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#1 Selling Amibroker Plugin featuring:
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Kumaran Trend Surrogate for Amibroker (AFL)
Rating:
4 / 5 (Votes 3)
Tags:
trading system, amibroker, exploration, trend, swing
I found in website, useful for intraday.
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Indicator / Formula
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_SECTION_BEGIN("Movint trand Surrogate"); mtOpen = LinearReg( Open, 20 ); // calculate moving trend from open mtHigh = LinearReg( High, 20 ); // calculate moving trend from open mtLow = LinearReg( Low, 20 ); // calculate moving trend from open mtClose = LinearReg( Close, 20 ); // calculate moving trend from open // plot surrogate chart PlotOHLC( mtOpen, mtHigh, mtLow, mtClose, "Surrogate", colorBlack, styleCandle ); _SECTION_END(); prev=AMA2(C,1,0); d=IIf(C>Ref(Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),-1),Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))), IIf(C<Ref(Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),-1),Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),PREV)); a=Cross(Close,d); b=Cross(d,Close); state=IIf(BarsSince(a)<BarsSince(b),1,0); s=state>Ref(state,-1); ss=state<Ref(state,-1); sss=state==Ref(state,-1); col=IIf(state == 1 ,51,IIf(state ==0,4,1)); Plot(C,"",Col,128); PlotShapes( shapeUpArrow * s ,6,0,L); PlotShapes( shapeDownArrow *ss ,4,0,H); Filter = s OR sss OR sss ; AddColumn(C,"close",1.2); AddColumn( IIf( s, 66,1 ), "buy", formatChar, 1, bkcolor =IIf (s,colorYellow, colorPink )); AddColumn( IIf( Ss, 83,1 ), "sell", formatChar, 1, bkcolor =IIf (Ss,colorPink, colorYellow )); AddColumn( IIf( sss, 87,1 ), "wait", formatChar, 1, bkcolor =IIf (sss,colorYellow, colorRed )); _SECTION_BEGIN(""); _N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}}: "+_DEFAULT_NAME()+" : {{OHLCX}} {{VALUES}}" +"\n"+EncodeColor(colorYellow)+ WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+",","")+ WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","")+ WriteIf( sss ,"No trading signals today.","") ); _SECTION_BEGIN("FDS SWING"); no=15; res=HHV(H,no); sup=LLV(L,no); avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0)); avn=ValueWhen(avd!=0,avd,1); supres=IIf(avn==1,sup,res); Plot(supres,"Swing SL",colorTan,styleStaircase); _SECTION_END();
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Nice afl thank you