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

Thiru-Optimum-Avg for Amibroker (AFL)
tmnkin
almost 12 years ago
Amibroker (AFL)

Rating:
3 / 5 (Votes 5)
Tags:
amibroker, exploration, advanced

Optimum moving with can be usefull to both sideways and trending market

Screenshots

Similar Indicators / Formulas

Ultimate-volatility-trading-system-v-2a
Submitted by jaipal7786 almost 11 years ago
super trend tracker
Submitted by jaipal7786 over 11 years ago
Stock scan formula
Submitted by meceng1985 over 10 years ago
Deel - Average Dollar Price Volatility
Submitted by kaiji almost 15 years ago
Pattern Correlation
Submitted by vargasc1 over 13 years ago
10 % return by 15 day uptrend exploration
Submitted by mayur_a14 over 13 years ago

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("thiru-optimum-moving");
price = ParamField("field");
n = Param("periods",34);
SA=MA(Price,n);
v1=(StDev(Price,n))^2;

Ca=Null;
Ca[n]=sa[n];

for(i=n+1; i<BarCount;i++){
v2[i]=(CA[i-1]-SA[i])^2;
k[i]=IIf(V2[i]<V1[i],0,1-V1[i]/V2[i]);
CA[i]=CA[i-1]+K[i]*(SA[i-1]-CA[i-1]);
}
Plot(Ca,"OMA("+WriteVal(n,1.0)+")",colorBlue,styleThick);
Col = IIf(BarsSince(Ref(Ca,-1)>Ca)>BarsSince(Ref(Ca,-1)<Ca),colorBrightGreen,colorRed);
Plot(C,"",Col,styleCandle );

_SECTION_END();

////////////////////////////////////////////////////////////////////////////////////
_SECTION_BEGIN( "Chart Settings" );
SetChartOptions( 0, chartShowArrows | chartShowDates  );
//SetChartBkColor( ParamColor( "Outer Panel", colorDarkGrey ) );
//SetChartBkGradientFill( ParamColor( "Upper Chart", colorWhite ), ParamColor( "Lower Chart", colorWhite ) );
_SECTION_END();
Kisa = Param( "KISA GÃœN", 12, 0.1, 500, 0.1 );
Uzun = Param( "UZUN GÃœN", 43, 0.1, 100, 0.1 );
Tetik = Param( "TETI.K GÃœN", 21, 0.1, 50, 0.1 );
_SECTION_BEGIN( "Periodlar" );
function KisaPeriodTopla( Kisa )
{
    ka = Kisa;

    for ( i = 1; i < Kisa; i++ )
    {
        ka = ka + i;
    }

    return ka;
}

function UzunPeriodTopla( Uzun )
{
    au = Uzun;

    for ( iu = 0; iu < Uzun; iu++ )
    {
        au = au + iu;
    }

    return au;
}

function TetikPeriodTopla( Tetik )
{
    a = Tetik;

    for ( i = 0; i < Tetik; i++ )
    {
        a = a + i;
    }

    return a;
}

_SECTION_END();
_SECTION_BEGIN( " Gün Toplamlar?" );
function KisaGunTopla( Kisa )
{
    a = Kisa;
    kd = a * C;

    for ( i = 0;i < Kisa;i++ )
    {
        b = Ref( C, -i );

        if ( a > 0 )
            a--;

        kd = kd + ( a * b );
    }

    return kd;
}

function UzunGunTopla( Uzun )
{
    au = Uzun;
    ku = au * C;

    for ( iu = 0;iu < Uzun;iu++ )
    {
        bu = Ref( C, -iu );

        if ( au > 0 )
            au--;

        ku = ku + ( au * bu );
    }

    return ku;
}

Period12Toplam = KisaPeriodTopla( Kisa );
Day12Toplam = KisaGunTopla( Kisa );
LWMA12 = Day12Toplam / Period12Toplam;
Period43Toplam = UzunPeriodTopla( Uzun );
Day43Toplam = UzunGunTopla( Uzun );
LWMA43 = Day43Toplam / Period43Toplam;
_SECTION_END();

_SECTION_BEGIN( " TSR HESAPLANMASI" );
function XDAY( Tetik )
{
    X = ( ( 2 * LWMA12 ) - LWMA43 );
    aX = Tetik;
    kX = AX * X;

    for ( iX = 0;iX < Tetik;iX++ )
    {
        bX = Ref( X, -iX );

        if ( aX > 0 )
            aX--;

        kX = kX + ( aX * bX );
    }

    return kX;
}

XDayToplam = XDAY( Tetik );
XPeriodToplam = TetikPeriodTopla( Tetik );
TSR = ( XDayToplam / XPeriodToplam );
_SECTION_END();
_SECTION_BEGIN( " EKRANA BASMA I.S,LEMI." );
Plot( C, "Kapanis", colorWhite, styleCandle );
tsrcolor = IIf( TSR > Ref( TSR, -1 ), colorLime, colorRed );
Plot( TSR, "TSR", tsrcolor, styleDots + styleLine );
_SECTION_END();

_SECTION_BEGIN( "EXPLORATION" );
//AL=TSR>Ref(TSR,-1);
//SAT=Ref(TSR,-1)>TSR;
AL = Cross( C, TSR );
SAT = Cross( TSR, C );
AL_status = WriteIf( AL, "Al?s, Yap", " " );
SAT_status = WriteIf( SAT, "Sat?s, Yap", " " );
AL_Col = IIf( AL, colorDarkGreen , colorWhite );
SAT_Col = IIf( SAT, colorRed, colorWhite );
Filter = AL OR SAT;
AddColumn( C, "KAPANIS,", 1.2, IIf( C > Ref( C, -1 ), colorBlue, colorRed ) );
AddTextColumn( AL_status, "TSR ALIS,", 1.2, colorWhite, AL_col );
AddTextColumn( SAT_status, "TSR SATIS,", 1.2, colorWhite, SAT_col );
_SECTION_END();
////////////////////////////////////////////////////////////////////////////////////

5 comments

1. velmont

simple but effective…thnx a lot

2. goldwing01

I agree, seems to be effective, but getting “out of range” when running explore.

3. tmnkin

i am new to afl, will work on few things to improve this indicator

4. Divyesh

@tmnkin,

i want to use your AFL in my formula…!
can i use this AFL…?

5. SIRISHA

Hi tmnkin,

error in line No. 11

Error 10. Subscript out of range. You must not access array elements outside 0..(BarCount-1) range

appreciate if you can guide me to correct this.

Regards,
Sirisha

Leave Comment

Please login here to leave a comment.

Back