AFL Required urgently

rvlv

Active Member
#3
Hi

the chart uses price,bbands.chart on top uses 30minute timeframe.
there are moving averages.
pivots(support resistances )are plotted as dots.
the bottom pane may be macd histogram

one more thing
the system uses alligator
Alligator uses 3 moving averages each displaced by an number
here is a code
this uses wilders moving averages


//Allegator
//TODO:
//1. Remember F, AO, AC and Zone Add Ons signals and hits
//2. Integrate squat bars with exit signals somehow.
//3. five magic bullets - for taking profit

//Alligator lines
//---------------

//The Blue balance line is where the price would be on this time frame if there were no new incoming information,
//in other words, the market only moves when there is Chaos present.
AlligatorBlue=Ref(Wilders(Avg,13),-8);
Plot(AlligatorBlue, "Jaw", colorDarkBlue, styleLine | styleThick);
AlligatorRed=Ref(Wilders(Avg,8),-5);
Plot(AlligatorRed, "Teeth", colorRed, styleLine | styleThick);
AlligatorGreen=Ref(Wilders(Avg,5),-3);
Plot(AlligatorGreen, "Leeps", colorGreen, styleLine | styleThick);

//The PURPLE line is a 5 bar SIMPLE moving average of the bar’s CLOSE offset 3 bars into the future
PurpleLine = MA(Ref(C,-3),5);
if( ParamToggle("Show Purple Line", "No|Yes", 0))
{ Plot(PurpleLine , "Purple", colorViolet, styleLine | styleThick);
}

//AO
//---------------
AO = MA( Avg,5) - MA( Avg , 34);

AOUpBar = AO > Ref(AO, -1);
AODownBar = AO < Ref(AO, -1);

//AC
//---------------
MAAvg34=MA( Avg , 34);
MAAvg5 = MA( Avg,5);
MADiff = MAAvg5 - MAAvg34;
AC = MA(MADiff - MA(MADiff, 5), 5);

ACUpBar = AC > Ref(AC, -1);

ACDownBar = AC < Ref(AC, -1);

//Squat Bar
//---------
//Squat bars are a battle of the bulls and the bears, with lots of buying and selling but little price movement.
//A squat bar will be one of the top three OR bottom three bars 85% of the time at the end of a trend.
//While all trends end with a squat, all squats are NOT the end of a trend.
MarketFacilitionIndex =(H-L)/V;
SquatBar = MarketFacilitionIndex < Ref(MarketFacilitionIndex, -1) AND Volume > Ref(Volume, -1);
ShowSquatBars = ParamToggle("Show Squat Bars", "No|Yes", 1);

//Price Bar
//---------
GreenBar = AOUpBar AND ACUpBar;
RedBar = AODownBar AND ACDownBar;
PriceBarColor = IIf(GreenBar, colorBrightGreen , IIf(RedBar, colorRed, colorGrey40));
PriceBarColor = IIf(ShowSquatBars AND SquatBar, colorBlue, PriceBarColor);

Plot( C, "Close", PriceBarColor , styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )
{
ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}

//Fractal up
//----------
fUp = (Ref(H,-2) > Ref(H, -4)) AND
(Ref(H,-2) > Ref(H, -3)) AND
(Ref(H,-2) > Ref(H, -1)) AND
(Ref(H,-2) > H);
var1=ValueWhen(fUp ,Ref(H,-2) ,1);
FractalUp=HighestSince(var1 > 0, var1, 1);
Plot(FractalUp, "F+",colorLime , styleLine | styleDots);

FUpBuyPrice = FractalUp + 0.01;
FUpHit = FUpBuyPrice <= H AND FUpBuyPrice >= L;
FUpSignalOn = Flip(Ref(FractalUp,-1) != FractalUp, FUpHit);

//Looks into the future. This is done only to display Fractal arrow at the right bar.
//The calculation of the fractal up is done without looking into the future.
PlotShapes(IIf(Ref(FractalUp,2) != Ref(FractalUp,1), shapeSmallUpTriangle, shapeNone), colorGreen,0,Ref(FractalUp,2), 10);

//Fractal Down
//------------
var2=
(Ref(L,-2) <= Ref(L, -1)) AND
(Ref(L,-2) <= Ref(L, 0)) AND
(Ref(L,-2) <= Ref(L, -3)) AND
(Ref(L,-2) <= Ref(L, -4));
FractalDown=ValueWhen(var2, Ref(L,-2), 1);

FDownSellPrice= FractalDown+ 0.01;
FDownHit = FDownSellPrice <= H AND FDownSellPrice >= L;
FDownSignalOn = Flip(Ref(FractalDown,-1) != FractalDown, FDownHit );

Plot(FractalDown, "F-", colorGrey40, styleLine | styleDots);
//Looks into the future. This is done only to display Fractal arrow at the right bar.
//The calculation of the fractal up is done without looking into the future.
PlotShapes(IIf(Ref(FractalDown,2) != Ref(FractalDown,1), shapeSmallDownTriangle, shapeNone), colorRed,0,Ref(FractalDown,2), 10);



//Exits
//-----
Bar5LongExit = Ref(GreenBar, -4) AND Ref(GreenBar, -3) AND Ref(GreenBar, -2) AND Ref(GreenBar, -1) AND GreenBar;
Bar5ShortExit = Ref(RedBar, -4) AND Ref(RedBar, -3) AND Ref(RedBar, -2) AND Ref(RedBar, -1) AND RedBar;

Bar5LongPrice = LowestSince(Bar5LongExit, L) - 0.01;
Bar5LongHit = L <= Ref(Bar5LongPrice, -1);
Bar5LongOn = Flip(Bar5LongExit, Bar5LongHit);

Bar5ShortPrice = LowestSince(Bar5ShortExit, H) + 0.01;
Bar5ShortHit = H >= Ref(Bar5ShortPrice, -1);
Bar5ShortOn = Flip(Bar5ShortExit, Bar5ShortHit);

GreenLineLongExit = Cross(AlligatorGreen, C);
RedLineLongExit = Cross(AlligatorRed, C);
GreenLineShortExit = Cross(AlligatorGreen, C);
RedLineShortExit = Cross(AlligatorRed, C);

//Zones (Add-Ons)
//---------------
//"Add-On" Buy (Sell):
//(1) The Momentum is still going up (down).
//(2) The Accelerator is moving up (down).
//(3) The Price is closing higher (lower).
//It is rare to continue to get over six to eight bars of the same color - No add ons after 5 consecutive bars.

AddOnBuy = Ref(GreenBar,-1) AND GreenBar AND C > Ref(C,-1) AND NOT Bar5LongExit;
AddOnSell = Ref(RedBar,-1) AND RedBar AND C < Ref(C,-1) AND NOT Bar5ShortExit;

//Balance Lines
//-------------
//1. If we are going toward the Balance Line, we place our Signal at base + two higher highs (lower lows).
//2. If we are going away from the Balance Line, we use base + one higher High (lower Low).
//3. If the current bar is red (green) and we are above the blue (Green) Balance Line AND looking for Buy (sell)signals
// we double the number of lower low (higher high) bars needed.
//4. Base Bar is the Lowest High (Highest Low) in buy (sell). Signal Bar is the bar before the base bar.
//5. Buy (Sell) stop is defined as the High (Low) + 1 tick of the Signal Bar.
//6. As long as the Signal bar itself is above the Balance Line, we act as if the entire formation were above the Balance Line.
//7. The buy (sell) stop stays in place unless
// (a) it is triggered
// OR
// (b) another bar with a lower High (Higher Low) is formed, creating a different base bar.
//8. You do not sell above the Alligator's mouth and you do not buy below the Alligator's mouth.

AboveAll = L > AlligatorRed AND L > AlligatorBLue AND L > AlligatorGreen;
BelowAll = H < AlligatorRed AND H < AlligatorBLue AND H < AlligatorGreen;

//Buys. Only above balance lines for now
LowerHigh = Ref(H, -1) > H;
//Double the number of LowerHighs Required on RedBar
BuySignalRef = IIf(RedBar, 2, 1);
//"BuySignalRef =" +WriteVal(BuySignalRef );
//1 or 2 lower highs above balance line
BLBuyCondition = Ref(AboveAll,-BuySignalRef) AND LowerHigh AND IIf(RedBar, Ref(LowerHigh,-1) , True);
//"BLBuyCondition =" +WriteVal(BLBuyCondition );
//Update price if new buy signal is on, otherwise use previous price:

BLBuyPrice = LowestSince(BLBuyCondition, Ref(H,-BuySignalRef)+0.01, 1);
//"Buy Hit="+WriteVal(H > Ref(BLBuyPrice,-1)) +" at"+WriteVal(Ref(BLBuyPrice,-1));

//Keep buy signal on until it is hit or marked is below all balance lines:
BLBuySignal = Flip(BLBuyCondition , ((NOT BLBuyCondition) AND H >= Ref(BLBuyPrice,-1)) OR BelowAll);
//"BLBuySignal "+WriteVal(BLBuySignal)+" BLBuyPrice="+WriteVal(BLBuyPrice);
BLBuyHit = Ref(BLBuySignal, -1) AND (NOT BLBuyCondition) AND H >= Ref(BLBuyPrice,-1);

//Note that if new buy signal is after a still valid older signal, we choose the lowest from both of them
BLBuyPrice = IIf(Ref(BLBuySignal,-1), Min(BLBuyPrice, Ref(BLBuyPrice,-1)), BLBuyPrice);


//Sells. Only below balance lines for now

HigherLow = Ref(L, -1) < L;
//Double the number of LowerHighs Required on GreenBar
SellSignalRef = IIf(GreenBar, 2, 1);
//"SellSignalRef =" +WriteVal(SellSignalRef );
//1 or 2 higher lows above balance line
BLSellCondition = Ref(BelowAll, -SellSignalRef) AND HigherLow AND IIf(GreenBar, Ref(HigherLow,-1) , True);
//"BLSellCondition =" +WriteVal(BLSellCondition);
//Update price if new sell signal is on, otherwise use previous price:
BLSellPrice = HighestSince(BLSellCondition , Ref(L,-SellSignalRef)-0.01, 1);

//"Sell Hit="+WriteVal((NOT BLSellCondition) AND L < Ref(BLSellPrice,-1)) +" at"+WriteVal(Ref(BLSellPrice,-1));
//Keep buy signal on until it is hit or market is above all balance lines
BLSellSignal = Flip(BLSellCondition, ((NOT BLSellCondition) AND L <= Ref(BLSellPrice,-1)) OR AboveAll);
//"BLSellSignal"+WriteVal(BLSellSignal)+" BLSellPrice="+WriteVal(BLSellPrice);
BLSellHit = Ref(BLSellSignal, -1) AND (NOT BLSellCondition) AND L <= Ref(BLSellPrice,-1);

//Note that if new sell signal is after a still valid older signal, we choose the highest from both of them
BLSellPrice = IIf(Ref(BLSellSignal,-1), Max(BLSellPrice, Ref(BLSellPrice,-1)), BLSellPrice);

//Bars Analysis
//-------------
Third = (H-L) / 3;
Line1 = H - Third;
Line2 = L + Third;
Half = L + ((H-L) / 2);

//After an extreme bar 85% of the time the market will change direction within the next 1-5 bars.
ExtremeBarUp = Open > Line1 AND Close > Line1;
ExtremeBarDown = Open < Line2 AND Close < Line2;
ExtremeBar = ExtremeBarUp OR ExtremeBarDown;

//Bullish AND Bearish Bars Inside the mouth do NOT create a Signal.
OutsideMouth = NOT ((H < AlligatorBlue AND L > AlligatorGreen) OR (L > AlligatorBlue AND H < AlligatorGreen));
//Bullish Divergence Bars
BullDivBar = OutsideMouth AND L < Ref(L,-1) AND C > Half;
//Bearish Divergence Bars
BearDivBar = OutsideMouth AND H > Ref(H, -1) AND C < Half;

PlotShapes(IIf(ExtremeBar, shapeSmallCircle ,shapeNone), colorBlue, 0, H, 12);
PlotShapes(IIf(BullDivBar, shapeSmallCircle ,shapeNone), colorGreen, 0, L, -12);
PlotShapes(IIf(BearDivBar, shapeSmallCircle ,shapeNone), colorRed, 0, H, 12);

//Commentary:

WriteIf(ExtremeBarUp OR ExtremeBarDown, "Possible Change of direction within the next 1-5 bars. (Extreme Bar)\n","")+
"Buy Signals:\n"+
WriteIf(FUpSignalOn , "Place Buy Stop if Price rises to" +WriteVal(FUpBuyPrice)+ " or higher. (F+)\n","")+
WriteIf(BullDivBar, "Place Buy Stop if Price rises to" +WriteVal(H+0.01)+ " or higher. (Bullish Divergent Bar)\n","")+
WriteIf(AddOnBuy, "Place Buy Stop if Price rises to" +WriteVal(H+0.01)+ " or higher. (Zones Add On Buy)\n","")+
WriteIf(BLBuySignal,"Place Buy Stop if Price rises to" +WriteVal(BLBuyPrice)+ " or higher. (BL+)\n","")+

"Sell Signals:\n"+
WriteIf(FDownSignalOn , "Place Sell Stop if Price falls to" +WriteVal(FDownSellPrice)+ " or lower. (F-)\n","")+
WriteIf(BearDivBar, "Place Sell Stop if Price falls to" +WriteVal(L-0.01)+ " or lower. (Bearish Divergent Bar)\n","")+
WriteIf(AddOnSell, "Place Sell Stop if Price falls to" +WriteVal(L-0.01)+ " or lower. (Zones Add On Sell)\n","")+
WriteIf(BLSellSignal,"Place Sell Stop if Price falls to" +WriteVal(BLSellPrice)+ " or lower. (BL-)\n","")+

"Hits:\n"+
WriteIf(BLBuyHit,"Buy Stop Hit at" +WriteVal(Ref(BLBuyPrice,-1))+ ". (BL+)\n","")+
WriteIf(BLSellHit,"Sell Stop Hit at" +WriteVal(Ref(BLSellPrice,-1))+ ". (BL-)\n","")+

WriteIf(Ref (FUpSignalOn, -1) AND FUpHit,"Buy Stop Hit at" +WriteVal(Ref(FUpBuyPrice,-1))+ ". (F+)\n","")+
WriteIf(Ref (FDownSignalOn, -1) AND FDownHit,"Sell Stop Hit at" +WriteVal(Ref(FDownSellPrice,-1))+ ". (F-)\n","")+

WriteIf(Ref(Bar5LongOn , -1) AND Bar5LongHit, "Close all positions Hit at" +WriteVal(Ref(Bar5LongPrice,-1))+ ". (Long Five Consecutive Bars Exit)\n","")+
WriteIf(Ref(Bar5ShortOn , -1) AND Bar5ShortHit, "Close all positions Hit at" +WriteVal(Ref(Bar5ShortPrice,-1))+ ". (Short Five Consecutive Bars Exit)\n","")+

"Exits:\n"+

WriteIf(Bar5LongOn , "Long Five Consecutive Bars Exit Strategy: Close all Long positions if Price falls to" +WriteVal(Bar5LongPrice)+ " or lower.\n","")+
WriteIf(Bar5ShortOn, "Short Five Consecutive Bars Exit Strategy: Close all Short positions if Price rises to" +WriteVal(Bar5ShortPrice)+ " or higher.\n","")+

WriteIf(GreenLineLongExit, "Green Line Long Exit Strategy: All Long positions should have been closed when Close Price fell below "+WriteVal(AlligatorGreen)+".\n","")+
WriteIf(RedLineLongExit, "Red Line Long Exit Strategy: All Long positions should have been closed when Close Price fell below "+WriteVal(AlligatorRed)+".\n","")+
WriteIf(GreenLineShortExit, "Green Line Short Exit Strategy: All Short positions should have been closed when Close Price rose above "+WriteVal(AlligatorGreen)+".\n","")+
WriteIf(RedLineShortExit, "Red Line Short Exit Strategy: All Short positions should have been closed when Close Price rose aboce "+WriteVal(AlligatorRed)+".\n","");
 
Last edited:

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