Cobra Trading System for Amibroker (AFL)

_SECTION_BEGIN("Chart Settings");
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("Outer Panel",colorPaleBlue));
SetChartBkGradientFill(ParamColor("Upper Chart",colorBlack),ParamColor("Lower Chart",colorBlack));
_SECTION_END();
Plot(C,"P&F Chart Close",IIf( C > O, colorAqua, colorRed ),styleCandle|styleThick+styleNoLabel+stylePointAndFigure);
xx = Cum(1);
nbar = Param("nbar",5,2,50,1);
PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) <= H;
PHighPrice = ValueWhen(PHigh,H);
PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) >= L;
PLowPrice = ValueWhen(PLow,L);
startval_L = ValueWhen(PLow,L,1);
endval_L = ValueWhen(PLow,L,0);
startbar_L = ValueWhen(PLow,xx,1);
endbar_L = ValueWhen(PLow,xx,0);
aa_L = (endval_L-startval_L)/(endbar_L-startbar_L);
bb_L = startval_L;
trendline_L = aa_L * (xx - startbar_L) + bb_L;
dtrendline_L = trendline_L - Ref(trendline_L,-1);
startval_L_extend = ValueWhen(PLow,L,2);
endval_L_extend = ValueWhen(PLow,L,1);
startbar_L_extend = ValueWhen(PLow,xx,2);
endbar_L_extend = ValueWhen(PLow,xx,1);
aa_L_extend = (endval_L_extend-startval_L_extend)/(endbar_L_extend-startbar_L_extend);
bb_L_extend = startval_L;
trendline_L_extend = aa_L_extend * (xx - startbar_L) + endval_L_extend;
dtrendline_L_extend = trendline_L_extend - Ref(trendline_L_extend,-1);
dtrendline_L_extend = IIf(PLow,Ref(dtrendline_L,-1),dtrendline_L_extend);
startval_L_extend2 = ValueWhen(PLow,L,3);
endval_L_extend2 = ValueWhen(PLow,L,2);
startbar_L_extend2 = ValueWhen(PLow,xx,3);
endbar_L_extend2 = ValueWhen(PLow,xx,2);
aa_L_extend2 = (endval_L_extend2-startval_L_extend2)/(endbar_L_extend2-startbar_L_extend2);
bb_L_extend2 = endval_L_extend2;
trendline_L_extend2 = aa_L_extend2 * (xx - endbar_L_extend2) + endval_L_extend2;
dtrendline_L_extend2 = trendline_L_extend2 - Ref(trendline_L_extend2,-1);
dtrendline_L_extend2 = IIf(PLow,Ref(dtrendline_L_extend,-1),dtrendline_L_extend2);
startval_H = ValueWhen(PHigh,H,1);
endval_H = ValueWhen(PHigh,H,0);
startbar_H = ValueWhen(PHigh,xx,1);
endbar_H = ValueWhen(PHigh,xx,0);
aa_H = (endval_H-startval_H)/(endbar_H-startbar_H);
bb_H = startval_H;
trendline_H = aa_H * (xx - startbar_H) + bb_H;
dtrendline_H = trendline_H - Ref(trendline_H,-1);
startval_H_extend = ValueWhen(PHigh,H,2);
endval_H_extend = ValueWhen(PHigh,H,1);
startbar_H_extend = ValueWhen(PHigh,xx,2);
endbar_H_extend = ValueWhen(PHigh,xx,1);
aa_H_extend = (endval_H_extend-startval_H_extend)/(endbar_H_extend-startbar_H_extend);
bb_H_extend = startval_H;
trendline_H_extend = aa_H_extend * (xx - startbar_H) + endval_H_extend;
dtrendline_H_extend = trendline_H_extend - Ref(trendline_H_extend,-1);
dtrendline_H_extend = IIf(PHigh,Ref(dtrendline_H,-1),dtrendline_H_extend);
startval_H_extend2 = ValueWhen(PHigh,H,3);
endval_H_extend2 = ValueWhen(PHigh,H,2);
startbar_H_extend2 = ValueWhen(PHigh,xx,3);
endbar_H_extend2 = ValueWhen(PHigh,xx,2);
aa_H_extend2 = (endval_H_extend2-startval_H_extend2)/(endbar_H_extend2-startbar_H_extend2);
bb_H_extend2 = endval_H_extend2;
trendline_H_extend2 = aa_H_extend2 * (xx - endbar_H_extend2) + endval_H_extend2;
dtrendline_H_extend2 = trendline_H_extend2 - Ref(trendline_H_extend2,-1);
dtrendline_H_extend2 = IIf(PHigh,Ref(dtrendline_H_extend,-1),dtrendline_H_extend2);
tld = ParamToggle("All trendlines","show|hide",1);
if (tld)
{
trendline_L = IIf(dtrendline_L > 0,trendline_L,Null);
trendline_L_extend = IIf(dtrendline_L_extend > 0,trendline_L_extend,Null);
trendline_L_extend2 = IIf(dtrendline_L_extend2 > 0,trendline_L_extend2,Null);
trendline_H = IIf(dtrendline_H < 0,trendline_H,Null);
trendline_H_extend = IIf(dtrendline_H_extend < 0,trendline_H_extend,Null);
trendline_H_extend2 = IIf(dtrendline_H_extend2 < 0,trendline_H_extend2,Null);
}
trendline_L_extend2 = IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null);
trendline_H_extend2 = IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null);
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
PlotShapes(shapeUpArrow*PLow,colorYellow,0,L,-30);
PlotShapes(shapeDownArrow*PHigh,colorWhite,0,H,-30);
Plot(trendline_L, "", colorLime,styleLine|styleThick);
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend,Null), "", colorLightGrey, styleLine | styleThick);
Plot(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null), "",colorBrightGreen, styleLine | styleThick);
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null), "",colorDarkGreen, styleLine| styleThick);
Plot(trendline_H, "", colorRed,styleLine|styleThick);
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend,Null), "", colorLightGrey, styleLine | styleThick);
Plot(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null), "",colorOrange, styleLine | styleThick);
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null), "",colorOrange, styleLine | styleThick);
signalFlag = ParamToggle("Possible Signals","show|hide",1);
if (signalFlag)
{
Buy = (!IsEmpty(trendline_H_extend) AND Cross(C,trendline_H_extend) AND BarsSince(PHigh) > nbar) OR
(!IsEmpty(trendline_H_extend2) AND Cross(C,trendline_H_extend2) AND !PHigh) OR
(PHigh AND C > trendline_H_extend2 AND Ref(C,-1) < Ref(trendline_H_extend,-1) AND !IsEmpty(trendline_H_extend) AND !IsEmpty(trendline_H_extend2) );
BuyPrice = C;
Short = (!IsEmpty(trendline_L_extend) AND Cross(trendline_L_extend,C) AND BarsSince(PLow) > nbar) OR
(!IsEmpty(trendline_L_extend2) AND Cross(trendline_L_extend2,C) AND !PLow) OR
(PLow AND C < trendline_L_extend2 AND Ref(C,-1) > Ref(trendline_L_extend,-1) AND !IsEmpty(trendline_L_extend) AND !IsEmpty(trendline_L_extend2));
ShortPrice = C;
Sell = 0;
Cover = 0;
_SECTION_BEGIN(" EXPLORE");
AL=(!IsEmpty(trendline_H_extend) AND Cross(C,trendline_H_extend) AND BarsSince(PHigh) > nbar) OR
(!IsEmpty(trendline_H_extend2) AND Cross(C,trendline_H_extend2) AND !PHigh) OR
(PHigh AND C > trendline_H_extend2 AND Ref(C,-1) < Ref(trendline_H_extend,-1) AND !IsEmpty(trendline_H_extend) AND !IsEmpty(trendline_H_extend2) );
BuyPrice = C;
SAT=(!IsEmpty(trendline_L_extend) AND Cross(trendline_L_extend,C) AND BarsSince(PLow) > nbar) OR
(!IsEmpty(trendline_L_extend2) AND Cross(trendline_L_extend2,C) AND !PLow) OR
(PLow AND C < trendline_L_extend2 AND Ref(C,-1) > Ref(trendline_L_extend,-1) AND !IsEmpty(trendline_L_extend) AND !IsEmpty(trendline_L_extend2));
ShortPrice = C;
AL_status=WriteIf(AL,"Alis Yap"," ");
SAT_status=WriteIf(SAT,"Satis Yap"," ");
AL_col=IIf(AL, colorDarkGreen , colorWhite);
SAT_col=IIf(SAT, colorRed,colorWhite);
Filter= AL OR SAT;
AddColumn(C, "KAPANIS", 1.2, IIf(C > Ref(C,-1),colorBlue, colorRed));
AddTextColumn(AL_status, "ALIS", 1.2, colorWhite, Al_col);
AddTextColumn(SAT_status, "SATIS", 1.2, colorWhite, SAT_col);
}
_SECTION_END();
function ALFilter( price, FP2, FP1, gain )
{
FP2 = 100/(200-FP2);
FP1 = 0.80+FP1/500;
result = price;
L0 = L1 = L2 = L3 = price;
coef = 0.5;
HH = 0.1;
LL = 0;
for ( i = 2; i < BarCount; i++ )
{
error = abs( price[i] - result[i-1] );
if ( error > HH )
{ HH = error; }
else
{ HH *= FP2; }
if ( error < LL )
{ LL = error; }
else
{ LL *= FP2; }
if ( HH != LL )
{ coef[i] = FP1*Coef[i-1]+(1-FP1)*((error - LL) / (HH - LL)); }
alpha = coef[i]*gain[i];
L0[i] = alpha*price[i] + (1 - alpha)*L0[i-1];
L1[i] = -(1 - alpha)*L0[i] + L0[i-1] + (1 - alpha)*L1[i-1];
L2[i] = -(1 - alpha)*L1[i] + L1[i-1] + (1 - alpha)*L2[i-1];
L3[i] = -(1 - alpha)*L2[i] + L2[i-1] + (1 - alpha)*L3[i-1];
result[i] = (L0[i] + 2*L1[i] + 2*L2[i] + L3[i]) / 6;
}
return result;
}
price = ParamField("Price field", 3);
FP2 = Param( "Filter Parameter 2", 99, 0, 99, 1 );
FP1 = Param( "Filter Parameter 1", 0, 0, 99, 1 );
gain = Param( "Gain Parameter", 1.0, 0.1, 2.5, 0.1 );
Plot( ALFilter(price, FP2, FP1, gain), "www.facebook.com/groups/traderszone/",colorYellow,styleLine+styleDots|styleThick );