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Time Segmented Money Flow for Amibroker (AFL)
Rating:
5 / 5 (Votes 5)
Tags:
oscillator, amibroker
A Better OBV and Time Segmented Money Flow Indicator.
Full Description and Snapshot Here:
http://blessedfool.blogspot.sg/2014/02/stock-market-tools-12-better-obv-and.html
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Indicator / Formula
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 | //------------------------------------------------------------------------------// Formula Name : OGTS Time Segmented Money Flow// Author : KH Tang // Company : Wealth Resonance // Last Update : 15 Jan 2014// Date Updated : 22 Nov 2013 // Update with opening price as direction*// Origin date : 5 Jun 2007 // Origin : KH Tang // Version : 1.01// Level : Volume Spread Analysis// Description : Key Usages:// : 1.Tape Reading for Direction of Breakout in Trading Range// : 2.Tape Reading for Divergence in Trending// : Note: Enhancement to include Opening price as direction.//More notes on blog://http://blessedfool.blogspot.sg/2014/02/stock-market-tools-12-better-obv-and.html//------------------------------------------------------------------------------procedure BackgroundSetting(){SetChartBkGradientFill( ParamColor("BackgroundTop", colorSkyblue), ParamColor("BackgroudBottom", colorWhite),ParamColor("TitleBlock",colorWhite));}SetBarsRequired( -2, -2 );_SECTION_BEGIN("Display Setting");GraphXSpace = 10;Backgroundsetting();_SECTION_END();//Display Setting//William C. Garrett's Approximation: //GPaths = IIf(C>Ref(C,-1),((H-Ref(C,-1))+(H-L)+(C-L)),IIf(C<Ref(C,-1),(Ref(C,-1)-L)+(H-L)+(H-C),1));//GUpShare = IIf(C>Ref(C,-1),((H-Ref(C,-1))+(C-L)),IIf(C<Ref(C,-1),(H-L),0));//GDnShare = IIf(C>Ref(C,-1),(H-L),IIf(C<Ref(C,-1),(Ref(C,-1)-L)+(H-C),0));//Expansion for clarity:PathA1= Ref(C,-1)-L;PathB1= H-L;PathC1= H-C;Path1 = PathA1+PathB1+PathC1;UpShare1 = PathB1;DnShare1 = PathA1+PathC1;PathA2= H-Ref(C,-1);PathB2= H-L;PathC2= C-L;Path2 = PathA2+PathB2+PathC2;UpShare2 = PathA2+PathC2;DnShare2 = PathB2;Paths = IIf(C<Ref(C,-1),Path1, IIf(C>Ref(C,-1),Path2, 1));UpShare= IIf(C<Ref(C,-1),UpShare1,IIf(C>Ref(C,-1),UpShare2,0));DnShare= IIf(C<Ref(C,-1),DnShare1,IIf(C>Ref(C,-1),DnShare2,0));FlowFactor = Avg;FlowIn = UpShare/Paths*Volume*FlowFactor;FlowOut = DnShare/Paths*Volume*FlowFactor;NetFlow = FlowIn - FlowOut;TotalFlow = Cum(NetFlow );PlotType = ParamList("Type of Chart Plotting:","Cumulative|Time Segmented",1);LBP = Param("LBP for Time Segmented Plot",26,10,50,1);FastSmoothMF = EMA(TotalFlow,int(LBP/2)); SlowSmoothMF = EMA(TotalFlow,LBP);DailyNetFlow= IIf(NetFlow==0,MA(Netflow,30),NetFlow);if(PlotType=="Cumulative"){ Plot(TotalFlow ,"Garrett Money Flow",colorRed,styleThick);}else if (PlotType=="Time Segmented"){ TSMF=FastSmoothMF - SlowSmoothMF; Plot(TSMF,"Time Segmented Money Flow",colorRed,styleThick); Plot(0,"",colorBlack); TSMFsig = EMA(TSMF,9); Plot(TSMFsig,"Sig",colorBlue); Histogram = TSMF-TSMFSig; Plot(Histogram,"Histogram",colorBlack,styleHistogram);} |
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Great work bro KH Tang and thanks from core of heart for sharing your laborious work.