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Automatic Linear Trend (Edited) for Amibroker (AFL)
Rating:
3 / 5 (Votes 10)
Tags:
amibroker, trend, optimize
Good afl find trend and make channel
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// Automatic Linear Trend Channel (edited) // original author Edward Pottasch // Trend is defined using code found on the net // see also: http://www.youtube.com/watch?v=HWPSqwEkN64 // Amibroker AFL code by Edward Pottasch, November 2011 // edited by Anderson Wilson, July 2012 // some symbols makes yybull and yybear infinite, // added IsFinite(yybull) AND IsFinite(yybear) // before plotting Channel kk = Optimize( "mult", Param( "mult", 1.25, 1, 2, 0.25 ), 1, 2, 0.25 ); Per = Optimize( "period", Param( "period", 10, 5, 50, 1 ), 5, 50, 1 ); sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 ); offset = Param( "Offset", 2, 1, 50, 1 ); tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|Both Channels", 1 ); ms = ParamToggle( "Trend", "Regular|Smoothed", 1 ); x = Cum( 1 ); HaClose = ( O + H + L + C ) / 4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); if ( ms == 0 ) { nm = ( H - L ); j = ( O + H + L + C ) / 4; } else { nm = ( HaHigh - HaLow ); j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4; } rfsctor = WMA( nm, Per ); revers = kk * rfsctor; Trend = 1; NW[0] = 0; for ( i = 1;i < BarCount;i++ ) { if ( Trend[i-1] == 1 ) { if ( j[i] < NW[i-1] ) { Trend[i] = -1; NW[i] = j[i] + Revers[i]; } else { Trend[i] = 1; if ( ( j[i] - Revers[i] ) > NW[i-1] ) { NW[i] = j[i] - Revers[i]; } else { NW[i] = NW[i-1]; } } } if ( Trend[i-1] == -1 ) { if ( j[i] > NW[i-1] ) { Trend[i] = 1; NW[i] = j[i] - Revers[i]; } else { Trend[i] = -1; if ( ( j[i] + Revers[i] ) < NW[i-1] ) { NW[i] = j[i] + Revers[i]; } else { NW[i] = NW[i-1]; } } } } cp = ( H + L ) / 2; TrendUp = IIf( Trend == 1, Trend, 0 ); TrendDown = IIf( Trend == -1, Trend, 0 ); totalTrend = IIf( TrendUp, TrendUp, TrendDown ); dtotalTrend = totalTrend - Ref( totalTrend, -1 ); vtotalTrend = ValueWhen( dtotalTrend, dtotalTrend ); cbull = vtotalTrend > 0 AND Ref( vtotalTrend, -1 ) < 0; cbull = Ref( cbull, 1 ); cbear = vtotalTrend < 0 AND Ref( vtotalTrend, -1 ) > 0; cbear = Ref( cbear, 1 ); cbull = vtotalTrend > 0 AND Ref( vtotalTrend, -1 ) < 0; cbull = Ref( cbull, 1 ); cbull[BarCount-1] = 1; cbear = vtotalTrend < 0 AND Ref( vtotalTrend, -1 ) > 0; cbear = Ref( cbear, 1 ); cbear[BarCount-1] = 1; nwbull = Ref( Flip( cbull, cbear ), -1 ); nwbear = Ref( Flip( cbear, cbull ), -1 ); xxbull = BarsSince( cbull ); xxbull[BarCount-1] = xxbull[BarCount-2] + 1; aaabull = LinRegIntercept( cp, xxbull ); bbbbull = LinRegSlope( cp, xxbull ); daabull = Ref( ValueWhen( cbear, aaabull, 0 ), -1 ); dbbbull = Ref( ValueWhen( cbear, bbbbull, 0 ), -1 ); yybull = daabull + dbbbull * ( xxbull - 1 ); yybull = IIf( xxbull > Max( offset, 1 ), yybull, Null ); wdbull = sdfact * StdErr( cp, xxbull ); wdbull = Ref( ValueWhen( cbear, wdbull, 0 ), -1 ); xxbear = BarsSince( cbear ); xxbear[BarCount-1] = xxbear[BarCount-2] + 1; aaabear = LinRegIntercept( cp, xxbear ); bbbbear = LinRegSlope( cp, xxbear ); daabear = Ref( ValueWhen( cbull, aaabear, 0 ), -1 ); dbbbear = Ref( ValueWhen( cbull, bbbbear, 0 ), -1 ); yybear = daabear + dbbbear * ( xxbear - 1 ); yybear = IIf( xxbear > Max( offset, 1 ), yybear, Null ); wdbear = sdfact * StdErr( cp, xxbear ); wdbear = Ref( ValueWhen( cbull, wdbear, 0 ), -1 ); llbull = LinearReg( cp, xxbull ); llbull = IIf( xxbull > Max( Offset, 1 ), llbull, Null ); llbullp = LinearReg( cp, xxbull ) + sdfact * StdErr( cp, xxbull ); llbullp = IIf( xxbull > Max( Offset, 2 ), llbullp, Null ); llbullm = LinearReg( cp, xxbull ) - sdfact * StdErr( cp, xxbull ); llbullm = IIf( xxbull > Max( Offset, 2 ), llbullm, Null ); llbear = LinearReg( cp, xxbear ); llbear = IIf( xxbear > Max( Offset, 1 ), llbear, Null ); llbearp = LinearReg( cp, xxbear ) + sdfact * StdErr( cp, xxbear ); llbearp = IIf( xxbear > Max( Offset, 2 ), llbearp, Null ); llbearm = LinearReg( cp, xxbear ) - sdfact * StdErr( cp, xxbear ); llbearm = IIf( xxbear > Max( Offset, 2 ), llbearm, Null ); SetChartBkColor( ParamColor( "Background Color", colorBlack ) ); SetChartOptions( 0, chartShowDates ); SetBarFillColor( IIf( C > O, ParamColor( "Candle UP Color", colorGreen ), IIf( C <= O, ParamColor( "Candle Down Color", colorRed ), colorLightGrey ) ) ); Plot( C, "Price", IIf( C > O, ParamColor( "Wick UP Color", colorDarkGreen ), IIf( C <= O, ParamColor( "Wick Down Color", colorDarkRed ), colorLightGrey ) ), 64, 0, 0, 0, 0 ); PlotShapes( IIf( x == BarCount, shapeSmallSquare, shapeNone ), colorWhite, 0, j, 0 ); Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong", colorGreen ), styleStaircase | styleDots ); Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort", colorRed ), styleStaircase | styleDots ); switch ( tc ) { case( "No Channel" ): break; case( "Channel" ): Plot( IIf( nwbull AND IsFinite(yybull), yybull, Null ), "", bbb = ColorRGB( 0, 255, 0 ), styleDashed ); Plot( IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), "", bbb, styleThick ); Plot( IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ), "", bbb, styleThick ); Plot( IIf( nwbear AND IsFinite(yybear), yybear, Null ), "", sss = ColorRGB( 255, 0, 0 ), styleDashed ); Plot( IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), "", sss, styleThick ); Plot( IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ), "", sss, styleThick ); PlotOHLC( IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ), IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ), "", ColorRGB( 10, 15, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 ); PlotOHLC( IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ), IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ), "", ColorRGB( 15, 10, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 ); _N(Title = VarGetText("Title") + StrFormat( ", nwbull %g, yybull %g, nwbear %g, yybear %g wdbull %g", nwbull, yybull, nwbear, yybear, wdbull ) ); break; case( "ChannelRT" ): Plot( IIf( nwbull, llbull, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbull, llbullp, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbull, llbullm, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbear, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbearp, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbearm, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); PlotOHLC( IIf( nwbull, llbullp, Null ), IIf( nwbull, llbullp, Null ), IIf( nwbull, llbullm, Null ), IIf( nwbull, llbullm, Null ), "", ColorRGB( 10, 15, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 ); PlotOHLC( IIf( nwbear, llbearp, Null ), IIf( nwbear, llbearp, Null ), IIf( nwbear, llbearm, Null ), IIf( nwbear, llbearm, Null ), "", ColorRGB( 15, 10, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 ); break; case( "Both Channels" ): Plot( IIf( nwbull, yybull, Null ), "", bbb = ColorRGB( 0, 255, 0 ), styleLine ); Plot( IIf( nwbull, yybull + wdbull, Null ), "", bbb, styleThick ); Plot( IIf( nwbull, yybull - wdbull, Null ), "", bbb, styleThick ); Plot( IIf( nwbear, yybear, Null ), "", sss = ColorRGB( 255, 0, 0 ), styleLine ); Plot( IIf( nwbear, yybear + wdbear, Null ), "", sss, styleThick ); Plot( IIf( nwbear, yybear - wdbear, Null ), "", sss, styleThick ); Plot( IIf( nwbull, llbull, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbull, llbullp, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbull, llbullm, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbear, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbearp, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); Plot( IIf( nwbear, llbearm, Null ), "", colorRed, styleDashed, 0, 1, 0, 1 ); break; }
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good afl, useful
Very Nice Thanks