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#1 Selling Amibroker Plugin featuring:
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SHIV SABHU + ROC for Amibroker (AFL)
Rating:
3 / 5 (Votes 7)
Tags:
amibroker, optimize
THIS IS FIBONACI BASED AFL WITH USE OF ROC FOR RIGHT TREND AND IT AVOID TRADE AGAINST TREND.
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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 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 | _SECTION_BEGIN("SHIVSHAMBHU+ROC 1.1");_SECTION_BEGIN("jayeshbhai 1.1 + Roc"); OptimizerSetEngine("cmae"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); SetBarsRequired(sbrAll,sbrAll); xx =Cum(1); //nbar =Optimize("NBar",Param("nbar",5,2,400,1),2,400,1); nbar =Optimize("nbar",Param("nbar",10,5,2000,1),5,2000,1); //FB[0] = 0.28;FB[1] = 0.28; FB[2] = 0.38; FB[3] = 0.50; FB[4] = 0.61; FB[5] = 1; FB[6] =1.61; FB[7] = 2.61; FB[8] = 4.23; FibNum = Optimize("FBindex",Param("FBindex",0.56,0.10,0.50,0.01),0.10,0.50,0.01); //FibNum =FB[FBindex]; F=Optimize("F",Param("F",15,5,50,1),5,50,1);// define fractals PHigh = C > Ref(HHV(C,nbar),-1) AND Ref(HHV(C,nbar),0) <= C; PHighPrice =ValueWhen(PHigh,C); PLow = C < Ref(LLV(C,nbar),-1) AND Ref(LLV(C,nbar),0) >= C; PLowPrice = ValueWhen(PLow,C); PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10); PlotShapes(shapeSmallCircle*PHigh,colorRed,0,H,10); R = PHighPrice - PLowPrice; // range //R4 = PHighPrice-(R *0.11 ); //S4 = PLowPrice +(R *0.11); R4 = PHighPrice -(R * FibNum ); S4 = PLowPrice + (R * FibNum ); BSL= PLowPrice; SSL= PHighPrice; Plot(R4, "",colorOrange,styleStaircase); Plot(S4, "",colorGreen,styleStaircase); Plot(SSL, "",colorAqua,styleStaircase); Plot(BSL, "",colorAqua,styleStaircase); //Buy = Cover = Cross(C, S4); //Sell = Short = Cross(R4, C); BuyFlag_ = False; SellFlag =False; BuyFlag = False; temp1 =True; temp2= True; FinalSell =False; FinalBuy = False; for(i=1 ; i < BarCount ; i++){ if(PHigh[i]){ SellFlag =True; BuyFlag = False; } if(SellFlag){ if( (C[i-1] > R4[i-1] AND C[i] < R4[i]) AND temp1 ) { SellFlag=False;FinalSell[i]=True;temp2=True; temp1=False; }} if(temp2){ if( C[i] > PHighPrice[i-1] ){ FinalBuy[i]=True; temp2=False;temp1=True;} } if(PLow[i]){ BuyFlag = True; SellFlag =False; } if(BuyFlag){ if( (C[i-1] < S4[i-1] AND C[i] > S4[i]) AND temp2 ){ BuyFlag=False; BuyFlag_=True; FinalBuy[i]=True; temp2=False; temp1=True; } } if(temp1){ if( C[i] < PLowPrice[i-1] ){ FinalSell[i]=True;temp2=True; temp1=False; } } } test1Flag = False;test2Flag = False;test1Flag_ = False;test2Flag_ = False;JackPotSell = False;JackPotBuy = False;JackPotCover = False;JackPotShort = False;t1 = False;t2 = False;t3 = False;t4 = False;t5 = False;R = ROC(Close,F);for(i=1 ; i < BarCount ; i++){ if((FinalBuy[i])){if(t5){JackPotCover[i]= True;t5 =False;}t1 = True;}if(R[i] > 0 ){if(t1){JackpotBuy[i] = True;t3 = True;t1= False;}}if((FinalSell[i])){if(t3){JackPotSell[i]= True;t3 =False;}t4 = True;}if(R[i] < 0 ){if(t4){JackPotShort[i] = True;t5 = True;t4= False;}}}Buy= JackPotBuy;Sell= JackPotSell;Short= JackPotShort;Cover= JackPotCover;/*Buy = FinalBuy AND ROC(Close,10)>0; Sell= FinalBuy AND ROC(Close,10)<0 OR FinalSell AND ROC(Close,10)>0; Short= FinalSell AND ROC(Close,10)<0; Cover= FinalSell AND ROC(Close,10)>0 OR FinalBuy AND ROC(Close,10)<0; */// plot arrows shape = Buy * shapeUpArrow + Short * shapeDownArrow; PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) ); shape11 = Cover * shapeUpTriangle+ Sell * shapeDownTriangle;//PlotShapes( shape11, IIf( Cover , colorGreen, colorRed ), 0, IIf( Cover , Low, High ) ); //PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10); PlotShapes(shape11 ,IIf( Cover , colorGreen, colorRed ),0,IIf( Cover , Low, High ),-20);_SECTION_END();_SECTION_END(); |
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well done! and thanks for sharing.
guru good
Why are you using Optimize() when charting as it only returns the default value? If you want to optimize see the syntax description about the need to run in optimization mode.
Hi Jay,
AfterLongtime, i have come across Very Good AFL.
Excellent & thanks for sharing for Group members
Viswanath
error shown in my amibroker 5.00 version