Skip to main content

Super Trend Not Delayed for Amibroker (AFL)

5feira almost 13 years ago Amibroker (AFL)

  • Rating:
    3 / 5 (Votes 6)
  • Tags:
    amibroker

Super trend Indicator without the usual delay

Screenshots

Indicator / Formula

Copy & Paste Friendly
Plot(C,"\nPrice",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
sigwd=ParamToggle("sigchange","weekly|daily",1);
//HBS mean histogram buy sell and LHBS mean low buy high sell
Spread_Sinal_Ordem=Optimize("Spread",0,-100,100,10);
SLoss=Optimize("Stop Loss",100,50,200,10);
SGain=Optimize("Stop Gain",100,50,200,10);
field= ParamToggle("field","fieldd|fieldw",1);
font = ParamToggle("font","Show|Hide",1);
messageboard = ParamToggle("Message Board","Show|Hide",0);
prexplore= ParamToggle("perce/buysell","pers|buysell",1);
// Automatic Linear Trend Channel 
// Trend is defined using an example trend: MA(cp,100)
// Amibroker AFL code by Edward Pottasch, November 2011 
ApplyStop(0,2,SLoss,1);
ApplyStop(1,2,SGain,1);
Factor=Param("Factor",4.2,1,10,0.1);
Pd=Param("ATR Periods",4,1,100,1);
Up=(H+L)/2+(Factor*ATR(Pd));
Dn=(H+L)/2-(Factor*ATR(Pd));
iATR=ATR(Pd);
TrendUp=TrendDown=Null;
trend[0]=1;
changeOfTrend=0;
flag=flagh=0;

for (i = 1; i <BarCount-1; i++) {
      TrendUp[i] = Null;
      TrendDown[i] = Null;
     
      trend[i]=1;
   
      
      if (Close[i]>Up[i-1]) {
         trend[i]=1;
         if (trend[i-1] == -1) changeOfTrend = 1;
         
      }
      else if (Close[i]<Dn[i-1]) {
         trend[i]=-1;
         if (trend[i-1] == 1) changeOfTrend = 1;
      }
      else if (trend[i-1]==1) {
         trend[i]=1;
         changeOfTrend = 0;       
      }
      else if (trend[i-1]==-1) {
         trend[i]=-1;
         changeOfTrend = 0;
      }


      if (trend[i]<0 && trend[i-1]>0) {
         flag=1;
      }
      else {
         flag=0;
      }
      
      if (trend[i]>0 && trend[i-1]<0) {
         flagh=1;

      }
      else {
         flagh=0;
      }
      
      if (trend[i]>0 && Dn[i]<Dn[i-1]){
         Dn[i]=Dn[i-1];
               }
      
      if (trend[i]<0 && Up[i]>Up[i-1])
        { Up[i]=Up[i-1];
               }
      
      if (flag==1)
       {  Up[i]=(H[i]+L[i])/2+(Factor*iATR[i]);;
        } 
      if (flagh==1)
        { Dn[i]=(H[i]+L[i])/2-(Factor*iATR[i]);;
         }
      if (trend[i]==1) {
         TrendUp[i]=Dn[i];
         if (changeOfTrend == 1) {
            TrendUp[i-1] = TrendDown[i-1];
            changeOfTrend = 0;
         }
      }
      else if (trend[i]==-1) {
         TrendDown[i]=Up[i];
         if (changeOfTrend == 1) {
            TrendDown[i-1] = TrendUp[i-1];
            changeOfTrend = 0;
         }
      }
   } 

Plot(TrendUp,"Trend",colorGreen);
Plot(TrendDown,"Down",colorRed);
bbbb=trend==1;
ssss=trend==-1;
bbbb=ExRem(bbbb,ssss);
ssss=ExRem(ssss,bbbb);

testc = IIf (C==ValueWhen(bbbb,Close,1),1,0);
testo = IIf (O==ValueWhen(bbbb,Open,1),1,0);
testl = IIf (L==ValueWhen(bbbb,Low,1),1,0);
testh = IIf (H==ValueWhen(bbbb,High,1),1,0);
testc1 = IIf (C==ValueWhen(ssss,Close,1),1,0);
testo1 = IIf (O==ValueWhen(ssss,Open,1),1,0);
testl1 = IIf (L==ValueWhen(ssss,Low,1),1,0);
testh1 = IIf (H==ValueWhen(ssss,High,1),1,0);
testcandle=testc+testo+testl+testh+testc1+testo1+testl1+testh1;


bb=trend==1;
ss=trend==-1;	


// esse +100 ou -100 eh o stop (botar um param nele)
BPT=ValueWhen(ss,Close,1)+SGain;
SPT=ValueWhen(bb,Close,1)-Sloss;

BP=ValueWhen(ss,Close,1)+Spread_Sinal_Ordem;
SP=ValueWhen(bb,Close,1)-Spread_Sinal_Ordem;

barras=Min(BarsSince(bbbb),BarsSince(ssss))+1;

Minh=Ref(LLV(Low,barras),-1);
Maxh=Ref(HHV(High,barras),-1);


Buy = trend==1  AND Low<bp AND testcandle !=4 AND Maxh < BPT;
Sell = trend==-1  AND High>sp AND testcandle !=4 AND Minh > SPT;
Buy1=trend==1;
Sell1=trend==-1;

Buy=ExRem(Buy,Sell1);
Sell=ExRem(Sell,Buy1);
Short=Sell;
Cover=Buy;

BuyPrice=Min(bp,Open);
SellPrice=Max(sp,Open);
ShortPrice=Max(sp,Open);
CoverPrice=Min(bp,Open);
Title=
EncodeColor(colorYellow)+"barras: "+barras
+"\n"
+EncodeColor(colorYellow)+"Minh: "+minh
+"\n"
+EncodeColor(colorYellow)+"Maxh: "+maxh
+"\n"
+EncodeColor(colorYellow)+"High: "+H
+"\n"
+EncodeColor(colorYellow)+"Low: "+L
+"\n"
+EncodeColor(colorYellow)+"Open: "+O
+"\n"
+EncodeColor(colorYellow)+"Close: "+C
+"\n"
+EncodeColor(colorYellow)+"BP: "+BP
+"\n"
+EncodeColor(colorYellow)+"SP: "+SP
+"\n"
+EncodeColor(colorYellow)+"BPT: "+BPT
+"\n"
+EncodeColor(colorYellow)+"SPT: "+SPT;






PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy, colorWhite, colorYellow ) );
PlotShapes( Buy * shapeUpTriangle + Sell * shapeDownTriangle, IIf( Buy, colorWhite, colorYellow ) );

2 comments

almost 13 years ago

Hi,

Nice AFL. Kindly upload a screen shot.

Also, please suggest the time frame and the parameter values as per your experience.

Further, please modify and update it to display the value of the trend indicator.

Enjoy,
CArnot

Leave Comment

Please login here to leave a comment.