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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
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The Beast System for Amibroker (AFL)
Rating:
3 / 5 (Votes 7)
Tags:
trading system, amibroker
indiacator for intrady
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Indicator / Formula
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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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