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ULTIMATE VOLATILITY TRADING SYSTEM Againts the Trend for Intraday Only for Amibroker (AFL)

Divyesh almost 13 years ago Amibroker (AFL)

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

this is modified AFL of http://www.wisestocktrader.com/indicators/3881-ultimate-volatility-trading-system by Murlikrishna.

Thank you very much for giving me permission for posting Modification Version.

this modification is purly for intraday trade purpose.

i gave name Againts the Trend or Catch the Falling Knife Trade.

mind well Catch the falling Knife may bleeds you….! ;-)

strategy: for intraday, best for 5 min time frame

1. buy @ or Above Targers3 or Plain Green line
2. sell @ or below Target3 or Plain Red Line
3. 1st and 2nd targets are most success
3. stop loss is Dotted last Line…..!

Enjoy Happy Trading………!

Screenshots

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("Price");

SetBarsRequired(100000,0);

GraphXSpace = 15;

SetChartOptions(0,chartShowArrows|chartShowDates);

SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));

GfxSetBkMode(0); 

GfxSetOverlayMode(1);




//SetTradeDelays(1,1,1,1);

SetPositionSize(100,spsShares);





_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));



_SECTION_END();

DayH = TimeFrameGetPrice("H", inDaily, -1);	 DayHI = LastValue (DayH,1);// yesterdays high
DayL = TimeFrameGetPrice("L", inDaily, -1);	 DayLI = LastValue (DayL,1);	// yesterdays low
DayC = TimeFrameGetPrice("C", inDaily, -1);	 	// yesterdays close
DayO = TimeFrameGetPrice("O", inDaily);			// current day open
DayH2= TimeFrameGetPrice("H", inDaily, -2);  DayH2I = LastValue (DayH2,1); // Two days before high
DayL2= TimeFrameGetPrice("L", inDaily, -2);  DayL2I = LastValue (DayL2,1);  // Two days before low
DayH3= TimeFrameGetPrice("H", inDaily, -3);  DayH3I = LastValue (DayH3,1);  // Three days before high
DayL3= TimeFrameGetPrice("L", inDaily, -3);  DayL3I = LastValue (DayL3,1);  // Three days before low
DayH4= TimeFrameGetPrice("H", inDaily, -4);  DayH4I = LastValue (DayH4,1); // Four days before high
DayL4= TimeFrameGetPrice("L", inDaily, -4);  DayL4I = LastValue (DayL4,1);  // Four days before low
DayH5= TimeFrameGetPrice("H", inDaily, -5);  DayH5I = LastValue (DayH5,1);  // Five days before high
DayL5= TimeFrameGetPrice("L", inDaily, -5);  DayL5I = LastValue (DayL5,1);  // Five days before low
DayH6= TimeFrameGetPrice("H", inDaily, -6);  DayH6I = LastValue (DayH6,1); // Six days before high
DayL6= TimeFrameGetPrice("L", inDaily, -6);  DayL6I = LastValue (DayL6,1);  // Six days before low
DayH7= TimeFrameGetPrice("H", inDaily, -7);  DayH7I = LastValue (DayH7,1);  // Seven days before high
DayL7= TimeFrameGetPrice("L", inDaily, -7);  DayL7I = LastValue (DayL7,1);  // Seven days before low
DayH8= TimeFrameGetPrice("H", inDaily, -8);  DayH8I = LastValue (DayH8,1); // Eight days before high
DayL8= TimeFrameGetPrice("L", inDaily, -8);  DayL8I = LastValue (DayL8,1);  // Eight days before low
DayH9= TimeFrameGetPrice("H", inDaily, -9);  DayH9I = LastValue (DayH9,1);  // Nine days before high
DayL9= TimeFrameGetPrice("L", inDaily, -9);  DayL9I = LastValue (DayL9,1);  // Nine days before low
DayH10= TimeFrameGetPrice("H", inDaily, -10);  DayH10I = LastValue (DayH10,1); // Ten days before high
DayL10= TimeFrameGetPrice("L", inDaily, -10);  DayL10I = LastValue (DayL10,1);  // Ten days before low


TenDHLAvg= ( (DayH - DayL)+ (DayH2 -DayL2)+ (DayH3 - DayL3)+ (DayH4 - DayL4)+ (DayH5 - DayL5)+ (DayH6 -DayL6)+ (DayH7 - DayL7)+ (DayH8 - DayL8)+ (DayH9 - DayL9)+ (DayH10 -DayL10) )/10;

Buy= C>((DayC)+((.382)*(TenDHLAvg)));
Sell= C<((DayC)-((.382)*(TenDHLAvg)));


Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

Short=Sell;

Cover=Buy;



BuyPrice=ValueWhen(Buy,C);

SellPrice=ValueWhen(Sell,C);

ShortPrice=ValueWhen(Short,C);

CoverPrice=ValueWhen(Cover,C);


PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                      

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45); 

PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);

PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                      

PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);


SetPositionSize(300,spsShares);
ApplyStop(0,1,10,1);
//-----------end--------------
Long=Flip(Buy,Sell); 
Shrt=Flip(Sell,Buy); 

BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);


Edc=(
WriteIf (Buy AND Ref(shrt,-1), " BUY at "+C+"  ","")+ 
WriteIf (Sell AND Ref(Long,-1), " SEll at "+C+"  ","")
);
_SECTION_END();

trendup = IIf(C>((DayC)+((.382)*(TenDHLAvg))), colorBlue, colorWhite);
trendcolor = IIf(C<((DayC)-((.382)*(TenDHLAvg))), colorRed, trendup);
Plot( C, "Close", trendcolor, styleCandle | styleThick );


numbars = LastValue(Cum(Status("barvisible")));
hts  = -33.5;

// Volatility Levels //
DC =    DayC;                               DCI = LastValue (DC,1);     // Yesterday Close
BY  =  ((DayC)+((.382)*(TenDHLAvg)));       BYI = LastValue (BY,1);     // Buy Entry Line
BT1  =  ((DayC)+((.618)*(TenDHLAvg)));      BT1I = LastValue (BT1,1);   // Buy Target Line 1
BT2  =  ((DayC)+((.786)*(TenDHLAvg)));      BT2I = LastValue (BT2,1);   // Buy Target Line 2
BT3  =  ((DayC)+(TenDHLAvg));               BT3I = LastValue (BT3,1);   // Buy Target Line 3
BT4 = ((DayC)+((1.27)*(TenDHLAvg)));  				BT4I = LastValue (BT4,1);   // Againts Trend Sell S/L
SH  =  ((DayC)-((.382)*(TenDHLAvg)));       SHI = LastValue (SH,1);   // Sell Entry Line
ST1  =  ((DayC)-((.618)*(TenDHLAvg)));      ST1I = LastValue (ST1,1);   // Sell Target Line 1
ST2  =  ((DayC)-((.786)*(TenDHLAvg)));      ST2I = LastValue (ST2,1);   // Sell Target Line 2
ST3 =  ((DayC)-(TenDHLAvg));                ST3I = LastValue (ST3,1);   // Sell Target Line 3
ST4=((DayC)-((1.27)*(TenDHLAvg)));  					ST4I = LastValue (ST4,1);   // Againts Trend buy S/L
vvl = ParamToggle("Trend Levels","Hide|Show",1);
if(vvl==1)  {
  Plot(DC, "DC",colorWhite,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(BY, "BY",colorLime,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(BT1, "BT1",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(BT2, "BT2",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(BT3, "BT3",colorRed,styleLine|styleNoRescale|styleNoTitle);
  Plot(BT4, "Sell",colorRed,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(SH, "SH",colorRed,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(ST1, "ST1",colorRed,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(ST2, "ST2",colorRed,styleDots|styleLine|styleNoRescale|styleNoTitle);
  Plot(ST3, "ST3",colorLime,styleLine|styleNoRescale|styleNoTitle);
  Plot(ST4, "Buy",colorGreen,styleDots|styleLine|styleNoRescale|styleNoTitle);

  PlotText(" DC ",  LastValue(BarIndex())-(numbars/Hts), DCI, colorDarkGrey);
  PlotText(" Buy & TGT3 of Againts Trend Sell" ,    LastValue(BarIndex())-(numbars/Hts), BYI, colorLime);
  PlotText(" Target1 & TGT2 of Againts Trend Sell" ,    LastValue(BarIndex())-(numbars/Hts), BT1I, colorGreen);
  PlotText(" Target2 & TGT1 of Againts Trend Sell " ,    LastValue(BarIndex())-(numbars/Hts), BT2I, colorGreen);
  PlotText(" Target3 & Againts Trend Sell" ,    LastValue(BarIndex())-(numbars/Hts), BT3I, colorRed);
  PlotText(" Againts Trend Sell S/L " ,    LastValue(BarIndex())-(numbars/Hts), BT4I, colorRed);
  PlotText(" Sell & TGT3 of Againts Trend Buy" ,    LastValue(BarIndex())-(numbars/Hts), SHI, colorRed);
  PlotText(" Target1 & TGT2 of Againts Trend Buy" ,    LastValue(BarIndex())-(numbars/Hts), ST1I, colorRed);
  PlotText(" Target2 & TGT1 of Againts Trend Buy" ,    LastValue(BarIndex())-(numbars/Hts), ST2I, colorRed);
  PlotText(" Target3 & Againts Trend Buy" ,    LastValue(BarIndex())-(numbars/Hts), ST3I, colorLime);
  PlotText(" Againts Trend Buy S/L " ,    LastValue(BarIndex())-(numbars/Hts), ST4I, colorGreen);
}

_SECTION_BEGIN("Background text");
C11=ParamColor("up panel",colorBlack );
C12=ParamColor("dn panel",colorBlack );
C13=Param("fonts",20,10,30,1 );
C14=Param("left-right",2.1,1.0,5.0,0.1 );
C15=Param("up-down",12,1,20,1 );
Miny = Status("axisminy");
Maxy = Status("axismaxy");
lvb = Status("lastvisiblebar");
fvb = Status("firstvisiblebar");
pxwidth = Status("pxwidth");
pxheight = Status("pxheight");
GfxSetBkMode( 0 ); 
GfxSetOverlayMode(1);
GfxGradientRect(0,0,pxwidth, pxheight, C11, C12 ); 
GfxSelectFont("Tahoma", Status("pxheight")/C13 );
GfxSetTextColor(colorBrown); 
GfxSetTextAlign( 6 );
GfxTextOut( "LTP "+WriteVal(C,1.2), Status("pxwidth")/C14, Status("pxheight")/C15);
GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
GfxSetTextColor(colorBrown); 
GfxTextOut( " Murali Krishna", Status("pxwidth")/C14, Status("pxheight")/C15*4 );
GfxSelectFont("MS Sans Serif", 10, 500, False, False, 0);
GfxSetTextColor(colorYellow);
GfxTextOut(""+edc+"", Status("pxwidth")/1.15, Status("pxheight")/C15*0.3 );

8 comments

2. Divyesh
almost 13 years ago

@anup82,

dear murlikrishna said to upgrade you version. have you done it ?

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3. darshit
almost 13 years ago

RESPECTED DIVYESH SIR
CAN YOU PLZ GIVE SOME DETAILED EXPLANATION REAGARDING HOW TO USE THIS AFL…..
WAITING FOR YOUR VALUABLE REPLY

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4. Divyesh
almost 13 years ago

@ darshit,

i have explained in description although…..

strategy: for intraday, best for 5 min time frame

1. buy @ or Above Targers3 or Plain Green line
2. sell @ or below Target3 or Plain Red Line
3. 1st and 2nd targets are most success
3. stop loss is Dotted last Line…..!

Report as Spam
6. Divyesh
about 12 years ago

@ all Experts….!

can anyone plz write code for the condition….

if a candle close above 21 Ema, i want to buy 1 points above that candle’s high & if close below 21 EMA , want to close 1 point below that candle’s low…..!

waiting for your valueble replays……!

prasadmuni, anandst….and experts whome i dont know……!

Report as Spam
7. Divyesh
about 12 years ago

@ all Experts….!

can anyone plz write code for the condition….

if a candle close above 21 Ema, i want to buy 1 points above that candle’s high & if close below 21 EMA , want to close 1 point below that candle’s low…..!

waiting for your valueble replays……!

prasadmuni, anandst….and experts whome i dont know……!

Report as Spam
8. mdabrar
over 11 years ago

how can i change number of days in this afl , its fantastic indicator but i need simple way to change no of days so that i can adjust as per my need.

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