_SECTION_BEGIN("ATR Trading System");
//------------------------------------------------------------------------------
//
// Formula Name: ATR Trading System
// Author/Uploader: Marcelin
// E-mail: [email protected]
// Date/Time Added: 2005-04-10 11:26:02
// Origin:
// Keywords:
// Level: basic
// Flags: system
// Formula URL: http://www.amibroker.com/library/formula.php?id=456
// Details URL: http://www.amibroker.com/library/detail.php?id=456
//
//------------------------------------------------------------------------------
//
// A trading system based on volatility
//
//------------------------------------------------------------------------------
/*Writed & composed by Tudor Marcelin - Art Invest*/
k=1; /* multiplication factor*/
n=10; /*period*/
f=ATR(n);
R[0] = Close[0];
S[0] = C[0];
for( i = 11; i < BarCount; i++ )
{
R=R[i-1];
S=S[i-1];
if ( C[i-1] >R[i-1] )
{
r = C[i-1]+k*f[i-1];
s= C[i-1]-k*f[i-1];
}
if ( C[i-1] <S[i-1] )
{
r = C[i-1]+k*f[i-1];
s= C[i-1]-k*f[i-1];
}
Buy=Close>R;
Sell=Close<S;
Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);
}
Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorBlack,styleDots|styleNoLine);
Plot(S, "Sup:",colorBlack,styleDots|styleNoLine);
Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;
PlotShapes( fig, IIf( Cump, colorPaleGreen , colorPink), 0, IIf( Cump, Low-50, High+50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-50, High+50));
very very slow afl can any1 help
//------------------------------------------------------------------------------
//
// Formula Name: ATR Trading System
// Author/Uploader: Marcelin
// E-mail: [email protected]
// Date/Time Added: 2005-04-10 11:26:02
// Origin:
// Keywords:
// Level: basic
// Flags: system
// Formula URL: http://www.amibroker.com/library/formula.php?id=456
// Details URL: http://www.amibroker.com/library/detail.php?id=456
//
//------------------------------------------------------------------------------
//
// A trading system based on volatility
//
//------------------------------------------------------------------------------
/*Writed & composed by Tudor Marcelin - Art Invest*/
k=1; /* multiplication factor*/
n=10; /*period*/
f=ATR(n);
R[0] = Close[0];
S[0] = C[0];
for( i = 11; i < BarCount; i++ )
{
R=R[i-1];
S=S[i-1];
if ( C[i-1] >R[i-1] )
{
r = C[i-1]+k*f[i-1];
s= C[i-1]-k*f[i-1];
}
if ( C[i-1] <S[i-1] )
{
r = C[i-1]+k*f[i-1];
s= C[i-1]-k*f[i-1];
}
Buy=Close>R;
Sell=Close<S;
Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);
}
Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorBlack,styleDots|styleNoLine);
Plot(S, "Sup:",colorBlack,styleDots|styleNoLine);
Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;
PlotShapes( fig, IIf( Cump, colorPaleGreen , colorPink), 0, IIf( Cump, Low-50, High+50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-50, High+50));
very very slow afl can any1 help