My visual effect afl collection.
- Thread starter yasu222
- Start date
Mean Reversion Trading System
PHP:
SECTION_BEGIN("Mean Reversion Trading System");
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 ) ) ));
SetTradeDelays( 1, 1, 1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
Periods =optimize("Periods",110,10,200,20);
Width =optimize("width",2,1,10,1);
MAPeriods = 200;
BBColor = colorOrange;
Style = 0;
bTop=BBandTop( Close, Periods, Width );
bBottom=BBandBot( Close, Periods, Width );
ADXPeriods=optimize("ADXPeriods",10,2,20,1);
BuyCondition=IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0);
ShortCondition=IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);
Buy = IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0);
Short = IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);
BarsSinceBuy=BarsSince(BuyCondition);
BarsSinceShort=BarsSince(ShortCondition);
LastBuyPrice=ValueWhen(Buy AND BarsSinceBuy<BarsSinceShort,BuyPrice);
LastShortPrice=ValueWhen(Short AND BarsSinceShort<BarsSinceBuy,ShortPrice);
StopLoss=optimize("SL",0.5,0.2,1,0.2);
Target=optimize("Target",1,0.5,5,0.5);
BuySL=BarsSinceBuy<BarsSinceShort AND Close<=LastBuyPrice-LastBuyPrice*(Stoploss/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close>=LastShortPrice+LastBuyPrice*(Stoploss/100);
BuyTarget=BarsSinceBuy<BarsSinceShort AND Close>=LastBuyPrice+LastBuyPrice*(Target/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close<=LastShortPrice-LastBuyPrice*(Target/100);
Sell=Short OR Close<bBottom OR BuySL OR BuyTarget;
Cover=Buy OR Close>bTop OR ShortSL OR BuyTarget;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
ApplyStop(Type=0,Mode=1,Amount=StopLoss);
ApplyStop(Type=1,Mode=1,Amount=Target);
printf("\nBuy : " + Buy );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
printf("\nSell : " + Sell );
printf("\nBuyPrice : " + BuyPrice );
printf("\nShortPrice : " + ShortPrice );
printf("\nLastBuyPrice : "+ LastBuyPrice);
printf("\nLastShortPrice : "+ LastShortPrice);
printf("\nBuyCondition : "+ BuyCondition);
printf("\nShortCondition : "+ ShortCondition);
printf("\nBuySL : "+BuySL);
printf("\nShortSL : "+ShortSL);
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
Plot( bTop, "BBTop" + _PARAM_VALUES(), BBColor , Style );
Plot( bBottom, "BBBot" + _PARAM_VALUES(), BBColor , Style );
/* Plot Buy and Sell Signal Arrows */
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(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, 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();Yasu_S&R
PHP:
_SECTION_BEGIN("Yasu_S&R");
SetChartOptions(0,chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g,Hi %g,Lo %g, Close %g (%.1f%%)
Vol " +WriteVal( V*100, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
m = Param("Periods", 20, 2,200, 1 );
n = Param("No.", 3, 2,20, 1 );
A1=ExRemSpan(Ref(H,-1)==HHV(H,m),n);
A2=ExRemSpan(Ref(L,-1)==LLV(L,m),n);
A3=Cross(A1,0.9);
A4=Cross(A2,0.9);
TOP=Ref(H,-BarsSince(A3));
bot=Ref(L,-BarsSince(A4));
Plot(top,"Top",colorRed,styleDots+styleNoLine);
Plot(bot,"Bottom",colorBrightGreen,styleDots+styleNoLine);
_SECTION_END();Lintra Indicator
PHP:
_SECTION_BEGIN("Lintra Indicator");
SetBarsRequired( sbrAll );
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C ));
//Initial Parameters
SetTradeDelays( 1,1,1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
NH = Param("LINTRA Gann Hi-Lo ",25,5,400,5);
NL = NH;//Param("McGinley Dynamic NL ",25,5,400,5);
MDH[0] = H[0];
MDL[0] = L[0];
for( i = 1; i < BarCount; i++ )
{
MDH[ i ] = MDH[ i - 1 ] + (H[i]-MDH[i-1])/( NH*(H[i] / MDH[i-1])^4) ;
MDL[ i ] = MDL[ i - 1 ] + (L[i]-MDL[i-1])/( NL*(L[i] / MDL[i-1])^4) ;
}
Plot( Close, "Price",colorWhite, styleCandle );
Plot(MDH,"McGinley Dynamic",colorYellow,1|styleDashed);
Plot(MDL,"McGinley Dynamic",colorYellow,1|styleDashed);
Buy=C>MDH AND C>Ref(C,-1) AND Ref(C,-1)>Ref(C,-2);
Short=C<MDL AND C<Ref(C,-1) AND Ref(C,-1)<Ref(C,-2);;
Sell=Short;
Cover=Buy;
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
printf("\nBuy : " + Buy );
printf("\nSell : " + Sell );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
StopLoss=Param("SL",10,1,10,1);
Target=Param("Target",40,5,40,5);
ApplyStop(Type=0,Mode=1,Amount=StopLoss);
ApplyStop(Type=1,Mode=1,Amount=Target);
/* Plot Buy and Sell Signal Arrows */
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(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, 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();
Last edited:
NR7 Trading
PHP:
_SECTION_BEGIN("NR7 Trading");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C ));
//Initial Parameters
SetTradeDelays( 0,0,0, 0 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(50,spsPercentOfEquity);
//SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
Plot( Close, "Price", colorWhite, styleCandle );
//==================================================================================
//NR7 RANGE IDENTIFICATION
range = H-L;
Condition0 = range<Ref(range,-1) AND range<Ref(range,-2) AND range<Ref(range,-3)AND range<Ref(range,-4)AND range<Ref(range,-5)AND range<Ref(range,-6);
NR7 = IIf(Condition0,True, False);
printf("\nNR7 : " + NR7 );
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
TGT= Param("Target Percent",4,1,20,1);
SL= Param("SL Percent",1,1,5,1);
Buy=Ref(NR7,-1) AND GapUp();
Short=Ref(NR7,-1) AND GapDown();
BuyTgt=ValueWhen(Buy,BuyPrice,1)*(1+TGT/100);
BuySL=ValueWhen(Buy,BuyPrice,1)*(1-SL/100);
Sell= H>=BuyTgt OR L<=BuySL;
ShortTgt=ValueWhen(Short,ShortPrice,1)*(1-TGT/100);
ShortSL=ValueWhen(Short,ShortPrice,1)*(1+SL/100);
Cover= L<=ShortTgt OR H>=ShortSL;
SellPrice = IIf(Sell, IIf(H>=BuyTgt, BuyTgt, BuySL), Null);
CoverPrice = IIf(Cover, IIf(L<=ShortTgt, ShortTgt, ShortSL), Null);
Buy = ExRem(Buy,Sell);
Sell =ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
printf("\nBuy : " + Buy );
printf("\nSell : " + Sell );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
printf("\nBuyPrice : " + BuyPrice );
printf("\nShortPrice : " + ShortPrice );
printf("\nSellPrice : " + SellPrice );
printf("\nCoverPrice : " + CoverPrice );
printf("\nBuyTgt : " + BuyTgt );
printf("\nBuySL : " + BuySL );
printf("\nShortTgt : " + ShortTgt );
printf("\nShortSL : " + ShortSL );
/* Plot Buy and Sell Signal Arrows */
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);
PlotShapes(IIf(Sell, shapeStar, shapeNone),colorWhite, 0, H, Offset=25);
PlotShapes(IIf(Cover, shapeStar, shapeNone),colorWhite, 0,L, Offset=-25);
_SECTION_END();Export ami data to excel afl
Another AFL
PHP:
_SECTION_BEGIN("back up of ami file");
Filter=1;
AddColumn(O,"Open");
AddColumn(H,"High");
AddColumn(L,"LOW");
AddColumn(C,"Close");
AddColumn(V,"Volume");
_SECTION_END();
PHP:
// Set the Starting and End Dates
// Make sure these dates are not holidays.
StartDate = ParamDate("Starting Date", "31-12-2014");
EndDate = ParamDate("Start Date", "31-12-2015");
//Find the corresponding Bar Numbers
StartBar = Max(0, LastValue(ValueWhen(DateNum() == StartDate, BarIndex(),1)));
EndBar = Min(BarCount - 1, LastValue(ValueWhen(DateNum() == EndDate, BarIndex(),1)));
Filter = 1; // This allows all required data to be included
// Before running the AFL Make sure that C:\SaveData directory exists
fh = fopen( "c:\\SaveData\\"+Name()+".csv", "w");
if( fh )
{
fputs( "Ticker,Date,Open,High,Low,Close,Volume \n", fh );
y = Year();
m = Month();
d = Day();
//r = Hour();
//e = Minute();
//n = Second();
for( i = StartBar; i <= EndBar; i++ )
{
fputs( Name() + "," , fh );
ds = StrFormat("%02.0f-%02.0f-%02.0f,",
y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );
//ts = StrFormat("%02.0f:%02.0f:%02.0f,",
//r[ i ],e[ i ],n[ i ] );
//fputs( ts, fh );
qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n",
O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] );
fputs( qs, fh );
}
fclose( fh );
}
// The following lines are redundant but are required for the Exploration to work.
// These lines will just output the data being written to the file.
SetOption("NoDefaultColumns", True);
AddTextColumn(Name(), "Symbol", 77);
AddColumn(DateTime(), "Date", formatDateTime);
AddColumn(O, "Open", 6.2);
AddColumn(H, "High", 6.2);
AddColumn(L, "Low", 6.2);
AddColumn(C, "Colse", 6.2);
AddColumn(V, "Volume", 10.0);Hi, I am trying to scan for MACD crossover in amibroker. I would like to go with All quotes and All Symbols. If i go with this and scan/explore, it displays the results with lot of data say for the same symbol so many positive and negative crossovers. But what I want is it should display only the latest crossover. say for Scrip RELIANCE, it might have had so many positive crossover and so many negative crossovers but it should display only one RELIANCE in the result along with type of its latest crossover and date and time on when it happened.
Can anyone please help me on this. Thank you
http://www.traderji.com/amibroker/103265-macd-filter-afl.html#post1184330
Can anyone please help me on this. Thank you
http://www.traderji.com/amibroker/103265-macd-filter-afl.html#post1184330
Export 2 CSV
PHP:
fh = fopen( "c:\\AmiBackup\\"+Name()+".csv", "w");
if( fh )
{
fputs( "Ticker,Date,Open,High,Low,Close,Volume \n", fh );
y = Year();
m = Month();
d = Day();
//r = Hour();
//e = Minute();
//n = Second();
for( i = 0; i < BarCount; i++ )
{
fputs( Name() + "," , fh );
ds = StrFormat("%02.0f-%02.0f-%02.0f,",
y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );
//ts = StrFormat("%02.0f:%02.0f:%02.0f,",
//r[ i ],e[ i ],n[ i ] );
//fputs( ts, fh );
qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n",
O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] );
fputs( qs, fh );
}
fclose( fh );
}
Buy = 0;ECG+ System
PHP:
_SECTION_BEGIN("ECG+");
Z=Param("zig",0.1,0,10,0.01);
Plot( z1 = Zig(C,z), "Zig-zag Indicator" + _PARAM_VALUES(), ParamColor("Zig-zag color", colorOrange ), ParamStyle("Zig-zag style") );
Buy = Cover = Zig(C,z)>Ref(Zig(C,z),-1) AND Ref(Zig(C,z),-2)>Ref(Zig(C,z),-1);
Sell = Short = Zig(C,z)<Ref(Zig(C,z),-1) AND Ref(Zig(C,z),-2)<Ref(Zig(C,z),-1);
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
Filter = Buy OR Sell;
PlotShapes(IIf(Buy, shapeSmallCircle, shapeNone),colorBrightGreen, 0,BuyPrice, 0);
PlotShapes(IIf(Sell, shapeSmallCircle, shapeNone),colorRed, 0,SellPrice, 0);
dist = 1.5*ATR(10);
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "BUY\n"+C[ i ], i, BuyPrice[i]-dist[i],colorWhite, colorGreen );
if( Sell[i] ) PlotText( "SELL\n"+C[ i ], i, SellPrice[i]+dist[i],colorWhite, colorRed );
}Similar threads
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