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3 / 5 (Votes 7)

trading system, amibroker

indiacator for intrady

Submitted by Nahid over 14 years ago

Submitted by batu1453 over 10 years ago

Submitted by prashantrdx over 10 years ago

Submitted by akdabc over 14 years ago

Submitted by coolpace over 14 years ago

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_SECTION_BEGIN("Background_Setting");
SetChartBkGradientFill( ParamColor("BgTop", colorBlack),
  
ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorDarkTeal ));
_SECTION_END();
  
_SECTION_BEGIN("The_Beast_2");
SetBarsRequired(10000,10000); /* this ensures that the charts include all bars
AND NOT just those on screen */
Prd1=Param("ATR Period 1-20",4,1,20,1);//{Default = 4 Because most traders use 5}
Prd2=Param("LookBack Period 1-20",7,1,20,1);//{Default = 11 Because most traders use 10}
//{Green} {Start Long position when Close>Green}
Green=HHV(LLV(L,Prd1)+ATR(Prd1),Prd2);
//{Red} {Stop loss when Close<Red}
RED=LLV(HHV(H,Prd1)-ATR(Prd1),Prd2);
  
HaClose =EMA((O+H+L+C)/4,3);
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
Color = IIf(C>Green ,colorBrightGreen,IIf(C < RED,colorRed,colorWhite));
  
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "", color, styleCandle,styleThick );
  
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 )) ));
  
_SECTION_END();
  
_SECTION_BEGIN("Trailing_Stop_Short");
stoplossPercentage = Param("Stoploss Percentage", 5, 2, 10);
lookbackPeriod = Param("Lookback period", 10, 5, 30);
Plot(HHV(C,lookbackPeriod) - HHV(C,lookbackPeriod) * (stoplossPercentage / 100), "Trailing stoploss", ParamColor( "Color", colorCycle ),ParamStyle("Style",styleLine|Stylehidden ,maskAll));
_SECTION_END();
  
_SECTION_BEGIN("Trailing_Stop_Long");
//ATR  values can be changed from 1 to 3 multiplications in steps of 0.25
//ATR value or the last low pivot value  can be selected. This feature can be overridden from the parameter window. It is recommended to use only ATR Value
//Choice of plots line or just dots from the parameter window is also possible
mf = Param("ATR multiplier",3,1,3,0.25);
ap=Param("ATR Period",10,5,30,1);
Lb=Param("Lookback Period",20,10,40,1);
ps=ParamToggle("Use last low pivot","Use,Dont",1);
//Thick = Param("Thick" , 0.02, 0.01, 0.2, 0.01);
  
t1=HHV(C,Lb);
t2=(mf*ATR(ap));
t3=Trough(C,2,1);
t4=t1-t2;
t5=Min(t4,t3);
  
if(ps)
    {
    t6 = t1-t2;
        }
else
    {
    t6=t5;
    }
  
initial=t6;
stop[ 0 ] = Close[ 0 ];
  
for( i = 1 ; i < BarCount; i++)
{
if( Close[ i ] > stop[ i - 1])
{
temp = t6[ i ];
if( temp > stop[ i - 1 ] ) stop[ i ] = temp;
else stop[ i ] = stop[ i - 1 ];
}
else
stop[ i ] = initial[ i ];
  
}
  
Plot(stop,"ATR Stop",ParamColor( "Color", colorSeaGreen ),ParamStyle("Style",styleLine|Stylehidden,maskAll));
  
_SECTION_END();
  
_SECTION_BEGIN("Trailing_Lines");
Plot(LLV(HHV(H,5)-ATR(5),8),"",ParamColor( "Color Line 0", colorDarkGreen ),ParamStyle("Style Line 0",styleLine,maskAll));
Plot(LLV(HHV(H,5)-ATR(5),7),"",ParamColor( "Color Line 1", colorDarkGrey),ParamStyle("styleLine 1",styleLine,maskAll));
Plot(LLV(HHV(H,5)-ATR(5),6),"",ParamColor( "Color Line 2", colorDarkGrey ),ParamStyle("Style Line 2",styleLine,maskAll));
Plot(LLV(HHV(H,5)-ATR(5),5),"",ParamColor( "Color Line 3", colorDarkGrey),ParamStyle("Style Line 3",styleLine,maskAll));
Plot(LLV(HHV(H,5)-ATR(5),4),"",ParamColor( "Color Line 4", colorDarkGrey ),ParamStyle("Style Line 4",styleLine,maskAll));
Plot(LLV(HHV(H,5)-ATR(5),3),"",ParamColor( "Color Line 5", colorDarkYellow ),ParamStyle("Style Line 5",styleLine,maskAll));
  
_SECTION_END();
  
/*_SECTION_BEGIN("Stop_loss");
  
lookbackPeriod = Param("Lookback period", 10, 5, 30);
stoplossPercentage = Param("Stoploss Percentage", 5, 2, 10);
Thick = Param("Thick" , 0.02, 0.01, 0.2, 0.01);
  
StopLoss=(HHV(C,lookbackPeriod) - HHV(C,lookbackPeriod) * (stoplossPercentage / 100));
function SPlot( Pr, Txt, Co, St )
{
PlotOHLC(Pr, Pr,Pr+Thick, Pr+Thick, "",Co,styleCloud );
}
SPlot(StopLoss,"" ,ParamColor( "Color", colorCycle ), 2) ;
  
_SECTION_END();*/
  
_SECTION_BEGIN("Pivot_Finder");
/* **********************************
  
Code to automatically identify pivots
  
********************************** */
  
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,0,5000,10);
nBars = Param("Number of bars", 12, 5, 40);
  
GraphXSpace=7;
  
// -- 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, shapeSmallSquare, shapeNone), colorCustom12, 0, H, 25);
  
PlotShapes(
  
IIf(aLPivs==1, shapeSmallSquare , shapeNone), colorOrange, 0, L, -20);
  
_SECTION_BEGIN("Graphics");
GrpPrm=Param("Graphic Space",1,0,10);
GraphXSpace=GrpPrm;
_SECTION_END();
  
_SECTION_BEGIN("Analysis");
M1=EMA(((2*EMA(C,29/2))-EMA(C,29)),2);
M2=EMA(((2*EMA(C,29/2))-EMA(C,29)),5);
Buy     = Cross(M1, M2) ;
Sell    = Cross(M2, M1) ;
  
Buy     = ExRem(Buy, Sell);
Sell    = ExRem(Sell, Buy);
mycolor = IIf(M1 > M2, colorLime, colorRed);
shape   = Buy * shapeUpArrow + Sell * shapeDownArrow ;
  
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ),0, IIf( Buy, Low, High ) );
dist = 1.5*ATR(20);
for( i = 0; i < BarCount; i++ ) {
       if( Buy[i] ) PlotText( "Buy\n@" + Close[i], i, Low[i] - dist[i], colorGreen );
       if( Sell[i] ) PlotText( "sell\n@" + Close[i], i, Low[i] + dist[i], colorRed );
    }
  
Plot( Close, "Close", mycolor, styleNoTitle );
_SECTION_END();

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The Beast System for Amibroker (AFL)
mahesh.yarlagadda279
almost 14 years ago
Amibroker (AFL)

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Stock Portfolio Organizer

WiseTrader Toolbox

The Beast System for Amibroker (AFL) mahesh.yarlagadda279 almost 14 years ago Amibroker (AFL)

Screenshots

Similar Indicators / Formulas

Indicator / Formula

0 comments

Leave Comment

The Beast System for Amibroker (AFL)
mahesh.yarlagadda279
almost 14 years ago
Amibroker (AFL)