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Trade Triangles for Day Trading for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
trading system, amibroker, timeframe
This is a version of Trade Triangles that can be used for day trading. It’s not great, so feel free to improve upon it.
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 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 | // Trade Triangles for Day Trading_SECTION_BEGIN("Chart");// Background colorSetChartBkColor(ParamColor("Background Color ",colorBlack));_SECTION_BEGIN("Price");SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); _SECTION_END();TimeFrameSet(inHourly);no=Param( "Triangle D", 3, 1, 55 ,1);hres=HHV(H,no);hsup=LLV(L,no);havd=IIf(H>Ref(hres,-1),1,IIf(L<Ref(hsup,-1),-1,0));havn=ValueWhen(havd!=0,havd,1);htsl=IIf(havn==1,hsup,hres);hB=Cross(H,htsl);hS=Cross(htsl,L);TimeFrameRestore();htsl= TimeFrameExpand(htsl,inHourly,expandFirst);Plot(htsl,"D",colorPaleBlue,styleStaircase);hb=TimeFrameExpand(hB,inHourly,expandFirst);hs=TimeFrameExpand(hS,inHourly,expandFirst); hst=IIf(BarsSince(hB)<BarsSince(hS),1,0);col=IIf(hst == 1 ,51,IIf(hst ==0,3,1));Plot(2,"",COL,styleArea|styleOwnScale|styleNoLabel,0,100);Plot(2.5,"",1,styleArea|styleOwnScale|styleNoLabel,0,100);TimeFrameSet(inDaily);no=Param( "Triangle D", 3, 1, 55 ,1);dres=HHV(H,no);dsup=LLV(L,no);davd=IIf(H>Ref(dres,-1),1,IIf(L<Ref(dsup,-1),-1,0));davn=ValueWhen(davd!=0,davd,1);dtsl=IIf(davn==1,dsup,dres);dB=Cross(H,dtsl);dS=Cross(dtsl,L);TimeFrameRestore();dtsl= TimeFrameExpand(dtsl,inDaily,expandFirst);Plot(dtsl,"D",colorSkyblue,styleStaircase);db=TimeFrameExpand(dB,inDaily,expandFirst);ds=TimeFrameExpand(dS,inDaily,expandFirst);dst=IIf(BarsSince(DB)<BarsSince(DS),1,0);col=IIf(dst == 1 ,51,IIf(dst ==0,31,1));Plot(4,"",COL,styleArea|styleOwnScale|styleNoLabel,0,100);Plot(C,"",IIf(C>O,colorWhite,colorBlack),64);pds= Optimize("period",Param("period",8,5,30,1),5,30,1); Color = ParamColor("Color", colorLightGrey );DUpper =HHV(Ref(H,-1),pds);DLower = LLV(Ref(L,-1),pds);DMiddle = (DUpper+DLower)/2;R=ValueWhen(C < DLower,H,1);S=ValueWhen(C > DUpper,L,1);PlotOHLC( DUpper, DUpper, DMiddle, DMiddle, "", ColorBlend( ColorRGB(50,90,50), colorWhite, 0.1 ), styleCloud | styleNoRescale, Null, Null, Null, -1 );PlotOHLC( DMiddle, DMiddle,DLower,DLower, "", ColorBlend( ColorRGB(90,50,50), colorWhite, 0.1 ), styleCloud | styleNoRescale, Null, Null, Null, -1 );Buy1= (dst ==1 AND Hst==1) ;Sell1=( Hst==0 OR dst ==0);Buy1=ExRem(Buy1,Sell1);Sell1=ExRem(Sell1,Buy1);PlotShapes(Buy1*shapeSmallUpTriangle,colorLime,0,L,-15);PlotShapes(sell1*shapeSmallDownTriangle, colorTan,0,H,-15);Short1=(dst ==0 AND Hst==0);Cover1=( Hst==1);Short1=ExRem(Short1,Cover1);Cover1=ExRem(Cover1,Short1);PlotShapes(Cover1*shapeSmallUpTriangle,colorOrange,0,L,-15);PlotShapes(Short1*shapeSmallDownTriangle,colorRed,0,H,-15);Buy2=(dst ==0 AND Hst==1) AND (Cross(C ,DUpper) AND NOT GapUp());Sell2=(dst ==0 AND Hst==1) AND (Ref(C,-1)>Dmiddle AND Cross(Dmiddle,C) );Buy2=ExRem(Buy2,Sell2);Sell2=ExRem(Sell2,Buy2);PlotShapes(Buy2*shapeHollowSmallUpTriangle,colorLime,0,L,-15);PlotShapes(sell2*shapeHollowSmallDownTriangle,colorOrange,0,H,-15);Short2=(dst ==1 AND Hst==0 )AND ( Cross(C,Dlower));Cover2=( Hst==1);Short2=ExRem(Short2,Cover2);Cover2=ExRem(Cover2,Short2);PlotShapes(Cover2*shapeHollowSmallUpTriangle,colorOrange,0,L,-15);PlotShapes(Short2*shapeHollowSmallDownTriangle,colorRed,0,H,-15);for( i = 0; i < BarCount; i++ ) { //if(Buy1[i] ) PlotText( "Buy 1 " , i, DLower[ i ], colorLime ); //if(Sell1[i] ) PlotText( " Sell 1" , i, DUpper[ i ], colorOrange );//if(Short1[i] ) PlotText( "Short 1 " , i, DUpper[ i ], colorRed ); //if(Cover1[i] ) PlotText( " Cover 1" , i, DLower[ i ], colorTan ); //if(Buy2[i] ) PlotText( "Buy 2 " , i, DLower[ i ], colorLime ); //if(Sell2[i] ) PlotText( " Sell 2" , i, DUpper[ i ], colorOrange );//if(Short2[i] ) PlotText( "Short 2 " , i, DUpper[ i ], colorRed ); //if(Cover2[i] ) PlotText( " Cover 2" , i, DLower[ i ], colorTan ); } /*baratbuy = ValueWhen( (Buy1 OR Buy2) , BarIndex() ) ; baratsell = ValueWhen( (short1 OR Short2) , BarIndex() ) ; price=C[BarCount-1]; Buy= (Buy1 OR Buy2) AND ( BarCount - baratbuy );Sell=(short1 OR Short2) AND ( BarCount - baratsell );stoploss = IIf( Buy, ( price * ( 1 - 0.01 ) ) , IIf( Sell, ( price * ( 1 + 0.01 ) ), 0 ) ); target1per = IIf( Buy, ( price * ( 1 + 0.01 ) ) , IIf( Sell, ( price * ( 1 - 0.01 ) ), 0 ) ); target15per = IIf( Buy, ( price * ( 1 + 0.015 ) ) , IIf( Sell, ( price * ( 1 - 0.015 ) ), 0 ) ); target2per = IIf( Buy, ( price * ( 1 + 0.02 ) ) , IIf( Sell, ( price * ( 1 - 0.02 ) ), 0 ) ); */ |
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