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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Break out Stage 2 for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
Strategy based on the book of legends Stan Weinstein:" Secrets For Profiting in Bull and Bear Markets"
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 ), styleBar|styleThick|styleNoTitle);
_SECTION_END();
// Hien thi cac duong MA50
_SECTION_BEGIN("MA50");
MA50 = MA(C,50);
maup = MA50 > Ref(MA50,-1);
colorma50 = IIf( maup, ParamColor("Up Color", colorGreen), ParamColor("Down Color", colorRed )); /* choose color */
if (ParamToggle("MA50", "No|Yes", 1 ))
{
Plot(MA50,"MA50",colorma50,styleLine | styleLine,0,0,1);
}
_SECTION_END();
// Hien thi cac duong MA200
_SECTION_BEGIN("MA200");
MA200 = MA(C,200);
maup = MA200 > Ref(MA200,-1);
colorma200 = IIf( maup, ParamColor("Up Color", colorLightBlue), ParamColor("Down Color", colorRed )); /* choose color */
if (ParamToggle("MA200", "No|Yes", 1 ))
{
Plot(MA200,"MA200",colorma200,styleThick,0,0,1);
}
_SECTION_END();
// Hien thi cac duong MA200
_SECTION_BEGIN("ICHIMOKU");
P1 = Param("Conversion Period", 9, 2, 200, 1, 0);
C1 = ParamColor("Conversion Color", colorBlue);
CL = (HHV(H,P1)+LLV(L,P1))/2;
P2 = Param("Base Period", 26, 2, 200, 1, 0);
C2 = ParamColor("Base Color", colorRed);
BL = (HHV(H,P2)+LLV(L,P2))/2;
C3 = ParamColor("Leading A Color", colorBrightGreen);
LSA = (CL+BL)/2;
P4 = Param("Leading B Span", 52, 2, 200, 1, 0);
C4 = ParamColor("Leading B Color", colorPink);
LSB = (HHV(H,P4)+LLV(L,P4))/2;
P3 = Param("Leading Span Displacement", 26, 2, 200, 1, 0);
P5 = Param("Lagging Displacement", -26, 2, 200, 1, 0);
C5 = ParamColor("Lagging Color", colorGreen);
if (ParamToggle("Kijun", "No|Yes", 1 ))
{
//Plot(CL,"Tenkan-sen (Conversion Line)", C1, styleLine);
Plot(BL, "Kijun-sen", colorCustom12, styleLine);
//Plot(LSA, "Senkou Span A (Leading Span A)", C3, styleLine, 0, 0, P3);
//Plot(LSB, "Senkou Span B (Leading Span B)", C4, styleLine, 0, 0, P3);
//Plot(C, "Chikou Span (Lagging Span)", C5, styleLine, 0, 0, P5);
//PlotOHLC (LSA,LSA,LSB,LSB,"Cloud",IIf(LSA>LSB,ColorBlend(C3, colorWhite, 0.6),ColorBlend(C4,colorWhite, 0.4)),styleCloud, 0, 0, P3);
}
if (ParamToggle("Cloud", "No|Yes", 1 ))
{
//Plot(CL,"Tenkan-sen (Conversion Line)", C1, styleLine);
//Plot(BL, "Kijun-sen", colorCustom12, styleLine);
//Plot(LSA, "Senkou Span A (Leading Span A)", C3, styleLine, 0, 0, P3);
//Plot(LSB, "Senkou Span B (Leading Span B)", C4, styleLine, 0, 0, P3);
//Plot(C, "Chikou Span (Lagging Span)", C5, styleLine, 0, 0, P5);
PlotOHLC (LSA,LSA,LSB,LSB,"Cloud",IIf(LSA>LSB,ColorBlend(C3, colorWhite, 0.6),ColorBlend(C4,colorWhite, 0.4)),styleCloud, 0, 0, P3);
}
_SECTION_END();
_SECTION_BEGIN("7. Volume");
if (ParamToggle("Volume", "No|Yes", 1 ))
{
//Chon mau Volume
VolumeUpcolor = ParamColor(" - Volume Color Up", colorGreen );
VolumeDown = ParamColor(" - Volume Color Down", colorDarkRed ) ;
Volumecolor = IIf(C> O, VolumeUpcolor,VolumeDown);
//Chon MAVolume
Volumeperiod = Param (" - Volume MA Periods ", 50, 1, 500, 1);
maVolume = MA(V,Volumeperiod); //Tinh MA Volume theo ky da chon
PmaVolume = V/maVolume*100; //% Volume so voi Volume trung binh
Volumeheight = Param (" - Volume Height", 4, 1, 100, 1.0) ; // Chieu cao Volume
PaneHghtMin = LowestVisibleValue( V);
PaneHghtMax = HighestVisibleValue(V) *Volumeheight;
maVolumecolor = ParamColor(" - Volume MA Color", colorOrange);
//*****************************************
//Ve duong Volume
PlotOHLC(0, V, 0, V, "" ,VolumeColor, styleCandle| styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1);
//*****************************************
//Ve line MA Volume
Plot(maVolume,"MA Volume", maVolumecolor, styleLine| styleNoTitle | styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1);
//Ve may MA Volume
PlotOHLC( Volume, Volume, Volume, Volume, "\nVolume", ParamColor(" - Volume Cloud Color", colorViolet ), styleGradient| styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1);
//PlotOHLC( maVolume, maVolume, maVolume, maVolume, "\nMA Volume", colorLime , styleGradient| styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1);
PlotOHLC( PmaVolume, PmaVolume, PmaVolume, PmaVolume, "\n%Chg V/MA", colorYellow, styleGradient| styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1);
}
// Dot pha giai doan 2 theo Stan Weinstein
// gia tren MA200, MA200 huong len,
// RS performance > ma200, RS tang
// Vol trong ngay dot pha tang it nhat 200%, tot nhat la tren 300%
//HANH DONG GIA: Gia tren duong MA200, MA200 tang, gia ben tren Kijun
MA200 = MA(C,200);
MA50 = MA(C,50);
Uptrend = MA200 > Ref(MA200,-1) AND C > MA200 AND C > BL;
//SETUP hieu suat tuong doi ben tren vach 0
bi = BarIndex();
fvb = Max(0,BeginValue(bi));// Status("firstvisiblebar");
lvb = EndValue(bi);
barcond = bi >= fvb AND bi <= lvb;
RSL = (( C - C[ fvb ] ) / C[ fvb ]);
rslb = 100*RSL;
marslb = MA(rslb ,200);
rsup = rslb > marslb AND rslb > Ref(rslb,-1);
//vol
MAvol = MA(V,20);
Chgvol = V/MAvol*100;
Chggia = (C - Ref(C,-1))/Ref(C,-1)*100;
thaydoigiatien =(C - Ref(C,-1));
//SETUP BUY SIGNAL
Sigbuy1 = Uptrend AND V >= 2*MAvol AND rsup;
Sigbuy2 = C >5 AND MAvol > 500000;
Buy = Sigbuy1 AND Sigbuy2;
Sell = Cross(BL,C);
Buy = ExRem(Buy, Sell);
Sell= ExRem(Sell, Buy);
PlotShapes(Buy*shapeUpArrow, colorBlue,0,L,-25);
PlotShapes(Sell*shapeDownArrow, colorOrange,0,H,-25);
Filter = Buy;
AddColumn (Chgvol, "Vol% vs 20 day");
AddColumn (C, "Price today");
AddColumn (thaydoigiatien , "Price $ Chg");
AddColumn (chggia, "Price % Chg");
AddColumn (V, "Volume");
// resistance and support
HaClose =EMA((O+H+L+C)/4,3);
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
_SECTION_BEGIN("Resistance");
supres=ParamToggle("Sup_Res","No|Yes",1);
if(supres)
{
Prd1=Param("Res_Period1",2,0,200,1);
test = TEMA ( High , Prd1 ) ;
PK = test > Ref(test,-1) AND Ref(test,1) < High;//Peak
PKV0 = ValueWhen(PK,haHigh,0);//PeakValue0
PKV1 = ValueWhen(PK,haHigh,1);//PeakValue1
PKV2 = ValueWhen(PK,haHigh,2);//PeakValue2
MPK = PKV2 < PKV1 AND PKV1 > PKV0 ;//MajorPeak
MPKV = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,1); //MajorPeakValue
MPKD = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),1); //MajorPeakDate
SD = IIf(DateNum() < LastValue(MPKD,lastmode = True ), Null, LastValue(MPKV,Lastmode = True));//SelectedDate
Plot(SD, "Resist1", colorBrown,ParamStyle("ResStyle1",styleLine|styleNoTitle,maskAll));
MPKV2 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,2); //MajorPeakValue
MPKD2 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),2); //MajorPeakDate
SD2 = IIf(DateNum() < LastValue(MPKD2,lastmode = True ), Null, LastValue(MPKV2,Lastmode = True));//SelectedDate
Plot(SD2, "Resist2", colorBrown,ParamStyle("ResStyle2",styleLine|styleNoTitle,maskAll));
MPKV3 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,3); //MajorPeakValue
MPKD3 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),3); //MajorPeakDate
SD3 = IIf(DateNum() < LastValue(MPKD3,lastmode = True ), Null, LastValue(MPKV3,Lastmode = True));//SelectedDate
Plot(SD3, "Resist3", colorBrown,ParamStyle("ResStyle3",styleLine|styleNoTitle,maskAll));
MPKV4 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,4); //MajorPeakValue
MPKD4 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),4); //MajorPeakDate
SD4 = IIf(DateNum() < LastValue(MPKD4,lastmode = True ), Null, LastValue(MPKV4,Lastmode = True));//SelectedDate
Plot(SD4, "Resist4", colorBrown,ParamStyle("ResStyle4",styleLine|styleNoTitle,maskAll));
MPKV5 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,5); //MajorPeakValue
MPKD5 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),5); //MajorPeakDate
SD5 = IIf(DateNum() < LastValue(MPKD5,lastmode = True ), Null, LastValue(MPKV5,Lastmode = True));//SelectedDate
Plot(SD5, "Resist5", colorBrown,ParamStyle("ResStyle5",styleLine|styleNoTitle,maskAll));
MPKV6 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, PKV1,6); //MajorPeakValue
MPKD6 = ValueWhen(Ref(MPK,-1) == 0 AND MPK == 1, DateNum(),6); //MajorPeakDate
SD6 = IIf(DateNum() < LastValue(MPKD6,lastmode = True ), Null, LastValue(MPKV6,Lastmode = True));//SelectedDate
Plot(SD6, "Resist6", colorBrown ,ParamStyle("ResStyle6",styleLine|styleNoTitle,maskAll));
_SECTION_END();
_SECTION_BEGIN("Support");
//SP=L > Ref(L,-1) AND Ref(L,1) < L;//Peak
Prd2=Param("Sup_Period1",2,0,200,1);
test2 = TEMA ( Low , Prd2 ) ;
SP = Ref(test2,1) > Low AND test2 < Ref(test2,-1);//Peak
SPV0 = ValueWhen(SP,haLow,0);//PeakValue0
SPV1 = ValueWhen(SP,haLow,1);//PeakValue1
SPV2 = ValueWhen(SP,haLow,2);//PeakValue2
//PKV5 = ValueWhen(PK,haHigh,5);//PeakValue5
//PKV6 = ValueWhen(PK,haHigh,6);//PeakValue6
MSP = SPV2 > SPV1 AND SPV1 < SPV0 ;//MajorPeak
MSPV = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,1);
MSPD = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),1);
SD = IIf(DateNum() < LastValue(MSPD,lastmode = True ), Null, LastValue(MSPV,Lastmode = True));
Plot(SD,"Support1", colorPlum,ParamStyle("SupportLine1",styleLine|styleNoTitle,maskAll));
MSPV2 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,2);
MSPD2 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),2);
SD2 = IIf(DateNum() < LastValue(MSPD2,lastmode = True ), Null, LastValue(MSPV2,Lastmode = True));
Plot(SD2,"Support2", colorPlum,ParamStyle("SupportLine2",styleLine|styleNoTitle,maskAll));
MSPV3 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,3);
MSPD3 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),3);
SD3 = IIf(DateNum() < LastValue(MSPD3,lastmode = True ), Null, LastValue(MSPV3,Lastmode = True));
Plot(SD3,"Support3", colorPlum,ParamStyle("SupportLine3",styleLine|styleNoTitle,maskAll));
MSPV4 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,4);
MSPD4 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),4);
SD4 = IIf(DateNum() < LastValue(MSPD4,lastmode = True ), Null, LastValue(MSPV4,Lastmode = True));
Plot(SD4,"Support4", colorPlum,ParamStyle("SupportLine4",styleLine|styleNoTitle,maskAll));
MSPV5 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,5);
MSPD5 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),5);
SD5 = IIf(DateNum() < LastValue(MSPD5,lastmode = True ), Null, LastValue(MSPV5,Lastmode = True));
Plot(SD5,"Support5", colorPlum,ParamStyle("SupportLine5",styleLine|styleNoTitle,maskAll));
MSPV6 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, SPV1,6);
MSPD6 = ValueWhen(Ref(MSP,-1) == 0 AND MSP == 1, DateNum(),6);
SD6 = IIf(DateNum() < LastValue(MSPD6,lastmode = True ), Null, LastValue(MSPV6,Lastmode = True));
Plot(SD6,"Support6", colorPlum,ParamStyle("SupportLine6",styleLine|stylehidden|styleNoTitle,maskAll));
}
_SECTION_END();4 comments
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i think this is interesting if admin can approve this
Thanks dmr28
Thank you. I’m surprised the backtest results were as bad as they are.
It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.