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KAMA System Complete with Candlestick Pattern for Amibroker (AFL)
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4 / 5 (Votes 7)
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Same Kama System but with added candlestick patterns.
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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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 | _SECTION_BEGIN("Price");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", colorGreen ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END();// AMA System by Karthikmarar// Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.// Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points._SECTION_BEGIN("Background");SetChartOptions(0,chartShowArrows|chartShowDates);if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) ){ ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g(%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1)));}SetChartBkColor(ParamColor("Outer panel color ",colorBlack)); // color of outer border SetChartBkGradientFill( ParamColor("Inner panel color upper half",colorDarkTeal), ParamColor("Inner panel color lower half",colorBlack)); //color of inner panel_SECTION_END();_SECTION_BEGIN("KAMA System");SetChartOptions(0,chartShowArrows|chartShowDates);Title = ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");//{{VALUES}}"+ O+ H+ L+C);//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));// Buy adjustmentsbs=Param("BUY Sensitivity",3,2,20,1);bf=Param("BUY Finetune",2,0.1,20,0.1);// Sell Adjustmentsss=Param("SELL Sensitivity",3,2,20,1);sf=Param("SELL Finetune",1,0.1,20,0.1);//stock selection parametersMyCL = Param( "CL", 10, 10, 100, 10 );MyVK = Param( "VK", 30, 10, 100, 10 );MyTL = Param( "TL", 300, 100, 1000, 100 );//stock selection//TLM = EMA(C*V/100000,100) ;//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ; // commonfast = 2/(2+1);slow = 2/(30+1);//BUY partdirb=abs(Close-Ref(Close,-bs));volb=Sum(abs(Close-Ref(Close,-1)),bs);ERb=dirb/volb;scb =( ERb*(fast-slow)+slow)^2; xb = AMA( C, scb ); flb=bf*StDev(xb-Ref(xb,-1),20);j=xb-Ref(xb,-3);//SELL partdirs=abs(Close-Ref(Close,-ss));vols=Sum(abs(Close-Ref(Close,-1)),ss);ERs=dirs/vols;scs =( ERs*(fast-slow)+slow)^2; xs = AMA( C, scs ); fls=sf*StDev(xs-Ref(xs,-1),20);k=Ref(Xs,-3)-Xs;Buy=Cross(j,flb) ;Sell=Cross(k,fls);mycolor=IIf(C>xb,colorLime,colorRed);Plot( C, "Close", mycolor,styleNoTitle | styleBar|styleThick ); Plot(xb,"KAMA-BUY",colorYellow,1);Plot(xs,"KAMA-SELL",colorOrange,1);Buy = ExRem(Buy,Sell);Sell = ExRem(Sell,Buy);shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;PlotShapes( shape, IIf( Buy, colorGreen, colorYellow ),0, IIf( Buy, Low, High ) );GraphXSpace = 5;dist = 1.5*ATR(20); for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime ); if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorYellow ); } Filter= Buy OR Sell;PositionScore=100/C;PositionSize = - 20;SetBarsRequired(10000, 10000);SetFormulaName("KAMA System");_SECTION_END();_SECTION_BEGIN("IIR2");// IIR2.afl//// Documentation to describe what the function does.// Second order smoother// the function statementfunction IIR2( input, f0, f1, f2 )// the function body{result[ 0 ] = input[ 0 ];result[ 1 ] = input[ 1 ];for( i = 2; i < BarCount; i++ ){result[i] = f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];}// the function returns a single value and exits.return result;}// The routine that calls the function.SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );//Plot( Close, "Price", 2, styleCandle );Plot( SmoothedClose, "function example", colorRed );//Figure 8.1 IIR2_SECTION_END();_SECTION_BEGIN("GSMA");SetBarsRequired(100000,0);PI = 3.1415926;function jIIR2( input, f0, f1, f2 ) { result[ 0 ] = input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i = 2; i < BarCount; i++ ) { result[ i ] = f0 * input[ i ] + f1 * result[ i - 1 ] + f2 * result[ i - 2 ]; } return result; } function GSMA( input, Period ){ N = 0; an = 2 * PI / Period; c0 = b0 = 1; c1 = b1 = b2 = a1 = a2 = gamma1 = 0; beta1 = 2.415 * ( 1- cos( an ) ); alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 ); alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an ); { fo = alpha ^ 2; f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha ); } return jIIR2( input, fo,f1,f2);}period=Param("period",13,1,40,1);//Plot( Close, "Price", colorBlack, styleCandle ); Plot( GSMA( C,period), "GSMA", colorLime );// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below // Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker Technical Support // Designed for use with AB 4.63 beta and above, using drag and drop feature. // Permits plotting a linear regression line of any price field available on the chart for a period determined by the user. // 2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line. // A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past. P = ParamField("Price field",-1);Daysback = Param("Period for Liner Regression Line",21,1,240,1);shift = Param("Look back period",0,0,240,1); // =============================== Math Formula =============================================================x = Cum(1);lastx = LastValue( x ) - shift; aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) ); bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) ); y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); // ==================Plot the Linear Regression Line ==========================================================LRColor = ParamColor("LR Color", colorCycle ); LRStyle = ParamStyle("LR Style");LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots ); // ========================== Plot 1st SD Channel ===============================================================SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);SD = SDP/2;width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;SDColor = ParamColor("SD Color", colorCycle ); SDStyle = ParamStyle("SD Style");Plot( SDU , "Upper Lin Reg", SDColor,SDStyle ); Plot( SDL , "Lower Lin Reg", SDColor,SDStyle ); // ========================== Plot 2d SD Channel ===============================================================SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);SD2 = SDP2/2;width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;SDColor2 = ParamColor("2 SD Color", colorCycle ); SDStyle2 = ParamStyle("2 SD Style");Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 ); Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 ); // ============================ End Indicator Code ==============================================================_SECTION_BEGIN("Nuevo 4");percent = 0.01 * 1; /* Adjust this percent as necessary, */firstpointL = 2;firstpointH = 2;y0=LastValue(Trough(L,percent,firstpointL)); y1=LastValue(Trough(Ref(L,-1),percent,1));for( i = 1; i < BarCount AND y0 >= y1; i++ ){ firstpointL++; y0=LastValue(Trough(L,percent,firstpointL)); }x0=BarCount - 1 - LastValue(TroughBars(L,percent,firstpointL)); x1=BarCount - 1 - LastValue(TroughBars(Ref(L,-1),percent,1)); LineL = LineArray( x0, y0, x1, y1, 1 ); /*Plot(C, "C", colorBlack, styleCandle); */Plot( LineL, " Support Trend line", colorGreen,4 +8 ); yt0=LastValue(Peak(H,percent,firstpointH)); yt1=LastValue(Peak(Ref(H,-1),percent,1));for(i = 1; i < BarCount AND yt0 <= yt1; i++ ){ firstpointH++; yt0=LastValue(Peak(H,percent,firstpointH)); }xt0=BarCount - 1 - LastValue(PeakBars(H,percent,firstpointH)); xt1=BarCount - 1 - LastValue(PeakBars(Ref(H,-1),percent,1)); LineH = LineArray( xt0, yt0, xt1, yt1, 1 ); Plot( LineH, "Resistance Trend line", colorBrown,4 + 8 );_SECTION_END();_SECTION_BEGIN("Elliot 2");//-- Script Start -------Option = ParamToggle("Insert To", "Price Chart|Indicator");pr=Param("Elliot Wave minimum % move",2, 0.001,100);//{ Beginner Elliot Wave stuff }EWpk=PeakBars(H,pr)==0;EWtr=TroughBars(L,pr)==0;//{ Intermediate Elliot Wave stuff }zz=Zig(C,pr);zzHi=Zig(H,pr);zzLo=Zig(L,pr);Avg=(zzHi+zzLo)/2;//{ Advanced Elliot Wave stuff }RetroSuccessSecret=IIf(EWpk,zzHi, IIf(EWtr,zzLo,IIf(Avg>Ref(Avg,-1),H,L)));EW=Zig(RetroSuccessSecret,pr);//{ Plot on price chart }if (Option==0) Plot(EW, "EW", ParamColor("Color", colorBrown), ParamStyle("Style", styleNoLabel|styleThick));else{//{ Buy/Sell Elliot Wave stuff }EWbuy=TroughBars(EW,pr)==0;EWsell=PeakBars(EW,pr)==0;//{ Plot on own window }Plot(EWbuy-EWsell, "EW2", ParamColor("Color", colorRed), ParamStyle("Style", styleNoLabel|styleThick));}//-- Script End -------_SECTION_END();_SECTION_BEGIN("Elliot_Fractals");/*The basic definition of an 'up' fractal is a bar high that is both higher than the two bars immediately preceding itand higher than the two bars immediately following it.The lows of the bars are NOT considered in determining the up fractal progression.If two bars in the progression have equal highs followed by two consecutive bars with lower highs,then a total of six bars rather than the usual five bars will make up the progression.The first High becomes the counting fractal. Reverse for 'down' fractals.The 5 bar formation works best on Daily or longer time frame charts.For intraday data charts we often use 9 bar, 13 bar and 21 bar formations for fractal counting*/Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;Up6BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H AND Ref(H,3) < H;Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;Down6BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L AND Ref(L,3) > L;//TODO: More filtering: Show only troughs that are around atrough in trix(9).PlotShapes( IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);PlotShapes( IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);PlotShapes( IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);PlotShapes( IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);Up = (Up5BarFractal OR Up6BarFractal);Down = (Down5BarFractal OR Down6BarFractal);//Removing false fractals:DownSignal = Flip(Ref(Up,-1), Ref(Down,-1));UpSignal = Flip(Ref(Down,-1), Ref(Up,-1));LastHigh[0] = H[0];LastLow[0] = L[0];LastLowIndex = 0;LastHighIndex = 0;Valid = 0;for (i=1; i < BarCount; i++){ LastHigh[i] = LastHigh[i-1]; LastLow[i] = LastLow[i-1]; if (Up[i]) { Valid[i] = True; if (DownSignal[i]) { //Sequence of 2 Up Fractals. Validate only the higher one. Valid[i] = H[i] >= H[LastHighIndex]; Valid[LastHighIndex] = H[LastHighIndex] > H[i]; } LastHigh[i] = Max(H[i], H[LastHighIndex ]); LastHighIndex = i; } if (Down[i]) { Valid[i] = True; if (UpSignal[i]) { //Sequence of 2 Down Fractals. Validate only the lower one. Valid[i] = L[i] <= L[LastLowIndex]; Valid[LastLowIndex] = L[LastLowIndex] < L[i]; } LastLow[i] = Min(L[i], L[LastLowIndex]); LastLowIndex = i; } }TrixN = Trix(9);TroughLow = Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN, 3) > TrixN;TroughHigh = Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN, 3) < TrixN;//TroughLow = Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN;//TroughHigh = Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN;ZeroValid = Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);ValidLow = TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow, 4);// OR Ref(TroughLow, 5));ValidHigh = TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));//Plot(LastHigh-10 ,"LastHigh", colorBlue, styleLine);//Plot(LastLow-10 ,"LastLow ", colorRed, styleLine);//Plot(Valid*5 + 10 ,"LastLow ", colorGreen, styleLine | styleThick);//PlotShapes( IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);//PlotShapes( IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);Maxi = Up AND (ValidHigh OR ZeroValid);Mini = Down AND (ValidLow OR ZeroValid);PlotShapes( IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);PlotShapes( IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);//Plot(UpSignal*3+5,"UpSignal", colorBlue, styleLine| styleThick);//Plot(DownSignal*3 ,"DownSignal", colorRed, styleLine| styleThick);/*LastMaxi = 0;LastMini = 0;ElliotLines = 0;State = 0;for (i=1; i < BarCount; i++){ State[i] = State[i-1]; if (Maxi[i]) { State[i] = 1;//down } if (Mini[i]) { State[i] = 2; }} PlotShapes(IIf(State > 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0, IIf(State == 1, H, L), -5); *///Line = LineArray( x0, y0, x1, y1, 1 ); //Plot( Line, "Trend line", colorBlue ); /*Wave BUsually 50% of Wave AShould not exceed 75% of Wave AWave Ceither 1 x Wave Aor 1.62 x Wave Aor 2.62 x Wave A */function CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta){ ALength = abs(startPrice - A); BLength = abs(A-B); CLength = abs(B-C); Ratio1 = BLength / CLength ; Cond1 = Ration1 >= 0.5 - RatioDelta AND ratio1 <= 0.75 + RatioDelta; Cond2 = abs(Clength - ALength) < Delta OR abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta; return Cond1 AND Cond2;}function ImpulseRules(StartPrice, One, Two, Three, Four, Five){ //Wave 2 should be beneath wave 1 start: Cond1 = Two > StartPrice AND Two < One; //Wave 4 - the same: Cond2 = Four > Two AND Four < Three; //Wave 5 should be <= wave 3 Cond3 = abs(Three-Two) >= abs(Five - Four); //Wave 1 should be smaller than wave five, making wave 3 the biggest: Cond4 = abs(StartPrice - One) < abs(Five - Four); return Cond1 AND Cond2 AND Cond3 AND Cond4;}_SECTION_END(); |
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