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VPA v1.2 + KBrain v1.1 Advanced for Amibroker (AFL)
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2 / 5 (Votes 6)
Tags:
trading system, amibroker, pivots
VPA v1.2 + KBrain v1.1 Advanced
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 | // Volume Price Analysis System (VPA) v1.2 for Amibroker (AFL) // Extra: Modified KBrain Trading System ver 1.1 for Amibroker (AFL) // Extra: Gaussian Moving Average for Amibroker (AFL) // Extra: MA1 + MA3 // Extra: StockManiacs - Volume Zone - Indicator Bar for Ribbon // Extra: Volume Oscillator BD Ribbon by Taohidul Hassan //======================================================================================= //Volume Price Analysis AFL - VPA Version 1.2 //AFL by Karthikmarar. Detailed explanation available at www.vpanalysis.blogspot.com //Added Exploration - detailed 241209 //======================================================================================= _SECTION_BEGIN ( "Volume Price Analysis - V.1.2" ); SetChartOptions (0, chartShowArrows | chartShowDates ); SetChartOptions (2, chartWrapTitle ); //======================================================================================= DTL= Param ( "Linear regression period" ,60,10,100,10); wbf= Param ( "WRB factor" ,1.5,1.3,2.5,.1); nbf= Param ( "NRB factor" ,0.7,0.3,0.9,0.1); TL= LinRegSlope ( MA ( C , DTL),2); Vlp= Param ( "Volume lookback period" ,30,20,300,10); Vrg= MA ( V ,Vlp); St = StDev (Vrg,Vlp); Vp3 = Vrg + 3*st; Vp2 = Vrg + 2*st;; Vp1 = Vrg + 1*st;; Vn1 = Vrg -1*st; Vn2 = Vrg -2*st; rg=( H - L ); arg= Wilders (rg,30); wrb=rg>(wbf*arg); nrb=rg<(nbf*arg); Vl= V < Ref ( V ,-1) AND V < Ref ( V ,-2); upbar= C > Ref ( C ,-1); dnbar= C < Ref ( C ,-1); Vh= V > Ref ( V ,-1) AND Ref ( V ,-1)> Ref ( V ,-2); Cloc= C - L ; x=rg/Cloc; x1= IIf (Cloc==0,arg,x); Vb= V >Vrg OR V > Ref ( V ,-1); ucls=x1<2; dcls=x1>2; mcls=x1<2.2 AND x1>1.8 ; Vlcls=x1>4; Vhcls=x1<1.35; j= MA ( C ,5); TLL= LinRegSlope (j,40) ; Tlm= LinRegSlope (j,15) ; tls= LinRegSlope (j,5); mp=( H + L )/2; _SECTION_END (); //========================================================================================== _SECTION_BEGIN ( "VSA" ); utbar=wrb AND dcls AND tls>0 ; utcond1= Ref (utbar,-1) AND dnbar ; utcond2= Ref (utbar,-1) AND dnbar AND V > Ref ( V ,-1); utcond3=utbar AND V > 2*Vrg; trbar= Ref ( V ,-1)>Vrg AND Ref (upbar,-1) AND Ref (wrb,-1) AND dnbar AND dcls AND wrb AND tll>0 AND H == HHV ( H ,10); Hutbar= Ref (upbar,-1) AND Ref ( V ,-1)>1.5*Vrg AND dnbar AND dcls AND NOT wrb AND NOT utbar; Hutcond= Ref (Hutbar,-1) AND dnbar AND dcls AND NOT utbar; tcbar= Ref (upbar,-1) AND H == HHV ( H ,5) AND dnbar AND (dcls OR mcls) AND V >vrg AND NOT wrb AND NOT Hutbar ; Scond1=(utcond1 OR utcond2 OR utcond3) ; Scond2= Ref (scond1,-1)==0; scond=scond1 AND scond2; stdn0= tll<0 AND V > Ref ( V ,-1) AND Ref (dnbar,-1) AND upbar AND (ucls OR mcls) AND tls<0 AND tlm<0; stdn= V > Ref ( V ,-1) AND Ref (dnbar,-1) AND upbar AND (ucls OR mcls) AND tls<0 AND tlm<0; stdn1= tll<0 AND V >(vrg*1.5) AND Ref (dnbar,-1) AND upbar AND (ucls OR mcls) AND tls<0 AND tlm<0; stdn2=tls<0 AND Ref ( V ,-1)<Vrg AND upbar AND vhcls AND V >Vrg; bycond1= stdn OR stdn1; bycond= upbar AND Ref (bycond1,-1); stvol= L == LLV ( L ,5) AND (ucls OR mcls) AND V >1.5*Vrg AND tll<0; ndbar=upbar AND nrb AND Vl AND dcls ; nsbar=dnbar AND nrb AND Vl AND dcls ; nbbar= C > Ref ( C ,-1) AND Vl AND nrb AND x1<2; nbbar= IIf ( C > Ref ( C ,-1) AND V < Ref ( V ,-1) AND V < Ref ( V ,-2) AND x1<1.1,1,0); lvtbar= vl AND L < Ref ( L ,-1) AND ucls; lvtbar1= V <Vrg AND L < Ref ( L ,-1) AND ucls AND tll>0 AND tlm>0 AND wrb; lvtbar2= Ref (Lvtbar,-1) AND upbar AND ucls; dbar= V >2*Vrg AND dcls AND upbar AND tls>0 AND tlm>0 AND NOT Scond1 AND NOT utbar; eftup= H > Ref ( H ,-1) AND L > Ref ( L ,-1) AND C > Ref ( C ,-1) AND C >=(( H - L )*0.7+ L ) AND rg>arg AND V > Ref ( V ,-1); eftupfl= Ref (eftup,-1) AND (utbar OR utcond1 OR utcond2 OR utcond3); eftdn= H < Ref ( H ,-1) AND L < Ref ( L ,-1) AND C < Ref ( C ,-1) AND C <=(( H - L )*0.25+ L ) AND rg>arg AND V > Ref ( V ,-1); _SECTION_END (); //======================================================================================================================= _SECTION_BEGIN ( "Chart" ); Vcolor= IIf (tls>0 AND tlm>0 AND tll>0, colorLime , IIf (tls>0 AND tlm>0 AND tll<0, colorGreen , IIf (tls>0 AND tlm<0 AND tll<0, colorPaleGreen , IIf (tls<0 AND tlm<0 AND tll<0, colorRed , IIf (tls<0 AND tlm>0 AND tll>0, colorPaleGreen , IIf (tls<0 AND tlm<0 AND tll>0, colorOrange , colorBlue )))))); GraphXSpace = 5; PlotOHLC ( Open , High , Low , Close , "" , vcolor, styleCandle | styleThick ); //styleCandle styleBar _SECTION_END (); //============================================================================================================================ // commentary _SECTION_BEGIN ( "Commentary" ); Vpc= utbar OR utcond1 OR utcond2 OR utcond3 OR stdn0 OR stdn1 OR stdn2 OR stdn OR lvtbar1 OR Lvtbar OR Lvtbar2 OR Hutbar OR Hutcond OR ndbar OR stvol OR tcbar; if ( Status ( "action" ) == actionCommentary ) ( printf ( "=========================" + "\n" )); printf ( "VOLUME PRICE ANALYSIS" + "\n" ); printf ( "www.vpanalysis.blogspot.com" + "\n" ); printf ( "=========================" + "\n" ); printf ( Name () + " - " + Interval (2) + " - " + Date () + " - " + "\n" + "High-" + H + "\n" + "Low-" + L + "\n" + "Open-" + O + "\n" + "Close-" + C + "\n" + "Volume= " + WriteVal ( V )+ "\n" ); WriteIf (Vpc, "=======================" , "" ); WriteIf (Vpc, "VOLUME ANALYSIS COMMENTARY:\n" , "" ); WriteIf (utbar , "Up-thrusts are designed to catch stops and to mislead as many traders as possible. They are normally seen after there has been weakness in the background. The market makers know that the market is weak, so the price is marked up to catch stops, encourage traders to go long in a weak market, AND panic traders that are already Short into covering their very good position." , "" )+ WriteIf (utcond3, "This upthrust bar is at high volume.This is a sure sign of weakness. One may even seriously consider ending the Longs AND be ready to reverse" , "" )+ WriteIf (utbar OR utcond3, " Also note that A wide spread down-bar that appears immediately after any up-thrust, tends to confirm the weakness (the market makers are locking in traders into poor positions). With the appearance of an upthrust you should certainly be paying attention to your trade AND your stops. On many upthrusts you will find that the market will 'test' almost immediately." , "" )+ WriteIf (utcond1 , "A wide spread down bar following a Upthrust Bar. This confirms weakness. The Smart Money is locking in Traders into poor positions" , "" ); WriteIf (utcond2 , "Also here the volume is high( Above Average).This is a sure sign of weakness. The Smart Money is locking in Traders into poor positions" , "" )+ WriteIf (stdn, "Strength Bar. The stock has been in a down Trend. An upbar with higher Volume closing near the High is a sign of strength returning. The downtrend is likely to reverse soon. " , "" )+ WriteIf (stdn1, "Here the volume is very much above average. This makes this indication more stronger. " , "" )+ WriteIf (bycond, "The previous bar saw strength coming back. This upbar confirms strength. " , "" )+ WriteIf (Hutbar, " A pseudo Upthrust. This normally appears after an Up Bar with above average volume. This looks like an upthrust bar closing down near the Low. But the Volume is normally Lower than average. this is a sign of weakness.If the Volume is High then weakness increases. Smart Money is trying to trap the retailers into bad position. " , "" )+ WriteIf (Hutcond, "A downbar after a pseudo Upthrust Confirms weakness. If the volume is above average the weakness is increased. " , "" )+ WriteIf (Lvtbar2, "The previous bar was a successful Test of supply. The current bar is a upbar with higher volume. This confirms strength" , "" )+ WriteIf (dbar, "A wide range, high volume bar in a up trend closing down is an indication the Distribution is in progress. The smart money is Selling the stock to the late Comers rushing to Buy the stock NOT to be Left Out Of a Bullish move. " , "" )+ WriteIf (Lvtbar2, "The previous bar was a successful Test of supply. The current bar is a upbar with higher volume. This confirms strength" , "" )+ WriteIf (tcbar, "The stock has been moving up on high volume. The current bar is a Downbar with high volume. Indicates weakness and probably end of the up move" , "" )+ WriteIf (eftup, "Effort to Rise bar. This normally found in the beginning of a Markup Phase and is bullish sign.These may be found at the top of an Upmove as the Smart money makes a last effort to move the price to the maximum" , "" )+ WriteIf (eftdn, "Effort to Fall bar. This normally found in the beginning of a Markdown phase." , "" )+ WriteIf (nsbar, "No Supply. A no supply bar indicates supply has been removed and the Smart money can markup the price. It is better to wait for confirmation" , "" )+ WriteIf (stvol, "Stopping Volume. This will be an downbar during a bearish period closing towards the Top accompanied by High volume. A stopping Volume normally indicates that smart money is absorbing the supply which is a Indication that they are Bullishon the MArket. Hence we Can expect a reversal in the down trend. " , "" )+ WriteIf (ndbar, "No Demand Brief Description: Any up bar which closes in the middle OR Low, especially if the Volume has fallen off, is a potential sign of weakness. Things to Look Out for: if the market is still strong, you will normally see signs of strength in the next few bars, which will most probably show itself as a: * Down bar with a narrow spread, closing in the middle OR High. * Down bar on Low Volume." , "" ); _SECTION_END (); _SECTION_BEGIN ( "Advanced Trend Lines" ); ShowSR = ParamToggle ( "Show Vert S/R" , "No|Yes" , 0); SRPer = Param ( "S/R Percentage" , 3, 1); SRBack = Param ( "S/R Back" , 5, 1); function GetXSupport(Lo, Percentage, Back) { return (( BarCount - 1) - LastValue ( TroughBars (Lo, Percentage,Back))); } function GetYSupport(Lo, Percentage, Back) { return ( LastValue ( Trough (Lo, Percentage, back))); } function GetXResistance(Hi, Percentage, Back) { return (( BarCount - 1) - LastValue ( PeakBars (Hi, Percentage, Back))); } function GetYResistance(Hi, Percentage, Back) { return ( LastValue ( Peak (Hi, Percentage, Back))); } if (ShowSR) { for (i=1; i<=SRBack; i++) { x0 = GetXSupport( L , SRPer, i); x1 = BarCount -1; y0 = GetYSupport( L , SRPer, i); x = LineArray (x0, y0, x1, y0, 0); Plot (x, "" , IIf ( LastValue ( C ) > x, colorGreen , colorRed ), styleLine | styleDashed | styleThick ); x0 = GetXResistance( H , SRPer, i); y0 = GetYResistance( H , SRPer, i); x = LineArray (x0, y0, x1, y0, 0); Plot (x, "" , IIf ( LastValue ( C ) > x, colorGreen , colorRed ), styleLine | styleDashed | styleThick ); } } //========================================================================================= //ploting the chart shapes _SECTION_BEGIN ( "Indications" ); PlotShapes ( shapeSmallSquare*(utbar AND NOT scond) , colorRed , 0, H , 10 ); PlotShapes ( shapeSmallCircle *trbar, colorBlue , 0, H , 20 ); PlotShapes ( shapeSmallDownTriangle *scond, colorRed , 0, H ,-20); PlotShapes (shapeSmallSquare*stdn, colorLime , 0, L , -20 ); PlotShapes (shapeSmallSquare*stdn1, colorLime , 0, L , -20 ); PlotShapes (shapeSmallSquare*lvtbar1, colorLime , 0, L , -20 ); PlotShapes ( shapeSmallUpTriangle *lvtbar2, colorYellow , 0, L , -20 ); PlotShapes ( shapeHollowSmallCircle *stvol, colorLime , 0, L , -10 ); PlotShapes ( shapeSmallUpTriangle *bycond, colorLime , 0, L , -20 ); PlotShapes (shapeSmallSquare*(Hutbar) , colorBlue , 0, H , 10 ); PlotShapes ( shapeSmallDownTriangle *(Hutcond) , colorBlue , 0, H , -20 ); PlotShapes ( shapeSmallDownTriangle *tcbar , colorYellow , 0, H , -20 ); PlotShapes ( shapeSmallUpTriangle *stdn2, colorAqua , 0, L , -20 ); PlotShapes (shapeSmallSquare*(dbar) , colorBlue , 0, H , 10 ); PlotShapes (shapeSmallSquare*lvtbar, colorCustom12 , 0, L , -20); PlotShapes (shapeSmallSquare*(ndbar) , colorBlue , 0, H , 10 ); PlotShapes ( shapeSmallCircle *nsbar, colorLime , 0, L , -20 ); PlotShapes ( shapeSmallCircle *eftup, colorTurquoise , 0, mp, 0 ); PlotShapes ( shapeSmallCircle *eftdn, colorYellow , 0, mp, 0 ); _SECTION_END (); //======================================================================================= /////////////////////////////////////////////////////////////////////////////////////////////////////// //Modified KBrain Trading System ver 1.1 for Amibroker (AFL) // KBrain System Coded by Karthikmarar. Blog. www.stocktechnician.blogspot.com email. karthikmarar@yahoo.com // System based on the BrainTrend system in Metatrader // The Turquiose colored Dot indicates start of a Up Trend // The Magenta DOt indicates end of an Up move and beginning of a downmove // The system is a Stop and reverse system // Revision Index - V.1.1 resolves the scan issues _SECTION_BEGIN ( "Heikin" ); HaC = EMA ( ( O + C + H + L ) / 4, 3 ); HaO = AMA ( Ref ( HaC, -1 ), 0.8 ); HaH = Max ( H , Max ( HaC, HaO ) ); HaL = Min ( L , Min ( HaC, HaO ) ); e1 = EMA ( C , 21 ); e2 = MA ( C , 26 ); ehh = e1 > e2 ; ell = e1 < e2 ; ri = ( e1 + e2 ) / 2; Colri = IIf ( ehh, colorBlue , colorRed ); SetBarFillColor ( IIf ( Hac > Hao, colorBlue , colorRed ) ); Colcan = IIf ( Hac > ri, colorBlue , colorRed ); //PlotOHLC( HaO, HaH, HaL, HaC, "" + Name(), colcan, styleCandle | styleNoLabel ); _SECTION_END (); _SECTION_BEGIN ( "KBrain" ); //========================Initiation================ ======== bts = ParamToggle ( "BrainTrend1 signal" , "No|Yes" , 1 ); btst = ParamToggle ( "BrainTrend1 stop" , "No|Yes" , 1 ); btsl = ParamToggle ( "BrainTrend1 stop line" , "No|Yes" , 1 ); period = Param ( "Period" , 14, 6, 20, 1 ); x1 = 53; x2 = 47; d = 2.3; f = 7; s = 1.5; range = ATR ( f ); Range1 = ATR ( f ) / d; Range2 = ( ATR ( f ) * s ) / 4; range3 = ATR ( 10 ); R = ( ( HHV ( H , period ) - C ) / ( HHV ( H , period ) - LLV ( L , period ) ) ) * -100; EMA1 = EMA ( R, Period ); EMA2 = EMA ( EMA1, 5 ); Difference = EMA1 - EMA2; ZeroLagEMA = EMA1 + Difference; value2 = abs ( ZeroLagEMA ); function PercentR( periods ) { return -100 * ( HHV ( H , periods ) - C ) / ( HHV ( H , periods ) - LLV ( L , periods ) ); } for ( i = 1; i < Period - 1; i++ ) { tm = 1; bstop = 1; sstop = 1; p = 1; } for ( i = period + 10; i < BarCount ; i++ ) { C [0] = 0; Value2[0] = 0; p[0] = 0; Plot1[0] = 0; Plot2[0] = 0; Val1 = 0; Val2 = 0; temp[0] = 0; Value3[0] = 0; tm[0] = 0; p1[i] = 0; bt1[0] = 0; bt2[0] = 0; r[0] = 0; bt1a[0] = 0; bt2a[0] = 0; istop[0] = Val1[0]; stop[i] = Val1[0]; bstop[0] = 0; sstop[i] = 0; //==================================Indicators====== ====================== { if ( value2[i] < x2 AND abs ( Close [i] - Close [i-2] ) > range1[i] ) p[i] = 1 ; else { if ( value2[i] > x1 AND abs ( Close [i] - Close [i-2] ) > Range1[i] ) p[i] = 2 ; else p[i] = 0; } } if ( ( value2[i] < x2 AND p[i] == 1 ) OR ( value2[i] < x2 AND p[i] == 0 ) ) { if ( abs ( Close [i] - Close [i-2] ) > Range1[i] ) { Plot1[i] = H [i]; Plot2[i] = L [i]; } else { Plot1[i] = Plot1[i-1]; Plot2[i] = Plot2[i-1]; } } else { if ( ( value2[i] > x1 AND p[i] == 2 ) OR ( value2[i] > x1 AND p[i] == 0 ) ) { Plot1[i] = L [i]; Plot2[i] = H [i]; } else { Plot1[i] = Plot1[i-1]; Plot2[i] = Plot2[i-1]; } } //==================KBrain Signal ==================================== { if ( value2[i] < x2 AND ( abs ( Close [i] - Close [i-2] ) > Range1[i] ) ) { if ( p[i] == 1 OR p[i] == 0 ) Value3[i] = L [i] - range3[i]; val1[i] = Value3[i]; p[i] = 1; temp[i] = 1; } else { temp[i] = temp[i-1]; } { if ( value2[i] > x1 AND ( abs ( Close [i] - Close [i-2] ) > Range1[i] ) ) { if ( p[i] == 2 OR p[i] == 0 ) Value3[i] = H [i] + range3[i]; val2[i] = Value3[i]; p[i] = 2; temp[i] = 2;; } } } { if ( temp[i] == 1 AND Plot1[i] > 0 AND tm[i] != 1 ) tm[i] = 1; if ( temp[i] == 2 AND Plot2[i] > 0 AND tm[i] != 2 ) tm[i] = 2; } //===============================stop=============== ========================= { if ( value2[i] < x2 AND ( abs ( Close [i] - Close [i-2] ) > Range1[i] ) AND p[i] != 2 ) { value3[i] = L [i] - range3[i]; va1[i] = Value3[i]; p1[i] = 2; r[i] = Va1[i]; bstop[i] = Va1[i]; bt2[i] = bt2[i-1]; } if ( value2[i] > x1 AND ( abs ( Close [i] - Close [i-2] ) > Range1[i] ) AND p[i] != 1 ) { Value3[i] = H [i] + range3[i]; va2[i] = Value3[i]; p1[i] = 1; r[i] = Va2[i]; sstop[i] = Value3[i]; bt1[i] = bt1[i-1]; } } if ( val1[i] == 0 AND val2[i] == 0 AND p[i] == 0 ) { bstop[i] = bstop[i-1]; sstop[i] = sstop[i-1]; } if ( bstop[i] < bstop[i-1] AND tm[i] == 1 AND tm[i-1] == 1 ) bstop[i] = bstop[i-1]; if ( sstop[i] > sstop[i-1] AND tm[i] == 2 AND tm[i-1] == 2 ) sstop[i] = sstop[i-1]; } //=============================SYSTEM=============== ======================= Mycolor = IIf ( p == 1, colorLime , IIf ( p == 2, colorRed , colorBlue ) ); PlotShapes ( shapeCircle * ( bts AND tm == 1 AND Ref ( tm, -1 ) == 2 ), colorTurquoise , 0, bstop, 0 ); PlotShapes ( shapeCircle * ( bts AND tm == 2 AND Ref ( tm, -1 ) == 1 ), colorCustom12 , 0, sstop, 0 ); PlotShapes ( IIf ( btst AND p == 1, shapeSmallCircle , Null ), colorTurquoise , 0, bstop, 0 ); Plot ( IIf ( btsl AND tm == 1, bstop, Null ), "" , colorPaleBlue , 1 ); PlotShapes ( IIf ( btst AND p == 2, shapeSmallCircle , Null ), colorCustom12 , 0, sstop, 0 ); Plot ( IIf ( btsl AND tm == 2, sstop, Null ), "" , colorLightYellow , 1 ); Buy = Cover = ( bts AND tm == 1 AND Ref ( tm, -1 ) == 2 ); Sell = Short = ( bts AND tm == 2 AND Ref ( tm, -1 ) == 1 ); SellPrice = ValueWhen ( Sell , C , 1 ); BuyPrice = ValueWhen ( Buy , C , 1 ); Long = Flip ( Buy , Sell ); Shrt = Flip ( Sell , Buy ); _SECTION_END (); //=================TITLE============================ ================================================== ================== /*_SECTION_BEGIN( "Title" ); if ( Status( "action" ) == actionIndicator ) ( Title = EncodeColor( colorWhite ) + "KBrain V 1.1. " + " - " + Name() + " - " + EncodeColor( colorRed ) + Interval( 2 ) + EncodeColor( colorWhite ) + " - " + Date() + " - " + EncodeColor( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " + "Cl-" + C + " " + "Vol= " + WriteVal( V ) + "\n" + EncodeColor( colorLime ) + WriteIf ( Buy , "\n"+"GO LONG / Reverse Signal at " + StrFormat("%.2f%", C) + " ", "" ) + WriteIf ( Sell , "\n"+"EXIT LONG / Reverse Signal at " + StrFormat("%.2f%", C) + " ", "" ) + "\n" + EncodeColor( colorWhite ) + WriteIf( Sell , "Total Profit/Loss for the Last Trade Tk." + StrFormat("%.2f%", ( C - BuyPrice )) + "", "" ) + WriteIf( Buy , "Total Profit/Loss for the Last trade Tk." + StrFormat("%.2f%", ( SellPrice - C )) + "", "" ) + WriteIf( Long AND NOT Buy, "Trade : Long - Entry price Tk." + StrFormat("%.2f%", ( BuyPrice )), "" ) + WriteIf( shrt AND NOT Sell, "Trade : Short - Entry price Tk." + StrFormat("%.2f%", ( SellPrice )), "" ) + "\n" + WriteIf( Long AND NOT Buy, "Current Profit/Loss Tk." + StrFormat("%.2f%", ( C - BuyPrice )) + "", "" ) + WriteIf( shrt AND NOT Sell, "Current Profit/Loss Tk." + StrFormat("%.2f%", ( SellPrice - C )) + "", "" ) ); _SECTION_END(); */ //Explore Analysis BuyPrice = ValueWhen ( Buy , C ); SellPrice = ValueWhen ( Sell , C ); Filter = ( Buy OR Sell );; AddColumn ( IIf ( Buy , BuyPrice , Null ), "Buy " , 6.2, 1, colorGreen ); AddColumn ( IIf ( Sell , SellPrice , Null ), "Sell " , 6.2, 1, colorRed ); /////////////////////////////////////////////////////////////////////////////////////////////////////// //====================================================================================================================================================================================== //TITLE /////////// VPA v1.2 + KBrain v1.1 pricechange= StrFormat ( "%.2f%%" ,( C - Ref ( C ,-1))*100/ Ref ( C ,-1)); changeponit= StrFormat ( "%.2f%" , C - Ref ( C ,-1)); _SECTION_BEGIN ( "Title" ); if ( Status ( "action" ) == actionIndicator ) ( Title = EncodeColor ( colorWhite )+ "Volume Price Analysis" + " - " + Name () + " - " + EncodeColor ( colorRed )+ Interval (2) + EncodeColor ( colorWhite ) + " - " + Date () + " - " + EncodeColor ( colorLime )+ "Volume= " + WriteVal ( V )+ "-- " + EncodeColor ( colorYellow )+ WriteIf (utbar, "An Upthrust Bar. A sign of weakness. " , "" )+ WriteIf (utcond1, "A downbar after an Upthrust. Confirm weakness. " , "" )+ WriteIf (utcond2 AND NOT utcond1, "A High Volume downbar after an Upthrust. Confirm weakness. " , "" )+ WriteIf (utcond3, "This upthrust at very High Voume, Confirms weakness. " , "" )+ WriteIf (stdn1, "Strength seen returning after a down trend. High volume adds to strength. " , "" )+ WriteIf (stdn0 AND NOT stdn, "Strength seen returning after a down trend. " , "" )+ WriteIf (stdn AND NOT stdn1, "Strength seen returning after a long down trend. " , "" )+ WriteIf (Lvtbar, "Test for supply. " , "" )+ WriteIf (Lvtbar2, "An Upbar closing near High after a Test confirms strength. " , "" )+ WriteIf (bycond, "An Upbar closing near High. Confirms return of Strength. " , "" )+ WriteIf (dbar, "A High Volume Up Bar closing down in a uptrend shows Distribution. " , "" )+ WriteIf (Hutbar, "Psuedo UpThrust. A Sign of Weakness. " , "" )+ WriteIf (Hutcond, "A Down Bar closing down after a Pseudo Upthrust confirms weakness. " , "" )+ WriteIf (Lvtbar1, "Test for supply in a uptrend. Sign of Strength. " , "" )+ WriteIf (stdn2, "High volume upbar closing on the high indicates strength. " , "" )+ WriteIf (Tcbar, "High volume Downbar after an upmove on high volume indicates weakness. " , "" )+ WriteIf (ndbar, "No Demand. A sign of Weakness. " , "" )+ WriteIf (nsbar, "No Supply. A sign of Strength. " , "" )+ WriteIf (eftup, "Effort to Rise. Bullish sign. " , "" )+ WriteIf (eftdn, "Effort to Fall. Bearish sign. " , "" )+ WriteIf (eftupfl, "Effort to Move up has failed. Bearish sign. " , "" )+ WriteIf (stvol, "Stopping volume. Normally indicates end of bearishness is nearing. " , "" ) /////////////////////////////////////////////////////////////////////////////////////////////////////// //Title: Volume Price Analysis v2 for Amibroker (AFL) + "\n" + EncodeColor ( colorWhite )+ "Open= " + EncodeColor ( colorBrightGreen ) + StrFormat ( "%.2f%" , O ) + EncodeColor ( colorWhite )+ " High= " + EncodeColor ( colorBrightGreen ) + StrFormat ( "%.2f%" , H ) + EncodeColor ( colorWhite )+ " Low= " + EncodeColor ( colorRed ) + StrFormat ( "%.2f%" , L ) + WriteIf ( Ref ( C ,-1)< C , EncodeColor ( colorWhite ) + " Close= " + EncodeColor ( colorBrightGreen ) + StrFormat ( "%.2f%" , C ) + " (" + pricechange+ ")" + " Tk. " +changeponit, EncodeColor ( colorWhite ) + " Close= " + EncodeColor ( colorRed ) + StrFormat ( "%.2f%" , C ) + " (" + pricechange+ ")" + " Tk. " +changeponit)+ EncodeColor ( colorWhite ) + " Volume= " + EncodeColor ( colorWhite ) + WriteVal ( V , 1.0 )+ WriteIf ( V >Vp2, EncodeColor ( colorBrightGreen ) + " (Very High)" , WriteIf ( V >Vp1, EncodeColor ( colorBrightGreen ) + " (High)" , WriteIf ( V >Vrg, EncodeColor ( colorBrightGreen ) + " (Above Average)" , WriteIf ( V <Vrg AND V >Vn1, EncodeColor ( colorRed )+ " (Less than Average)" , WriteIf ( V <Vn1, EncodeColor ( colorRed )+ " (Low)" , "" ))))) /////////////////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////////////////// + "\n" + EncodeColor ( colorWhite )+( "\nVolume : " )+ WriteIf ( V >Vp2, EncodeColor ( colorBrightGreen ) + "Very High" , WriteIf ( V >Vp1, EncodeColor ( colorBrightGreen ) + "High" , WriteIf ( V >Vrg, EncodeColor ( colorBrightGreen ) + "Above Average" , WriteIf ( V <Vrg AND V >Vn1, EncodeColor ( colorRed ) + "Less than Average" , WriteIf ( V <Vn1, EncodeColor ( colorRed ) + "Low" , "" )))))+ EncodeColor ( colorWhite )+ " - " + ( EncodeColor ( colorWhite )+ "Spread : " )+ WriteIf (rg >(arg*2), EncodeColor ( colorBrightGreen ) + "Wide" , WriteIf (rg>arg, EncodeColor ( colorBrightGreen ) + "Above Average" , EncodeColor ( colorRed ) + "Narrow" ))+ EncodeColor ( colorWhite )+ " - " + ( EncodeColor ( colorYellow )+ "Close : " )+ WriteIf (Vhcls, EncodeColor ( colorBrightGreen ) + "Very High" , WriteIf (ucls, EncodeColor ( colorBrightGreen ) + "High" , WriteIf (mcls, EncodeColor ( colorBrightGreen ) + "Mid" , WriteIf (dcls, EncodeColor ( colorRed ) + "Down" , EncodeColor ( colorRed ) + "Very Low" )))) + EncodeColor ( colorWhite )+( "\nTrend : " )+ WriteIf (tls>0, EncodeColor ( colorBrightGreen )+ "Short Term-UP" , EncodeColor ( colorRed ) + "Short Term-Down" )+ EncodeColor ( colorWhite )+ " - " + WriteIf (tlm>0, EncodeColor ( colorBrightGreen )+ "MID Term-UP" , EncodeColor ( colorRed ) + "Mid Term-Down" )+ EncodeColor ( colorWhite )+ " - " + WriteIf (tll>0, EncodeColor ( colorBrightGreen )+ "Long Term-Up" , EncodeColor ( colorRed ) + "Long Term-Down" ) /////////////////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////////////////// //Title: Modified KBrain Trading System ver 1.1 for Amibroker (AFL) + "\n" + EncodeColor ( colorLime )+ WriteIf ( Buy , "\n" + "GO LONG / Reverse Signal at " + StrFormat ( "%.2f%" , C ) + " " , "" ) + WriteIf ( Sell , "\n" + "EXIT LONG / Reverse Signal at " + StrFormat ( "%.2f%" , C ) + " " , "" ) + EncodeColor ( colorYellow )+ WriteIf ( Sell , "\n" + "Total Profit/Loss for the Last Trade Tk." + StrFormat ( "%.2f%" , ( C - BuyPrice )) , "" ) + WriteIf ( Buy , "\n" + "Total Profit/Loss for the Last Trade Tk." + StrFormat ( "%.2f%" , ( SellPrice - C )) , "" ) + WriteIf ( Long AND NOT Buy , "\n" + "Trade : Long - Entry Price Tk." + StrFormat ( "%.2f%" , ( BuyPrice )) , "" ) + WriteIf ( shrt AND NOT Sell , "\n" + "Trade : Short - Entry Price Tk." + StrFormat ( "%.2f%" , ( SellPrice )) , "" ) + WriteIf ( Long AND NOT Buy , "\n" + "Current Profit/Loss Tk." + StrFormat ( "%.2f%" , ( C - BuyPrice )) , "" ) + WriteIf ( shrt AND NOT Sell , "\n" + "Current Profit/Loss Tk." + StrFormat ( "%.2f%" , ( SellPrice - C )) , "" ) /////////////////////////////////////////////////////////////////////////////////////////////////////// ); _SECTION_END (); //============================================================================================================================================================================================ _SECTION_BEGIN ( "Exploration" ); Lq= V ; Lqok=Lq>100000; Filter = (utbar OR utcond2 OR utcond3 OR stdn OR stdn0 OR stdn1 OR stdn2 OR eftup OR eftdn OR stvol OR Hutbar OR Hutcond OR tcbar OR Lvtbar2 OR dbar OR bycond) AND Lqok; tcolor = IIf (stdn OR stdn1, 42, IIf (bycond , colorPaleGreen , IIf (stdn2, colorPaleGreen , IIf (utbar OR utcond1, 33, IIf (utcond2 OR utcond3, 25, IIf (eftup, colorLime , IIf (eftdn, colorRed , IIf (hutbar,33, IIf (hutcond, colorOrange , IIf (stdn0,42, IIf (stvol,42, IIf (utcond1, colorOrange , IIf (dbar,33, IIf (tcbar,33, colorWhite )))))))))))))); AddTextColumn ( WriteIf (utbar, "Sign of weakness. " , WriteIf (utcond1, "Confirmed weakness. " , WriteIf (utcond2 AND NOT utcond1, "Confirms weakness." , WriteIf (utcond3, "Confirms weakness" , WriteIf (stdn1, "Strength returning. " , WriteIf (stdn0 AND NOT stdn, "Strength returning. " , WriteIf (stdn AND NOT stdn1, "Strength returning. " , WriteIf (Lvtbar, "Test for supply. " , WriteIf (Lvtbar2, "Confirms strength. " , WriteIf (bycond, "Confirms return of Strength. " , WriteIf (dbar, "Distribution. " , WriteIf (Hutbar, "Sign of Weakness. " , WriteIf (Hutcond, "Confirms weakness. " , WriteIf (Lvtbar1, "Sign of Strength. " , WriteIf (stdn2, "Indicates strength. " , WriteIf (Tcbar, "Indicates weakness. " , WriteIf (ndbar, "A sign of Weakness. " , WriteIf (stvol, "End of bearishnees near " , WriteIf (eftup, "Bullish sign " , WriteIf (eftdn, "Bearish sign " , WriteIf (eftupfl, "Bearish sign " , "" ))))))))))))))))))))), "Signal" , 1, colorDefault , tcolor,110); AddTextColumn ( WriteIf (utbar, "An Upthrust Bar. " , WriteIf (utcond1, "A downbar after an Upthrust. " , WriteIf (utcond2 AND NOT utcond1, " A High Volume downbar after an Upthrust." , WriteIf (utcond3, "This upthrust at very High Voume." , WriteIf (stdn1, "Strength seen returning after a down trend. " , WriteIf (stdn0 AND NOT stdn, "Strength seen returning after a down trend. " , WriteIf (stdn AND NOT stdn1, "Strength seen returning after a long down trend. " , WriteIf (Lvtbar, "Test for supply. " , WriteIf (Lvtbar2, "An Upbar closing near High. " , WriteIf (bycond, "An Upbar closing near High." , WriteIf (dbar, "A High Volume Up Bar closing down in a uptrend. " , WriteIf (Hutbar, "Psuedo UpThrust. " , WriteIf (Hutcond, "A Down Bar closing down after a Pseudo Upthrust. " , WriteIf (Lvtbar1, "Test for supply in a uptrend. " , WriteIf (stdn2, "High volume upbar closing on the high. " , WriteIf (Tcbar, "High volume Downbar after an upmove on high volume. " , WriteIf (ndbar, "No Demand. A sign of Weakness. " , WriteIf (stvol, "Stopping volume. " , WriteIf (eftup, "Effort to Rise. " , WriteIf (eftdn, "Effort to Fall. " , WriteIf (eftupfl, "Effort to Move up has failed. " , "" ))))))))))))))))))))), "Condition" , 1, colorDefault , tcolor,250); _SECTION_END (); /////////////////////////////////////////////////////////////////////////////////////////////////////// //Gaussian Moving Average for Amibroker (AFL) _SECTION_BEGIN ( "GSMA" ); SetBarsRequired (500,0); PI = 3.1415926; period= Param ( "period" ,15,1,40,1); //A=C-Ref(C,-T1); //a[0]=C[0]; function IIR2( input, f0, f1, f2 ) { result[ 0 ] = input[ 0 ]; result[ 1 ] = input[ 1 ]; for ( i = 10; i < BarCount ; i++ ) { result[ i ] = f0 * input[ i ] + f1 * result[ i - 1 ] + f2 * result[ i - 2 ]; } return result; } function GSMA( input, Period ) { N = 0; an = 2 * PI / Period; c0 = b0 = 1; c1 = b1 = b2 = a1 = a2 = gamma1 = 0; beta1 = 2.415 * ( 1- cos ( an ) ); alpha = -beta1 + sqrt ( beta1 ^ 2 + 2 * beta1 ); alpha1 = ( cos ( an ) + sin ( an ) - 1 )/ cos ( an ); { fo = alpha ^ 2; f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha ); } return IIR2( input, fo,f1,f2); } period= Param ( "period" ,15,1,40,1); Plot ( gsma( C ,period), "Gaussian MA" , ParamColor ( "Color" , colorCycle ), ParamStyle ( "Style" ) ); _SECTION_END (); /////////////////////////////////////////////////////////////////////////////////////////////////////// _SECTION_BEGIN ( "MA1" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 15, 2, 300, 1, 10 ); Plot ( MA ( P, Periods ), _DEFAULT_NAME (), colorRed , ParamStyle ( "Style" ) ); _SECTION_END (); _SECTION_BEGIN ( "MA3" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 15, 2, 300, 1, 10 ); Plot ( MA ( P, Periods ), _DEFAULT_NAME (), colorBlue , ParamStyle ( "Style" ) ); _SECTION_END (); /////////////////////////////////////////////////////////////////////////////////////////////////////// _SECTION_BEGIN ( "Volume Oscillator BD Ribbon" ); upbar = C > Ref ( C ,-1) AND V < MA ( V ,10); downbar = C < Ref ( C ,-1) AND V < MA ( V ,10); Plot ( 2, /* defines the height of the ribbon in percent of pane width*/ "ribbon" , IIf ( upbar , colorGreen , IIf ( downbar , colorRed , colorWhite )), /* choose color */ styleOwnScale | styleArea | styleNoLabel , 0, 100 ); _SECTION_END (); //////////////////////////////////////////////////////////////////////// // Paste the code below to your price chart somewhere and green ribbon means both // both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX // are both trending down. _SECTION_BEGIN ( "Trending Ribbon" ); activezone= ADX (14) >20 AND V > MA ( V ,60); calmzone= ADX (14) < 20 AND V < MA ( V ,60); Plot ( 4, /* defines the height of the ribbon in percent of pane width*/ "ribbon" , IIf ( activezone, colorGreen , IIf ( calmzone, colorYellow , colorRed )), /* choose color */ styleOwnScale | styleArea | styleNoLabel , 0, 100 ); _SECTION_END (); /////////////////////////////////////////////////////////////////////////////////////////////////////// //===================================================================== //background stock name (works only on Amibroker version 5.00 onwards. //===================================================================== _SECTION_BEGIN ( "Name" ); SetChartBkColor ( colorBlack ); GfxSetOverlayMode (1); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/8 ); GfxSetTextAlign ( 6 ); // center alignment GfxSetTextColor ( ColorHSB ( 42, 42, 42 ) ); GfxSetBkMode (0); // transparent GfxTextOut ( Name (), Status ( "pxwidth" )/2, Status ( "pxheight" )/12 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/18 ); GfxTextOut ( IndustryID (1), Status ( "pxwidth" )/2, Status ( "pxheight" )/3.5 ); GfxSelectFont ( "Tahoma" , Status ( "pxheight" )/36 ); GfxTextOut ( "VPA v1.2 + KBrain v1.1" , Status ( "pxwidth" )/2, Status ( "pxheight" )/2.5 ); //GfxSelectFont("Tahoma", Status("pxheight")/36 ); //GfxTextOut( "www.vpanalysis.blogspot.com", Status("pxwidth")/2, Status("pxheight")/2.5 ); _SECTION_END (); ///////////////////////////////////////////////////////////////////////////////// |
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good indicator thanks
VERY GOOD INDICATOR FROM STARTING
Excellent. Good work!
dear sir can you set the buy sell value for scan or explore function
ERROR,
INI x=rg/Cloc;
Error
in x=rg/Cloc;
as anyone got this fixed, please share the updated AFL.