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EMA crossover buy sell with BB Pivot trend line for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
trading system, amibroker, exploration

EMA crossover buy sell with BB Pivot trend line

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Indicator / Formula

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_SECTION_BEGIN("EMA20X200");

EMA20 = EMA(C, 20);
EMA70 = EMA(C, 70);
EMA150 = EMA(C, 200);

Buy = Cross(EMA20, EMA70);
Sell = Cross(EMA70, EMA20);

Filter = Buy OR Sell;
Buy = ExRem(Buy, Sell);
Sell =ExRem(Sell, Buy);

trigger = WriteIf(Buy, "BUY", WriteIf(Sell, "SELL", " "));
fg = IIf(Buy, colorDarkGreen, IIf(Sell, colorRed, colorDefault));
bg = IIf(Buy, colorPaleGreen, IIf(Sell, colorPink, colorDefault));


_N(Title = StrFormat("{{NAME}} {{DATE}} {{INTERVAL}} : O=%1.2f, H=%1.2f, L=%1.2f, C=%1.2f, Vol=%1.0f\n{{VALUES}}", O, H, L, C, V));

if(Status("action") == actionIndicator)
	{
		PlotOHLC(O, H, L, C, "", colorGrey40, styleCandle);
		Plot(EMA20, "EMA(Close, 20)", colorWhite, styleLine);
       Plot(EMA70, "EMA(Close, 70)", colorYellow, styleLine);
		Plot(EMA150, "EMA(Close, 150)", colorBlue, styleLine);
		PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-20);
		PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-10); 
		PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-15); 
		PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
		PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=10); 
		PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-15);

	}

if(Status("action") == actionExplore)
	{
		SetOption("NodefaultColumns", True);

		AddTextColumn(Name(), "Symbol", 77, colorDefault, colorDefault, 120);
		AddColumn(DateTime(), "Date", formatDateTime, colorDefault, colorDefault, 96);
		AddTextColumn(trigger, "Signal", 77, fg, bg);
		AddColumn(C, "C. M. P.", 1.2, fg, colorDefault, 96);
	}



_SECTION_END();


_SECTION_BEGIN("BBands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 20, 2, 300, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorViolet );
Style = ParamStyle("Style") | styleNoRescale | styleNoRescale;
Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style ); 
Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style ); 
_SECTION_END();



_SECTION_BEGIN("Pivot");   
nBars = Param("Number of bars", 15, 5, 40); 
LP=Param("LookBack Period",250,1,500,1);
bShowTCZ = Param("Show TCZ", 0, 0, 1); 
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;
ADX8 = ADX(8);
if(Status("action")==1) {
	bDraw = True;
	bUseLastVis = 1;
} else {
	bDraw = False;
	bUseLastVis = False;
	bTrace = 1;
	nExploreDate = Status("rangetodate");
	for (i=LastValue(BarIndex());i>=0;i--) {
		nCurDateNum = DN[i];
		if (nCurDateNum == nExploreDate) {
			nExploreBarIdx = i;
		}
	}
}
GraphXSpace=7;
if (bDraw) {
}
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
nLastVisBar = LastValue(
	Highest(IIf(Status("barvisible"), BarIndex(), 0)));
curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
	LastValue(BarIndex())));
curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar]) 
	curTrend = "D";
else 
	curTrend = "U";
if (curBar >= LP) {
	for (i=0; i<LP; i++) { 
		curBar = IIf(nlastVisBar > 0 AND bUseLastVis, 
			nlastVisBar-i, 
			IIf(Status("action")==4 AND nExploreBarIdx > 0, 
			nExploreBarIdx-i,
			LastValue(BarIndex())-i));
		if (aLLVBars[curBar] < aHHVBars[curBar]) {
			if (curTrend == "U") {
				curTrend = "D";
				curPivBarIdx = curBar - aLLVBars[curBar];
				aLPivs[curPivBarIdx] = 1;
				aLPivLows[nLPivs] = L[curPivBarIdx];
				aLPivIdxs[nLPivs] = curPivBarIdx;
				nLPivs++;
			}
		} else {
			if (curTrend == "D") {
				curTrend = "U";
				curPivBarIdx = curBar - aHHVBars[curBar];
				aHPivs[curPivBarIdx] = 1;
				aHPivHighs[nHPivs] = H[curPivBarIdx];
				aHPivIdxs[nHPivs] = curPivBarIdx;
				nHPivs++;
			}
		}		
	} 
}
curBar = 
	IIf(nlastVisBar > 0 AND bUseLastVis, 
	nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, 
	nExploreBarIdx,
	LastValue(BarIndex()))
	);
if (nHPivs >= 2 AND nLPivs >= 2) {
	lastLPIdx = aLPivIdxs[0];
	lastLPL = aLPivLows[0];
	lastHPIdx = aHPivIdxs[0];
	lastHPH = aHPivHighs[0];
	nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
	nAddPivsRng = curBar - nLastHOrLPivIdx;
	aLLVAfterLastPiv = LLV(L, nAddPivsRng);  
	nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
	aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);  
	nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
	aHHVAfterLastPiv = HHV(H, nAddPivsRng); 
	nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
	aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); 
	nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
	if (lastHPIdx > lastLPIdx) {
	
		/*	There are at least two possibilities here. One is that
	   		the previous high was higher, indicating that this is a 
	   		possible short retracement or one in the making.
	   		The other is that the previous high was lower, indicating 
	   		that this is a possible long retracement in the working. 
			However, both depend on opposing pivots. E.g., if I find 
			higher highs, what if I have lower lows?  
		
			If the highs are descending, then I can consider:
	   			- a lower low, and leave it at that
	   			- a higher high and higher low
	   			- a lower low and another lower high
		*/
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nLLVAfterLastPiv < aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Here, the last piv is a high piv, and we have 
		//    higher-highs. The most likely addition is a 
		//    Low piv that is a retracement.
		} else {
	
			if (nLLVAfterLastPiv > aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}	
		// -- The last piv is a high and we have higher highs 
		//    OR lower highs
		}
	
	/* ****************************************************************
		Still finding missed pivot(s). Here, the last piv is a low piv.
	**************************************************************** */
	} else {
	
		// -- First case, lower highs
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nHHVAfterLastPiv < aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark that for plotting
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Second case when last piv is a low piv, higher highs 
		//    Most likely addition is high piv that is a retracement.
		//    Considering adding a high piv as long as it is higher
		} else {
	
			// -- Where I have higher highs,
			if (nHHVAfterLastPiv > aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		}
			
	} 

// -- If there are at least two of each
}

/* ****************************************
// -- Done with finding pivots
***************************************** */ 

if (bDraw) {

	// -- OK, let's plot the pivots using arrows


PlotShapes( IIf(aHPivs==1, shapeSmallSquare, shapeNone), colorCustom12, layer = 0, yposition = High, offset = 9);
PlotShapes( IIf(aHPivs==1, shapeSmallSquare, shapeNone), colorBlack, layer = 0, yposition = High, offset = 12);

PlotShapes( IIf(aAddedHPivs==1, shapeSmallSquare, shapeNone), colorCustom10,layer = 0, yposition = High, offset = 9);
PlotShapes( IIf(aAddedHPivs==1, shapeSmallSquare, shapeNone), colorBlack, layer = 0, yposition = High, offset = 12);

PlotShapes( IIf(aLPivs==1, shapeSmallSquare, shapeNone), colorBrightGreen, layer = 0, yposition = Low, offset = -9);
PlotShapes( IIf(aLPivs==1, shapeSmallSquare, shapeNone), colorBlack, layer = 0, yposition = Low, offset = -12);

PlotShapes( IIf(aAddedLPivs==1, shapeSmallSquare, shapeNone), colorYellow, layer = 0, yposition = Low, offset = -10);
PlotShapes( IIf(aAddedLPivs==1, shapeSmallSquare, shapeNone), colorBlack, layer = 0, yposition = Low, offset = -13);
}


/* ****************************************
// -- Done with discovering and plotting pivots 
***************************************** */ 

// -- I'm going to want to look for possible retracement
risk = 0;
profInc = 0;
nLeg0Pts = 0;
nLeg0Bars = 0;
nLeg0Vol = 0;
nLeg1Pts = 0;
nLeg1Bars = 0;
nLeg1Vol = 0;
nLegBarsDiff = 0;
nRtrc0Pts = 0;
nRtrc0Bars = 0;
nRtrc0Vol = 0;
nRtrc1Pts = 0;
nRtrc1Bars = 0;
nRtrc1Vol = 0;

minRtrc = 0;
maxRtrc = 0;
minLine = 0;
maxLine = 0;
triggerLine = 0;
firstProfitLine = 0;
triggerInc = 0;
triggerPrc = 0;
firstProfitPrc = 0;
retrcPrc = 0;
retrcBar = 0;
retrcBarIdx = 0;
retrcRng = 0;
aRetrcPrc = H-H;
aRetrcPrcBars = H-H;
aRetrcClose = C;
retrcClose = 0;

// -- Do TCZ calcs. Arrangement of pivs very specific
//    for this setup.
if (nHPivs >= 2 AND 
	nLPivs >=2 AND  
	aHPivHighs[0] > aHPivHighs[1] AND
	aLPivLows[0] > aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[0] -
	(.5 * (aHPivHighs[0] - aLPivLows[1])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[0] - aLPivLows[1])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aHPivIdxs[0];
	aRetrcPrc = LLV(L, retrcRng);
	aRetrcPrcBars  = LLVBars(L, retrcRng);
	
	retrcPrc = aRetrcPrc[curBar];
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	// -- bTCZLong setup?
	bTCZLong = (

		// -- Are retracement levels arranged in
		//    tcz order?

		// .500 is above .786 for long setups
		tcz500 >= (tcz786 * (1 - .005))
		AND 
		// .681 is below .786 for long setups
		tcz618 <= (tcz786 * (1 + .005))
		AND

		// -- Is the low in the tcz range
		// -- Is the close >= low of tcz range
		//    and low <= high of tcz range
		retrcClose >= ((1 - .01) *  tcz618)
		AND
		retrcPrc <= ((1 + .01) *  tcz500)
		); 
		
		// -- risk would be high of signal bar minus low of zone
		//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2 
	AND aHPivHighs[0] < aHPivHighs[1] 
	AND aLPivLows[0] < aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[1] -
	(.5 * (aHPivHighs[1] - aLPivLows[0])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[1] - aLPivLows[0])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aLPivIdxs[0];
	aRetrcPrc = HHV(H, retrcRng);
	retrcPrc = aRetrcPrc[curBar];
	aRetrcPrcBars  = HHVBars(H, retrcRng);
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	bTCZShort = (
		// -- Are retracement levels arranged in
		//    tcz order?

		// .500 is below .786 for short setups
		tcz500 <= (tcz786 * (1 + .005))
		AND	
		// .681 is above .786 for short setups
		tcz618 >= (tcz786 * (1 - .005)) 
		AND

		// -- Is the close <= high of tcz range
		//    and high >= low of tcz range
		retrcClose <= ((1 + .01) *  tcz618)
		AND
		retrcPrc >= ((1 - .01) *  tcz500)
		); 
		
		// -- Risk would be top of zone - low of signal bar 
		//risk = 0;
}

// -- Show zone if present
if (bTCZShort OR bTCZLong) { 

	// -- Be prepared to see symmetry
	if (bTCZShort) {
		if (aLPivIdxs[0] > aHPivIdxs[0]) {	
			// -- Valuable, useful symmetry information 
			nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
			nRtrc1Pts = retrcPrc - aLPivLows[0];
			nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
		} else {
			nRtrc0Pts = aHPivHighs[1] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1;
			nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
			nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1;
		}
	} else { // bLongSetup
		if (aLPivIdxs[0] > aHPivIdxs[0]) {	
			nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
			nRtrc1Pts = retrcPrc - aLPivLows[0];
			nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
		} else {
			nRtrc0Pts = aHPivHighs[1] - aLPivLows[0];
			nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1;
			nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
			nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1;
		}
	}

	if (bShowTCZ) {
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz500, curBar, tcz500 , 0), 
			"tcz500", colorPaleBlue, styleLine);
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz618, curBar, tcz618, 0), 
			"tcz618", colorPaleBlue, styleLine);
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz786, curBar, tcz786, 0), 
			"tcz786", colorTurquoise, styleLine);
	}
 
// -- if (bShowTCZ)
}
  

// **************************
// END INDICATOR CODE
// **************************
_SECTION_END();


/*++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
	THIS SECTION DRAWS TD TREND LINES */

percent  = 0.01 * 1; /* Adjust this percent as necessary, I use .01 because FOREX is a 0.0000 number */
firstpointL = 2;
firstpointH = 2;

y0=LastValue(Trough(L,percent,firstpointL)); 
y1=LastValue(Trough(Ref(L,-1),percent,1));

for( i = 1; i < BarCount AND y0 >= y1; i++ )
{
		
		firstpointL++;	
		y0=LastValue(Trough(L,percent,firstpointL));		 
}

x0=BarCount - 1 - LastValue(TroughBars(L,percent,firstpointL)); 
x1=BarCount - 1 - LastValue(TroughBars(Ref(L,-1),percent,1)); 
LineL = LineArray( x0, y0, x1, y1, 1 ); 
/*
Plot(C, "C", colorBlack, styleCandle); 
*/
Plot( LineL, " Support Trend line", colorGreen,4 +8 ); 


yt0=LastValue(Peak(H,percent,firstpointH)); 
yt1=LastValue(Peak(Ref(H,-1),percent,1));

for(i = 1; i < BarCount AND yt0 <= yt1; i++ )
{
		
		firstpointH++;		
		yt0=LastValue(Peak(H,percent,firstpointH)); 
}
xt0=BarCount - 1 - LastValue(PeakBars(H,percent,firstpointH)); 
xt1=BarCount - 1 - LastValue(PeakBars(Ref(H,-1),percent,1)); 
LineH = LineArray( xt0, yt0, xt1, yt1, 1 ); 

Plot( LineH, "Resistance Trend line", colorRed,4 + 8 ); 

3 comments

1. arash474

very good. tnx

2. MOKAN DASS

This very AFL, Amibroker completly jam, totally not funtioning, please rectify or remove

3. manayish

This indicator is actually working…give some time to understand it thanx

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