeeklyPds);
DailyAvg=EMA(DailyPrice,DailyPds);
 
 
x = DailyAvg;
y = WeeklyAvg;
 
Buy=Cross(x,y);
PlotShapes(shapeUpArrow*Buy,colorCustom11, 0, L, -5 );
Sell=Cross(y,x);
PlotShapes(shapeDownArrow*Sell,colorCustom12, 0, H, -5 );
AlertIf( Buy, "SOUND C:\\Windows\\Media\\notify.wav", "Audio alert", 2 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\chord.wav", "Audio alert", 2 );
 
 
 
 
Graph0=C;
Graph0Style=64;
Graph0Color=Color;
 
Graph1=WeeklyAvg;
Graph1Style=1+4;//Thick line
Graph1Color=WklyAvgColor;
 
Graph2=DailyAvg;
Graph2Style=1;
Graph2Color=DlyAvgColor;
 
Graph3=MonthlyAvg;
Graph3Style=1;
Graph3Color=MthAvgColor;
 
 
 
Title=Name()+"  "+"("+WriteVal(WeeklyPds,1)+")"+" Week Moving Average= "+"("+WriteVal(WeeklyAvg,1.2)+")"+" :: "+"("+WriteVal(DailyPds,1)+")"+" Period Moving Average= "+"("+WriteVal(DailyAvg,1.2)+")"+" :: "+"("+WriteVal(MonthlyPds,1)+")"+" Month Moving Average= "+"("+WriteVal(MonthlyAvg,1.2)+")";
_SECTION_END();

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Moving Averages, Pivots and Signals for Amibroker (AFL)
cavineet
almost 14 years ago
Amibroker (AFL)

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Stock Portfolio Organizer

WiseTrader Toolbox

Moving Averages, Pivots and Signals for Amibroker (AFL) cavineet almost 14 years ago Amibroker (AFL)

Similar Indicators / Formulas

Indicator / Formula

0 comments

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Moving Averages, Pivots and Signals for Amibroker (AFL)
cavineet
almost 14 years ago
Amibroker (AFL)