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multi time frame with pivot for Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:
amibroker, timeframe

hi,
find attached single formula, with multi time frame average.
this helps to find out trends in short, medium and long terms.
if you use correctly, will give good benefits.
enjoy.

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Indicator / Formula

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_SECTION_BEGIN("Trend Color");

HaClose =EMA((O+H+L+C)/4,3); 
HaOpen = IIf(BarIndex()>0,AMA( Ref( HaClose, -1 ), 0.5 ),Open);
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) ); 

p1=Param("Extreme period1",5,3,10);
p2=Param("Extreme period2",8,3,20);
p3=Param("Extreme period3",13,3,50);
sc=Param("Score Limit",3,1,7);

HaDiff = IIf(HaClose>HaOpen, 1, IIf((O+H+L+C)/4<HaOpen,-1,0));
HaDiff1 = IIf(HaClose>EMA(HaClose,p1), 1, IIf(HaClose<EMA(HaClose,p1),-1,0));
HaDiff2 = IIf(HaClose>EMA(HaClose,p2), 1, IIf(HaClose<EMA(HaClose,p2),-1,0));
HaDiff3 = IIf(HaClose>EMA(HaClose,p3), 1, IIf(HaClose<EMA(HaClose,p3),-1,0));
HaDiff4 = IIf(EMA(HaClose,p1)>EMA(HaClose,p2), 1, IIf(EMA(HaClose,p1)<EMA(HaClose,p2),-1,0));
HaDiff5 = IIf(EMA(HaClose,p2)>EMA(HaClose,p3), 1, IIf(EMA(HaClose,p2)<EMA(HaClose,p3),-1,0));
HaDiff6 = IIf(HaClose>Ref(HaClose,-1), 1, IIf(HaClose<Ref(HaClose,-1),-1,0));

TScore = HaDiff + HaDiff1 + HaDiff2 + HaDiff3 + HaDiff4 + HaDiff5 + HaDiff6;

FillColor = IIf(TScore>sc AND NOT (Ref(TScore,-1)<sc AND Avg<Ref(Avg,-1)),colorLime,
        IIf(TScore<-sc AND NOT (Ref(TScore,-1)>-sc AND Avg>Ref(Avg,-1)),ColorRGB(100,0,0),colorWhite));
mycolor=IIf(Tscore>0, colorGreen,colorRed);

SetBarFillColor(Fillcolor);

PlotOHLC(O,H,L,C,"Candlestick",myColor,styleCandle|styleLine);
_SECTION_END();

_SECTION_BEGIN("Min");
//

T = Param("Time", 3,1, 60,1);
TimeFrameSet( T* in1Minute ); // switch to 5 minute frame

P = Param("30Min P", 9, 3, 100,1);

ma30_9 = MA( C, P);
Plot( TimeFrameExpand( ma30_9, T* in1Minute), " EMA T",ParamColor( "T EMA", colorCycle ), ParamStyle("T Min style",styleLine | styleThick));
TimeFrameRestore(); // restore time frame to original



TimeFrameSet( in5Minute ); // switch to 5 minute frame

P = Param("5 Min P", 9, 3, 100,1);

ma5_13 = MA( C, P);
Plot( TimeFrameExpand( ma5_13, in5Minute), " EMA 5Min",ParamColor( "5Min EMA", colorCycle ), ParamStyle("5Min style",styleLine | styleThick));
TimeFrameRestore(); // restore time frame to original

TimeFrameSet( in15Minute); // switch to 15 minute frame

P = Param("15 Min P", 11, 3, 100,1);

ma5_15 = MA( C, P);
Plot( TimeFrameExpand( ma5_15, in15Minute), " EMA 15Min",ParamColor( "15Min EMA", colorCycle ), ParamStyle("15Min style",styleLine | styleNoRescale));
TimeFrameRestore(); // restore time frame to origina

TimeFrameSet( inHourly ); // switch now to hourly
P1 = Param("Hr P", 21, 3, 100,1);
mah_9 = MA( C, P1 ); //  moving average from hourly data
Plot( TimeFrameExpand( mah_9, inHourly), " EMA Hrly",ParamColor( "Hr EMA", colorCycle ), ParamStyle("Hr style",styleLine | styleThick| styleNoRescale));
TimeFrameRestore(); // restore time frame to original

TimeFrameSet( inDaily ); // switch now to hourly
P2 = Param("Daily P", 21, 3, 100,1);
mah_13D = MA( C, p2 ); // moving average from daily data
Plot( TimeFrameExpand( mah_13D, inDaily), " EMA Daily",ParamColor( "Daily EMA", colorCycle ), ParamStyle("Daily style",styleLine | styleThick| styleNoRescale));
TimeFrameRestore(); // restore time frame to original
 

_SECTION_END();


//---- pivot points 
DayH = TimeFrameGetPrice("H", inDaily,-1);// yesterdays high 
DayL = TimeFrameGetPrice("L", inDaily,-1);//low 
DayC = TimeFrameGetPrice("C", inDaily,-1);//close 
DayO = TimeFrameGetPrice("O", inDaily,-1);// current day open 
HiDay = TimeFrameGetPrice("H", inDaily); 
LoDay = TimeFrameGetPrice("L", inDaily); 
PP = (DayH + DayL + DayC) / 3 ; 

D = (DayH - DayL)/2;
R1 = D+DayC;

R2 = (DayH-DayL)+DayC;

R3 = R2 +D ;

S1 = DayC - D; 
 
S2 = DayC - (DayH - DayL); 
 
S3 = S2 - D; 

style = styleLine + styleNoRescale; 
rcolor = colorBlue; 
scolor = colorRed; 
pcolor = colorPink;

 Plot( PP, "  P P", ParamColor( "PP", colorTeal ), ParamStyle("PPStyle") );
Plot(R1,"RES",colorRed, styleLine|styleDashed| styleNoRescale );
Plot(R2,"Mid",colorBlue, styleLine|styleDashed| styleNoRescale);
Plot(R3,"SUP",colorGreen, styleLine|styleDashed|  styleNoRescale );
Plot(S1,"RES",colorRed, styleLine|styleDashed|  styleNoRescale );
Plot(s2,"Mid",colorBlue, styleLine|styleDashed| styleNoRescale);
Plot(S3,"SUP",colorGreen, styleLine|styleDashed| styleNoRescale );




_SECTION_END();

//============== TITLE ==============
_SECTION_BEGIN( "Title" );

  
 
  y = Status( "pxchartheight" );
 
GfxTextOut( ("n j e t h v a @ y m a i l . c o m "), 20, y -30);

_SECTION_END();

_SECTION_BEGIN("Bollinger Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorLightGrey );
Style = ParamStyle("Style", styleLine | styleNoLabel ) | styleNoLabel;
Plot( bbt = BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style ); 
Plot( bbb = BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style ); 
PlotOHLC( bbt, bbt, bbb, bbb, "", ColorBlend( Color, GetChartBkColor(), 0.8 ), styleNoLabel| styleNoRescale | styleCloud | styleNoRescale, Null, Null, Null, -1 );
_SECTION_END();

1 comments

1. vks

sir syntax error at line 27

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