Help required KelvinHand

#1
About the afl

Based on kpl 5 & kpl 20 , Pivots & Candle color ( macd based )

Help required

Back test : Should show 5 & 20 results for buy and sell in backtester

Signals : Arrows should be generated only when 20 Long trend & 5 Small trend are the same.

Pivots : Kindly show only pivots for that particular day ie non repainting mode.

Thanks
 

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#2
The afl

Kindly also set back testers as per ur convince as to test the code effectively.

TimeFrameSet(inDaily);
DayHigh = LastValue(H);
DayLow = LastValue(L);
TimeFrameRestore();

Title = Date() + ", Op=" + Open + ", Hi=" + High + ", Lo=" + Low + ", LTP=" + Close + ", Change= " + SelectedValue( ROC( C, 1 ) ) + "%" + "\n Today`s High=" + DayHigh + ", Today`s Low=" + DayLow + " " ;


_SECTION_BEGIN("Macd Price");

//MACD
r1 = Param( "Impulse Fast avg", 12, 2, 200, 1 );
r2 = Param( "Impulse Slow avg", 26, 2, 200, 1 );
r3 = Param( "Impulse Signal avg", 9, 2, 200, 1 );

ml = MACD(r1, r2);
sl = Signal(r1,r2,r3);

MACUP = sl < ml AND ml > 0;
MACDN = sl > ml AND ml < 0;

SetBarFillColor (IIf(MACUP,colorGreen,IIf(MACDN, colorRed,colorWhite)));

Plot( C, "Price", IIf(MACUP,colorGreen,IIf(MACDN, colorRed,colorWhite)) , styleNoTitle | ParamStyle("Style") |
GetPriceStyle() );
_SECTION_END();

SetTradeDelays(0,0,0,0);
SetOption("CommissionMode",3);
SetOption("CommissionAmount",2.32);
SetOption("FuturesMode",True);
NumContracts=1;
PositionSize=NumContracts*MarginDeposit;
SetOption("MaxOpenPositions",4);

OptimizerSetEngine("cmae");
p1=Optimize("Period 1",5,1,20,1);
p2=Optimize("Period 2",20,10,50,1);

res1=HHV(H,p1);
sup1=LLV(L,p1);
tsl1=IIf(ValueWhen(IIf(C>Ref(res1,-1),1,IIf(C<Ref(sup1,-1),-1,0))!=0,IIf(C>Ref(res1,-1),1,IIf(C<Ref(sup1,-1),-1,0)),1)==1,sup1,res1);
res2=HHV(H,p2);
sup2=LLV(L,p2);
tsl2=IIf(ValueWhen(IIf(C>Ref(res2,-1),1,IIf(C<Ref(sup2,-1),-1,0))!=0,IIf(C>Ref(res2,-1),1,IIf(C<Ref(sup2,-1),-1,0)),1)==1,sup2,res2);

trend=IIf(C>tsl2,1,IIf(C<tsl2,-1,0));

Buy=C>tsl1 AND trend==1;Buy=Ref(Buy,-1);BuyPrice=O;
Sell=C<tsl1;Sell=Ref(Sell,-1);SellPrice=O;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

Short=C<tsl1 AND trend==(-1);Short=Ref(Short,-1);ShortPrice=O;
Cover=C>tsl1;Cover=Ref(Cover,-1);CoverPrice=O;
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);

SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(colorBlack);
Plot( C, "Close", ParamColor("Color", colorLightGrey ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
Plot(tsl1,"", colorWhite, styleStaircase);
Plot(tsl2,"", colorYellow, styleStaircase);

// ribbon code
Plot( 2, "Ribbon",IIf(C>tsl1,colorGreen,colorRed),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );

// ribbon code
Plot( 4, "Ribbon",IIf(C>tsl2,colorWhite,colorBlack),styleOwnScale|styleArea|styleNoLabel, -1.0, 100 );


_SECTION_BEGIN(" My RSI of period 14");
periods = Param( "Periods", 14, 1, 200, 1 );

Bull = Cross(RSI(periods),70);
Bear = Cross(30,RSI(periods));

shape = Bull * shapeUpArrow + Bear * shapeDownArrow;
PlotShapes(shape, IIf( Bull , colorGreen, colorRed ), 0, IIf( Bull , Low, High ) );

_SECTION_END();

_SECTION_BEGIN("pivots mw");
/***************************************/
/*SUPER PIVOT POINTS ver 1.3 day week month
by Avi b a
/***************************************/
/*
SUPER PIVOT POINTS can by used in 2 ways:
if you choose daily, the pivots are calculated from the previous day,
this can be used for daily charts.
the second option is next day for EOD charts.
for all the options available right click on the chart parameters.
to utilize all the program features you need amibroker from version 4.80.1 and above.
enjoy!
*/
/*-----------------data------------------*/
SetChartBkColor(23) ;
k=IIf(ParamList("select type","daily|next day")=="daily",-1,0);
k1=-1;
TimeFrameSet(inDaily);
day_h= LastValue(Ref(H,K));
day_l= LastValue(Ref(L,K));
day_c= LastValue(Ref(C,K));
TimeFrameRestore();

TimeFrameSet(inWeekly);
Week_h= LastValue(Ref(H,K1));
Week_l= LastValue(Ref(L,K1));;
Week_c= LastValue(Ref(C,K1));;
TimeFrameRestore();

TimeFrameSet(inMonthly);
month_h= LastValue(Ref(H,K1));
month_l= LastValue(Ref(L,K1));
month_c= LastValue(Ref(C,K1));
TimeFrameRestore();

/*--------------------------------------*/
// day
DH=Day_h;
DL=Day_L;
DC=Day_C;

// DAY PIVOT Calculation
pd = ( DH+ DL + DC )/3;
sd1 = (2*pd)-DH;
sd2 = pd -(DH - DL);
sd3 = Sd1 - (DH-DL);
sd4 = Sd2 - (DH-DL);
sd5 = Sd3 - (DH-DL);
rd1 = (2*pd)-DL;
rd2 = pd +(DH -DL);
rd3 = rd1 +(DH-DL);
rd4 = rd2 +(DH-DL);
rd5 = rd3 +(DH-DL);

// week
WH=Week_h;
WL=Week_l;
WC=Week_c;

// WEEK PIVOT Calculation
pw = ( WH+ WL + WC )/3;
sw1 = (2*pw)-WH;
sw2 = pw -(WH - WL);
sw3 = Sw1 - (WH-WL);
sw4 = Sw2 - (WH-WL);
rw1 = (2*pw)-WL;
rw2 = pw +(WH -WL);
rw3 = rw1 +(WH-WL);
rw4 = rw2 +(WH-WL);


// month
MH=month_h;
ML=month_l;
MC=month_c;

// MONTH PIVOT Calculation
pm = ( MH+ ML + MC )/3;
sm1 = (2*pm)-MH;
sm2 = pm -(MH - ML);
sm3 = Sm1 - (MH-ML);
rm1 = (2*pm)-ML;
rm2 = pm +(MH -ML);
rm3 = rm1 +(MH-ML);

/*--------------------------------------*/
// PARAMETERS
slide = Param("slide all",33,-1000,1000,1);
slide1 = Param("slide_day",50,0,1000,1);
slide2 = Param("slide_week",70,0,1000,1);
slide3 = Param("slide_month",90,0,1000,1);
slide_Hight = Param("slide_Hight",0,-1000,1000,1);


SHALD = ParamList("daily Pivots", "selected only|all|hide" );
SHALW = ParamList("weekly Pivots", "hide|all|selected only" );
SHALM = ParamList("monthly Pivots", "hide|all|selected only" );

//day
PDP = ParamList("DP", "SHOW|HIDE" );
PDR1 = ParamList("DR1", "SHOW|HIDE" );
PDR2 = ParamList("DR2", "SHOW|HIDE" );
PDR3 = ParamList("DR3", "SHOW|HIDE" );
PDR4 = ParamList("DR4", "HIDE|SHOW" );
PDR5 = ParamList("DR5", "HIDE|SHOW" );

PDS1 = ParamList("DS1", "SHOW|HIDE" );
PDS2 = ParamList("DS2", "SHOW|HIDE" );
PDS3 = ParamList("DS3", "SHOW|HIDE" );
PDS4 = ParamList("DS4", "HIDE|SHOW" );
PDS5 = ParamList("DS5", "HIDE|SHOW" );


//week
PWP = ParamList("WP", "HIDE|SHOW" );
PWR1 = ParamList("WR1", "HIDE|SHOW" );
PWR2 = ParamList("WR2", "HIDE|SHOW" );
PWR3 = ParamList("WR3", "HIDE|SHOW" );
PWR4 = ParamList("WR4", "HIDE|SHOW" );

PWS1 = ParamList("WS1", "HIDE|SHOW" );
PWS2 = ParamList("WS2", "HIDE|SHOW" );
PWS3 = ParamList("WS3", "HIDE|SHOW" );
PWS4 = ParamList("WS4", "HIDE|SHOW" );

//month
PMP = ParamList("MP", "HIDE|SHOW" );
PMR1 = ParamList("MR1", "HIDE|SHOW" );
PMR2 = ParamList("MR2", "HIDE|SHOW" );
PMR3 = ParamList("MR3", "HIDE|SHOW" );

PMS1 = ParamList("MS1", "HIDE|SHOW" );
PMS2 = ParamList("MS2", "HIDE|SHOW" );
PMS3 = ParamList("MS3", "HIDE|SHOW" );
PIVOTPOINTCOLOR=6;
DAILYSUPPORTCOLOR=5;
DayCOLOR =4;
weekCOLOR =9;
monthCOLOR =34;
/*--------------------------------------*/
// LABELS
for( i = 0; i < BarCount; i++ )
{
//day
if(i+slide1== BarCount && (PDP=="SHOW" OR SHALD=="all") && SHALD!="hide") PlotText( "daily Pivot "+pd ,i+slide,pd+slide_Hight ,PIVOTPOINTCOLOR);
if(i+slide1== BarCount && (PDR1=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily R1 "+rd1 ,i+slide,rd1+slide_Hight ,DayCOLOR );
if(i+slide1== BarCount && (PDR2=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily R2 "+rd2 ,i+slide,rd2+slide_Hight ,DayCOLOR );
if(i+slide1== BarCount && (PDR3=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily R3 "+rd3 ,i+slide,rd3+slide_Hight ,DayCOLOR );
if(i+slide1== BarCount && (PDR4=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily R4 "+rd4 ,i+slide,rd4+slide_Hight ,DayCOLOR );
if(i+slide1== BarCount && (PDR5=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily R5 "+rd5 ,i+slide,rd5+slide_Hight ,DayCOLOR );


if(i+slide1== BarCount && (PDS1=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily S1 "+sd1 ,i+slide,sd1+slide_Hight ,DAILYSUPPORTCOLOR);
if(i+slide1== BarCount && (PDS2=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily S2 "+sd2 ,i+slide,sd2+slide_Hight ,DAILYSUPPORTCOLOR );
if(i+slide1== BarCount && (PDS3=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily S3 "+sd3 ,i+slide,sd3+slide_Hight ,DAILYSUPPORTCOLOR );
if(i+slide1== BarCount && (PDS4=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily S4 "+sd4 ,i+slide,sd4+slide_Hight ,DAILYSUPPORTCOLOR );
if(i+slide1== BarCount && (PDS5=="SHOW" OR SHALD=="all")&& SHALD!="hide") PlotText( "daily S5 "+sd5 ,i+slide,sd5+slide_Hight ,DAILYSUPPORTCOLOR );

//week
if(i+slide2== BarCount && (PWP=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly Pivot "+pw ,i+slide,pw+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWR1=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly R1 "+rw1 ,i+slide,rw1+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWR2=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly R2 "+rw2 ,i+slide,rw2+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWR3=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly R3 "+rw3 ,i+slide,rw3+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWR4=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly R4 "+rw4 ,i+slide,rw4+slide_Hight ,weekCOLOR );


if(i+slide2== BarCount && (PWS1=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly S1 "+sw1 ,i+slide,sw1+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWS2=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly S2 "+sw2 ,i+slide,sw2+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWS3=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly S3 "+sw3 ,i+slide,sw3+slide_Hight ,weekCOLOR );
if(i+slide2== BarCount && (PWS4=="SHOW" OR SHALW=="all")&& SHALW!="hide") PlotText( "weekly S4 "+sw4 ,i+slide,sw4+slide_Hight ,weekCOLOR );

//month
if(i+slide3== BarCount && (PMP=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly Pivot "+pm ,i+slide,Pm+slide_Hight ,monthCOLOR );
if(i+slide3== BarCount && (PMR1=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly R1 "+rm1 ,i+slide,rm1+slide_Hight ,monthCOLOR );
if(i+slide3== BarCount && (PMR2=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly R2 "+rm2 ,i+slide,rm2+slide_Hight ,monthCOLOR );
if(i+slide3== BarCount && (PMR3=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly R3 "+rm3 ,i+slide,rm3+slide_Hight ,monthCOLOR );

if(i+slide3== BarCount && (PMS1=="SHOW" OR SHALM=="all")&& SHALM!="hide")PlotText( "monthly S1 "+sm1 ,i+slide,sm1+slide_Hight ,monthCOLOR);
if(i+slide3== BarCount && (PMS2=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly S2 "+sm2 ,i+slide,sm2+slide_Hight ,monthCOLOR );
if(i+slide3== BarCount && (PMS3=="SHOW" OR SHALM=="all")&& SHALM!="hide") PlotText( "monthly S3 "+sm3 ,i+slide,sm3+slide_Hight ,monthCOLOR );
}
/*--------------------------------------*/
// PLOTS
// style = IIf(ParamList("Chart style", "styleCandle|styleBar")=="styleCandle",64,128);
// Plot (C,Date ()+" close",11,style);
//day
if ((PDP=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (pd,"daily Pivot ",PIVOTPOINTCOLOR,8);
if ((PDR1=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (rd1,"daily R1 ",DayCOLOR,8);
if ((PDR2=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (rd2,"daily R2 ",DayCOLOR,8);
if ((PDR3=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (rd3,"daily R3 ",DayCOLOR,8);
if ((PDR4=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (rd4,"daily R4 ",DayCOLOR,8);
if ((PDR5=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (rd5,"daily R5 ",DayCOLOR,8);

if ((PDS1=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (sd1,"daily S1 ",DAILYSUPPORTCOLOR,8);
if ((PDS2=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (Sd2,"daily S2 ",DAILYSUPPORTCOLOR,8);
if ((PDS3=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (Sd3,"daily S3 ",DAILYSUPPORTCOLOR,8);
if ((PDS4=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (Sd4,"daily S4 ",DAILYSUPPORTCOLOR,8);
if ((PDS5=="SHOW" OR SHALD=="all") && SHALD!="hide") Plot (Sd5,"daily S5 ",DAILYSUPPORTCOLOR,8);


//week
if ((PWP=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (pW,"weekly Pivot ",weekCOLOR,1);
if ((PWR1=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (rw1,"weekly R1 ",weekCOLOR,32);
if ((PWR2=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (rw2,"weekly R2 ",weekCOLOR,32);
if ((PWR3=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (rw3,"weekly R3 ",weekCOLOR,32);
if ((PWR4=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (rw4,"weekly R4 ",weekCOLOR,32);


if ((PWS1=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (sw1,"weekly S1 ",weekCOLOR,32);
if ((PWS2=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (Sw2,"weekly S2 ",weekCOLOR,32);
if ((PWS3=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (Sw3,"weekly S3 ",weekCOLOR,32);
if ((PWS4=="SHOW" OR SHALW=="all") && SHALW!="hide") Plot (Sw4,"weekly S4 ",weekCOLOR,32);

//month
if ((PMP=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (pm,"monthly Pivot",monthCOLOR ,1);
if ((PMR1=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (rm1,"monthly R1",monthCOLOR ,32);
if ((PMR2=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (rm2,"monthly R2",monthCOLOR ,32);
if ((PMR3=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (rm3,"monthly R3",monthCOLOR ,32);

if ((PMS1=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (sm1,"monthly S1",monthCOLOR ,32);
if ((PMS2=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (sm2,"monthly S2",monthCOLOR ,32);
if ((PMS3=="SHOW" OR SHALM=="all") && SHALM!="hide") Plot (sm3,"monthly S3",monthCOLOR ,32);
/*--------------------------------------*/
// TEXT
"high = "+H;
"low = "+L;
"close = "+C;
_SECTION_END();
 

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