Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Keltner Cloud With VWAP for Amibroker (AFL)

Rating:
2 / 5 (Votes 5)
Tags:
amibroker, bands

A simple AFL for trading.

Longs : Price should be above VWAP and should close above the Keltner cloud. Intiate longs with stoploss at the opposite side of the Keltner cloud. Vice-versa for shorts.

Screenshots

Similar Indicators / Formulas

Bollinger - Keltner Bands
Submitted by kaiji almost 15 years ago
Trend Bands
Submitted by rogercraft over 14 years ago
Jurik's Spandex Band
Submitted by xavier over 13 years ago
Bollinger %B
Submitted by konidena over 14 years ago
Bollinger Band Squeeze & Expansion
Submitted by razasia over 14 years ago
Bands
Submitted by tanujaya over 13 years ago

Indicator / Formula

Copy & Paste Friendly
_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", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();

_SECTION_BEGIN("Keltner_sideways");
kt = MA(H,10) + 0.5*ATR(10);
kb = MA(L,10) -  0.5*ATR(10);

km = (kb+kt)/2;

PlotOHLC(kb,kb,kt,kt,"",colorLavender,styleCloud|styleNoRescale|styleNoLabel,Null,Null,0,-3);

Plot(km,"",colorBlack,styleLine|styleNoRescale|Null,Null,0,-1);
_SECTION_END();

_SECTION_BEGIN("VWAP");
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of 
      shares traded") and dividing the total shares traded. A VWAP is computed
from the Open of the market to the market Close, AND is 
      calculated by Volume weighting all transactions during this time period
*/

Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today  ) /
TodayVolume,0);
Plot (VWAP,"VWAP",colorRed, styleThick);

_SECTION_END();

1 comments

1. kitika

nice afl sir gud my ranking 5

Leave Comment

Please login here to leave a comment.

Back