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Filter Explorer Resume for Amibroker (AFL)

Rating:
3 / 5 (Votes 3)
Tags:
amibroker, exploration

This filter has Explorer tool for the various indicators and averages, allowing the end of the day for example, have an idea about the performance of each stock.

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Indicator / Formula

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_SECTION_BEGIN("All in One Explorer");
i=0;
//52 Week High Low
High52 = HHV(High,250);
Low52 = LLV(Low,250);
Fech = Close;

//Volatilidade Historica
HVPeriod = Param("HV Period",21,5,252,1);
HV = StDev(log(C/Ref(C,-1)),HVPeriod)*sqrt(252)*100;

//Bollinger Band
BB1=C>BBandTop(C,20,2) AND Ref(C,-1)<Ref(BBandTop(C,20,2),-1);
BB2=C<BBandBot(C,20,2) AND Ref(C,-1)>Ref(BBandBot(C,20,2),-1);
BBStatus=WriteIf(BB1,"Acima Upper",WriteIf(BB2,"Abaixo Bottom",WriteIf(IsNull(MA(C,20)),"N/A","Neutro")));
BBColor=IIf(BB1,colorRed,IIf(BB2,colorGreen,colorLightGrey));
IIf(BB2,i+1,i);

//SAR
SARCalc = C>SAR();
IIf(SARCalc,i+1,i);
SARStatus = WriteIf(SARcalc,"Bullish",WriteIf(IsNull(SAR()) ,"N/A","Bearish"));
SARColor = IIf(SARcalc,colorGreen,colorRed);

//"Hilo"
_SECTION_BEGIN("Hilo");
//Parâmetros
Period = Param("Período",6,1,50,1);
Style = ParamStyle("Estilo",styleStaircase,maskAll);

Hld = IIf(C > Ref(MA(H, Period), -1), 1, IIf(C < Ref(MA(L, Period), -1), -1, 0));
Hlv = ValueWhen(Hld != 0, Hld, 1);
Hilo = IIf(Hlv == -1, MA(H, Period), MA(L, Period));
HiloColor = IIf(Hlv == 1, colorGreen, colorRed);

//Plot(Hilo,"HiLo"+_PARAM_VALUES(),HiloColor,Style);
_SECTION_END();

HiloCalc = C > Hilo;
Hilocal2 = C < Hilo;
IIf(Hilocalc,i+1,i);
HiloStatus = WriteIf(Hilocalc,"Bullish","Bearish");
HiloColor = IIf(Hilocalc ,colorGreen,colorRed);




//Moving Average
EMACurta = C>=EMA(C,5) AND EMA(C,5) > Ref(EMA(C,5), -1);
IIf(EMACurta,i+1,i);
EMAShort = C>=EMA(C,21) AND EMA(C,21) > Ref(EMA(C,21), -1);
IIf(EMAshort,i+1,i);
EMATrim = C>=EMA(C,55) AND EMA(C,55) > Ref(EMA(C,55), -1);
IIf(EMATrim,i+1,i);
EMAMid = C>=EMA(C,120) AND EMA(C,120) > Ref(EMA(C,120), -1);
IIf(EMAMid,i+1,i);
eMALong = C>=EMA(C,200) AND EMA(C,200) > Ref(EMA(C,200), -1);
IIf(EMALong,i+1,i);
PrecoxEmas = C > EMA(C,5) AND C > EMA(C,21) AND C > EMA(C,55) AND C > EMA(C,120) AND C > EMA(C,200);
IIf(PrecoxEMAs,i+1,i);
EMA5x21 = C > EMA(C,5) AND C > EMA(C,21) AND EMA(C, 5) > EMA(C,21);
IIf(Ema5x21,i+1,i);
EMA5x55 = C > EMA(C,5) AND C > EMA(C,55) AND EMA(C, 5) > EMA(C,55);
IIf(Ema5x55,i+1,i);
EMA21x55 = C > EMA(C,21) AND C > EMA(C,55) AND EMA(C, 21) > EMA(C,55);
IIf(Ema21x55,i+1,i);



CurtaStatus = WriteIf(EMACurta,"Bullish",WriteIf(IsNull(EMA(C,5)) ,"N/A","Bearish"));
CurtaColor = IIf(EMACurta,colorGreen,colorRed);
ShortStatus = WriteIf(EMAShort,"Bullish",WriteIf(IsNull(EMA(C,21)) ,"N/A","Bearish"));
ShortColor = IIf(EMAShort,colorGreen,colorRed);
TrimStatus = WriteIf(EMATrim,"Bullish",WriteIf(IsNull(EMA(C,55)) ,"N/A","Bearish"));
TrimColor = IIf(EMATrim,colorGreen,colorRed);
MidStatus = WriteIf(EMAMid,"Bullish",WriteIf(IsNull(EMA(C,120)),"N/A","Bearish"));
MidColor = IIf(EMAMid,colorGreen,colorRed);
LongStatus = WriteIf(EMALong,"Bullish",WriteIf(IsNull(EMA(C, 200)), "N/A", "Bearish"));
LongColor = IIf(EMALong,colorGreen,colorRed);
PrecoxEmasStatus = WriteIf(PrecoxEmas,"Bullish",WriteIf(IsNull(Precoxemas), "N/A", "Bearish"));
PrecoxEmasColor = IIf(PrecoxEmas,colorGreen,colorRed);
Ema5x21Status = WriteIf(Ema5x21,"Bullish",WriteIf(IsNull(Ema5x21), "N/A", "Bearish"));
Ema5x21Color = IIf(Ema5x21,colorGreen,colorRed);
Ema5x55Status = WriteIf(Ema5x55,"Bullish",WriteIf(IsNull(Ema5x55), "N/A", "Bearish"));
Ema5x55Color = IIf(Ema5x55,colorGreen,colorRed);
Ema21x55Status = WriteIf(Ema21x55,"Bullish",WriteIf(IsNull(Ema21x55), "N/A", "Bearish"));
Ema21x55Color = IIf(Ema21x55,colorGreen,colorRed);


//MACD
MACDBull=MACD(12,26)>Signal(12,26,9);
IIf(MACDBull,i+1,i);
MACDStatus=WriteIf(MACDBull,"Bullish",WriteIf(IsNull(MACD(12,26)),"N/A","Bearish"));
MACDColor=IIf(MACDBull,colorGreen,colorRed);

//Aroon
Period=14;
LLVBarsSince=LLVBars(L,Period)+1;
HHVBarsSince=HHVBars(H,Period)+1;
AroonDown=100*(Period-LLVBarsSince)/(Period-1);
AroonUp=100*(Period-HHVBarsSince)/(Period-1);
AroonOsc=AroonUp-AroonDown;
Aroon=AroonOsc>0;
IIf(Aroon,i+1,i);
AroonStatus=WriteIf(Aroon,"Bullish",WriteIf(IsNull (RSI(14)),"N/A","Bearish"));
AroonColor=IIf(Aroon,colorGreen,IIf(IsNull(RSI(14) ),colorLightGrey,colorRed));

//Stochastic
StochKBull=StochK(14,3)>StochD(14,3,3);
IIf(StochKBull,i+1,i);
StochKStatus=WriteIf(StochKBull,"Bullish",WriteIf( IsNull(StochK(14,3)),"N/A","Bearish"));
StochKColor=IIf(StochKBull,colorGreen,colorRed);

//RSI
R1=RSI(14)>30 AND Ref(RSI(14),-1)<30 AND Ref(RSI(14),-2)<30;
R2=RSI(14)<70 AND Ref(RSI(14),-1)>70 AND Ref(RSI(14),-2)>70;
IIf(R1,i+1,i);
RSIStatus=WriteIf(R1,"Subindo",WriteIf(R2,"Caindo",WriteIf(IsNull(RSI(14)),"N/A","Neutro")));
RSIColor=IIf(R1,colorGreen,IIf(R2,colorRed,colorLightGrey));

//MFI
M1=MFI(14)>80;
M2=MFI(14)<20;
IIf(M2,i+1,i);
MFIStatus=WriteIf(M1,"Overbought",WriteIf(M2,"Oversold",WriteIf(IsNull(MFI(14)),"N/A","Neutro")));
MFIColor=IIf(M1,colorRed,IIf(M2,colorGreen,colorLightGrey));


 TrendScore =

 
 IIf(EMACurta,1,0)+
 IIf(EMAShort,1,0)+
 IIf(EMATrim,1,0)+
 IIf(EMAMid,1,0) +
 IIf(EMALong,1,0)+
 IIf(MACDBull,1,0) +
 IIf(SARcalc, 1, 0) +
 IIf(Hilocalc, 1, 0) +
 IIf(Aroon,1,0) +
 IIf(PrecoxEmas,1,0) +
 IIf(Ema5x21,1,0) +
 IIf(Ema5x55,1,0) +
 IIf(Ema21x55,1,0) +
 IIf(StochKBull,1,0);

prdscore = Param("Gatilho",7,0,50,1,0);
Buy = Cross(TRENDSCORE, prdscore) AND C > 2 AND V > 500000;
Sell = Cross(prdscore, trendscore) OR trendscore < Ref(trendscore, -1);
//Sell = Cross(7, trendscore) OR trendscore < Ref(trendscore, -1) AND trendscore < Ref(trendscore, -2);

// trade size: 100% of current portfolio equity
SetPositionSize( 5, spsPercentOfEquity );

/*
TrendScore =

IIf(C>=Ref(C,-11),1,-1)+
IIf(C>=Ref(C,-12),1,-1)+
IIf(C>=Ref(C,-13),1,-1)+
IIf(C>=Ref(C,-14),1,-1)+
IIf(C>=Ref(C,-15),1,-1)+
IIf(C>=Ref(C,-16),1,-1)+
IIf(C>=Ref(C,-17),1,-1)+
IIf(C>=Ref(C,-18),1,-1)+
IIf(C>=Ref(C,-19),1,-1)+
IIf(C>=Ref(C,-20),1,-1);
*/





Filter = 1;
Filter = Close >  2 AND Filter = Volume >500000;



AddColumn(High52,"Max01Ano");
AddColumn(Low52,"Mín01Ano");
AddColumn(Fech,"Close",1.2,IIf(Close>Ref(Close,-1),colorGreen,colorRed));
AddColumn(V,"Volume",1,IIf(V>Ref(V,-1),colorGreen,colorRed));
AddColumn(EMA(Volume, 21),"Ema21Volume",1, IIf(EMA(Volume, 21)>Ref(EMA(Volume, 21), -1), colorGreen, colorRed));
AddColumn(HV,"V.Hist(21)",1.2, IIf(Hv>Ref(Hv, -1), colorGreen, colorRed));
AddTextColumn(PrecoxEmasstatus,"C > EMAs",1,colorWhite,PrecoxEmasColor);
AddTextColumn(CurtaStatus,"EMA(5)",1,colorWhite,CurtaColor);
AddTextColumn(ShortStatus,"EMA(21)",1,colorWhite,ShortColor);
AddTextColumn(Ema5x21status,"EMA5>EMA21",1,colorWhite,Ema5x21Color);
AddTextColumn(TrimStatus,"EMA(55)",1,colorWhite,TrimColor);
AddTextColumn(Ema5x55status,"EMA5>EMA55",1,colorWhite,Ema5x55Color);
AddTextColumn(Ema21x55status,"EMA21>EMA55",1,colorWhite,Ema21x55Color);
AddTextColumn(MidStatus,"EMA(120)",1,colorWhite,MidColor);
AddTextColumn(LongStatus,"EMA(200)",1,colorWhite,LongColor);
AddTextColumn(MACDStatus,"MACD(26,12,9)",1,colorWhite,MACDColor);
AddTextColumn(AroonStatus,"Aroon(14)",1,colorWhite,AroonColor);
AddTextColumn(StochKStatus,"Sto(14,3,3",1,colorWhite,StochKColor);
AddTextColumn(SARStatus, "SAR", 1, colorWhite, SARcolor);
AddTextColumn(HiloStatus, "Hilo(6)", 1, colorWhite, hilocolor);
AddColumn(TrendScore,"Score", 1, IIf(trendscore>Ref(trendscore, -1), colorGreen, colorRed));
AddColumn(RSI(2),"RSI(2)",1.2, IIf(RSI(2)>Ref(RSI(2), -1), colorGreen, colorRed));
AddColumn(RSI(5),"RSI(5)",1.2, IIf(RSI(5)>Ref(RSI(5), -1), colorGreen, colorRed));
AddColumn(RSI(14),"RSI(14)",1.2, IIf(RSI(14)>Ref(RSI(14), -1), colorGreen, colorRed));
AddColumn(StochK(8,3),"Sto(8,3)",1.2, IIf(StochK(8,3)>Ref(StochK(8,3), -1), colorGreen, colorRed));
AddColumn(Hilo,"Hilo(6)",1.2, IIf(Hilo>Ref(Hilo, -1), colorGreen, colorRed));
AddColumn(ATR(10),"ATR(10)",1.2, IIf(ATR(10)>Ref(ATR(10), -1), colorGreen, colorRed));

_SECTION_END();

Buy = trendscore > 7;
Sell = trendscore < 10;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

// trade size: 100% of current portfolio equity
SetPositionSize( 5, spsPercentOfEquity );

2 comments

1. pareshbhangale

hi,
this generates too many signals.i tested for nse data for 2011 year this generated 50870 signals which is just too high….
do modifications to reduce signals and add new column to show all indicators score at end

2. kananwisha

Good efforts.

Thank you .

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