My visual effect afl collection.
- Thread starter yasu222
- Start date
Trend_super
PHP:
_SECTION_BEGIN("!TREND_SUPER");
SetBarsRequired(100000,0);
GraphXSpace = 15;
SetChartOptions(0,chartShowArrows|chartShowDates);
dojidiv = 5;
CloseEqualOpen = ( High - Low ) / dojidiv > abs( Open - Close );
RefC = Ref( C, -1 );
RefO = Ref( O, -1 );
Up = C > O;
Down = C < O ;
UpDoji = CloseEqualOpen AND RefC > RefO;
DownDoji = CloseEqualOpen AND RefC < RefO;
colcond = IIf( up || updoji, colorBrightGreen, colorRed );
SetBarFillColor( colcond );
Plot( C, "Price", colcond, styleCandle );
// Initial Values overrides your backtesting settings
HalfLife = Param("channel halflife", 3, 1, 20, 1);
ChanLen = Param("channel length", 10 , 1, 200, 1);
shrink = 2^(-HalfLife);
shrink2 = 1 - shrink;
topChan[0] = High[0];
botChan[0] = Low[0];
HH = HHV(High, ChanLen);
LL = LLV(Low, Chanlen);
for( i = 1; i < BarCount-1; i++ ) {
topChan[i] = shrink * H[i] + shrink2 * topChan[i-1] ;
botChan[i] = shrink * L[i] + shrink2 * botChan[i-1] ;
if (HH[i] >= topChan[i]) topChan[i] = HH[i];
if (LL[i] <= botChan[i]) botChan[i] = LL[i];
}
Up=topChan;
Dn=botChan;
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]=topchan[i];;
}
if (flagh==1)
{ Dn[i]=botChan[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;
}
}
}
Plot(TrendUp,"Trend",colorBrightGreen,styleNoTitle);
Plot(TrendDown,"Down",colorPink,styleNoTitle);
Buy = trend==1;
Sell=trend==-1;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=Sell;
Cover=Buy;
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();Kokkoroko_chart_afl
PHP:
SetBarsRequired(100000,100000);
//------------------------------------------------------------------+
// Block 1 |
//------------------------------------------------------------------+
VR=ParamToggle("View Renko","Bricks|Lines/Bars",0);
FV=Param("Initial size volatility",1,0.001,50,0.001);
MV=Param("Method calculation volatility",0,0,2,1);
PeriodVol=Param("Period calculation volatility",14,2,100,1);
Multiplier=Param("Multiplier volatility",1,0.1,10,0.1);
MR=ParamToggle("Method Renko","floating|fixed",1);
SG=ParamToggle("Show gap","No|Yes",1);
CG=ParamColor("Colour show gap",11);
MaxBS=Param("Maximum size brick",0,0,10,0.1);
MinBS=Param("Minimum size brick",0,0,10,0.1);
RenkoUp=ParamColor("Colour Renko upwards",colorBrightGreen);
RenkoDown=ParamColor("Colour Renko downwards",colorRed);
SB=ParamStyle("View bars",defaultval=styleCandle,mask=maskPrice);
color3=ParamColor("Colour bars",colorBlack);
History=Param("History size",5000,2,BarCount-1,1);
//------------------------------------------------------------------+
// Block 2 |
//------------------------------------------------------------------+
i=Max(BarCount-1-History,PeriodVol+1);
r=j=0;
direction=0;
iGapUp=iGapDown=0;
rOpen[0]=rHigh[0]=rLow[0]=rClose[0]=jUp=jDown=Open[i];
//-------------------------------------------------------------------
switch(MV)
{
case 0: Volatility=FV; break;
case 1: Volatility=ATR(PeriodVol)*Multiplier; break;
case 2: Volatility=StDev(Open,PeriodVol)*Multiplier; break;
}
BrickSize=Volatility[i-1];
//-------------------------------------------------------------------+
// Block 3 |
//-------------------------------------------------------------------+
while(i<=BarCount-1)
{
if(SG==1)
{
if(High[i-1]<Low[i])
{
iGapUp[i]=1;
}
else
{
if(Low[i-1]>High[i])
{
iGapDown[i]=1;
}
}
}
//-------------------------------------------------------------------
if(MR==0)
{
BrickSize=Volatility[i-1];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
}
//------------------------------------------------------------------+
// Block 4 |
//------------------------------------------------------------------+
if(direction==0)
{
if(Open[i]-rClose[r]>BrickSize)
{
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
direction=1;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
//-------------------------------------------------------------------
else
{
if(rClose[r]-Open[i]>BrickSize)
{
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
direction=2;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
}
}
//------------------------------------------------------------------+
// Block 5 |
//------------------------------------------------------------------+
else
{
if(direction==1)
{
if(rOpen[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
direction=2;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
//-------------------------------------------------------------------
else
{
if(Open[i]-rClose[r]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
}
}
}
//------------------------------------------------------------------+
// Block 6 |
//------------------------------------------------------------------+
else
{
if(direction==2)
{
if(Open[i]-rOpen[r]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
direction=1;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
//-------------------------------------------------------------------
else
{
if(rClose[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
}
}
}
}
}
//------------------------------------------------------------------+
// Block 7 |
//------------------------------------------------------------------+
if(VR==1)
{
jOpen[j]=Open[i];
jHigh[j]=High[i];
jLow[j]=Low[i];
jClose[j]=Close[i];
//-------------------------------------------------------------------
if(direction==1)
{
jUp[j]=rClose[r];
jDown[j]=rOpen[r];
color2[j]=color[r];
}
else
{
if(direction==2)
{
jUp[j]=rOpen[r];
jDown[j]=rClose[r];
color2[j]=color[r];
}
}
j++;
}
i++;
}
//------------------------------------------------------------------+
// Block 8 |
//------------------------------------------------------------------+
if(VR==1)
{
delta=BarCount-j;
jOpen=Ref(jOpen,-delta);
jHigh=Ref(jHigh,-delta);
jLow=Ref(jLow,-delta);
jClose=Ref(jClose,-delta);
jUp=Ref(jUp,-delta);
jDown=Ref(jDown,-delta);
color2=Ref(color2,-delta);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
PlotOHLC(jOpen,jHigh,jLow,jClose,"SRI",color3,SB);
Plot(jUp,"Up",color2,styleThick);
Plot(jDown,"Down",color2,styleThick);
}
//-------------------------------------------------------------------
else
{
delta=BarCount-1-r;
rOpen=Ref(rOpen,-delta);
rHigh=Ref(rHigh,-delta);
rLow=Ref(rLow,-delta);
rClose=Ref(rClose,-delta);
color=Ref(color,-delta);
PlotOHLC(rOpen,rHigh,rLow,rClose,"SRI",color,styleCandle);
}Bollinger Band Trailing Stop Loss Trading AFL
PHP:
per=Param("Period",30, 5,50,1);
se = StdErr(C,per);
Bbup = BBandTop(C,per)+se;
Bbdown =BBandBot(C,per)-se;
MoneyRisk = 1.0;
iSignal = 1;
Line = 1;
Trend=0;
TrendUp=Null;
TrendDown=Null;
sig=Null;
g_ibuf_108 = 0;
g_ibuf_112 = 0;
g_ibuf_116 = 0;
g_ibuf_120 = 0;
iUp = Null;
iDown = Null;
for(i=1;i<BarCount-1;i++) {
if (Close[i] > Bbup[i - 1]) Trend = 1;
if (Close[i] < Bbdown[i - 1]) Trend = -1;
if (Trend > 0 && Bbdown[i] < Bbdown[i - 1]) Bbdown[i] = Bbdown[i - 1];
if (Trend < 0 && Bbup[i] > Bbup[i - 1]) Bbup[i] = Bbup[i - 1];
TrendUp[i] = Bbup[i] + (MoneyRisk - 1.0) / 2.0 * (Bbup[i] - Bbdown[i]);
TrendDown[i] = Bbdown[i] - (MoneyRisk - 1.0) / 2.0 * (Bbup[i] - Bbdown[i]);
if (Trend > 0 && TrendDown[i] < TrendDown[i - 1]) TrendDown[i] = TrendDown[i - 1];
if (Trend < 0 && TrendUp[i] > TrendUp[i - 1]) TrendUp[i] = TrendUp[i - 1];
if (Trend > 0) {
if (sig > 0 && g_ibuf_108[i - 1] == -1.0) {
g_ibuf_116[i] = TrendDown[i];
g_ibuf_108[i] = TrendDown[i];
if (Line > 0) iUp[i] = TrendDown[i];
} else {
g_ibuf_108[i] = TrendDown[i];
if (Line > 0) iUp[i] = TrendDown[i];
g_ibuf_116[i] = -1;
}
if (sig == 2) g_ibuf_108[i] = 0;
g_ibuf_120[i] = -1;
g_ibuf_112[i] = -1.0;
iDown[i] = Null;
}
if (Trend < 0) {
if (sig > 0 && g_ibuf_112[i - 1] == -1.0) {
g_ibuf_120[i] = TrendUp[i];
g_ibuf_112[i] = TrendUp[i];
if (Line > 0) iDown[i] = TrendUp[i];
} else {
g_ibuf_112[i] = TrendUp[i];
if (Line > 0) iDown[i] = TrendUp[i];
g_ibuf_120[i] = -1;
}
if (sig == 2) g_ibuf_112[i] = 0;
g_ibuf_116[i] = -1;
g_ibuf_108[i] = -1.0;
iUp[i] = Null;
}
}
Plot(iUp,"iUP",colorGreen,ParamStyle("Style", styleDots | styleNoLine, maskDefault | styleDots | styleNoLine ));
Plot(iDown,"iDown",colorRed,ParamStyle("Style", styleDots | styleNoLine, maskDefault | styleDots | styleNoLine ));
Buy = iUp>0;
Sell= iDown>0;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=Sell;
Cover=Buy;
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);Pastance afl
Paste this AFL at begining of trading system AFL and run back test to generate past time reports.
Paste this AFL at begining of trading system AFL and run back test to generate past time reports.
PHP:
// Initialize the trading parameters
BuyPrice = SellPrice = ShortPrice = CoverPrice = Close;
SetTradeDelays( 1, 1, 1, 1 );
RoundLotSize = 50; // Define Round Lot Size of the Trading Instrument
SetPositionSize ( 100,spsShares); // Define Fixed Trading Size for every Buy or Sell Transaction
SetOption( "InitialEquity", 200000 );
SetOption( "MinShares", 1 );
SetOption( "MinPosValue", 1 ); // Enable Futures Mode
SetOption( "FuturesMode", True );
SetOption( "AllowPositionShrinking", True );
SetOption( "ActivateStopsImmediately", False );
SetOption( "ReverseSignalForcesExit", False );
SetOption( "AllowSameBarExit", False );
SetOption( "CommissionMode", 2 ); // Fixed Brokerage Commissions (Per Trade)
SetOption( "CommissionAmount", 100 ); // Rs 100/Leg Commisions
SetOption( "InterestRate", 0 );
SetOption( "MarginRequirement", 10 ); //Define Margin Requirement in terms of Percentage
SetOption("AccountMargin", 10 ); //Define Account Margin in terms of PercentageRe: Bollinger Band Trailing Stop Loss Trading AFL
Yasu,
Could you please help me with following request similar to your posted code:
Buy = 8ma cross 21ma
Stop loss = 21 ma - buffer (1%)
Sell = 8ma cross 21ma
Stop loss = 21 ma + buffer (1%)
Buy and Sell arrow when signal occurs
Visual Stop loss trail as new bar occurs
I want only last signal on the chart and if possible can toggle all signals via parameter.
TIA.
Warm regards,
Rakesh
Yasu,
Could you please help me with following request similar to your posted code:
Buy = 8ma cross 21ma
Stop loss = 21 ma - buffer (1%)
Sell = 8ma cross 21ma
Stop loss = 21 ma + buffer (1%)
Buy and Sell arrow when signal occurs
Visual Stop loss trail as new bar occurs
I want only last signal on the chart and if possible can toggle all signals via parameter.
TIA.
Warm regards,
Rakesh
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