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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