Download AMA System by Karthikmarar For Amibroker (AFL)

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3 / 5 (Votes 2)

trading system, amibroker

Two adjustable parameter “Buy sensitivity” and “Buy Finetune” provided to adjust entry points.
Two adjustable parameter “Sell sensitivity” and “Sell Finetune” provided to adjust Exit points.

Submitted by Ketan-0 about 14 years ago

Submitted by batu1453 over 10 years ago

Submitted by prashantrdx over 10 years ago

Submitted by AndrewThomas about 14 years ago

Submitted by isfandi about 14 years ago

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// AMA System by Karthikmarar
// Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.
// Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points.
 
_SECTION_BEGIN("KAMA System");
 
SetChartOptions(0,chartShowArrows|chartShowDates);
Title = ("KAMA SYSTEM - " + Name()+"  " + Date() +"  "+Interval(2) +"  "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");
 
 
//{{VALUES}}"+ O+ H+ L+C);
 
 
//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
 
 
// Buy adjustments
bs=Param("BUY Sensitivity",3,2,20,1);
bf=Param("BUY Finetune",2,0.1,20,0.1);
// Sell Adjustments
ss=Param("SELL Sensitivity",3,2,20,1);
sf=Param("SELL Finetune",1,0.1,20,0.1);
//stock selection parameters
MyCL = Param( "CL", 10, 10, 100, 10 );
MyVK = Param( "VK", 30, 10, 100, 10 );
MyTL = Param( "TL", 300, 100, 1000, 100 );
//stock selection
//TLM = EMA(C*V/100000,100) ;
//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ; 
 
// common
fast = 2/(2+1);
slow = 2/(30+1);
//BUY part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb =( ERb*(fast-slow)+slow)^2; 
xb = AMA( C, scb ); 
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);
 
 
//SELL part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs =( ERs*(fast-slow)+slow)^2; 
xs = AMA( C, scs ); 
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;
 
Buy=Cross(j,flb) ;
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorLime,colorRed);
Plot( C, "Close", mycolor,styleNoTitle | styleBar|styleThick   ); 
Plot(xb,"KAMA-BUY",colorYellow,1);
Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
 
shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;
 
PlotShapes( shape, IIf( Buy, colorGreen, colorYellow ),0, IIf( Buy, Low, High ) );
 
GraphXSpace = 5;
dist = 1.5*ATR(20); 
 
for( i = 0; i < BarCount; i++ ) 
{ 
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime ); 
if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorYellow ); 
} 
Filter= Buy OR Sell;
 
PositionScore=100/C;
PositionSize = - 20;
SetBarsRequired(10000, 10000);
SetFormulaName("KAMA System");
 
_SECTION_END();
 
_SECTION_BEGIN("IIR2");
// IIR2.afl
//
// Documentation to describe what the function does.
// Second order smoother
// the function statement
function IIR2( input, f0, f1, f2 )
// the function body
{
result[ 0 ] = input[ 0 ];
result[ 1 ] = input[ 1 ];
for( i = 2; i < BarCount; i++ )
{
result[i] = f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];
}
// the function returns a single value and exits.
return result;
}
// The routine that calls the function.
SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );
//Plot( Close, "Price", 2, styleCandle );
Plot( SmoothedClose, "function example", colorRed );
//Figure 8.1 IIR2
_SECTION_END();
 
_SECTION_BEGIN("GSMA");
SetBarsRequired(100000,0);
PI = 3.1415926;
 
function jIIR2( input, f0, f1, f2 ) 
{ 
    result[ 0 ] = input[ 0 ]; 
    result[ 1 ] = input[ 1 ]; 
 
    for( i = 2; i < BarCount; i++ ) 
    { 
       result[ i ] = f0 * input[ i ] + 
                     f1 * result[ i - 1 ] + 
                     f2 * result[ i - 2 ]; 
    } 
 
   return result; 
} 
 
function GSMA( input, Period )
{
  N = 0;
  an = 2 * PI / Period;
  c0 = b0 = 1;
  c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
  beta1 = 2.415 * ( 1- cos( an ) );
  alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
  alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
   {
    fo = alpha ^ 2;
    f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
  }
   
 
  return jIIR2( input, fo,f1,f2);
}
period=Param("period",13,1,40,1);
 
//Plot( Close, "Price", colorBlack, styleCandle ); 
Plot( GSMA( C,period), "GSMA", colorLime );
 
//  Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below 
//  Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support 
//      Designed for use with AB 4.63 beta and above, using drag and drop feature.  
//  Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.  
//     2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line. 
//      A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.    
 
 
P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1); 
 
 
//  =============================== Math Formula =============================================================
 
x = Cum(1);
lastx = LastValue( x ) - shift; 
aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) ); 
bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) ); 
y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); 
 
 
// ==================Plot the Linear Regression Line ==========================================================
 
 
LRColor = ParamColor("LR Color", colorCycle ); 
LRStyle = ParamStyle("LR Style");
 
LRLine =  IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); //  styleDots ); 
 
// ==========================  Plot 1st SD Channel ===============================================================
 
SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;
 
width = LastValue( Ref(SD*StDev(p, Daysback),-shift) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;
 
SDColor = ParamColor("SD Color", colorCycle ); 
SDStyle = ParamStyle("SD Style");
 
Plot( SDU , "Upper Lin Reg", SDColor,SDStyle ); 
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle ); 
 
//  ==========================  Plot 2d SD Channel ===============================================================
 
SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 = SDP2/2;
 
width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;
 
SDColor2 = ParamColor("2 SD Color", colorCycle ); 
SDStyle2 = ParamStyle("2 SD Style");
 
Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 ); 
Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 ); 
 
// ============================ End Indicator Code ==============================================================

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AMA System by Karthikmarar for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)

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AMA System by Karthikmarar for Amibroker (AFL) kaiji about 15 years ago Amibroker (AFL)

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Indicator / Formula

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AMA System by Karthikmarar for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)