Wednesday, 4 March 2015

Amibroker (AFL) Super Trend

in this chart we can trade with two different ways
1. trade with buy sell signals
2. trade with trend line( if the price cross above the trend line and sustain the market is in buy mode . if the price cross below the trend line and sustain the market is in sell mode . )
Here is a screenshot of how the indicator looks:




_SECTION_BEGIN("SuperTrend");
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));
GfxSetBkMode(0);
GfxSetOverlayMode(1);
Clr=IIf(C>O,colorGreen,colorRed);
Plot( C, "Close", Clr, styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
SetTradeDelays(1,1,1,1);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Factor=Param("Factor",2,1,10,0.1);
Pd=Param("ATR Periods",11,1,100,1);
Up=(H+L)/2+(Factor*ATR(Pd));
Dn=(H+L)/2-(Factor*ATR(Pd));
iATR=ATR(Pd);
TrendUp=TrendDown=Null;
trend[0]=1;
changeOfTrend=0;
flag=flagh=0;

for (i = 1; i <BarCount-1; i++) {
TrendUp[i] = Null;
TrendDown[i] = Null;

trend[i]=1;
if (Close[i]>Up[i-1]) {
trend[i]=1;
if (trend[i-1] == -1) changeOfTrend = 1;

}
else if (Close[i]<Dn[i-1]) {
trend[i]=-1;
if (trend[i-1] == 1) changeOfTrend = 1;
}
else if (trend[i-1]==1) {
trend[i]=1;
changeOfTrend = 0;
}
else if (trend[i-1]==-1) {
trend[i]=-1;
changeOfTrend = 0;
}

if (trend[i]<0 && trend[i-1]>0) {
flag=1;
}
else {
flag=0;
}

if (trend[i]>0 && trend[i-1]<0) {
flagh=1;
}
else {
flagh=0;
}

if (trend[i]>0 && Dn[i]<Dn[i-1]){
Dn[i]=Dn[i-1];
}

if (trend[i]<0 && Up[i]>Up[i-1])
{ Up[i]=Up[i-1];
}

if (flag==1)
{ Up[i]=(H[i]+L[i])/2+(Factor*iATR[i]);;
}
if (flagh==1)
{ Dn[i]=(H[i]+L[i])/2-(Factor*iATR[i]);;
}
if (trend[i]==1) {
TrendUp[i]=Dn[i];
if (changeOfTrend == 1) {
TrendUp[i-1] = TrendDown[i-1];
changeOfTrend = 0;
}
}
else if (trend[i]==-1) {
TrendDown[i]=Up[i];
if (changeOfTrend == 1) {
TrendDown[i-1] = TrendUp[i-1];
changeOfTrend = 0;
}
}
}

Buy = trend==1;
Sell=trend==-1;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=Sell;
Cover=Buy;

BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);
ShortPrice=ValueWhen(Short,C);
CoverPrice=ValueWhen(Cover,C);

Title = EncodeColor(colorWhite)+ "Trending Signal " + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorYellow)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");


TrendSL=IIf(trend==1,TrendUp,TrendDown);

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

bars = i;
i = 0;
}
if(Sell[i] == 1)
{
sig = "SELL";
entry = C[i];
sl = TrendSL[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, TrendSL[BarCount-1], Ref(TrendSL, -1));
sl = ssl[BarCount-1];


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 - 98, x2, y , 7, 7 ) ;
GfxTextOut( ( "Trend Calls"),13,y-100);
GfxTextOut( (" "),27,y-100);
GfxTextOut( ("Last " + sig + " Signal came " + (BarCount-bars-1) * Interval()/60 + " mins ago"), 13, y-80) ; // The text format location
GfxTextOut( ("" + WriteIf(sig =="BUY",sig + " @ ",sig + " @") + " : " + entry + " | Price : " + C), 13, y-60);
GfxTextOut( ("Trailing SL : " + Ref(TrendSL,-1) + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"), 13, y-40);
GfxTextOut( ("Current P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2)), 13, y-22);;
}

function GetSecondNum()
{
Time = Now( 4 );
Seconds = int( Time % 100 );
Minutes = int( Time / 100 % 100 );
Hours = int( Time / 10000 % 100 );
SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
return SecondNum;
}
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo = TimeFrame - SecsLeft;

x=Param("xposn",50,0,1000,1);
y=Param("yposn",380,0,1000,1);

GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );
GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );
if ( NewPeriod )
{
GfxSelectSolidBrush( colorYellow );
GfxSelectPen( colorYellow, 2 );
}
//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );
//GfxSetBkMode(1);
GfxSelectFont( "Arial", 14, 700, False );
GfxSetTextColor( colorRed );
//GfxTextOut( "Time Left :"+SecsToGo+"", x, y );

//Generating Signals
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,L, Offset=-20);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,H, Offset=-20);

_SECTION_END();


_SECTION_BEGIN("AlertsMsg");
AlertIf( Buy, "", "Buy @ " + C ,1, 1+2+4+8 ,1);
AlertIf( Sell, "", "Sell @ " + C ,2, 1+2+4+8 ,1);
_SECTION_END();
_SECTION_BEGIN("Oz trail");
// E.M.Pottasch, Jan 2014

PersistentPath="C:\\Program Files\\AmiBroker64\\PersistentVariables\\";  // **** You need to create a directory to store the persistent variable ****

selectDate=ParamDate("Start date","08/01/2011",0);
per1=Param("Length ATR",20,1,150,1); // ATR length
fac1=Param("Chandelier Factor",2,1,10,0.1); // chandelier factor
tog1=ParamToggle("Trail value","Close|High&Low",1);
tog2=ParamToggle("Trail method","Chandelier|VSTOP",0);
trg1=ParamTrigger("Remove All Persistent Variables", "Click Here");

//persistant variables by Herman van Bergen
function PersistentVarSet( VarName, Number )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
String = NumToStr(Number);
fh = fopen( PersistentPath+VarName+".pva","w" );
if( fh )
{
fputs( String, fh );
fclose( fh );
}
return fh;
}
function PersistentVarGet( VarName )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
fh = fopen( PersistentPath+VarName+".pva","r" );
if( fh )
{
String = fgets( fh );
fclose( fh );
Number = StrToNum(String);
}
else Number = Null;
return Number;
}
function PersistentVarRemove( VarName )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
Fn=PersistentPath + VarName + ".pva";
fh=fdelete( Fn ) ;
return fh;
}
function PersistentVarRemoveAll( VarName )
{
global PersistentPath;
Fn=PersistentPath + VarName + "*.*";
fh=fdelete( Fn ) ;
return fh;
}
if(trg1)
{
    PersistentVarRemoveAll( "ss" );
    //PersistentVarRemove( "ss" );
}

sdate=StaticVarGet("sdate");
sdatep=PersistentVarGet("ss");
"selectDate: " + WriteVal(selectdate);
"sdatep: " + WriteVal(sdatep);
"sdate: " + WriteVal(sdate);

if(IsEmpty(sdatep) AND IsEmpty(sdate))
{
    StaticVarSet("sdate",selectdate);
    PersistentVarSet("ss",selectDate);
}
else if(!IsEmpty(sdatep) AND IsEmpty(sdate))
{
    StaticVarSet("sdate",selectdate);
}
else if(IsEmpty(sdatep) AND !IsEmpty(sdate))
{
    PersistentVarSet("ss",selectDate);
}
else if(sdate!=selectDate AND !IsEmpty(sdatep) AND !IsEmpty(sdate))
{
    StaticVarSet("sdate",selectdate);
    PersistentVarSet("ss",selectDate);
}

///////////// Chandelier code by E.M.Pottasch, adapted from Chuck Lebeau's code
function vstop_func(trBull,trBear,hl,per)
{
    trailArray=0;
    if(hl)
    {
        hh=H;
        ll=L;
    }
    else
    {
        hh=C;
        ll=C;   
    }
    for(i=per+1;i<BarCount;i++)
    {
        prev=trailArray[i-1];

        if (C[i]>=prev AND C[i-1]>=prev)//long continuation
        {
            trailArray[i]=Max(prev,hh[i]-trBull[i]);
        }
        else if (C[i]<=prev AND C[i-1]<=prev)//short continuation
        {
            trailArray[i]=Min(prev,ll[i]+trBear[i]);
        }
        else if (C[i]>prev AND C[i-1]<=prev)//long trigger
        {
            trailArray[i]=hh[i]-trBull[i];
        }
        else if (C[i]<prev AND C[i-1]>=prev)//short trigger
        {
            trailArray[i]=ll[i]+trBear[i];   
        }
    }
    return trailArray;
}
///////////// end Chandelier code by E.M.Pottasch, adapted from Chuck Lebeau's code
///////////// Chandelier code by Geoff Mulhall
function aChandelierCl(AtrARRAY, AtrMult) {
// Skip empty values
i = 0;
do {result[i] = Null;
    i++;
    }
while( i < BarCount AND (IsNull(O[i]) OR IsNull(H[i]) OR IsNull(L[i]) OR
IsNull(C[i]) ) );
First = i;

if (i < BarCount - 1) {
    HHC[First]    = C[First];
    LLC[First]    = C[First];

    if (C[First + 1] > HHC[First]) {
        HHC[First + 1] = C[First + 1];
        LLC[First + 1] = LLC[First];
        result[First] = C[First] - AtrMult * AtrARRAY[First];
        iTrade = "LT";
    }
    else {
        if (C[First + 1] < LLC[First]) {
            HHC[First = 1] = HHC[First];
            LLC[First + 1] = LLC[First + 1];
            result[First] = C[First] + AtrMult * AtrARRAY[First];
            iTrade = "ST";
        }
        else {
            HHC[First + 1] = C[First + 1];
            LLC[First + 1] = C[First + 1];
            result[First] = C[First] - AtrMult * AtrARRAY[First];
            iTrade = "LT";
        }
    }

    for( i = First; i < BarCount; i++ ) {
        if (iTrade == "LT") {
            if (C[i] >= result[i-1]) {        // Long Trade is continuing
                if (C[i] > C[i-1]) {
                    HHC[i] = C[i];
                }
                else {
                    HHC[i] = HHC[i-1];
                }
                result[i] = HHC[i] - AtrMult * AtrARRAY[i];
                if (result[i] < result[i-1]) {
                    result[i] = result[i-1];
                }
            }
            else {                            // Long trade Exit triggered
                iTrade = "ST";
                LLC[i] = C[i];
                result[i] = C[i] + AtrMult * AtrARRAY[i];
            }
        }
        else {                               // Short trade
            if (C[i] <= result[i-1]) {
                if (C[i] <= C[i-1]) {        // Short Trade is continuing
                    LLC[i] = C[i];
                }
                else {
                    LLC[i] = LLC[i-1];
                }
                result[i] = LLC[i] + AtrMult * AtrARRAY[i];
                if (result[i] > result[i-1]) {
                    result[i] = result[i-1];
                }
            }
            else {                           //Short Trade Exit is triggered
                iTrade = "LT";
                HHC[i]  = C[i];
                result[i] = C[i] - AtrMult * AtrARRAY[i];
            }
        }
    }
}
return result;
}
function aChandelierHL(AtrARRAY, AtrMult) {
// Skip empty values
i = 0;
do {result[i] = Null;
    i++;
    }
while( i < BarCount AND (IsNull(O[i]) OR IsNull(H[i]) OR IsNull(L[i]) OR
IsNull(C[i]) ) );
First = i;

if (i < BarCount - 1) {
    HHC[First]    = H[First];
    LLC[First]    = L[First];

    if (H[First + 1] > HHC[First]) {
        HHC[First + 1] = H[First + 1];
        LLC[First + 1] = LLC[First];
        result[First] = H[First] - AtrMult * AtrARRAY[First];
        iTrade = "LT";
    }
    else {
        if (L[First + 1] < LLC[First]) {
            HHC[First = 1] = HHC[First];
            LLC[First + 1] = LLC[First + 1];
            result[First] = L[First] + AtrMult * AtrARRAY[First];
            iTrade = "ST";
        }
        else {
            HHC[First + 1] = C[First + 1];
            LLC[First + 1] = C[First + 1];
            result[First] = H[First] - AtrMult * AtrARRAY[First];
            iTrade = "LT";
        }
    }

    for( i = First; i < BarCount; i++ ) {
        if (iTrade == "LT") {
            if (C[i] >= result[i-1]) {        // Long Trade is continuing
                if (H[i] > H[i-1]) {
                    HHC[i] = H[i];
                }
                else {
                    HHC[i] = HHC[i-1];
                }
                result[i] = HHC[i] - AtrMult * AtrARRAY[i];
                if (result[i] < result[i-1]) {
                    result[i] = result[i-1];
                }
            }
            else {                            // Long trade Exit triggered
                iTrade = "ST";
                LLC[i] = L[i];
                result[i] = L[i] + AtrMult * AtrARRAY[i];
            }
        }
        else {                               // Short trade
            if (C[i] <= result[i-1]) {
                if (L[i] <= L[i-1]) {        // Short Trade is continuing
                    LLC[i] = L[i];
                }
                else {
                    LLC[i] = LLC[i-1];
                }
                result[i] = LLC[i] + AtrMult * AtrARRAY[i];
                if (result[i] > result[i-1]) {
                    result[i] = result[i-1];
                }
            }
            else {                           //Short Trade Exit is triggered
                iTrade = "LT";
                HHC[i]  = H[i];
                result[i] = H[i] - AtrMult * AtrARRAY[i];
            }
        }
    }
}
return result;
}
///////////// end Chandelier code by Geoff Mulhall

if(!tog2)
{
    if(tog1) trailArray=aChandelierHL(ATR(per1),fac1);
    else trailArray=aChandelierCl(ATR(per1),fac1);
}
else
{
    trBull=fac1*ATR(per1);
    trBear=fac1*ATR(per1);
    trailArray=vstop_func(trBull,trBear,tog1,per1);trailarray=IIf(trailarray==0,Null,trailarray);
}

tt=IIf(DateNum()>=sdatep,1,0);
trailArray=IIf(tt,trailArray,Null);

Plot(IIf(trailArray>C,trailArray,Null),"\ntrailShort",ParamColor("ColorTrailShort",ColorRGB(255,0,0)),styleStaircase);
Plot(IIf(trailArray<C,trailArray,Null),"\ntrailLong",ParamColor("ColorTrailLong",ColorRGB(0,255,0)),styleStaircase);
Plot(TSF(Low,100),"",colorWhite,styleThick);
_SECTION_END();

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