i need Blazing System for Amibroker (AFL)

gunavadhi

Well-Known Member
#2
minPrice = 5; //change as needed
minVol = 50000; //change as needed

O1 = Ref(O,-1);O20 = Ref(O,-20);O3 = Ref(O,-3);
H1 = Ref(H,-1);H20 = Ref(H,-20);H3 = Ref(H,-3);
L1 = Ref(L,-1);L20 = Ref(L,-20);L3 = Ref(L,-3);
C1 = Ref(C,-1);C20 = Ref(C,-20);C3 = Ref(C,-3);

VolAvg = MA( V, 14 );
VolumeIdx = V / VolAvg;
AvgRange = Sum( abs(O-C),15 )/15;

HV = 100* StDev(log(C/Ref(C,-1)),100)*sqrt(252);
VolSP = MA(V*C,65);

xvolFilter = 3/1000;

reqs = MA(C * V,20) > (volSP*xvolFilter);

/* Condition 1 */
PC1=EMA(C,7)>EMA(C,21);

/* Condition 2 */
PC2=(C>EMA(C,7))AND (C>EMA(C,21));

/* Slope Condition */
SL=LinRegSlope(EMA(C,21),5);

/* Blaze Condition */
Blaze = (SL>=0);

/* RSI Condition */
A7= RSI(2);
PC3= A7>50;

/* ADX Condition */
A8= ADX(10);
PC4= A8 > 20;

/* ROC Condition */
A9=(ROC(C,2));
PC5= A9 > 1;

/* HV Condition */
PC6= HV>100;

/* Filter */
Filter = PC1 AND PC2 AND Blaze AND PC3 AND PC4 AND PC5 AND PC6 AND (C>minPrice) AND (V>minVol);

/* Exploration Columns for Sorting */
AddColumn(IIf(Blaze , 83,01 ),"Slope is UP ",formatChar, colorGreen);
AddColumn( A7,"RSI(2)");
AddColumn( A8,"ADX(10)");
AddColumn( A9,"ROC5");
AddColumn( HV,"HV");
 

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