Fractal Price with TSF for Amibroker (AFL)
acsleung over 14 years ago Amibroker (AFL)
Hi,
This AFL tracks the Closing Price using fractal for easy visualization. The Time Series Forecast provided prediction for next day trend.
Indicator / Formula
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_SECTION_BEGIN("Background_Setting");
SetChartBkGradientFill( ParamColor("BgTop", colorBlack),
ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorDarkTeal ));
_SECTION_END();
_SECTION_BEGIN("Price Fractal");
Plot( C, "Close", ParamColor("Color", colorGreen ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END ();
_SECTION_BEGIN("Fractal");
UpFractal= ValueWhen(
(Ref(H,-2) >= Ref(H, -3)) AND
(Ref(H,-2) >= Ref(H, -1)) AND
(Ref(H,-2) >= H), Ref(H,-2));
DownFractal= ValueWhen(
(Ref(L,-3) <= Ref(L, -4)) AND
(Ref(L,-3) <= Ref(L, -2)) AND
(Ref(L,-3) <= Ref(L, -1)) AND
(Ref(L,-3) <= L), Ref(L,-3));
//tick
tick=IIf( C<=200,1,
IIf(C>=200 AND C<=500,5,
IIf(C>=500 AND C<=2000,10,
IIf(C>=2000 AND C<=5000,25,
IIf(C>5000,50,0))) ));
Plot(Ref(UpFractal, 2), "Up Fractal", ParamColor("resistance",colorBlue), ParamStyle("Up Fractal Style", styleLine|styleNoTitle));
Plot(Ref(DownFractaL,3), "Down Fractal",ParamColor("suport",colorRed), ParamStyle("Down Fractal Style", styleLine|styleNoTitle));
SetChartOptions( 0,chartShowArrows|chartShowDates );
Title =
EncodeColor( colorGrey50) +
Name()+ " "+Date()+
" O " + "= "+O+
" H "+"= "+H+
" L "+"= "+L+
" C "+"= "+C+
" Change "+"= "+ WriteVal(ROC( C,1),1.2) + " % ";
_SECTION_END( );
_SECTION_BEGIN ("Time Series");
Ts = Param("Length",5, 2, 100, 1);
TSFtrend = TSF (Close, Ts);
//SetChartOptions(1,chartShowArrows | chartShowDates);
Plot( TSFtrend, "Time Series Forecast", colorYellow, styleLine, Null, Null, 0, 2);
TSFdir = LastValue (ROC (TSFtrend, 2, 0));
//WriteVal(TSFtrend,1.20);
printf("TSF ROC = " + WriteVal( ROC(TSFtrend,2,0), 1.2));
_N(Title = Title + WriteIf(TSFdir > 0, EncodeColor (colorAqua), EncodeColor(colorOrange))
+ "\n\nTime Series Forcast ROC= " + WriteVal ( TSFdir, 1.2));
_SECTION_END ();2 comments
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error on line 57
please replace line 57 by the following :
Plot( TSFtrend, “Time Series Forecast”, colorYellow, styleLine, Null, Null,2);