RF Mello for Amibroker (AFL)

// RF Setup by Mello



_SECTION_BEGIN("Price");

SetChartOptions(0,chartShowArrows|chartShowDates);

SetBarsRequired(sbrAll,sbrAll);

SetBarFillColor(IIf(C>O,ParamColor("Bar Up Color", colorBrightGreen),IIf(C<=O,ParamColor("Bar Down Color", colorRed),colorLightGrey)));

Plot(C,"Close",IIf(C>O,ParamColor("Shadow Up Color", colorWhite),IIf(C<=O,ParamColor("Shadow Down Color", colorWhite),colorLightGrey)),64,0,0,0);

SetChartBkColor(ParamColor("Panel Color ",colorDarkGrey));

SetChartBkGradientFill(ParamColor("Upper Chart",colorDarkGrey),ParamColor("Lower Chart",colorDarkGrey));

GraphXSpace=Param("GraphXSpace",20,-10,25,1);

//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_BEGIN("Cálculo EMA");



prd01 = Optimize("Periodo", 9, 5, 34, 2);
EMA17 = EMA(C,prd01);
Cond1 = IIf(EMA17 >= Ref(EMA17, -1), 1, 0);
Plot( EMA17, "EMA17" ,ParamColor( "Color1", colorRed ), ParamStyle("Style", styleDashed|styleThick) | styleNoRescale );

_SECTION_END();



_SECTION_BEGIN("Cálculo RF");


Cond2 = IIf(Ref(Close, -3) < Ref(Open, -3), 1, 0);
Cond3 = IIf(Ref(Close, -2) > Ref(Open, -2), 1, 0);
Cond4 = IIf(Ref(Close, -1) < Ref(Open, -1), 1, 0);

Cond5 = (Cond2 + Cond3 + Cond4);

Cond6 = Cond1 + Cond5;

precomax = Ref(HHV(H,3),-1); 
Precomin = Ref(LLV(L,3),-1);

Resistencia = ValueWhen(Cond6 ==4 , Precomax, 1);
Suporte = ValueWhen(Cond6 ==4 , Precomin, 1);
Distancia = ValueWhen(Cond6 ==4 , precomax - Precomin, 1);

alvo1 = Optimize("alvo1", 1.5, 1,3, 0.2);

Alvo = resistencia + (distancia * alvo1);


_SECTION_END();



_SECTION_BEGIN("Comprar/Vender");




Buy = Cond1 == 1 AND Cross(High, Resistencia);

BuyPrice = Resistencia ;
Preco = ValueWhen(Buy, resistencia, 1);
Venda = ValueWhen(Buy, alvo, 1);
Stope = ValueWhen(Buy, Suporte, 1);
Sell = Cross(High, Venda) OR Cross(stope, Low);
SellPrice = IIf(Cross(High, Venda), Venda, stope);

Buy=ExRem(Buy,Sell);

Sell=ExRem(Sell,Buy);


shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

PlotShapes(shape, IIf(Buy,colorGreen,colorRed), 0, IIf(Buy,Low,High));

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-5);

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-10);

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-7.5);

PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=10);

PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=15);

PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-12.5);

Plot(Venda, "Target", colorGreen, styleLine, Null, Null, 0, 0, 1);
Plot(Stope, "Stop", colorRed, styleLine, Null, Null, 0, 0, 1);
Plot(Preco, "Compra", colorWhite, styleLine, Null, Null, 0, 0, 1);




 

 

 



AddColumn( Buy, "Buy", 1);

AddColumn(Sell, "Sell", 1);

AddColumn(Close,"Close",1.2);

AddColumn(Volume,"Volume",1.0);

 

 



 // trade size: 100% of current portfolio equity
SetPositionSize( 5, spsPercentOfEquity );