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Automatic Linear Trend Channel (edited) for Amibroker (AFL)
Rating:
3 / 5 (Votes 5)
Tags:
amibroker, trend
This appears to be an edited version of Edward Pottasch’ AFL.
Saw it in a forum
http://www.traderji.com/amibroker/103501-alf.html#post1191706
Screenshots
Indicator / Formula
Copy & Paste Friendly
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 | // Automatic Linear Trend Channel (edited)// original author Edward Pottasch// Trend is defined using code found on the net// see also: http://www.youtube.com/watch?v=HWPSqwEkN64// Amibroker AFL code by Edward Pottasch, November 2011// edited by Anderson Wilson, July 2012// some symbols makes yybull and yybear infinite, // added IsFinite(yybull) AND IsFinite(yybear)// before plotting Channel_SECTION_BEGIN("Parameters");kk = Optimize( "mult", Param( "mult", 1.25, 0.25, 8, 0.25 ), 1, 8, 0.25 );Per = Optimize( "period", Param( "period", 10, 1, 300, 1 ), 5, 300, 1 );sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 );offset = Param( "Offset", 2, 1, 50, 1 );tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|BothChannels", 1 );ms = ParamToggle( "Trend", "Regular|Smoothed", 1 );x = Cum( 1 );HaClose = ( O + H + L + C ) / 4;HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );HaHigh = Max( H, Max( HaClose, HaOpen ) );HaLow = Min( L, Min( HaClose, HaOpen ) );if ( ms == 0 ){nm = ( H - L );j = ( O + H + L + C ) / 4;}else{nm = ( HaHigh - HaLow );j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4;}rfsctor = WMA( nm, Per );revers = kk * rfsctor;Trend = 1;NW[0] = 0;for ( i = 1;i < BarCount;i++ ){if ( Trend[i-1] == 1 ){if ( j[i] < NW[i-1] ){Trend[i] = -1;NW[i] = j[i] + Revers[i];}else{Trend[i] = 1;if ( ( j[i] - Revers[i] ) > NW[i-1] ){NW[i] = j[i] - Revers[i];}else{NW[i] = NW[i-1];}}}if ( Trend[i-1] == -1 ){if ( j[i] > NW[i-1] ){Trend[i] = 1;NW[i] = j[i] - Revers[i];}else{Trend[i] = -1;if ( ( j[i] + Revers[i] ) < NW[i-1] ){NW[i] = j[i] + Revers[i];}else{NW[i] = NW[i-1];}}}}cp = ( H + L ) / 2;TrendUp = IIf( Trend == 1, Trend, 0 );TrendDown = IIf( Trend == -1, Trend, 0 );totalTrend = IIf( TrendUp, TrendUp, TrendDown );dtotalTrend = totalTrend - Ref( totalTrend, -1 );vtotalTrend = ValueWhen( dtotalTrend, dtotalTrend );cbull = vtotalTrend > 0 AND Ref( vtotalTrend, -1 ) < 0;cbull = Ref( cbull, 1 );cbear = vtotalTrend < 0 AND Ref( vtotalTrend, -1 ) > 0;cbear = Ref( cbear, 1 );cbull = vtotalTrend > 0 AND Ref( vtotalTrend, -1 ) < 0;cbull = Ref( cbull, 1 );cbull[BarCount-1] = 1;cbear = vtotalTrend < 0 AND Ref( vtotalTrend, -1 ) > 0;cbear = Ref( cbear, 1 );cbear[BarCount-1] = 1;nwbull = Ref( Flip( cbull, cbear ), -1 );nwbear = Ref( Flip( cbear, cbull ), -1 );xxbull = BarsSince( cbull );xxbull[BarCount-1] = xxbull[BarCount-2] + 1;aaabull = LinRegIntercept( cp, xxbull );bbbbull = LinRegSlope( cp, xxbull );daabull = Ref( ValueWhen( cbear, aaabull, 0 ), -1 );dbbbull = Ref( ValueWhen( cbear, bbbbull, 0 ), -1 );yybull = daabull + dbbbull * ( xxbull - 1 );yybull = IIf( xxbull > Max( offset, 1 ), yybull, Null );wdbull = sdfact * StdErr( cp, xxbull );wdbull = Ref( ValueWhen( cbear, wdbull, 0 ), -1 );xxbear = BarsSince( cbear );xxbear[BarCount-1] = xxbear[BarCount-2] + 1;aaabear = LinRegIntercept( cp, xxbear );bbbbear = LinRegSlope( cp, xxbear );daabear = Ref( ValueWhen( cbull, aaabear, 0 ), -1 );dbbbear = Ref( ValueWhen( cbull, bbbbear, 0 ), -1 );yybear = daabear + dbbbear * ( xxbear - 1 );yybear = IIf( xxbear > Max( offset, 1 ), yybear, Null );wdbear = sdfact * StdErr( cp, xxbear );wdbear = Ref( ValueWhen( cbull, wdbear, 0 ), -1 );llbull = LinearReg( cp, xxbull );llbull = IIf( xxbull > Max( Offset, 1 ), llbull, Null );llbullp = LinearReg( cp, xxbull ) + sdfact * StdErr( cp, xxbull );llbullp = IIf( xxbull > Max( Offset, 2 ), llbullp, Null );llbullm = LinearReg( cp, xxbull ) - sdfact * StdErr( cp, xxbull );llbullm = IIf( xxbull > Max( Offset, 2 ), llbullm, Null );llbear = LinearReg( cp, xxbear );llbear = IIf( xxbear > Max( Offset, 1 ), llbear, Null );llbearp = LinearReg( cp, xxbear ) + sdfact * StdErr( cp, xxbear );llbearp = IIf( xxbear > Max( Offset, 2 ), llbearp, Null );llbearm = LinearReg( cp, xxbear ) - sdfact * StdErr( cp, xxbear );llbearm = IIf( xxbear > Max( Offset, 2 ), llbearm, Null );SetChartBkColor( ParamColor( "Background Color", colorBlack ) );SetChartOptions( 0, chartShowDates );SetBarFillColor( IIf( C > O, ParamColor( "Candle UP Color", colorGreen ), IIf(C <= O, ParamColor( "Candle Down Color", colorRed ), colorLightGrey ) ) );Plot( C, "Price", IIf( C > O, ParamColor( "Wick UP Color", colorDarkGreen ),IIf( C <= O, ParamColor( "Wick Down Color", colorDarkRed ), colorLightGrey ) ),64, 0, 0, 0, 0 );PlotShapes( IIf( x == BarCount, shapeSmallSquare, shapeNone ), colorWhite, 0,j, 0 );Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong",colorGreen ), styleStaircase | styleDots );Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort",colorRed ), styleStaircase | styleDots );Buy = trend==1; Sell = trend==-1;Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy);PlotShapes(Buy+2*Sell, colorBrightGreen, 0,IIf(Buy,L,H),-30);switch ( tc ){case( "No Channel" ):break;case( "Channel" ):Plot( IIf( nwbull AND IsFinite(yybull), yybull, Null ), "", bbb = ColorRGB(0, 255, 0 ), styleDashed );Plot( IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), "", bbb,styleThick );Plot( IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ), "", bbb,styleThick );Plot( IIf( nwbear AND IsFinite(yybear), yybear, Null ), "", sss =ColorRGB( 255, 0, 0 ), styleDashed );Plot( IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), "", sss,styleThick );Plot( IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ), "", sss,styleThick );PlotOHLC( IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), IIf( nwbull AND IsFinite(yybull), yybull + wdbull, Null ), IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ),IIf( nwbull AND IsFinite(yybull), yybull - wdbull, Null ), "", ColorRGB( 10, 15, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 );PlotOHLC( IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), IIf( nwbear AND IsFinite(yybear), yybear + wdbear, Null ), IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ),IIf( nwbear AND IsFinite(yybear), yybear - wdbear, Null ), "", ColorRGB( 15, 10, 10 ), styleCloud | styleNoLabel, 0, 0, 0, -1 );_N(Title = VarGetText("Title") + StrFormat(", nwbull %g, yybull %g, nwbear %g, yybear %g wdbull %g", nwbull, yybull, nwbear, yybear, wdbull));break;case( "ChannelRT" ):Plot( IIf( nwbull, llbull, Null ), "", colorGreen, styleDashed,0, 1, 0, 1 );Plot( IIf( nwbull, llbullp, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbull, llbullm, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbear, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbearp, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbearm, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);PlotOHLC( IIf( nwbull, llbullp, Null ), IIf( nwbull, llbullp, Null ), IIf(nwbull, llbullm, Null ),IIf( nwbull, llbullm, Null ), "", ColorRGB( 10, 15, 10 ),styleCloud | styleNoLabel, 0, 0, 0, -1 );PlotOHLC( IIf( nwbear, llbearp, Null ), IIf( nwbear, llbearp, Null ), IIf(nwbear, llbearm, Null ),IIf( nwbear, llbearm, Null ), "", ColorRGB( 15, 10, 10 ),styleCloud | styleNoLabel, 0, 0, 0, -1 );break;case( "Both Channels" ):Plot( IIf( nwbull, yybull, Null ), "", bbb = ColorRGB( 0, 255,0 ), styleLine );Plot( IIf( nwbull, yybull + wdbull, Null ), "", bbb, styleThick );Plot( IIf( nwbull, yybull - wdbull, Null ), "", bbb, styleThick );Plot( IIf( nwbear, yybear, Null ), "", sss = ColorRGB( 255, 0, 0 ),styleLine );Plot( IIf( nwbear, yybear + wdbear, Null ), "", sss, styleThick );Plot( IIf( nwbear, yybear - wdbear, Null ), "", sss, styleThick );Plot( IIf( nwbull, llbull, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbull, llbullp, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbull, llbullm, Null ), "", colorGreen, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbear, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbearp, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);Plot( IIf( nwbear, llbearm, Null ), "", colorRed, styleDashed, 0, 1, 0, 1);break;}_SECTION_END(); |
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Hi, Any chance you could edit this great code, so that it shows just the last up or down down channel, with the current live channel?