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Modified Darvas Technique for Amibroker (AFL)
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5 / 5 (Votes 1)
Tags:
amibroker, stop loss
In “Something Darvas, Something New: Modifying The Darvas Technique For Today’s Markets”, Daryl Guppy presents a modified version of the Darvas trading technique, which was introduced in the 1960s. This formula implements this technique in Amibroker.
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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 | Periods = 100;function DarvasHigh( Periods ){ HHVtemp = HHV( High, Periods ); result = HHVTemp; for( i = Periods + 4; i < BarCount; i++ ) { result[ i ] = IIf( H[ i - 3 ] >= HHVTemp[ i - 4 ] AND H[ i - 3 ] > H[ i - 2 ] AND H[ i - 3 ] > H[ i - 1 ] AND H[ i - 3 ] > H[ i ], H[ i - 3 ], result[ i - 1 ] ); } return result;}function NewDarvasHigh( Periods ){ dh = DarvasHigh( Periods ); return dh AND Nz( dh ) != Ref( Nz( dh ), -1 );}function NewDarvasLow( Periods ){ dh = DarvasHigh( Periods ); ndl = Ref( L, -3 ) < Ref( L, -2 ) AND Ref( L, -3 ) < Ref( L, -1 ) AND Ref( L, -3 ) < L AND Ref( H, -2 ) < dh AND Ref( H, -1 ) < dh AND H < dh; return Nz( ndl ) AND Ref( Nz( ndl ), -1 ) < 1;}function DarvasLow( Periods ){ return ValueWhen( NewDarvasLow( Periods ), Ref( L, -3 ) );}function DarvasBoxEnd( Periods ){ end = BarsSince( NewDarvasHigh( Periods ) ) < BarsSince( Ref( NewDarvasLow( Periods ), -1 ) ); return Nz( end ) AND NewDarvasLow( Periods );}function DarvasBoxHigh( Periods ){ dbe = DarvasBoxEnd( Periods ); dbhi = ValueWhen( Nz( dbe ) AND NOT IsNull( Ref( dbe, -1 ) ), DarvasHigh( Periods ) ); return IIf( Nz( dbhi ) == 0, H + 1e-6, dbhi );}function DarvasBoxLow( Periods ){ dbe = DarvasBoxEnd( Periods ); dblo = ValueWhen( Nz( dbe ) AND NOT IsNull( Ref( dbe, -1 ) ), DarvasLow( Periods ) ); return IIf( Nz( dblo ) == 0, L - 1e-6, dblo );}function DarvasPossSell( Periods ){ dsl = Low < DarvasBoxLow( Periods ); return Nz( dsl ) AND Ref( Nz( dsl ), -1 ) < Nz( dsl );}Plot( C, "Price", colorBlack, styleCandle );Plot( DarvasLow( 100 ), "DL", colorRed );Plot( DarvasHigh( 100 ), "DH", colorGreen ); |
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