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Didi Index Trading System with BB, RSI and volume and complete exploration for Amibroker (AFL)
sandy123
about 10 years ago
Amibroker (AFL)

Rating:
2 / 5 (Votes 5)
Tags:
trading system, amibroker

Hi this is a modified DIDI Index Trading system containing RSI, BB and complete exploration. Feel free to use.

Cheers

Indicator / Formula

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_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
 
SetPositionSize(100,spsShares);
//SetPositionSize(25,spsPercentOfEquity);
 
small = 3;
medium = 13;
large =20;
 
sEMA = EMA(C,small);
mEMA = EMA(C,medium);
lEMA = EMA(C,large);
 
sEMA = sEMA/mEMA;
lEMA = lEMA/mEMA;
 
//Plot(sEMA,"sEMA",colorred);
//Plot(lEMA,"lEMA",colorGreen);
 
Cover=Cross(sEMA,lEMA);
Sell=Cross(lEMA,sEMA);
 
 
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                     
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                     
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
 
Filter = 1;// Buy OR Sell ;
AddColumn(Close, "Close",1.2, colorDefault,2,50);
AddColumn(Volume, "Vol",1.2, colorDefault,2,50);
AddColumn(IIf(Cover,BuyPrice,Null),"Buy-Main", 1.2,1,colorGreen,50);
AddColumn(IIf(Sell,ShortPrice,Null),"Sell-Main" ,1.2,1,colorOrange,50);
 
_SECTION_END();
 
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
 
SetPositionSize(100,spsShares);
//SetPositionSize(25,spsPercentOfEquity);
 
small = 3;
medium = 13;
large =20;
 
sEMA = EMA(C,small);
mEMA = EMA(C,medium);
lEMA = EMA(C,large);
 
sEMA = sEMA/mEMA;
lEMA = lEMA/mEMA;
 
//Plot(sEMA,"sEMA",colorred);
//Plot(lEMA,"lEMA",colorGreen);
 
Cover=Cross(sEMA,lEMA);
Sell=Cross(lEMA,sEMA);
 
 
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                     
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                     
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
 
Filter = 1;// Buy OR Sell ;
AddColumn(Close, "Close",1.2, colorDefault,2,50);
AddColumn(Volume, "Vol",1.2, colorDefault,2,50);
AddColumn(IIf(Cover,BuyPrice,Null),"Buy-Main", 1.2,1,colorGreen,50);
AddColumn(IIf(Sell,ShortPrice,Null),"Sell-Main" ,1.2,1,colorOrange,50);
 
_SECTION_END();
 
 
_SECTION_BEGIN("BB-Keltner");
Length = 14;
Price = EMA(Close, Length);
 
// Keltner
kLength = Length;
kN = 1.5;
kATR = ATR(kLength);
kUpper = Price + kN * kATR;
kLower = Price - kN * kATR;
  
// Bollinger
bbLength = Length;
bbN = 2;
bbStDevValues = StDev(Close, bbLength);
bbUpper = Price + bbN * bbStDevValues;
bbLower = Price - bbN * bbStDevValues;
  
IsBBSqueeze = bbUpper <= kUpper AND bbLower >= kLower;
 
Proportion = (kUpper - kLower) / (bbUpper - bbLower);
BBBreakout = Cross(1,Proportion);
Periods = Param("BBPeriods", 14, 2, 300, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
bbtop=BBandTop( C, Periods, Width );
bbbot=BBandBot( C, Periods, Width );
Plot(bbtop, "", Color, Style );
Plot(bbbot , "", Color, Style );
 
sqeezcolor=ColorRGB(194,220,218);
 
PlotOHLC( bbtop,bbtop, bbbot,bbbot, "",IIf(IsBBSqueeze,colorYellow,colorWhite), styleCloud|styleNoRescaleNull, Null, Null, -1 );
Plot(Close,"Close",colorGreen,styleCandle);
 
Filter = BBBreakout;
 
AddColumn(BBBreakout, "BB Breakout", 1, colorWhite, IIf(BBBreakout==1, colorRed, colorWhite));
AddColumn(bbUpper,"(BB Upper) ",1.2, colorRed,colorBlack,70) ;
AddColumn(bbLower,"(BB Lower)",1.2,colorPaleGreen,colorBlack,70);
 
 
 
//set default sorting to Date/time in descending order in results window
SetSortColumns(-2);
_SECTION_END();
 
//TRENDING RIBBON
// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX
// are both trending down.
_SECTION_BEGIN("trending ribbon");
uptrend=PDI()>MDI() AND MACD()>Signal();
downtrend=MDI()>PDI() AND Signal()>MACD();
Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
_SECTION_END();
 
_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 20, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
 
_SECTION_BEGIN("EMA2");
P = ParamField("Price field",-1);
Periods = Param("Periods", 20, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
 
_SECTION_BEGIN("RSI Prediction");
Value1 = Param("RSI BearResistance", 70, 1, 100, 0.1 );
Value2 = Param("RSI BullSupport", 30, 1, 100, 0.1 );
WildPer = Param("Time periods", 15, 1, 100 );
ExpPer = 2 * WildPer - 1;
AUC = EMA( Max( C - Ref( C, -1 ), 0 ), ExpPer );
ADC = EMA( Max( Ref( C, -1 ) - C, 0 ), ExpPer );
x1 = (WildPer - 1) * ( ADC * Value1 / (100-Value1) - AUC);
RevEngRSI1 = IIf( x1 >= 0, C + x1, C + x1 * (100-Value1)/Value1 );
x2 = (WildPer - 1) * ( ADC * Value2 / (100-Value2) - AUC);
RevEngRSI2 = IIf( x2 >= 0, C + x2, C + x2 * (100-Value2)/Value2 );
  
Plot( Close, Date()+", Close ", colorWhite, styleCandle );
Plot( RevEngRSI1, "RSIBearResistance( "+WriteVal(WildPer,1.0)+", "+ WriteVal(Value1, 1.2)+" )", colorRed );
Plot( RevEngRSI2, "RSIBullSupport( "+WriteVal(WildPer,1.0)+", "+ WriteVal(Value2, 1.2)+" )", colorGreen );
 
Buy=Cross(C,RevEngRSI2);
Short=Cross(RevEngRSI1,C);
BuyPrice=ValueWhen(Buy,C,1);
ShortPrice=ValueWhen(Short,C,1);
PlotShapes(Buy*shapeSmallUpTriangle, colorGreen,0,L,-15);
PlotShapes(Short*shapeSmallDownTriangle, colorRed,0,H,-15);
 
 
Filter = 1;// Buy OR Short ;
AddColumn(RevEngRSI1,"(Rsi 70) ",1.2, colorRed,colorBlack,70) ;
AddColumn(RevEngRSI2,"(Rsi 30)",1.2,colorPaleGreen,colorBlack,70);
 
AddColumn(IIf(Buy,BuyPrice,Null),"Buy-RSI", 1.2,1,colorGreen,50);
AddColumn(IIf(Short,ShortPrice,Null),"Sell-RSI" ,1.2,1,colorOrange,50);
 
_SECTION_END();
 
_SECTION_BEGIN("Volume1");
Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorBlueGrey ), ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick, maskHistogram  ) );
_SECTION_END();
 
 
 
////Looks up Future Quotes--------------
_SECTION_BEGIN("Support");
("Price");
RSIperiod = 15; // Param("RSI p",3,14,30,1);
Percent = 5; // Param("ZIG %",8,9,15,1);
EMAperiod = 5; //Param("EMA p",4,5,10,1);
HHVperiod = 8; //Param("HHV p",3,5,10,1);
NumLine = 2; //Param("Num Lines",3,1,20,1);
 
Base = DEMA(RSI(RSIperiod),EMAperiod);
 
GraphXSpace=0.5;
 
 
for( i = 1; i <= numline; i++ )
{
ResBase = LastValue(Peak(Base,Percent,i));
SupBase = LastValue(Trough(Base,Percent,i));
Plot(ValueWhen( ResBase==Base, HHV(H,HHVperiod) ), "Resist Level", colorRed, styleLine);
Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level", colorGreen, styleLine);
}
 
////Looks up Future Quotes-----------------
 
 
 
_SECTION_BEGIN("Modified MACD");
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );
 
ml=MACD(r1,r2);
sl= Signal(r1,r2,r3);
 
x = ml;
y = sl;
 
 
 
Buy=Cross(x,y);
Sell=Cross(y,x);
AlertIf( Buy, "SOUND C:\\Windows\\Media\\notify.wav", "Audio alert", 2 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\chord.wav", "Audio alert", 2 );
 
Filter = 1;// Buy OR Short ;
 
AddColumn(x,"(Modified MACD (12,26)) ",1.2, colorRed,colorBlack,70) ;
AddColumn(y,"(Signal (12,26,9))",1.2,colorPaleGreen,colorBlack,70);
AddColumn(IIf(Buy,BuyPrice,Null),"Buy-MACD", 1.2,1,colorGreen,50);
AddColumn(IIf(Sell,ShortPrice,Null),"Sell-MACD" ,1.2,1,colorOrange,50);
 
_SECTION_END();

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