Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Elder Safe Zone for Amibroker (AFL)
Rating:
5 / 5 (Votes 2)
Tags:
Elder Safe Zone long and short
Screenshots
Indicator / Formula
Copy & Paste Friendly
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 | _SECTION_BEGIN("Elder safe Zone Long + short");L1=Ref(L,-1);H1=Ref(H,-1);Pd=Param("Period",10,1,50,1);DnPen=IIf(L<L1,L1-L,0);UpPen=IIf(H>H1,H-H1,0);DnPenSum=Sum(DnPen,Pd);UpPenSum=Sum(UpPen,Pd);DnPenCount=Sum(L<L1,Pd);UpPenCount=Sum(H>H1,Pd);AvgDnPen=IIf(DnPenCount>0,DnPenSum/DnPenCount,0.01);AvgUpPen=IIf(UpPenCount>0,UpPenSum/UpPenCount,0.01);AvgDnPenMult=Param("Multiplier",2,1,50,0.1);AvgUpPenMult=Param("Multiplier",2,1,50,0.1);DaysInTrade=Param("Days in trade",1,1,500,1);StopLong=L-(AvgDnPen*AvgDnPenMult);StopShort=H+(AvgUpPen*AvgUpPenMult);SafeZoneStopLong=HHV(StopLong,DaysInTrade);SafeZoneStopShort=LLV(StopShort,DaysInTrade);MilieuCorps = (C+O)/2;Plot( C, "Close", ParamColor("Couleur ", colorBlack ), styleNoTitle | ParamStyle("Style") | styleCandle|styleThick);ShortStop=BeginValue(C);LongStop=BeginValue(C);i=1; for (i=1;i < BarCount; i++){ if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i]) ShortStop[i] = SafeZoneStopShort[i] ; if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i]) ShortStop[i] = ShortStop[i-1]; if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i]) ShortStop[i] = SafeZoneStopShort[i] ; if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i]) ShortStop[i] = ShortStop[i-1]; if (IsEmpty(SafeZoneStopShort[i])) ShortStop[i] = SafeZoneStopShort[i] ; if (ShortStop[i] >= SafeZoneStopShort[i]) ShortStop[i] = SafeZoneStopShort[i] ; if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i]) LongStop[i] = SafeZoneStopLong[i] ; if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] < L[i]) LongStop[i] = LongStop[i-1]; if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i]) LongStop[i] = SafeZoneStopLong[i] ; if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] < L[i]) LongStop[i] = LongStop[i-1]; if (IsEmpty(SafeZoneStopLong[i])) LongStop[i] = SafeZoneStopLong[i] ; if (LongStop[i] <= SafeZoneStopLong[i]) LongStop[i] = SafeZoneStopLong[i] ;}PlotShapes(IIf(ShortStop>Ref(ShortStop,-1), shapeHollowSmallDownTriangle, shapeNone), colorRed, 0, ShortStop, Offset=-15);PlotShapes(IIf(LongStop<Ref(LongStop,-1), shapeHollowSmallUpTriangle, shapeNone), colorGreen, 0, LongStop, Offset=-15);Plot(SafeZoneStopShort,"Safe Zone Short", ParamColor("Couleur Safe Zone Short", colorRed ),ParamStyle("Style Safe Zone Short",styleDots|styleNoLine) );Plot(SafeZoneStopLong,"Safe zone Long", ParamColor("Couleur Stop Long", colorGreen ),ParamStyle("Safe zone Long",styleDots|styleNoLine) );Plot(ShortStop,"Stop Short", IIf(ShortStop>Ref(ShortStop,-1),colorCustom1,colorBlue),ParamStyle("Style Stop Short",styleLine|styleLine) );Plot(LongStop,"Stop Long", IIf(LongStop<Ref(LongStop,-1),colorCustom1,colorRed),ParamStyle("Style Stop Long",styleLine|styleLine) );_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)\n - Elder SafeZone long-Short pour trades après le "+Date()+"\n {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Title= Title+"\n\\c56Periode: \\c56"+WriteVal(Pd,1.0)+"\\c56 - Multiplicateur Long : \\c56"+WriteVal(AvgDnPenMult,1.1)+"\\c56 - Multiplicateur Short : \\c56"+WriteVal(AvgUpPenMult,1.1)+"\\c56 - Jour en position(inclus): \\c56"+WriteVal(DaysInTrade,1.0) +"\n\\c56Milieu corps : \\c56"+WriteVal(MilieuCorps,1.2 )+": \\c56 - N° barre : "+WriteVal(BarIndex(),1);_SECTION_END(); |
0 comments
Leave Comment
Please login here to leave a comment.
Back