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Supertrend V 5.0 for Amibroker (AFL)

Rating:
3 / 5 (Votes 8)
Tags:
amibroker

Much Refined Supertrend. Orignal author: Rajandran from Marketcalls.

Screenshots

Indicator / Formula

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/* Done by    Rajandran R  */
/* Author of www.marketcalls.in  */
/* Date : 05th Apr 2016 */
 
function GetSecondNum()
{
    Time = Now( 4 );
    Seconds = int( Time % 100 );
    Minutes = int( Time / 100 % 100 );
    Hours = int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
  
function PopupWindowEx( popupID, bodytext, captiontext, timeout, left, top )
{
    displayText = bodytext + captiontext;
    if ( ( StaticVarGetText( "prevPopup" + popupID ) != displayText) OR ( StaticVarGet( "prevPopupTime" + popupID ) < GetSecondNum() ) )
    {
        StaticVarSetText( "prevPopup" + popupID, displayText);
        StaticVarSet( "prevPopupTime" + popupID, GetSecondNum() + timeout );
        PopupWindow( bodytext, Captiontext + popupID, timeout, Left, top );
        PlaySound("c:\\windows\\media\\ding.wav");
    }
}
 
 
procedure DrawData (Text, x1, y1, x2, y2, colorFrom, colorTo)
{
    GfxSetOverlayMode(0);
    GfxSelectFont("Verdana", 8.5, 700);
    GfxSetBkMode(1);
    GfxGradientRect(x1, y1, x2, y2, colorFrom, colorTo);
    GfxDrawText(Text, x1, y1, x2, y2, 32|1|4|16);
}
 
 
_SECTION_BEGIN("SuperTrend Ver 5.0 with Sound and Popup Alert");
 
SetBarsRequired(100000,0);
 
GraphXSpace = 15;
 
SetChartOptions(0,chartShowArrows|chartShowDates);
 
SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));
 
GfxSetBkMode(0);
 
GfxSetOverlayMode(1);
 
SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
 
Plot(C,"\nPrice",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),styleCandle | styleNoTitle);
 
// Initial Values overrides your backtesting settings
 
SetOption( "InitialEquity", 1000000);
SetOption("FuturesMode" ,true);
SetOption("MinShares",1);
 
SetOption("AccountMargin",100);
SetOption("RefreshWhenCompleted",True);
SetTradeDelays(0,0,0,0);
SetPositionSize(300,spsshares);
 
 
 
 
HalfLife    = param("channel halflife", 5, 1, 20, 1);
ChanLen = param("channel length", 20 , 1, 20, 1);
 
shrink      = 2^(-HalfLife);
shrink2 = 1 - shrink;
 
topChan[0]  = High[0];
botChan[0]  = Low[0];
 
HH  = HHV(High, ChanLen);
LL  = LLV(Low, Chanlen);
 
for( i = 1; i < BarCount-1; i++ ) {
    topChan[i] = shrink * H[i] + shrink2 * topChan[i-1] ;
    botChan[i] = shrink * L[i] + shrink2 * botChan[i-1] ;
    if (HH[i] >= topChan[i]) topChan[i] = HH[i];
    if (LL[i] <= botChan[i]) botChan[i] = LL[i];
    }
 
 
Up=topChan;
 
Dn=botChan;
 
TrendUp=TrendDown=Null;
 
trend[0]=1;
 
changeOfTrend=0;
 
flag=flagh=0;
 
 
 
for (i = 1; i <BarCount-1; i++) {
 
      TrendUp[i] = Null;
 
      TrendDown[i] = Null;
 
      
 
      trend[i]=1;
 
    
 
       
 
      if (Close[i]>Up[i-1]) {
 
         trend[i]=1;
 
         if (trend[i-1] == -1) changeOfTrend = 1;
 
          
 
      }
 
      else if (Close[i]<Dn[i-1]) {
 
         trend[i]=-1;
 
         if (trend[i-1] == 1) changeOfTrend = 1;
 
      }
 
      else if (trend[i-1]==1) {
 
         trend[i]=1;
 
         changeOfTrend = 0;      
 
      }
 
      else if (trend[i-1]==-1) {
 
         trend[i]=-1;
 
         changeOfTrend = 0;
 
      }
 
 
 
      if (trend[i]<0 && trend[i-1]>0) {
 
         flag=1;
 
      }
 
      else {
 
         flag=0;
 
      }
 
       
 
      if (trend[i]>0 && trend[i-1]<0) {
 
         flagh=1;
 
      }
 
      else {
 
         flagh=0;
 
      }
 
       
 
      if (trend[i]>0 && Dn[i]<Dn[i-1]){
 
         Dn[i]=Dn[i-1];
 
        }
 
       
 
      if (trend[i]<0 && Up[i]>Up[i-1])
 
        { Up[i]=Up[i-1];
 
        }
 
       
 
      if (flag==1)
 
       {  Up[i]=topchan[i];;
 
        }
 
      if (flagh==1)
 
        { Dn[i]=botChan[i];;
 
         }
 
      if (trend[i]==1) {
 
         TrendUp[i]=Dn[i];
 
         if (changeOfTrend == 1) {
 
            TrendUp[i-1] = TrendDown[i-1];
 
            changeOfTrend = 0;
 
         }
 
      }
 
      else if (trend[i]==-1) {
 
         TrendDown[i]=Up[i];
 
         if (changeOfTrend == 1) {
 
            TrendDown[i-1] = TrendUp[i-1];
 
            changeOfTrend = 0;
 
         }
 
      }
 
   }
 
 
 
Plot(TrendUp,"Trend",colorGreen,stylenotitle);
 
Plot(TrendDown,"Down",colorRed,stylenotitle);
 
 
 
Buy = trend==1;
 
Sell=trend==-1;
 
 
 
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);
 
 
 
 
 
 
Title = EncodeColor(colorWhite)+ "Super Trend AFL code from www.marketcalls.in" + " - " Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 
 "  - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+"  "+"Hi-"+H+"  "+"Lo-"+L+"  "+
 
"Cl-"+C+"  "+ "Vol= "+ WriteVal(V, 7)+"\n"+
 
EncodeColor(colorLime)+
 
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+"  ","")+
 
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+"  ","")+"\n"+EncodeColor(colorYellow)+
 
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
 
WriteIf(Buy  , "Total Profit/Loss for the Last trade Rs."+(SellPrice-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);
 
duration = 10000000;
 
LastClose= Ref(C,-1);  // if you like to add this popup will show you
 
if (Buy[BarCount-2]==true)     
{
PopupWindowEx( "ID:1", "Get Ready to BUY  \n"+Name() + "  "+ Interval(2)+" :  "+ " Last ="+LastClose  , "Buy Alert -", 1000, 100, 1 ) ; 
}
if (short[BarCount-2]==true
{
PopupWindowEx( "ID:2", "Get Ready to SHORT  \n"+Name() + "  "+ Interval(2) + "  :  "+ " Last ="+LastClose , "Short   Alert ", 1000, 1, 150 ) ;
}
 
 
 
TrendSL=IIf(trend==1,TrendUp,TrendDown);
 
 
 
 
for(i=BarCount-1;i>1;i--)
 
{
 
if(Buy[i] == 1)
 
{
 
entry = C[i];
 
sig = "BUY";
 
sl = TrendSL[i];
 
tar1 = entry + (entry * .0050);
 
tar2 = entry + (entry * .0092);
 
tar3 = entry + (entry * .0179);
 
  
 
bars = i;
 
i = 0;
 
}
 
if(Sell[i] == 1)
 
{
 
sig = "SELL";
 
entry = C[i];
 
sl = TrendSL[i];
 
tar1 = entry - (entry * .0050);
 
tar2 = entry - (entry * .0112);
 
tar3 = entry - (entry * .0212);
 
  
 
  
 
bars = i;
 
i = 0;
 
}
 
}
 
Offset = 20;
 
Clr = IIf(sig == "BUY", colorLime, colorRed);
 
ssl = IIf(bars == BarCount-1, TrendSL[BarCount-1], Ref(TrendSL, -1));
 
sl = ssl[BarCount-1];
 
  
 
 
 
Plot(LineArray(bars-Offset, tar1, BarCount, tar1,1), "", Clr, styleLine|styleDots, Null, Null, Offset);
 
Plot(LineArray(bars-Offset, tar2, BarCount, tar2,1), "", Clr, styleLine|styleDots, Null, Null, Offset);
 
Plot(LineArray(bars-Offset, tar3, BarCount, tar3,1), "", Clr, styleLine|styleDots, Null, Null, Offset);
 
 
 
//Plot(LineArray(bars-Offset, sl, BarCount, sl,1), "", colorDarkRed, styleLine|styleLine, Null, Null, Offset);
 
//Plot(LineArray(bars-Offset, entry, BarCount, entry,1), "", colorGreen, styleLine|styleLine, Null, Null, Offset);
 
 
 
/*
 
for (i=bars; i <BarCount;i++)
 
{
 
PlotText(""+sig+"@"+entry, BarCount-5,entry,Null,colorBlue);
 
PlotText("T1@"+tar1,BarCount-5,tar1,Null,Clr);PlotText("T2@"+tar2,BarCount-5,tar2,Null,Clr);PlotText ("T3@"+tar3,BarCount-5,tar3,Null,Clr);
 
  
 
}*/
 
  
 
messageboard = ParamToggle("Message Board","Show|Hide",1);
 
if (messageboard == 1 )
 
{
 
GfxSelectFont( "Tahoma", 13, 100 );
 
GfxSetBkMode( 1 );
 
GfxSetTextColor( colorWhite );
 
  
 
if ( sig =="BUY")
 
{
 
GfxSelectSolidBrush( colorBlue ); // this is the box background color
 
}
 
else
 
{
 
GfxSelectSolidBrush( colorRed ); // this is the box background color
 
}
 
pxHeight = Status( "pxchartheight" ) ;
 
xx = Status( "pxchartwidth");
 
Left = 1100;
 
width = 310;
 
x = 5;
 
x2 = 290;
 
  
 
y = pxHeight;
 
  
 
GfxSelectPen( colorGreen, 1); // broader color
 
GfxRoundRect( x, y - 98, x2, y , 7, 7 ) ;
 
GfxTextOut( ( "Marketcalls - Supertrend"),13,y-100);
 
GfxTextOut( (" "),27,y-100);
 
GfxTextOut( ("Last " + sig + " Signal came " + (BarCount-bars-1) * Interval()/60 + " mins ago"), 13, y-80) ; // The text format location
 
GfxTextOut( ("" + WriteIf(sig =="BUY",sig + " @ ",sig + " @") + " : " + entry), 13, y-60);
 
GfxTextOut( ("Trailing SL : " + Ref(TrendSL,-1) + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"), 13, y-40);
 
/*GfxTextOut( ("TGT:1 : " + tar1), 13, y -80);
 
GfxTextOut( ("TGT:2 : " + tar2), 13,y-60);
 
GfxTextOut( ("TGT:3 : " + tar3), 13,y-40);*/
 
GfxTextOut( ("Current P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2)), 13, y-22);;
 
 
 
}
 
 
// Calculate Equity Curve
 
eq = Equity( 1, 0 );
 
//////////////////////////////////////////////////
// Calculate the Last Five Trades Profit/Losses //
//////////////////////////////////////////////////
 
tradesback = 5;
Signum = Cum( Buy ) + Cum( Short );
Signumstart1 = LastValue( SigNum ) - ( tradesback - 1 );
Signumstart2 = LastValue( SigNum ) - ( tradesback - 2 );
Signumstart3 = LastValue( SigNum ) - ( tradesback - 3 );
Signumstart4 = LastValue( SigNum ) - ( tradesback - 4 );
Signumstart5 = LastValue( SigNum ) - ( tradesback - 5 );
 
bi = BarIndex();
bistart = ValueWhen( signum == signumstart1, bi );
bicond = bi >= bistart AND bi <= LastValue( bi );
 
 
SellPL = IIf( Sell AND bicond, C-buyprice, 0 );
CovPL = IIf( Cover AND bicond, ShortPrice - C,0 );
 
cumPL = SellPL + CovPL;
 
//Plot (SellPL,"Sell",colorGreen,styleHistogram,maskhistogram);
///Plot (CovPL,"Cover", colorRed,styleHistogram,maskhistogram);
 
lsince = lowestSince(Sell OR Cover, cumPL, 0); 
hsince = highestSince(Sell OR cover, CumPL, 0);
 
 
vs= IIf(lsince==0,hsince,lsince);
 
 
PL1 = ValueWhen( signum == signumstart1 , vs,1 );
PL2 = ValueWhen( signum == signumstart2 , vs,1 );
PL3 = ValueWhen( signum == signumstart3 , vs,1 ); 
PL4 = ValueWhen( signum == signumstart4 , vs,1 );
PL5 = ValueWhen( signum == signumstart5,  vs ,1 );
 
//////////////////////////////////////////////////
//   Plot the Last Five Trades Profit/Losses    //
//////////////////////////////////////////////////
 
 
Title = EncodeColor(colorWhite)+ "Backtest Results  from www.marketcalls.in" + " - " Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 
 "  - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+"  "+"Hi-"+H+"  "+"Lo-"+L+"  "+
 
"Cl-"+C+"  "+ "Vol= "+ WriteVal(V, 7)+"\n"+ EncodeColor(colorYellow)+ "\n\n\nLast 5 Trade Results\n" +
"\nTrade1= " + PL1
+"\n"+ "Trade2= " + PL2
+"\n"+ "Trade3= " + PL3
+"\n"+ "Trade4= " + PL4
+"\n"+ "Trade5= " + PL5;
 
 
//Magfied Market Price
 
FS=Param("Font Size",30,11,100,1);
 
GfxSelectFont("Times New Roman", FS, 700, True );
 
GfxSetBkMode( colorWhite ); 
 
GfxSetTextColor( ParamColor("Color",colorGreen) );
 
Hor=Param("Horizontal Position",940,1,1200,1);
 
Ver=Param("Vertical Position",12,1,830,1);
 
GfxTextOut(""+C, Hor , Ver );
 
YC=TimeFrameGetPrice("C",inDaily,-1);
 
DD=Prec(C-YC,2);
 
xx=Prec((DD/YC)*100,2);
 
GfxSelectFont("Times New Roman", 11, 700, True );
 
GfxSetBkMode( colorBlack ); 
 
GfxSetTextColor(ParamColor("Color",colorYellow) );
 
GfxTextOut(""+DD+"  ("+xx+"%)", Hor , Ver+45 );
 
 
_SECTION_END();
 
_SECTION_BEGIN("Time Left");
 
 
RequestTimedRefresh( 1 );
 
TimeFrame = Interval();
 
SecNumber = GetSecondNum();
 
Newperiod = SecNumber % TimeFrame == 0;
 
SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
 
SecsToGo = TimeFrame - SecsLeft;
 
 
 
x=Param("xposn",50,0,1000,1);
 
y=Param("yposn",380,0,1000,1);
 
 
 
GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );
 
GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );
 
if ( NewPeriod )
 
{
 
GfxSelectSolidBrush( colorYellow );
 
GfxSelectPen( colorYellow, 2 );
 
Say( "New period" );
 
}
 
//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );
 
//GfxSetBkMode(1);
 
GfxSelectFont( "Arial", 14, 700, False );
 
GfxSetTextColor( colorRed );
 
GfxTextOut( "Time Left :"+SecsToGo+"", x, y );
 
_SECTION_END();

5 comments

1. vps555

For my information, can you please share what refinements you have made?

2. ub.pawaskar

not tested but code written r good. let me test and come back to you.
thanks

3. cometh

i get errors when trying to scan and backtest. Not sure

4. raoge

Thanks for AFL
But Getting error as

warning506:You have specified precision that exceeds IEEE standard. Numbers are only accurate upto 7th significant digit.

Please advice.

5. administrator

It is a warning only. It is safe to ignore.

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