Download Keltner Cloud With VWAP For Amibroker (AFL)

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2 / 5 (Votes 5)

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.

Submitted by kaiji about 15 years ago

Submitted by rogercraft almost 15 years ago

Submitted by xavier over 13 years ago

Submitted by konidena almost 15 years ago

Submitted by razasia almost 15 years ago

Submitted by tanujaya almost 14 years ago

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_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();

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Keltner Cloud With VWAP for Amibroker (AFL)
mottai2010
about 12 years ago
Amibroker (AFL)

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