Download StoCCI for KAMAS System For Amibroker (AFL)

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_SECTION_BEGIN("StoCCI");
TM = Param("TML",1,1,2,1); //Determine optimum direction of crossing
P = Param("Period",14,2,50,1); //PeriodsLB = Param("LB",14,1,20,1);
Ps = Param("Ps",5,1,6,1);
LB = Param("LB",14,1,20,1);
D = 1; //DateNum()>1000301; //Disable datenum()
Blevel = Param("BL",15,00,30,1); //Use neutral thresholds
Slevel = Param("SL",70,50,100,1);
 
/*uncomment following for optimization
TM = Optimize("TML",1,1,2,1); //Determine optimum direction of crossing
P = Optimize("Pd",6,2,10,1); //Periods as provided by Dimitris
LB = /Optimize("LB",14,1,20,1);
Ps = Optimize("Ps",5,1,6,1);
D = DateNum()>1000301; //Disable datenum()
Blevel = Optimize("BL",12,0,20,1); //Use neutral thresholds
Slevel = Optimize("SL",70,70,100,1);
*/
 
Stocci=100*(CCI(P)-LLV(CCI(P),LB))/(HHV(CCI(P),LB)-LLV(CCI(P),LB));
 
StoCCIma=EMA(stocci,Ps);
Plot(StoCCI,"StoCCI",colorViolet,styleLine);
Plot(StoCCIma,"StoCCIma",colorOrange,styleLine);
Buy = IIf(TM==1,Cross(STOCCI,BLEVEL),Cross(BLEVEL,STOCCI));
Sell = IIf(TM==1,Cross(Slevel,STOCCI),Cross(STOCCI,SLevel));
Buy = D*Buy;
Sell = D*Sell;
Short = Sell;
Cover = Buy;
 
shape = Buy * shapeCircle + Sell * shapeCircle;
 
 
PlotShapes( shape, IIf( Buy, colorLime, colorRed ), 0,IIf( Buy, Ref(StoCCI,-1)*0.9, Ref(StoCCI,-1)*1.01)  );
_SECTION_END();

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StoCCI for KAMAS System for Amibroker (AFL)
kuwait
about 15 years ago
Amibroker (AFL)

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