Sunday, 14 September 2014

A Nice formula for Amibroker (AFL)

A Nice formula for Amibroker (AFL)





_SECTION_BEGIN("MA Diff");
T=26;
KMA=((C-MA(C,T))/MA(C,T))*100;
Graph0=KMA;
Graph0Style=2+4;
Graph0BarColor=IIf(KMA>0,5,4);
GraphXSpace=5;

_SECTION_END();

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();

//------------------------------------------------------------------------------

_SECTION_BEGIN("ZIG-ZAG");
P = ParamField( "Price field" );
change = Param("% change",5,0.1,25,0.1);
_SECTION_END();

_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
_SECTION_END();

_SECTION_BEGIN("MACD Exploration");
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );
Z=Param("zig",1,0,10,0.1);


Cond1 = Cross(MACD(r1,r2),Signal(r1,r2,r3));

Cond3 = Zig(C,z)>Ref(Zig(C,z),-4);
Buy = Cond1 AND Cond3;

Cond4 = Cross(Signal(r1,r2,r3),MACD(r1,r2));

Cond6 = Zig(C,z)<Ref(Zig(C,z),-4);
Sell = Cond4 AND Cond6;
Trigger = WriteIf(Buy, "Buy", "") + WriteIf(Sell, "Sell", "");

_N(Title = StrFormat("{{NAME}} {{DATE}} {{INTERVAL}}: O=%1.2f, H=%1.2f, L=%1.2f, C=%1.2f, V=%1.0f\n{{VALUES}}", O, H, L, C, V));

BG = IIf(Buy, colorPaleGreen, IIf(Sell, colorRose, colorDefault));
FG = IIf(Buy, colorDarkGreen, IIf(Sell, colorDarkRed, colorDefault));

if(Status("action") == actionIndicator)
{
Plot(C, "", colorGrey50, styleBar);
//PlotShapes(IIf(Buy, shapeCircle, shapeNone),colorBlue, 0,L, Offset=-60);
//PlotShapes(IIf(Sell, shapeCircle, shapeNone),colorBlue, 0,H, Offset=-30);

}

//------------------------------------------------------------------------------------------------
if(Status("action") == actionExplore)

Filter = Buy OR Sell;
SetOption("NoDefaultColumns", True);

AddTextColumn(Name(), "Symbol", 77, FG, BG, 120);
AddColumn(DateTime(), "Date", formatDateTime, FG, BG, 100);
AddColumn(TimeNum() ,"Time",1);
AddColumn( C, "Close", 1.3 );
AddColumn( H, "High", 1.3 );
AddColumn(V, "Volume");
AddColumn(Ref(V,-1),"P-Vol");
AddColumn(V/Ref(V,-1)*100,"Increase in Vol");
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );

shape = Buy * shapeHollowUpTriangle + Sell * shapeHollowDownTriangle;

PlotShapes( shape, IIf( Buy, colorBlue, colorBlue ), 0, IIf( Buy, Low, High ) );

GraphXSpace = 7;

GraphXSpace = 7;
_SECTION_END();

_SECTION_BEGIN("EMA3");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
_SECTION_END();


_SECTION_BEGIN("Background text");
C13=Param("fonts",20,10,30,1 );
C14=Param("left-right",2.1,1.0,5.0,0.1 );
C15=Param("up-down",12,1,20,1 );
Miny = Status("axisminy");
Maxy = Status("axismaxy");
lvb = Status("lastvisiblebar");
fvb = Status("firstvisiblebar");
pxwidth = Status("pxwidth");
pxheight = Status("pxheight");
GfxSetBkMode(transparent=1);
GfxSetOverlayMode(1);
GfxSelectFont("Tahoma", Status("pxheight")/C13 );
GfxSetTextAlign( 6 );
GfxSetTextColor( ColorRGB (217,217,213));
GfxTextOut( Name(), Status("pxwidth")/C14, Status("pxheight")/C15 );
GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
GfxSetTextColor( ColorRGB (103,103,103));
GfxSelectFont("Tahoma", Status("pxheight")/C13*0.5 );
GfxSetTextColor( ColorRGB (103,103,103));
GfxTextOut( "", Status("pxwidth")/C14, Status("pxheight")/C15*4 );
GfxSelectFont("", 10, 500, False, False, 0);

_SECTION_BEGIN("Trading");

SetChartBkColor(ParamColor("BackGround Color", colorLightGrey));
pShowtradeLines = ParamToggle("Show Trade Lines", "No|Yes", 1);
pShowMarkers = ParamToggle("Show Markers", "No|Yes", 1);
synch=ParamToggle("Synchronize buy/short with foreign index", "No|Yes", 1);
Volmin=Param("Volume minimum",5000,0,10000000,50);
Volmax=Param("Volume maximum",1000000,0,10000000,50);
priceRL=Param("Price Range Min",150,1,20000,1);
priceRH=Param("Price Range Max",3000,1,20000,1);
PercChangemin=Param("Percentage Change Min set", -25, -100, 100, 0.1);
PercChangemax=Param("Percentage Change Max set", 25, -100, 100, 0.1);
PerctakeProfit=Param("Take Profit Percent Set",0.6,0.3,30,0.1);
PercStoploss=Param("StopLoss Percent Set",0.25,0.2,5,0.1);

PlotOHLC(Open,High,Low,Close,"",colorWhite,styleCandle);
Bars  = 0;
xpdh  = 90;

{
Plot_Range = (TimeNum() >= 85500 AND TimeNum()<= 153500) AND (DateNum()==LastValue(DateNum()));
FH_Range   = (TimeNum() >= 085500 AND TimeNum()<= 093000) AND (DateNum()==LastValue(DateNum()));

FH_Prices  = High * FH_Range;
FH_Marker  = BarsSince(FH_Range>0);

Num_Bars   = 36000 / Interval(1);

TimeFrameSet(inDaily);
TOP_        = Open;
PDH_        = Ref(High,-1);
PDL_        = Ref(Low,-1);
PDO_        = Ref(Open,-1);
PDC_        = Ref(Close,-1);
PDM_        = (PDH_+PDL_)/2;
TimeFrameRestore();

isAll = True;
isRth =  TimeNum() >= 085400 AND TimeNum() <= 093000;
isdRth =  TimeNum() >= 085400 AND TimeNum() <= 160000;

aRthL = IIf(isRth, L, 1000000);
aRthH = IIf(isdRth, H, Null);
aRthLd = IIf(isdRth, L, 1000000);

TOP         = TimeFrameExpand(TOP_,inDaily,expandFirst);
PDH         = TimeFrameExpand(PDH_,inDaily,expandFirst);
PDL         = TimeFrameExpand(PDL_,inDaily,expandFirst);
PDO         = TimeFrameExpand(PDO_,inDaily,expandFirst);
PDC         = TimeFrameExpand(PDC_,inDaily,expandFirst);
PDM         = TimeFrameExpand(PDM_,inDaily,expandFirst);
FHH        = Ref(HHV(High*FH_Range,Num_Bars),-FH_Marker);
FHL = TimeFrameCompress( aRthL, inDaily, compressLow );
FHL = TimeFrameExpand( FHL, inDaily, expandFirst );
DayH = TimeFrameCompress( aRthH, inDaily, compressHigh );
DayH = TimeFrameExpand( DayH, inDaily, expandFirst );
DayL = TimeFrameCompress( aRthLd, inDaily, compressLow );
DayL = TimeFrameExpand( DayL, inDaily, expandFirst );


FC1=((PDH-PDL)*0.433);
FC2=((PDH-PDL)*0.7666);
FC3=((PDH-PDL)*1.355);
FC4=(FHH-FHL);

A=IIf((FC4<=FC1+PDH*0.005),FC1,0);
B=IIf((FC4<=FC2+PDH*0.005 AND FC4>FC1+PDH*0.005),FC2,0);
Cl=IIf((FC4<=FC3 AND FC4>FC2+PDH*0.005),FC3,0);
AF=(A+B+Cl);


_SECTION_BEGIN ("foreign Index bar graph");
Vr=ParamList("Index",List = "DSEX,^NSEBANK,^CNXIT,^NSMIDCP,RELIANCE.NS,SBIN.NS",0);
SetForeign(Vr);
HaC =(O+H+L+C)/4;
HaO = AMA( Ref( HaC, -1 ), 0.5 );
HaH = Max( H, Max( HaC, HaO) );
HaL = Min( L, Min( HaC, HaO) );
BG3=HHV(LLV(HaL,4)+ATR(4),8);
BR3=LLV(HHV(HaH ,4)-ATR(4),8);
co = IIf(Hac>BG3 ,colorBrightGreen,IIf(Hac < BR3,colorRed,colorGrey50));
Plot(4, "", Co,styleArea+styleOwnScale | styleNoLabel, -1, 100);
RestorePriceArrays();
_SECTION_END();

BuyPrice=(DayL+AF);
BuyTP1=(BuyPrice+(BuyPrice*(PerctakeProfit/100)));
BuyTP2=(C>=BuyTP1);
SellPrice=(DayH-AF);
SellTP1=(SellPrice-(SellPrice*(PerctakeProfit/100)));
SellTP2=(C<=SellTP1);
percchange=(((C-TOP)/TOP)*100);
Vol=(V>=Volmin AND V<=Volmax);
Percentage=(percchange>=PercChangemin AND percchange<=PercChangemax);
prc=(C>=priceRL AND C<=priceRH);
BuyStop1=(BuyPrice-(BuyPrice*(PercStoploss/100)));
BuyStop2=IIf((BuyStop1<=SellPrice) AND SellPrice<=BuyPrice,SellPrice,BuyStop1);
SellStop1=(SellPrice+(SellPrice*(PercStoploss/100)));
SellStop2=IIf((SellStop1>=BuyPrice) AND SellPrice<=BuyPrice, BuyPrice,SellStop1);

BuyStop=IIf((Buy AND NOT BuyTP2),BuyStop2,Null);
BuyTP=IIf(Buy AND NOT BuyStop,BuyTP2,Null);

Bars       = BarsSince(TimeNum() >= 85400 AND TimeNum() < 092900);
x0         = BarCount-LastValue(Bars);
x1         = BarCount-1;
TOP_Line   = LineArray(x0,LastValue(TOP),x1,LastValue(TOP),0);
PDH_Line   = LineArray(x0,LastValue(PDH),x1,LastValue(PDH),0);
PDL_Line   = LineArray(x0,LastValue(PDL),x1,LastValue(PDL),0);
PDC_Line   = LineArray(x0,LastValue(PDC),x1,LastValue(PDC),0);
PDM_Line   = LineArray(x0,LastValue(PDM),x1,LastValue(PDM),0);
FHH_Line   = LineArray(x0,LastValue(FHH),x1,LastValue(FHH),0);
FHL_Line   = LineArray(x0,LastValue(FHL),x1,LastValue(FHL),0);
BuyPriceline=LineArray(x0,LastValue(BuyPrice),x1,LastValue(BuyPrice),0);
BuyStopline=LineArray(x0,LastValue(BuyStop2),x1,LastValue(BuyStop2),0);
BuyTPline=LineArray(x0,LastValue(BuyTP1),x1,LastValue(BuyTP1),0);
SellPriceline=LineArray(x0,LastValue(SellPrice),x1,LastValue(SellPrice),0);
SellStopline=LineArray(x0,LastValue(SellStop2),x1,LastValue(SellStop2),0);
SellTPline=LineArray(x0,LastValue(SellTP1),x1,LastValue(SellTP1),0);
DayHline=LineArray(x0,LastValue(DayH),x1,LastValue(DayH),0);
DayLline=LineArray(x0,LastValue(DayL),x1,LastValue(DayL),0);


Plot(IIf(pShowtradeLines,BuyStopline,Null),"BuyStop",colorBrightGreen,styleDots|styleNoRescale| styleNoLine);
Plot(IIf(pShowtradeLines,SellPriceline,Null),"Short Here",colorRed,styleDots|styleNoRescale);
//PlotShapes(IIf(pShowMarkers AND Buy, shapeHollowUpArrow, Null), colorDarkGreen, 0,L,Offset=-30);

if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorWhite)+ "Trading System" + " - " +  Name() + " - " + EncodeColor(colorYellow)+ Interval(2) + EncodeColor(colorYellow) +
 "  - " + Date() +" - "+ EncodeColor(colorYellow) + "-Open="+WriteVal(O,1) + EncodeColor(colorYellow) + "- High= "+ WriteVal(H,1)+ EncodeColor(colorYellow) + "- Low= "+ WriteVal(L,1)+ EncodeColor(colorYellow) + "- Close= "+ WriteVal(C,1)+ EncodeColor(colorYellow) + "- Vol= "+ WriteVal(V,1)+("\n")
 +WriteIf(Percchange, " % Change =  "+(Percchange)+"  ","")+" Previous DayHigh="+WriteVal(PDH,1)+", Previous DayLow="+WriteVal(PDL,1)+", Today High="+WriteVal(DayH,1)+", Todays Low="+WriteVal(DayL,1)+
WriteIf(Hac>BG3,EncodeColor(colorBrightGreen)+"+Up",
WriteIf(Hac<BR3,EncodeColor(colorRed)+"-Down",EncodeColor(colorLightYellow)+"< Flat >")));

GfxSetOverlayMode( mode = 0 );
GfxSelectPen( colorLightBlue, 3 );
GfxSelectSolidBrush( colorLightYellow );
GfxRoundRect( 20, 55, 180, 175, 15, 15 );
GfxSetBkMode(1);
GfxSelectFont( "Arial", 10, 700, False );
GfxSetTextColor( colorBrown );
GfxSetTextAlign(0);
GfxTextOut( WriteIf(SellPrice, "TRP level:  "+(SellPrice),""), 30, 60);
GfxTextOut( WriteIf(BuyPrice, "Buy Above:  "+(BuyPrice),""), 30, 75);
GfxTextOut( WriteIf(BuyStop2, "Long SL:  "+(BuyStop2),""), 30, 90);
GfxTextOut( WriteIf(BuyTP1 , "Long Target 1:  "+(BuyTP1),""), 30, 105);
GfxTextOut( WriteIf(SellPrice, "Sell Below:  "+(SellPrice),""), 30, 120);
GfxTextOut( WriteIf(SellStop2, "Short SL:  "+(SellStop2),""), 30, 135);
GfxTextOut( WriteIf(SellTP1, "Short Target:  "+(SellTP1),""), 30, 150);

AddColumn(V,"Volume",1.0);
AddColumn(Percchange,"Change %",1.2);
AddColumn(BuyPrice,"Buy at",1.2);
AddColumn(BuyStop,"Buy Stop at",1.2);
AddColumn(BuyTP1,"Buy Profit at",1.2);
AddColumn(SellPrice,"Short at",1.2);
AddColumn(SellTP1,"Short profit at",1.2);

}

_SECTION_END();

_SECTION_BEGIN("short signal");  
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 ) );
BG2=HHV(LLV(Low,4)+ATR(4),8);
BR2=LLV(HHV(High,4)-ATR(4),8);
SetBarFillColor( IIf(O <C, colorSeaGreen,colorOrange) );
k =  Optimize("K",Param("K",1.75,1,5,0.25),1,5,0.25);
Per= Optimize("atr",Param("atr",10,3,30,1),3,30,1);
j=HaClose;
nm= (H-L);
rfsctor = WMA(nm, PER);
revers = K * 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];
   }
  }
 }
}

Plot(NW, "", IIf(Trend == 1, 6, 4), 4);

Buy=Cross(j,nw);
Short=Cross(nw,j);
Sell=Cross(nw,j);
Cover=Cross(j,nw);
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
//dist = 1.5*ATR(15);
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "Buy@" + O[ i ], i, L[ i ]-Trend[i], colorDarkBlue, colorYellow );
if( Sell[i] ) PlotText( "Sell@" +H[ i ], i-4, L[ i ]+Trend[i], colorRed, colorYellow );
}

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,halow,-30);
PlotShapes(IIf(Sell, shapeHollowDownTriangle, shapeNone),colorWhite, 0,hahigh,-15);
PlotShapes(IIf(Cover, shapeHollowUpTriangle, shapeNone),colorWhite, 0,halow,-15);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,hahigh,-30);
//-----------end--------------

_SECTION_BEGIN("Signal Panel");

no=10;
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
s5d=IIf(avn==1,sup,res);

showsl = ParamToggle("Stop Loss Line", "Show|Hide", 0);
if (showsl == 1)
{Plot(s5d,"Stop Loss",colorCustom14,styleDots);}

exitlong = Cross(s5d, H);
PlotShapes(exitlong * shapeNone, colorBlack,0,H,-10);
exitshort = Cross(L, s5d);
PlotShapes(exitshort * shapeNone, colorBlack,0,L,-15);

Buy = exitshort;
Sell = exitlong;
//Short = Sell;
//Cover = Buy;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
//Short = ExRem(Short, Cover);
//Cover = ExRem(Cover, Short);
AlertIf( Buy, "", "BUY @ " + O, 1 );
AlertIf( Sell, "", "SELL @ " + O, 2 );

for(i=BarCount-1;i>1;i--)
{
if(Buy[i] == 1)
{
entry = O[i];
sig = "BUY";
sl = s5d[i];
tar1 = entry + (entry * .0050);
tar2 = entry + (entry * .0092);
tar3 = entry + (entry * .0179);

bars = i;
i = 0;
}
if(Sell[i] == 1)
{
sig = "SELL";
entry = O[i];
sl = s5d[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, s5d[BarCount-1], Ref(s5d, -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+1,entry,Null,colorBlue);
PlotText("T1@"+tar1,BarCount+3,tar1,Null,Clr);PlotText("T2@"+tar2,BarCount+3,tar2,Null,Clr);PlotText ("T3@"+tar3,BarCount+3,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 - 163, x2, y , 7, 7 ) ;
GfxTextOut( ( "Signal Panel"),100,y-165);
GfxTextOut( (" "),27,y-160);
GfxTextOut( ("Last " + sig + " Signal came " + (BarCount-bars-1) * Interval()/60 + " mins ago"), 13, y-140) ; // The text format location
GfxTextOut( ("" + WriteIf(sig =="BUY",sig + " @ ",sig + " @") + " : " + entry), 13, y-120);
GfxTextOut( ("Trailing SL : " + sl + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"), 13, y-100);
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)), 70, y-22);;

}
_SECTION_END();
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