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#1 Selling Amibroker Plugin featuring:
Triangular Moving Average for Amibroker (AFL)
This is an ordinary afl but it’s work very good indeed.
A Triangular moving average is similar to exponential AND
weighted moving averages except A different weighting scheme
is used. Exponential AND Weighted averages assign the majority
of the weight to the most recent data. Simple moving averages
assign the weight equally across all the data. With A Triangular
moving average, the majority of the weight is assigned to the middle
portion of the data
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Indicator / Formula
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 | //------------------------------------------------------------------------------ // // Formula Name: Triangular Moving Average // Author/Uploader: Foyej Ahmed Khan // E-mail: foyej.ahmed@gmail.com // Date/Time Added: 2012 // //------------------------------------------------------------------------------ // // //Triangular Moving average-Suparnova // // //Anthony Faragasso // // //june, 2012 // // /* A Triangular moving average is similar to exponential AND // // weighted moving averages except A different weighting scheme // // is used. Exponential AND Weighted averages assign the majority // // of the weight to the most recent data. Simple moving averages // // assign the weight equally across all the data. With A Triangular // // moving average, the majority of the weight is assigned to the middle // // portion of the data.*/ // // Odd=13;//enter Odd numbers only // // CoefOdd=round(Odd/2); // // Even=12;//enter Even numbers only // // Coefeven=Even/2; // // Coefeven2=Coefeven+1; // // CongestionPercent=2.8;/*Set % above/below Moving average for congestion / // sideways market*/ // // TriangularOdd=MA(MA(C,CoefOdd),CoefOdd); // // TriangularEven=MA(MA(C,Coefeven),Coefeven2); // // finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven); // // Color=colorBrightGreen;//select Moving average line color // // tickercolor=colorBlack;//select price color // // Plot(finalMov_avg,"",IIf(C < // finalmov_avg,colorRed,Color),styleLine|styleThick); // // Plot(C,"",tickercolor,styleCandle); // // Title=Name()+"..."+"( "+WriteIf(Odd > // even,WriteVal(Odd,1),WriteVal(even,1))+" ) Period // "+EncodeColor(Color)+"Triangular"+WriteIf(Odd > even,"ODD","EVEN")+" Moving // Average"+"..."+EncodeColor(colorBlack)+ WriteIf(C < finalMov_avg,"Close is // "+EncodeColor(colorRed)+"Below"+EncodeColor(colorBlack)+" Moving Average by // ","Close is"+EncodeColor(colorBrightGreen)+" // Above"+EncodeColor(colorBlack)+" Moving Average by // ")+"("+WriteVal(((C/finalMov_avg)-1)*100,1.1)+"% // )"+"\n"+WriteIf(finalmov_avg-Ref(finalmov_avg,-1)>0," Slope Of Average is // UP : ","Slope Of Average is DOWN :")+WriteIf((((C/finalMov_avg)-1)*100 <= // CongestionPercent AND ((C/finalMov_avg)-1)*100 >= // -CongestionPercent),EncodeColor(colorYellow)+" with Price Congestion / // Divergence to Average ","")+"\n"+WriteIf(Ref(C,-1) < Ref(finalmov_avg,-1) // AND C > finalmov_avg,EncodeColor(colorGreen)+"Possible Change in Trend From // Down to Up"+"\n"+" OR Short Term Correction of Previous // Trend",WriteIf(Ref(C,-1) > Ref(finalmov_avg,-1) AND C < // finalmov_avg,EncodeColor(colorRed)+"Possible Change in Trend From Up to // Down "+"\n"+" OR Short Term Correction to Previous // Trend",""))+"\n"+WriteIf(C > finalmov_avg,EncodeColor(colorGreen)+"Close // has been above Moving Average ( "+WriteVal(BarsSince(C < finalmov_avg),1)+" // ) Bars",EncodeColor(colorRed)+"Close has been Below Moving Average ( // "+WriteVal(BarsSince(C > finalmov_avg),1)+" ) // Bars")+"\n"+EncodeColor(colorBlack)+"The average # of Bars Above ( // "+WriteVal(round(Cum(BarsSince(C < finalmov_avg)/Cum(1))),1)+" )"+"\n"+"The // average # of Bars Below ( "+WriteVal(round(Cum(BarsSince(C > // finalmov_avg)/Cum(1))),1)+" )"; // // _SECTION_BEGIN("AFL Example"); // // /* // // This is an attempt to provide a basic trading system AFL. The system is // purely imaginary // // AND NOT provided as one that would make money. This is just to provide a // guide to learners // // on the common components of writing AFL. // // Prepared by Graham Kavanagh 12 Aug 2005 // // AB Write http://e-wire.net.au/~eb_kavan/ab_write.htm // // When you copy/paste ensure the existing continuous lines have not been // wrapped. This wrapping // // can create error signals when you try to use the code. Click on the check // afl button in the // // editor before trying to apply or scan. // // I have used slash-asterisk /* */ /* for my comments to get around the // problem of wrapping, // // which could happen if you used double slash // // // I hope this helps the beginners in creating AFL code // // */ // // /*firstly some basics common*/ // // SetBarsRequired(10000,10000); /* this ensures that the charts include all // bars AND NOT just those on screen */ // // SetFormulaName("Sample System"); /*name it for backtest report // identification */ // // SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */ // // SetOption( "initialequity", 100000 ); /* starting capital */ // // PositionSize = -10; /* trade size will be 10% of available equty */ // // SetOption( "MaxOpenPositions", 6 ); /* I don't want to comit more than 60% // of Equity at any one time */ // // SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's // price range */ // // SetOption( "CommissionMode", 2 ); /* set commissions AND costs as $ per // trade */ // // SetOption( "CommissionAmount", 32.95 ); /* commissions AND cost */ // // SetOption( "UsePrevBarEquityForPosSizing", 1 ); /*set the use of last bars // equity for trade size*/ // // PositionScore = 100/C; /*Set the order for which stock trades when get // mulitple signals in one bar in backtesting */ // // //Trade system // // /* // // Buy when exp mov avg crosses and the high is highest for 50 bars // // Sell when exp mov avg crosses back // // Cross is first variable moves to above the second variable // // */ // // LongPer = Param("Long Period", 50, 30, 100, 5 ); /* select periods with // parameter window */ // // ShortPer = Param("Short Period", 5, 3, 10, 1 ); // // LongMA = EMA( C, LongPer ); // // ShortMA = EMA( C, ShortPer ); // // LastHigh = HHV( H, LongPer ); // // Buy = Cross( ShortMA, LongMA ) AND H > Ref( LastHigh, -1 ); // // /* ref,-1 is used for the high to have todays high greater than the // previous 50 bar high. // // To just use H==LastHigh couold mean a previous high was equal to current // high */ // // Sell = Cross( LongMA, ShortMA ); // // /* exrem is one method to remove surplus strade signals*/ // // Buy = ExRem(Buy,Sell); // // Sell = ExRem(Sell,Buy); // // /* Now for exploration results. // // Will restrict results of exploration to when the Buy AND Sell signals occur // // You can use Filter=1; to display every bar result */ // // Filter = Buy OR Sell; // // AddTextColumn( FullName(), "Company Name" ); // // AddColumn( Buy, "Buy", 1 ); // // AddColumn( Sell, "Sell", 1 ); // // AddColumn( C, "Close", 1.3 ); // // AddColumn( H, "High", 1.3 ); // // AddColumn( LastHigh, "HHV", 1.3 ); // // AddColumn( LongMA, "Long MA", 1,3 ); // // AddColumn( ShortMA, "Short MA", 1,3 ); // // /* Now to show this on a chart */ // // /* I use WriteVal to limit the values to the wanted number of decimal // places, // // seeing a value of 5 decimal places can be frustrating. // // I have included additional information in the plot title sections to add // some // // information to the title block */ // // GraphXSpace = 10; /* create empty space of 10% top and bottom of chart */ // // Plot( C, " Close Price", colorGrey50, styleBar ); // // Plot( LongMA, " EMA(C,"+WriteVal(LongPer,1)+")", colorYellow, // styleLine|styleNoRescale ); // // Plot( ShortMA, " EMA(C,"+WriteVal(ShortPer,1)+")", colorblue, // styleLine|styleNoRescale ); // // Plot( Ref(Lasthigh,-1), " HHV(H,"+WriteVal(LongPer,1)+")", colorRed, // styleNoLine|styleDots|styleNoRescale ); // // /* styleNoRescale in the plots stops the added plots from compressing the // original bar chart to the middle of the pane */ // // PlotShapes( shapeUpArrow*Buy, colorGreen, 0, L, -10 ); // // PlotShapes( shapeDownArrow*Sell, colorRed, 0, H, -10 ); // // Title = " {{NAME}} {{DATE}} {{INTERVAL}} "+_DEFAULT_NAME()+" Chart values : // {{VALUES}} "; // // /* _DEFAULT_NAME() shows the section name or, if not present, the file name // // the items in {{}} are short cuts for the title block. It can be done long // hand // // Title = Name() +" "+ Date() +" "+ "{{INTERVAL}}"+_DEFAULT_NAME()+" Chart // values : " + // // " Close Price = " + C + // // " EMA(C,"+WriteVal(LongPer,1)+") = "+WriteVal(LongMA,1.3) + // // " EMA(C,"+WriteVal(ShortPer,1)+") = "+WriteVal(ShortMA,1.3) + // // " HHV(H,"+WriteVal(LongPer,1)+") = "+WriteVal(Ref(LastHigh,-1),1.3) ; // // */ // // _SECTION_END(); // //------------------------------------------------------------------------------ //Triangular Moving average //Anthony Faragasso //December, 2002 /* A Triangular moving average is similar to exponential AND weighted moving averages except A different weighting scheme is used. Exponential AND Weighted averages assign the majority of the weight to the most recent data. Simple moving averages assign the weight equally across all the data. With A Triangular moving average, the majority of the weight is assigned to the middle portion of the data.*/ Odd=13; //enter Odd numbers only CoefOdd= round (Odd/2); Even=12; //enter Even numbers only Coefeven=Even/2; Coefeven2=Coefeven+1; CongestionPercent=2.8; /*Set % above/below Moving average for congestion / sideways market*/ TriangularOdd= MA ( MA ( C ,CoefOdd),CoefOdd); TriangularEven= MA ( MA ( C ,Coefeven),Coefeven2); finalMov_avg= IIf (Odd > even,triangularOdd,TriangularEven); Color= colorBrightGreen ; //select Moving average line color tickercolor= colorBlack ; //select price color Plot (finalMov_avg, "" , IIf ( C < finalmov_avg, colorRed ,Color), styleLine | styleThick ); Plot ( C , "" ,tickercolor, styleCandle ); Title= Name ()+ "..." + "( " + WriteIf (Odd > even, WriteVal (Odd,1), WriteVal (even,1))+ " ) Period " + EncodeColor (Color)+ "Triangular" + WriteIf (Odd > even, "ODD" , "EVEN" )+ " Moving Average" + "..." + EncodeColor ( colorBlack )+ WriteIf ( C < finalMov_avg, "Close is " + EncodeColor ( colorRed )+ "Below" + EncodeColor ( colorBlack )+ " Moving Average by " , "Close is" + EncodeColor ( colorBrightGreen )+ " Above" + EncodeColor ( colorBlack )+ " Moving Average by " )+ "(" + WriteVal ((( C /finalMov_avg)-1)*100,1.1)+ "% )" + "\n" + WriteIf (finalmov_avg- Ref (finalmov_avg,-1)>0, " Slope Of Average is UP : " , "Slope Of Average is DOWN :" )+ WriteIf (((( C /finalMov_avg)-1)*100 <= CongestionPercent AND (( C /finalMov_avg)-1)*100 >= -CongestionPercent), EncodeColor ( colorYellow )+ " with Price Congestion / Divergence to Average " , "" )+ "\n" + WriteIf ( Ref ( C ,-1) < Ref (finalmov_avg,-1) AND C > finalmov_avg, EncodeColor ( colorGreen )+ "Possible Change in Trend From Down to Up" + "\n" + " OR Short Term Correction of Previous Trend" , WriteIf ( Ref ( C ,-1) > Ref (finalmov_avg,-1) AND C < finalmov_avg, EncodeColor ( colorRed )+ "Possible Change in Trend From Up to Down " + "\n" + " OR Short Term Correction to Previous Trend" , "" ))+ "\n" + WriteIf ( C > finalmov_avg, EncodeColor ( colorGreen )+ "Close has been above Moving Average ( " + WriteVal ( BarsSince ( C < finalmov_avg),1)+ " ) Bars" , EncodeColor ( colorRed )+ "Close has been Below Moving Average ( " + WriteVal ( BarsSince ( C > finalmov_avg),1)+ " ) Bars" )+ "\n" + EncodeColor ( colorBlack )+ "The average # of Bars Above ( " + WriteVal ( round ( Cum ( BarsSince ( C < finalmov_avg)/ Cum (1))),1)+ " )" + "\n" + "The average # of Bars Below ( " + WriteVal ( round ( Cum ( BarsSince ( C > finalmov_avg)/ Cum (1))),1)+ " )" ; _SECTION_BEGIN ( "AFL Example" ); /* This is an attempt to provide a basic trading system AFL. The system is purely imaginary AND NOT provided as one that would make money. This is just to provide a guide to learners on the common components of writing AFL. Prepared by Graham Kavanagh 12 Aug 2005 AB Write http://e-wire.net.au/~eb_kavan/ab_write.htm When you copy/paste ensure the existing continuous lines have not been wrapped. This wrapping can create error signals when you try to use the code. Click on the check afl button in the editor before trying to apply or scan. I have used slash-asterisk /* */ /* for my comments to get around the problem of wrapping, which could happen if you used double slash // I hope this helps the beginners in creating AFL code */ /*firstly some basics common*/ SetBarsRequired (10000,10000); /* this ensures that the charts include all bars AND NOT just those on screen */ SetFormulaName ( "Sample System" ); /*name it for backtest report identification */ SetTradeDelays ( 1, 1, 1, 1 ); /* delay entry/exit by one bar */ SetOption ( "initialequity" , 100000 ); /* starting capital */ PositionSize = -10; /* trade size will be 10% of available equty */ SetOption ( "MaxOpenPositions" , 6 ); /* I don't want to comit more than 60% of Equity at any one time */ SetOption ( "PriceBoundChecking" , 1 ); /* trade only within the chart bar's price range */ SetOption ( "CommissionMode" , 2 ); /* set commissions AND costs as $ per trade */ SetOption ( "CommissionAmount" , 32.95 ); /* commissions AND cost */ SetOption ( "UsePrevBarEquityForPosSizing" , 1 ); /*set the use of last bars equity for trade size*/ PositionScore = 100/ C ; /*Set the order for which stock trades when get mulitple signals in one bar in backtesting */ //Trade system /* Buy when exp mov avg crosses and the high is highest for 50 bars Sell when exp mov avg crosses back Cross is first variable moves to above the second variable */ LongPer = Param ( "Long Period" , 50, 30, 100, 5 ); /* select periods with parameter window */ ShortPer = Param ( "Short Period" , 5, 3, 10, 1 ); LongMA = EMA ( C , LongPer ); ShortMA = EMA ( C , ShortPer ); LastHigh = HHV ( H , LongPer ); Buy = Cross ( ShortMA, LongMA ) AND H > Ref ( LastHigh, -1 ); /* ref,-1 is used for the high to have todays high greater than the previous 50 bar high. To just use H==LastHigh couold mean a previous high was equal to current high */ Sell = Cross ( LongMA, ShortMA ); /* exrem is one method to remove surplus strade signals*/ Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); /* Now for exploration results. Will restrict results of exploration to when the Buy AND Sell signals occur You can use Filter=1; to display every bar result */ Filter = Buy OR Sell ; AddTextColumn ( FullName (), "Company Name" ); AddColumn ( Buy , "Buy" , 1 ); AddColumn ( Sell , "Sell" , 1 ); AddColumn ( C , "Close" , 1.3 ); AddColumn ( H , "High" , 1.3 ); AddColumn ( LastHigh, "HHV" , 1.3 ); AddColumn ( LongMA, "Long MA" , 1,3 ); AddColumn ( ShortMA, "Short MA" , 1,3 ); /* Now to show this on a chart */ /* I use WriteVal to limit the values to the wanted number of decimal places, seeing a value of 5 decimal places can be frustrating. I have included additional information in the plot title sections to add some information to the title block */ GraphXSpace = 10; /* create empty space of 10% top and bottom of chart */ Plot ( C , " Close Price" , colorGrey50 , styleBar ); Plot ( LongMA, " EMA(C," + WriteVal (LongPer,1)+ ")" , colorYellow , styleLine | styleNoRescale ); Plot ( ShortMA, " EMA(C," + WriteVal (ShortPer,1)+ ")" , colorBlue , styleLine | styleNoRescale ); Plot ( Ref (Lasthigh,-1), " HHV(H," + WriteVal (LongPer,1)+ ")" , colorRed , styleNoLine | styleDots | styleNoRescale ); /* styleNoRescale in the plots stops the added plots from compressing the original bar chart to the middle of the pane */ PlotShapes ( shapeUpArrow * Buy , colorGreen , 0, L , -10 ); PlotShapes ( shapeDownArrow * Sell , colorRed , 0, H , -10 ); Title = " {{NAME}} {{DATE}} {{INTERVAL}} " + _DEFAULT_NAME ()+ " Chart values : {{VALUES}} " ; /* _DEFAULT_NAME() shows the section name or, if not present, the file name the items in {{}} are short cuts for the title block. It can be done long hand Title = Name() +" "+ Date() +" "+ "{{INTERVAL}}"+_DEFAULT_NAME()+" Chart values : " + " Close Price = " + C + " EMA(C,"+WriteVal(LongPer,1)+") = "+WriteVal(LongMA,1.3) + " EMA(C,"+WriteVal(ShortPer,1)+") = "+WriteVal(ShortMA,1.3) + " HHV(H,"+WriteVal(LongPer,1)+") = "+WriteVal(Ref(LastHigh,-1),1.3) ; */ _SECTION_END (); |
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Every DSE Technical analyst can see this. I hope this will help to them for trading. It,s a simple but effective Afl for Amibroker.
Thank to everyone who encourage me to learn TA.