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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Filter Explorer Resume for Amibroker (AFL)
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.
Similar Indicators / Formulas
Indicator / Formula
_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 );
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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
Good efforts.
Thank you .