Friday, 27 February 2015
Long Setups Exploration AFL for Amibroker
w = Param("Empty Watchlist First? Yes = 1, No = 2" , 2, 1, 2, 1);
w1 = Param("Autofill Watchlist? Yes = 1, No = 2" , 1, 1, 2, 1);
x = Param ( "Add Results to an Existing Watchlist? Yes = 1, No = 2" , 2 , 1 , 2 , 1 ) ;
y = Param("Set Watchlist Number", 16, 2, 60, 1);
Clear = IIf(w ==1, x==2, 0); if( LastValue(Clear) ) {CategoryRemoveSymbol("", categoryWatchlist, y); }
TCH = Param("High close value ", 150, 5, 300, 0.5);
TCL = Param("Low close value " , 5, 1, 10, 0.25);
AVP = Param("Period for Avg Vol " , 21, 10, 240, 1);
SV = Param("Stock minimum Avg Vol " , 125000, 50000, 1000000, 5000);
My_Conditions = Close >= tcl AND Close <= tch AND MA( Volume, avp ) > sv ;
Setup = Param("********** Run As Check for 1-2-3 Setup (1) or Day 4 Entry (2) ************ ", 1, 1, 2, 1);
AP = 14;
A = Param("Filter by ADX above " , 30, 0, 60, 1) ;
CL = Param(" Close below yesterday's High? Yes = 1, No=2" ,2,1,2,1);
CU = Param("Close above Open Required? Yes = 1, No = 2" , 2,1,2,1);
z1 = Param("PDI > MDI Required Yes = 1, No = 2", 1,1,2,1);
PH1 = Param(" Short Highest High Period", 5, 2, 21, 1);
PH2 = Param(" Long Highest High Period" , 21, 5, 65,1);
z2 = Param("Optional: HHV(H) of short period > HHV(H) of prior long period required? Yes = 1, No =2", 2,1,2,1);
My_Other_Conditions =
ADX() >= A
AND IIf( CL==1, C <= Ref(H,-1), C=C)
AND IIf( CU==1, C>O, C=C)
AND UT = IIf(z1==1, PDI()>MDI(), C=C)
AND HH = IIf(z2==1, HHV(H,PH1) >= Ref(HHV(H,PH1),-PH2) , C=C)
;
Long123 =
(
( Ref(L,-2)<Ref(L,-3) AND Ref(L,-1)<Ref(L,-2) AND L <Ref(L,-1) ) OR
( ( Ref(H,-2) <= Ref(H,-3) AND Ref(L,-2) ) <= Ref(L,-3) AND Ref(L,-1)<Ref(L,-2) AND L < Ref(L,-1) ) OR
( Ref(L,-2) < Ref(L,-3) AND ( Ref(H,-1) <= Ref(H,-2) AND Ref(L,-1) <= Ref(L,-2) ) AND L < Ref(L,-1) ) OR
( Ref(L,-2)< Ref(L,-3) AND Ref(L,-1)< Ref(L,-2) AND ( H <= Ref(H,-1) AND L <= Ref(L,-1) ) )
)
;
TE = Param("Recommended entry, Trade above high by __" , 0.05 , 0.01, 0.75, 0.005);
Entry_Day4 = C > Ref(H,-1) + TE ;
Filter = IIf(setup == 1, (Long123 AND My_Other_Conditions AND My_Conditions) , ( Ref( Long123 ,-1) AND ( My_Other_Conditions AND My_Conditions AND Entry_Day4) ) );
Buy = Filter;
autoFILL = IIf( w1==1, Filter,0 ) ;
Add = IIf( x==1, Filter , 0 ) ;
if( LastValue( Add OR autoFill ) )
{ CategoryAddSymbol( "", categoryWatchlist, y ); }
MAP = Param("For Output Info: Close above the SMA of " , 9, 1, 55) ;
TD = Param("Rec Entry and Stop based on Today (1), Yesterday (2) ", 1, 1, 2, 1);
RecEnt = IIf( TD==1, H+TE, Ref(H,-1) +TE);
PStop = IIf( TD==1, L, Ref(L,-1) );
AddColumn(C, "Last ",2.2, colorWhite,colorBlue);
AddColumn(H, "High", 2.2, colorGreen );
AddColumn(RecEnt, "Recommend Entry",2.2,colorDarkRed,colorLightGrey );
AddColumn(PStop, "Proctective Stop ~ ", 2.2, colorWhite, colorPlum);
AddColumn(IIf(TD ==1, HHV(H,3), Ref(HHV(H,3),-1) ) , "BO > HHV(H, 3)", 2.2, colorYellow, colorBlue);
AddColumn(ADX(AP), "ADX ",2.1,colorBlue,colorYellow );
AddColumn(V, "Today's Volume ", 8.0, colorWhite,colorGreen );
AddColumn((V/Ref(MA(V,21),-1)*100),"% Of Avg Vol", 2.2,colorGreen, colorGold );
AddColumn(Ref(MA(V,21),-1), "21 D AVG VOL",1.0, colorWhite, colorDarkGrey);
AddColumn(O,"Open ", 2.2,colorYellow, colorBlue );
AddColumn( H-L, "Today's Range", 2.2, colorWhite, colorBlue);
AddColumn(MA(C,MAP),WriteVal(MAP,2.0)+" d SMA",2.2,colorWhite,colorBlue);
AddColumn(ATR(5), "ATR(5)", 2.2, colorWhite,colorGreen );
AddColumn(ADX(AP), "ADX ",2.1,colorBlue, colorLightGrey);
AddColumn(RSI(), "RSI", 2.2, colorGreen,colorYellow);
AddTextColumn(Name(), "NAME", 5.0, colorYellow, colorBlue );
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