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The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Ekeko price chart for Amibroker (AFL)
Rating:
3 / 5 (Votes 4)
Tags:
amibroker, exploration, sar
More opt for 5 minute scalping
Screenshots
Indicator / Formula
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//////////////////// PRECIO ////////////////////////////////////////////// Plot(C,"",colorBlack,styleCandle|styleNoLabel); Filter = Close > 10; AddColumn(Close,"Close"); PositionSize = 100; /////////////////////// MEDIAS MOVILES/////////////////// slope = Param("slope",2,2,100,1); Color20= IIf(LinRegSlope(MA(C,20),slope)<0,colorRed,colorBrightGreen); event1= LinRegSlope(MA(C,20),slope)<0; Plot( MA( C, 20), "",Color20 , styleLine); //Plot( event1, "", colorRose, styleArea|styleOwnScale); Color50= IIf(LinRegSlope(MA(C,50),slope)<0,colorRed,colorBlue); Plot( MA( C, 50), "",Color50 , styleLine); Color100= IIf(LinRegSlope(MA(C,100),slope)<0,colorRed,colorYellow); Plot( MA( C, 100), "",Color100 , styleLine); Color150= IIf(LinRegSlope(MA(C,150),slope)<0,colorRed,10); Plot( MA( C, 150), "",Color150 , styleLine); event1=Cross(MA(C,20),MA(C,50)); PlotShapes( IIf(event1 ,shapeDigit1,0) ,5, 0, L,-30); event2=Cross(MA(C,50),MA(C,100)); PlotShapes( IIf(event2 ,shapeDigit2,0) ,6, 0, L,-30); event3=Cross(MA(C,100),MA(C,150)); PlotShapes( IIf(event3 ,shapeDigit3,0) ,7, 0, L,-30); event4=Cross(MA(C,50),MA(C,20)); PlotShapes( IIf(event4 ,shapeDigit4,0) ,5, 0, H,30); event5=Cross(MA(C,100),MA(C,50)); PlotShapes( IIf(event5 ,shapeDigit5,0) ,6, 0, H,30); event6=Cross(MA(C,150),MA(C,100)); PlotShapes( IIf(event6 ,shapeDigit6,0) ,7, 0, H,30); event7=Cross(MA(C,5),MA(C,20)); PlotShapes( IIf(event7 ,shapeDigit7,0) ,9, 0, L,-30); //////////////////////////////////MACD/////////////////////////////////// MACDRequired=1; FAST = Param("FAST",12,0,100,1); SLOW = Param("SLOW",26,0,100,1); SIG = Param("SIG",9,0,100,1); MACDLine = MACD(FAST,SLOW); MACDSignal = Signal(FAST,SLOW,SIG); MACDHisto = MACDLine - MACDSignal; MIN10= Param("X MACD10", 5,1,30,step=0.1); MIN60= Param("X MACD60",10,1,30,step=0.1); MACDBACKBARS=Param("Lookback MACD",1,1,30,step=1); MinDir= Param("DirChange",0.6,-5,5,step=0.01); NOEXCESS= Param("Remove Excess Signals",1,0,1,step=1); if(Interval() <= 600 ) MACDRequired=MIN10; // 10 minute +/-5 extreme if(Interval() >= 3600) MACDRequired=MIN60; // 60 minute +/- 10 /////////////////// HISTOGRAMA //////////////////////////////// MACDHisto = MACDLine - MACDSignal; HistDivUp = Cross(LinRegSlope(MACDHisto,3),0); HistDivDn = Cross(0,LinRegSlope(MACDHisto,3)); HBuy = HistDivUp ; HSell = HistDivDn ; PlotShapes( IIf(HBuy ,3,0) ,colorBlue, 0,Graph0,-22 ); PlotShapes( IIf(HSell,4,0) ,colorYellow, 0,Graph0,-22); ////////////////////// AROON ////////////////////////////////// Period = Param("Aroon Period",14,1,100,1); LLVBarsSince = LLVBars(L, Period) + 1; HHVBarsSince = HHVBars(H, Period) + 1; AD = 100 * (Period - LLVBarsSince) / (Period - 1); AU = 100 * (Period - HHVBarsSince) / (Period - 1); AO = AU - AD; MINAROONOSC= Param("AO ",45,0,100,step=0.1); MINAROONSIG= Param("AV ",99.9,0,100,step=0.1); MINAROONOSC= Optimize("Aroon Osc ",MINAROONOSC,0,100,step=1); MINAROONSIG= Optimize("Aroon Value",MINAROONSIG,0,100,step=1); event1 =Cross(MINAROONSIG,AD) AND AO <= -MINAROONOSC; event2=Cross(MINAROONSIG,AU) AND AO >= MINAROONOSC; // Include MACD / Signal Cross AroonMACD=MACD() >= Signal(); event3=Cross(MINAROONSIG,AU) AND AO >= MINAROONOSC AND AroonMACD > 0; event4 =Cross(MINAROONSIG,AD) AND AO <= -MINAROONOSC ; //if(AroonBuy[BarCount-1]) PlotShapes( ( AroonBuy OR AroonSell )+5 ,IIf( AroonBuy, colorPaleGreen, colorPink ), 0 ); event5=Cross(AO,0); event6= Cross(0,AO); event7=Cross(AO,-50); event8= Cross(0,AO); event9= Cross(AU,AD); event10=Cross(AD,AU); //Plot(AU ,"AU" ,colorBrightGreen,styleLine); //Plot(AD,"AD" ,colorRed ,styleLine); //Plot(AO ,"Osc",colorBlack,styleLine+styleOwnScale); AroonBuy= event9; AroonSell=event10; PlotShapes( IIf(AroonBuy ,5,0) ,colorBlue, 0,L); PlotShapes( IIf(AroonSell,6,0) ,colorYellow, 0,H); //////////////////////////////// DMI ////////////////////////////////// MACDLine = MACD(FAST,SLOW); range=Param("R ADX ",14,1,50,step=1); //Prefs(49); MINADX= Param("X ADX ",30,1,50,step=0.1); ADXBACKBARS= Param("LB ADX",3,1,30,step=1); // Find the direction of ADX ADXTipDirA = LinRegSlope(ADX(range),2); // Short term direction change ADXTipDir = LinRegSlope(ADXTipDirA*4,3); // Short term direction change ADXFastDir = LinRegSlope(ADX(range),3); // Medium ADXSlowDir = LinRegSlope(ADX(range),6); // Longer // Direction *CHANGE* of ADX at the 'extremes' ADXSlopeUp = Cross(ADXTipDir,0) AND ADX(range)<20; ADXSlopeDn = Cross(0,ADXTipDir) AND ADX(range)>MINADX; ADXHistory = ADX(range); ADXBuy1 = ADXFastDir >0 AND ADX(range)> 20 AND ( PDI(range)>MDI(range)) AND MACDLine > 0;//TrendUp ADXSell2 = ADXFastDir >0 AND ADX(range)> 20 AND ( MDI(range)>PDI(range)) AND MACDLine < 0; //TrendDown ADXBuy3= ADXSlowDir >0; //AND ADX(range)< 20 AND ( PDI(range)>MDI(range));//WarnUp ADXSell4= ADXSlowDir >0; //AND ADX(range)< 20 AND ( MDI(range)>PDI(range));//WarnDn ADXBuy5=ADX(range)>MDI(range) AND MDI(range)>30;//MDIX ADXSell6=ADX(range)>PDI(range) AND PDI(range)>30;//PDIX ADXBuy7 = BarsSince(ADXTipDir<MinDIR)<BarsSince(ADXBuy1)+ADXBACKBARS AND ADX(range)>MINADX; ADXSell8 = BarsSince(ADXTipDir<MinDIR)<BarsSince(ADXSell6)+ADXBACKBARS AND ADX(range)>MINADX; ADXBuy9 = BarsSince(MACDLine < -MACDRequired)<MACDBACKBARS ; // AND HistDivUp; ADXSell10 = BarsSince(MACDLine > MACDRequired)<MACDBACKBARS; // AND HistDivDn; ADXBuy11 = ADXBuy5 AND ADXSlopeDn; ADXSell12 = ADXSell6 AND ADXSlopeDn; ADXBuy13 = ADXBuy5 AND ADXTipDir<0 AND Peak(ADXHistory,0.5,1)>ADX(range); //AND ADXSlopeDn; ADXSell14 = ADXSell6 AND ADXTipDir<0 AND Peak(ADXHistory,0.5,1)>ADX(range); //AND ADXSlopeDn; ADXBuy15 = ADXBuy5 AND ADXTipDir<0 AND ADXHistory[BarCount-10]<ADX(range); //AND ADXSlopeDn; ADXSell16 = ADXSell6 AND ADXTipDir<0 AND ADXHistory[BarCount-10]<ADX(range); //AND ADXSlopeDn; ADXBuy17 = ADXBuy5 AND ADXSlopeDn; ADXBuy18=Cross(PDI(range),MDI(range)); ADXSell19=Cross(MDI(range),PDI(range)); ADXBuy=ADXBuy18; ADXSell=ADXSell19; // Remove excess Buy/Sell Signals from ADX Based Signals if(NOEXCESS) ADXBuy = ExRemSpan( ADXBuy, 5); if(NOEXCESS) ADXSell = ExRemSpan( ADXSell, 5); PlotShapes( IIf(ADXBuy ,5,0) ,colorBlack, 0); PlotShapes( IIf(ADXSell,6,0) ,colorWhite, 0); ////////////////////// BOLLINGER BANDS /////////////////////// TopBand = BBandTop(Close, 20, 2); LowBand = BBandBot(Close, 20, 2); dirup= (BarsSince(Low<LowBand)<5); dirdn= (BarsSince(High>TopBand)<5); BBBuy=0; BBSell=0; ///////////////////// ORDEN DE COMPRA //////////////////////////////////// //Buy = AroonBuy; //Sell = AroonSell; // Remove excess Buy/Sell Signals //Short = Sell; //Cover = Buy; //if(NOEXCESS) Buy = ExRemSpan( Buy, 1 ); //if(NOEXCESS) Sell = ExRemSpan( Sell, 1 ); //PlotShapes( IIf(Buy ,1,0) ,colorBlue, 0,Graph0,-18 ); //PlotShapes( IIf(Sell,2,0) ,colorYellow, 0,Graph0,-18 ); //////////////////REGRESION LINEAL /////////////////////////////////// LookBack=Param("Lookback (RegressionChannel)",72,1,300); NH = LastValue(HHVBars(High,LookBack)); // lookback period - can be set by the user if necessary NL = LastValue(LLVBars(Low ,LookBack)); // lookback period - can be set by the user if necessary N=0; if(NL>NH) { N=NL; } else { N=NH; } Start = 1; X = Cum(Start); // Set up the x cordinate array of the Linear Regression Line Y = Close; // Set the y co-ordinate of the Linear Regression line /* Calculate the slope (bconst) and the y intercept (aconst) of the line */ SUMX = LastValue(Sum(X,N)); SUMY = LastValue(Sum(Y,N)); SUMXY = LastValue(Sum(X*Y,N)); SUMXSqd = LastValue(Sum(X*X,N)); SUMSqdX = LastValue(SUMX * SUMX); bconst = (N * SUMXY - SUMX * SUMY)/(N * SUMXSqd - SUMSqdX); aconst = (SUMY - bconst * (SUMX))/N; /* Force the x value to be very negative so the graph does not apear before the lookback period */ Domain = IIf ( X > LastValue(X) - N, 1 , -1e10); Xvar = X * Domain; /* Linear Regression Line */ Yvar = aconst + bconst * Xvar; Plot(Yvar + LastValue(HHV(High - Yvar,N)),"Upper Channel",colorWhite,styleLine|styleNoLabel); Plot(Yvar,"Middle Channel",colorWhite,styleLine|styleNoLabel); Plot(Yvar - LastValue(HHV(Yvar - Low ,N)),"Lower Channel",colorWhite,styleLine|styleNoLabel); ///////////////// SAR //////////////////////////////////////////////// IAF = 0.02; // acceleration factor MaxAF = 0.2; // max acceleration psar = Close; // initialize long = 1; // assume long for initial conditions af = IAF; // init acelleration factor ep = Low[ 0 ]; // init extreme point hp = High [ 0 ]; lp = Low [ 0 ]; for( i = 2; i < BarCount; i++ ) { if ( long ) { psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] ); } else { psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] ); } reverse = 0; //check for reversal if ( long ) { if ( Low [ i ] < psar [ i ] ) { long = 0; reverse = 1; // reverse position to Short psar [ i ] = hp; // SAR is High point in prev trade lp = Low [ i ]; af = IAF; } } else { if ( High [ i ] > psar [ i ] ) { long = 1; reverse = 1; //reverse position to long psar [ i ] = lp; hp = High [ i ]; af = IAF; } } if ( reverse == 0 ) { if ( long ) { if ( High [ i ] > hp ) { hp = High [ i ]; af = af + IAF; if( af > MaxAF ) af = MaxAF; } if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ]; if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ]; } else { if ( Low [ i ] < lp ) { lp = Low [ i ]; af = af + IAF; if( af > MaxAF ) af = MaxAF; } if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ]; if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ]; } } } Plot( psar, "SAR", colorSkyblue, styleDots | styleNoLine | styleThick ); ///////////// COMENTARIOS DE INTERPRETACION /////////////////// if( SelectedValue(ADXBuy1) OR SelectedValue(ADXSell2)) { if( SelectedValue(ADXBuy1)) { printf("We're in a uptrend."); }; if( SelectedValue(ADXSell2)) { printf("We're in a downtrend."); }; } else { printf("Falling ADX - watch for MACD Histogram Divergence"); if(SelectedValue(HistDivUp)) printf("(currently UP)"); if(SelectedValue(HistDivDn)) printf("(currently DOWN)"); } if( SelectedValue(ADXFastDir)>0 ) { if(SelectedValue(ADXBuy5)) printf("Wait for retest of low, and then ADX turn down"); if(SelectedValue(ADXSell6)) printf("Wait for retest of high, and then ADX turn down"); } WriteIf( BBBuy ,"Bollinger Buy Signal (usually good until 20EMA)",""); WriteIf( BBSell ,"Bollinger Sell Signal (usually good until 20EMA)",""); WriteIf( ADXBuy3 ,"Watch out - could be a beginning uptrend.",""); WriteIf( ADXSell4 ,"Watch out - could be a beginning downtrend.",""); WriteIf( ADXBuy1 AND MACDLine < 1 AND HistDivDn, "*WARNING* Trend could fail to begin !",""); WriteIf( ADXSell2 AND MACDLine > -1 AND HistDivUp, "*WARNING* Trend could fail to begin !",""); WriteIf( ADX(range) < 20 , "Trading range, weak direction - watch for Histogram Divergences",""); WriteIf( True ," ------- DEBUG -------",""); WriteIf( HistDivUp ,"Histogram divergence up ","Hup wait"); WriteIf( HistDivDn ,"Histogram divergence down","Hdn wait"); WriteIf( ADXSlopeUp ,"ADX Up ","Aup wait"); WriteIf( ADXSlopeDn ,"ADX Dn ","Adn wait"); WriteIf( MDI(range)>30 ,"MDI","DMI wait"); WriteIf( PDI(range)>30 ,"PDI","DMI wait"); WriteIf( ADXBuy5 ,"MDI-X","DMI wait"); WriteIf( ADXSell6 ,"PDI-X","DMI wait");
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