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#1 Selling Amibroker Plugin featuring:
StdDev move and Z-Score mix for Amibroker (AFL)
I told you earlier that i am not a coder/programmer but like to trics/tweaks with due respect to original creator .this time i jist mix 2 afl z-score and standard deviation move and found something interesting.
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Indicator / Formula
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 | /*----------------------------------------------------------- MTR Investors Group - www.MTRIG.com Statistical Z-Score Indicator: Tracks how many standard deviations the price is from the mean. For more information on this indicator see the links below. MTRIG - Reference http://blog.mtrig.com/mtrig/blog/page/Z-Score-Indicator.aspx Z-Score Trader's Notebook Article http://premium.working-money.com/wm/display.asp?art=344 AMIBroker forumula on Traders.com http://www.traders.com/Documentation/FEEDbk_docs/Archive/022003/TradersTips/TradersTips.html Z-Score in Wikipedia http://en.wikipedia.org/wiki/Standard_score -------------------------------------------------------------*/ periods = Param ( "Period" , 20, 1,3, 1); ZScore = ( Close - MA ( Close , periods ) ) / StDev ( Close , periods ); Plot (ZScore, "Z-Score" , colorDarkGrey ); Plot (2, "2" , colorBlueGrey ); Plot (0, "0" , colorBlueGrey ); Plot (-2, "-2" , colorBlueGrey ); //3 Gradient Color _SECTION_BEGIN ( "3 color gradient" ); priceAxesWidth=0; dateAxesHeight=0; TitleHeight=0; pxwidth = Status ( "pxwidth" ); pxheight = Status ( "pxheight" ); chartwidth = pxwidth-priceAxesWidth; chartheight = pxheight-dateAxesHeight; topColor= ParamColor ( "topColor" , ColorRGB (207,254,240) ); centerColor= ParamColor ( "centerColor" , ColorRGB (249,236,164)); botColor= ParamColor ( "BottomColor" , ColorRGB ( 253,223,196)); priceAxesColor= ParamColor ( "priceAxesColor" , colorWhite ); dateAxesColor= ParamColor ( "dateAxesColor" , colorWhite ); relPos= Param ( "centerPosition%" ,50,0,100,1)/100; centerHeight=chartheight* Param ( "centerHeight%" ,10,0,100,1)/100; x0=0; y0= Max (TitleHeight,chartheight*relPos-centerHeight/2); x1=chartwidth; y1= Min (chartheight,chartheight*relPos+centerHeight/2); GfxSetBkMode ( 1 ); GfxSetOverlayMode (1); GfxGradientRect (0,0,chartwidth,TitleHeight, colorWhite , colorWhite ); GfxGradientRect (chartwidth,0,pxwidth,pxheight, priceAxesColor ,priceAxesColor); GfxGradientRect (0,chartheight,chartwidth,pxheight, dateAxesColor ,dateAxesColor); GfxGradientRect (x0,y0,x1,y1, CenterColor ,CenterColor ); GfxGradientRect (0,TitleHeight,chartwidth, y0,topColor, CenterColor ); GfxGradientRect (0,y1,chartwidth, chartheight, CenterColor ,botColor); _SECTION_END (); _SECTION_BEGIN ( "STANDARD DEVIATION MOVE" ); stmove=( C - MA ( C ,20))/ StDev ( C ,20); Plot (stmove, "Standard Deviation Move" , colorBlue , styleHistogram ); Plot (1, "" , colorRed , styleLine ); Plot (-1, "" , colorRed , styleLine ); _SECTION_END (); /*----------------------------------------------------------- MTR Investors Group - www.MTRIG.com Statistical Z-Score Indicator: Tracks how many standard deviations the price is from the mean. For more information on this indicator see the links below. MTRIG - Reference http://blog.mtrig.com/mtrig/blog/page/Z-Score-Indicator.aspx Z-Score Trader's Notebook Article http://premium.working-money.com/wm/display.asp?art=344 AMIBroker forumula on Traders.com http://www.traders.com/Documentation/FEEDbk_docs/Archive/022003/TradersTips/TradersTips.html Z-Score in Wikipedia http://en.wikipedia.org/wiki/Standard_score -------------------------------------------------------------*/ periods = Param ( "Period" , 20, 1,3, 1); ZScore = ( Close - MA ( Close , periods ) ) / StDev ( Close , periods ); Plot (ZScore, "Z-Score" , colorDarkGrey ); Plot (2, "2" , colorBlueGrey ); Plot (0, "0" , colorBlueGrey ); Plot (-2, "-2" , colorBlueGrey ); //3 Gradient Color _SECTION_BEGIN ( "3 color gradient" ); priceAxesWidth=0; dateAxesHeight=0; TitleHeight=0; pxwidth = Status ( "pxwidth" ); pxheight = Status ( "pxheight" ); chartwidth = pxwidth-priceAxesWidth; chartheight = pxheight-dateAxesHeight; topColor= ParamColor ( "topColor" , ColorRGB (207,254,240) ); centerColor= ParamColor ( "centerColor" , ColorRGB (249,236,164)); botColor= ParamColor ( "BottomColor" , ColorRGB ( 253,223,196)); priceAxesColor= ParamColor ( "priceAxesColor" , colorWhite ); dateAxesColor= ParamColor ( "dateAxesColor" , colorWhite ); relPos= Param ( "centerPosition%" ,50,0,100,1)/100; centerHeight=chartheight* Param ( "centerHeight%" ,10,0,100,1)/100; x0=0; y0= Max (TitleHeight,chartheight*relPos-centerHeight/2); x1=chartwidth; y1= Min (chartheight,chartheight*relPos+centerHeight/2); GfxSetBkMode ( 1 ); GfxSetOverlayMode (1); GfxGradientRect (0,0,chartwidth,TitleHeight, colorWhite , colorWhite ); GfxGradientRect (chartwidth,0,pxwidth,pxheight, priceAxesColor ,priceAxesColor); GfxGradientRect (0,chartheight,chartwidth,pxheight, dateAxesColor ,dateAxesColor); GfxGradientRect (x0,y0,x1,y1, CenterColor ,CenterColor ); GfxGradientRect (0,TitleHeight,chartwidth, y0,topColor, CenterColor ); GfxGradientRect (0,y1,chartwidth, chartheight, CenterColor ,botColor); _SECTION_END (); |
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Thank you Classy bhai. :-p
can you pls post the support and resistance indicator on the price chart.
Thanks in advance