k-nearest neighbors algorithm

Discussion in 'MetaTrader' started by amibrokerfans, Jul 30, 2014.

  1. amibrokerfans

    amibrokerfans Well-Known Member

    Joined:
    May 11, 2012
    Messages:
    706
    Likes Received:
    801
    Trophy Points:
    93
    Location:
    kolkata
    sorry for late reply..



    a 'prediction' is a prediction.
    so you never cant rely on this type of indicators for trading!

    BUT
    on other hand, what we do for trading?
    we do 'prediction'. we try to imagine what will be market next move and go for order.
    i remember once a pro trader told that - i flip a coin, if its head i go for long, if tail i go short. and rest all about money management.

    this indicator can help us to make mind set whether i go long or short. WITH OTHER confirmations.price level does not follow it much, it can be use for trend.

    this indicator neutral net type. so lower time frame , much noise not accepted. atleast 1 hour min.

    and "best fit" also needed on 'Npast' parameter.

    but then again

    a 'prediction' is a prediction.





    below chart i posted 27th july 4.00 p.m

    and here is recent scenario..

    [​IMG]
     
    Last edited: Aug 1, 2014
    traderami, Leonid, laotze and 3 others like this.
  2. mayank87

    mayank87 New Member

    Joined:
    Jul 14, 2009
    Messages:
    5
    Likes Received:
    0
    Trophy Points:
    1
    Hi

    Please add pop up alert to following indicator

    thnx in advance

    // ********************************************
    // INDICATOR :DIVERGENCE
    // DATE :07-30-04
    // PROGRAMMER :M.Lauronen
    // COPYRIGHTS :public Domain
    // ********************************************

    // --------------------------------------------
    // Recommended AmiBroker indicator settings:
    // Level 0
    // Percent
    // Middle
    // Scaling: Custom 0 - 100
    // --------------------------------------------

    // Adjust the following parameters to suit your needs
    // Adjust the following parameters to suit your needs

    //period = Param("% change",0.4,0.1,25,0.1);
    //period = 5;
    uplimit=2;
    uplimit=IIf(Interval()==in15Minute,4,IIf(Interval()==inHourly,8,
    IIf(Interval()==inDaily,12,uplimit)));
    i=uplimit;
    globalTitile=" ";
    BuyCond =ShortCond=False;
    divergenceCount=0;
    highCount=0.0;

    for(;i>=0.2;){
    numChg = i ;
    i=i-0.1;
    // --------------------------------------------
    // Divergence for LONG
    // --------------------------------------------

    trendMom = RSI(5);

    periods = 5;
    Ksmooth = 3;
    trendStoch=StochK( periods , Ksmooth);

    bull=High - EMA(Close,13);
    bear=Low - EMA(Close,13);
    bb=bull+bear;


    Hist=MACD(12,26)-Signal(12,26,9);

    FI = (Close - Ref(Close, -1)) * V;


    trendZig = Zig(L, numChg);


    f = trendZig > Ref(trendZig, -1) AND Ref(trendZig, -1) < Ref(trendZig, -2);

    p1 = ValueWhen(f, Ref(trendZig, -1), 1);
    p2 = ValueWhen(f, Ref(trendZig, -1), 2);
    r1 = ValueWhen(f, Ref(trendMom,-1), 1);
    r2 = ValueWhen(f, Ref(trendMom,-1), 2);
    stockUp1= ValueWhen(f, Ref(trendStoch,-1), 1);
    stockUp2= ValueWhen(f, Ref(trendStoch,-1), 2);
    bbUP1= ValueWhen(f, Ref(bb,-1), 1);
    bbUP2= ValueWhen(f, Ref(bb,-1), 2);
    HistUP1= ValueWhen(f, Ref(Hist,-1), 1);
    HistUP2= ValueWhen(f, Ref(Hist,-1), 2);
    FIUP1= ValueWhen(f, Ref(FI,-1), 1);
    FIUP2= ValueWhen(f, Ref(FI,-1), 2);


    f = r1 > r2 AND p1 < p2;
    fStoch=stockUp1 > stockUp2 AND p1 < p2;
    fbb=bbUP1> bbUP2 AND p1 < p2;
    HistUP=HistUP1> HistUP2 AND p1 < p2;
    FIUP= FIUP1 > FIUP2 AND p1 < p2;

    sigRSI = f AND NOT Ref(f, -1) AND trendMom > Ref(trendMom, -1);
    sigStockUp = fStoch AND NOT Ref(fStoch, -1) AND trendStoch > Ref(trendStoch, -1);
    sigbbUp = fbb AND NOT Ref(fbb, -1) AND bb> Ref(bb, -1);
    HistSigUP = HistUP AND NOT Ref(HistUP , -1) AND Hist> Ref(Hist, -1);
    FISigUP = FIUP AND NOT Ref(FIUP, -1) AND FI> Ref(FI, -1);

    //_N(str = "(" + period + ")");
    ///Plot(trendMom, "RSI" + str, colorWhite);
    Plot(trendZig, "zig", colorBlack,styleOwnScale);
    Plot(sigRSI* 100, "RsiSigUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
    Plot(sigStockUp* 100, "StockSigUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
    Plot(sigbbUp* 100, "bbUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
    Plot(HistSigUP * 100, "MACDUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
    Plot(FISigUP * 100, "FIUP", colorGreen, styleHistogram + styleThick + styleNoLabel);



    // --------------------------------------------
    // Divergence for SHORT
    // --------------------------------------------

    trendZig2 = Zig(H, numChg);

    f = trendZig2 < Ref(trendZig2, -1) AND Ref(trendZig2, -1) > Ref(trendZig2, -2);

    p1 = ValueWhen(f, Ref(trendZig2, -1), 1);
    p2 = ValueWhen(f, Ref(trendZig2, -1), 2);
    r1 = ValueWhen(f, Ref(trendMom,-1), 1);
    r2 = ValueWhen(f, Ref(trendMom,-1), 2);
    stockDown1= ValueWhen(f, Ref(trendStoch,-1), 1);
    stockDown2= ValueWhen(f, Ref(trendStoch,-1), 2);
    bbDown1= ValueWhen(f, Ref(bb,-1), 1);
    bbDown2= ValueWhen(f, Ref(bb,-1), 2);
    HistDown1= ValueWhen(f, Ref(Hist,-1), 1);
    HistDown2= ValueWhen(f, Ref(Hist,-1), 2);
    FIDown1= ValueWhen(f, Ref(FI,-1), 1);
    FIDown2= ValueWhen(f, Ref(FI,-1), 2);



    f = r1 < r2 AND p1 > p2;
    fStoch=stockDown1 < stockDown2 AND p1 > p2;
    fbb=bbDown1 < bbDown2 AND p1 > p2;
    HistDown=HistDown1< HistDown2 AND p1 > p2;
    FIDown= FIDown1 < FIDown2 AND p1 > p2;

    sigRSIDown = f AND NOT Ref(f, -1) AND trendMom < Ref(trendMom, -1);
    sigStock = fStoch AND NOT Ref(fStoch, -1) AND trendStoch < Ref(trendStoch, -1);
    sigbbDown = fbb AND NOT Ref(fbb, -1) AND bb < Ref(bb, -1);
    HistSigDown = HistDown AND NOT Ref(HistDown , -1) AND Hist< Ref(Hist, -1);
    FISigDown = FIDown AND NOT Ref(FIDown, -1) AND FI< Ref(FI, -1);

    //_N(str = "(" + period + ")");
    Plot(sigRSIDown* 100, "rsiSigDown", colorRed, styleHistogram + styleThick + styleNoLabel);
    Plot(sigStock* 100, "StockSigDown", colorRed, styleHistogram + styleThick + styleNoLabel);
    Plot(sigbbDown* 100, "bbDown", colorRed, styleHistogram + styleThick + styleNoLabel);
    Plot(HistSigDown * 100, "MAcdDown", colorRed, styleHistogram + styleThick + styleNoLabel);
    Plot(FISigDown* 100, "FIDown", colorRed, styleHistogram + styleThick + styleNoLabel);


    divergenceCount+=IIf(sigRSI,1,0) + IIf(FISigUP,1,0)+
    IIf(sigStockUp ,1,0)+ IIf(sigbbUp ,1,0)+ IIf(HistSigUp ,1,0);

    divergenceCount+=IIf(sigRSIDown ,1,0) + IIf(sigStock ,1,0)+
    IIf(sigbbDown ,1,0)+ IIf(HistSigDown ,1,0)+ IIf(FISigDown,1,0);



    BuyCondTmp=sigRSI OR sigStockUp OR sigbbUp OR HistSigUp OR FISigUP;
    ShortCondTmp=sigRSIDown OR sigStock OR sigbbDown OR HistSigDown OR FISigDown;
    highCount+=IIf(BuyCondTmp OR ShortCondTmp,numChg,0.0);

    BuyCond = BuyCond OR BuyCondTmp ;
    BuyCond=BuyCond AND (highCount>10);
    ShortCond= ShortCond OR ShortCondTmp;
    ShortCond=ShortCond AND (highCount>10);



    globalTitile+=WriteIf(BuyCondTmp OR ShortCondTmp ,""+i,"")+

    WriteIf(sigRSI,"rsiup ","")+WriteIf(sigStockUp,"stochup ","")+WriteIf(sigbbUp,"bbup ","")
    +WriteIf(HistSigUP ,"macdup ","")+ WriteIf(FISigUP,"FIUP ","")



    +WriteIf(sigRSIDown ,"rsiDown ","")+WriteIf(sigStock ,"stochDown ","")+WriteIf(sigbbDown,"bbDown ","")
    +WriteIf(HistSigDown ,"macdDown ","")+ WriteIf(FISigDown,"FIDown ","")
    + WriteIf(BuyCondTmp OR ShortCondTmp ,"\n","");






    } //for

    Title=globalTitile;



    FirstTradeTime = 091500; // Earliest time to take a trade
    LastTradeTime = 151500; // Latest time to take new trades
    ExitAllPositionsTime = 151500;
    //change = Param("% change",0.1,0.1,25,0.1);
    z = Zig(Close, 0.8 );

    Buy=(BuyCond ) ;//AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
    Sell = IIf(z < Ref(z, -1), 1, 0) ;// OR TimeNum() > ExitAllPositionsTime;
    Short=(ShortCond ) ;//AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
    Cover = IIf(z > Ref(z, -1), 1, 0) ;//OR TimeNum() > ExitAllPositionsTime;

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


    Filter=BuyCond OR ShortCond;
    //Filter=Filter AND (TimeNum()>091500 AND TimeNum()<100000);


    AddColumn(BuyCond,"DiverBuy");
    AddColumn(ShortCond,"DiverSell");
    AddColumn(divergenceCount,"no of diver");
    AddColumn(highCount,"high");
    //AddTextColumn(globalTitile,"indicators");
    //AddColumn(StrLen(globalTitile),"StrLen",1);
     
  3. monkeybusiness

    monkeybusiness Well-Known Member

    Joined:
    May 7, 2015
    Messages:
    824
    Likes Received:
    1,606
    Trophy Points:
    93

    Hi AMibrokerfans,

    I have downloaded file from 4shared, but the image posted by you looks very different from the charts I am getting, can you please explain settings of this indicator.

    Regards.

    [​IMG]
     

Share This Page