Download T3 buy/sell update For Amibroker (AFL)

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex

EOD and Realtime

Dividends and Trust Distributions

And Much More ....

For Portfolio Manager Click Here

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators

Advanced Pattern Exploration

Neural Networks

And Much More ....

Find Out More Here

3 / 5 (Votes 5)

t3, trading system, amibroker, pivot

T3 buy/sell update

Submitted by kaiji about 15 years ago

Submitted by NILESH53333 almost 14 years ago

Submitted by rohitb over 13 years ago

Submitted by anandnst over 13 years ago

Submitted by noneeth almost 15 years ago

Submitted by kaiji about 15 years ago

Copy & Paste Friendly

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

_SECTION_BEGIN("T3 Function");
  
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(31) ;
  
  
function T3(price,periods)
  
  
{
s = 0.84;
e1=EMA(price,periods);
e2=EMA(e1,Periods);
e3=EMA(e2,Periods);
e4=EMA(e3,Periods);
e5=EMA(e4,Periods);
e6=EMA(e5,Periods);
c1=-s*s*s;
c2=3*s*s+3*s*s*s;
c3=-6*s*s-3*s-3*s*s*s;
c4=1+3*s+s*s*s+3*s*s;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
return ti3;
}
PercentChange = 4;
ZZ = Zig(C,LastValue(PercentChange)) ; 
PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1);
PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1);
Buy_Valid = IIf(C>(.01+(LastValue(PercentChange)/100))*(ValueWhen(PivotLow, C, 1))
AND ROC(ZZ,1) > 0,1,0); 
  
Color=IIf(Buy_Valid OR PivotLow,5,IIf(NOT Buy_Valid,colorDarkRed,colorBlue));
Plot (C,"Close",color,64,32);
//Plot(C,"",4,64);
Plot(T3(C,50),"T3",colorCustom12,4);
Plot(t3(C,20),"T3",colorBlue,4);
X1=Ref(C,-1);
X1=Ref(C,-2);
  
//Buy=H<T3(C,50) AND H<t3(C,20) AND C>X1 ;
_SECTION_END();
  
Plot (EMA (C,20), "EMA 20",colorCustom11,4);
Plot (EMA (C,45), "EMA 45",colorYellow,4);
Plot (EMA (C,200), "EMA 200",9,4);//colorAqua
Plot (EMA (C,420), "EMA 200",colorAqua,4);//
Plot(TEMA(C+(C/60),2),"C*2",colorBlack,4);
_SECTION_BEGIN("MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 10, 2, 200, 1 );//colorOrange
//Plot( MA( P, Periods ), _DEFAULT_NAME(),colorOrange, 4); 
_SECTION_END();
  
_SECTION_BEGIN("WMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods",8, 1, 300, 1, 5 );
//Plot( WMA( P, 5 ), "WMA(5)", colorBrightGreen, ParamStyle("Style") ); 
_SECTION_END();
  
  
_SECTION_BEGIN("Colud10");
  
Color = IIf(EMA (C,20) < t3(C,20) , colorWhite,//LightGrey//30
         IIf(EMA (C,20) > t3(C,20),colorGreen,7 ) );//PaleGreen,colorPink
Colori = IIf(T3(C,50) < t3(C,20) , 30,
         IIf(T3(C,50) > t3(C,20), colorLightGrey,7 ) );
PlotOHLC(EMA (C,20), EMA (C,20), t3(C,20) , t3(C,20) , "", Color, styleCloud | styleNoLabel);
PlotOHLC(t3(C,50), t3(C,50), t3(C,20) , t3(C,20) , "", Colori, styleCloud | styleNoLabel);
  
_SECTION_END();
  
_SECTION_BEGIN("Cloud10"); 
Color = IIf(EMA (C,20) < t3(C,20) , colorWhite,//LightGrey//30
         IIf(EMA (C,20) > t3(C,20),12 ,7 ) );//PaleGreen,colorPink
Colori = IIf(T3(C,50) < t3(C,20) , colorGreen,
         IIf(T3(C,50) > t3(C,20), colorLightGrey,7 ) );
PlotOHLC(EMA (C,20), EMA (C,20), t3(C,20) , t3(C,20) , "", Color, styleCloud | styleNoLabel);
PlotOHLC(t3(C,50), t3(C,50), t3(C,20) , t3(C,20) , "", Colori, styleCloud | styleNoLabel);
  
//Buy=H>EMA (C,20) AND Ref(H,-1)<EMA (C,20)AND Ref(H,-2)<EMA (C,20);
  
  
_SECTION_BEGIN("Zig Zag Indicator with Valid Entry and Exit Points");
//------------------------------------------------------------------------------
//
//  Formula Name:    Zig Zag Indicator with Valid Entry and Exit Points
PercentChange = 6;
ZZ = Zig(C,LastValue(PercentChange)) ; 
PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1);
PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1);
PlotShapes ( IIf(PivotHigh, shapeSmallCircle, shapeNone), colorCustom12,0,H, 5);
PlotShapes( IIf(PivotLow, shapeSmallCircle, shapeNone),  colorBlue,0, L, -5);
  
_SECTION_END();
  
_SECTION_BEGIN("GIP-3");
// -- what will be our lookback range for the hh and ll?
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0, 1);
nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1); 
nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2, .01);
bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1); 
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;
  
// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();
  
// -- key exploration variables
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;
  
ADX8 = ADX(8);
  
// 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, 
// 4 - EXPLORATION, 5 - BACKTEST / Optimize 
if(Status("action")==1) {
    bDraw = True;
    bUseLastVis = Param("Use last visible bar", 1, 0, 1);
} else {
    bDraw = False;
    bUseLastVis = False;
    bTrace = False;
    nExploreDate = Status("rangetodate");
    for (i=LastValue(BarIndex());i>=0;i--) {
        nCurDateNum = DN[i];
        if (nCurDateNum == nExploreDate) {
            nExploreBarIdx = i;
        }
    }
// -- if(Status("action")==1...
}
  
GraphXSpace=7;
  
// -- Create 0-initialized arrays the size of barcount
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;
  
// -- looking back from the current bar, how many bars 
//    back were the hhv and llv values of the previous 
//    n bars, etc.?
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
  
// -- Initialize value of curTrend
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";
  
// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
    for (i=0; i<nNumBarsToScan; i++) {
      
        // -- value of curBar dependent on two parameters
        curBar = IIf(nlastVisBar > 0 AND bUseLastVis, 
            nlastVisBar-i, 
            IIf(Status("action")==4 AND nExploreBarIdx > 0, 
            nExploreBarIdx-i,
            LastValue(BarIndex())-i));
  
        // -- Have we identified a pivot? If trend is down...
        if (aLLVBars[curBar] < aHHVBars[curBar]) {
      
            // ... and had been up, this is a trend change
            if (curTrend == "U") {
                curTrend = "D";
                // -- Capture pivot information
                curPivBarIdx = curBar - aLLVBars[curBar];
                aLPivs[curPivBarIdx] = 1;
                aLPivLows[nLPivs] = L[curPivBarIdx];
                aLPivIdxs[nLPivs] = curPivBarIdx;
                nLPivs++;
            }
        // -- or current trend is up
        } else {
            if (curTrend == "D") {
                curTrend = "U";
                curPivBarIdx = curBar - aHHVBars[curBar];
                aHPivs[curPivBarIdx] = 1;
                aHPivHighs[nHPivs] = H[curPivBarIdx];
                aHPivIdxs[nHPivs] = curPivBarIdx;
                nHPivs++;
            }
        // --   If curTrend is up...else...
        }       
      
    // -- loop through bars
    } 
}
  
  
// -- Start at last bar. Reestablish curBar
curBar = 
    IIf(nlastVisBar > 0 AND bUseLastVis, 
    nlastVisBar, 
    IIf(Status("action")==4 AND nExploreBarIdx > 0, 
    nExploreBarIdx,
    LastValue(BarIndex()))
    );
  
// -- Make sure I found at least two of each above.
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];
      
    // -- Later want to add last high pivot only if
      
    if (lastHPIdx > lastLPIdx) {
      
  
        if (aHPivHighs[0] < aHPivHighs[1]) {
      
            if (nLLVAfterLastPiv < aLPivLows[0] AND
                (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
                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) >= nMinBarsBtwPivs
                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) >= nMinBarsBtwPivs
                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) >= nMinBarsBtwPivs
                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, shapeDownArrow, shapeNone), 
            colorRed, 0,    High, Offset=-15);
    PlotShapes(
        IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),
            colorCustom12, 0, High, Offset=-15);
    PlotShapes(
        IIf(aLPivs==1, shapeUpArrow , shapeNone),       
            5, 0, Low, Offset=-15);
    PlotShapes(
        IIf(aAddedLPivs==1, shapeUpArrow , shapeNone), 
            colorBlue, 0, Low, Offset=-15);
}
  
Buy =  aLPivs OR aAddedLPivs;
Sell = aHPivs OR aAddedHPivs;
  
  
 Title = EncodeColor(colorYellow)+Title =Name() + " " + Date() +EncodeColor( colorYellow) + 
   EncodeColor(55)+ "   Open:  "+ WriteIf(O> Ref(O,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(O,format=1.2) + 
    EncodeColor(55)+ "   High:  "+ WriteIf(H> Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+  WriteVal(H,format=1.2) +
    EncodeColor(55)+ "   Low:  "+ WriteIf(L> Ref(L,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+  WriteVal(L,format=1.2) + 
    EncodeColor(55)+ "   Close:  "+ WriteIf(C> Ref(C,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(C,format=1.2)+
      EncodeColor(55)+ "   Change:  "+WriteIf(C> Ref(C,-1),EncodeColor(5),EncodeColor(55))+ WriteVal((C-Ref(C,-1)),format=1.2)+  "  ("+ WriteVal(ROC(C,1),format=1.2)+ "%"+ ")  "+
   "\n"+EncodeColor(55)+"Volume   = "+ WriteIf(V> Ref(V,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(V,format=1.2)+
   "\n"+EncodeColor(55)+"Change:   "+WriteIf(V> Ref(V,-1),EncodeColor(5),EncodeColor(55))+ WriteVal((V-Ref(V,-1)),format=1.2)+  "  ("+ WriteVal(ROC(V,1),format=1.2)+ "%"+ ")  "+
   "\n"+EncodeColor(colorCustom11)+"EMA (C,20)  = "+ WriteVal(EMA (C,20),format=1.2)+
   "\n"+EncodeColor(colorYellow)+"EMA (C,45)  = "+ WriteVal(EMA (C,45),format=1.2)+
   "\n"+EncodeColor(9)+"EMA(C,200) = "+ WriteVal(EMA (C,200),format=1.2)+
   "\n"+EncodeColor(colorAqua)+"EMA(C,420) = "+ WriteVal(EMA (C,420),format=1.2)+
   "\n"+EncodeColor(colorBlue)+"T3(C,20)      = "+ WriteVal(t3(C,20),format=1.2)+
   "\n"+EncodeColor(colorCustom12)+"T3(C,50)      = "+ WriteVal(t3(C,20),format=1.2);
  
  
  
_SECTION_END();

4 comments

1. prakash2009

over 13 years ago

signals refer to future quotes.Another bogus afl.

Report as Spam

2. godisbogus

over 13 years ago

100% bogus afl indeed. I request the admin to avoid publishing these kind of afls referring into future. Its of no use to anybody. Infact i have seen many innocent traders losing their fortune following similar afls where the signal arrows appear and vanish depending on future quotes.

Report as Spam

3. jachyuen

over 13 years ago

I don’t think there is a 100% sure win system in this world. If people follow a system blindly without using their own judgement at all, they should NOT even use a system.

IMHO, whenever there is a arrow appear, ask yourself this: is this arrow going to disappear in a few days? Use your own judgement. If you think the arrow is not a strong signal, don’t follow it.

This is a good “heads up” system for those who are into technical analysis. For those who don’t want to spend time to study their own strategy and believe there is something magically help them earn money even in their sleep, this is poison though. You will be your own judge.

Report as Spam

4. sshirbhate

over 13 years ago

Great system to solve the future reference problem use following code

Buy = IIf(Ref(aLPivs,-1) OR Ref(aAddedLPivs,-1),1,0);
Sell = IIf(Ref(aHPivs,-1) OR Ref(aAddedHPivs,-1),1,0);

Stock Portfolio Organizer

WiseTrader Toolbox

T3 buy/sell update for Amibroker (AFL)
bigyorum.com
over 13 years ago
Amibroker (AFL)

Screenshots

Similar Indicators / Formulas

Indicator / Formula

4 comments

Leave Comment

Stock Portfolio Organizer

WiseTrader Toolbox

T3 buy/sell update for Amibroker (AFL) bigyorum.com over 13 years ago Amibroker (AFL)

Screenshots

Similar Indicators / Formulas

Indicator / Formula

4 comments

Leave Comment

T3 buy/sell update for Amibroker (AFL)
bigyorum.com
over 13 years ago
Amibroker (AFL)