trend catching for HDIL

[suktam]

/* Trend catching System

2012, Oct 6th - Modified and integrated By KelvinHand with the given AFL source
* BandStop - Done by Rajandran R
Author of www.marketcalls.in
BBands_Stop_v1.mq4 by [email protected]
translation in Amibroker AFL, E.M.Pottasch, 2011


Reference Guides from
- http://www.traderji.com/metatrader/53910-trend-catching-system.html
- http://www.fxfisherman.com/forums/f...stems/6630-trend-catching-system-perfect.html

*/


_SECTION_BEGIN("Price Chart");
bgTop = ParamColor("BgTop", colorBlack);
bgBot = ParamColor("BgBottom", colorBlack);
SetChartBkGradientFill( bgTop ,bgBot, colorLightGrey);

pStyle = ParamList("Price Style", "Candle|Solid Candle|Bar|Line|Heikin-Ashi",2);
cBull = ParamColor("Price Bull", colorLime);
CBear = ParamColor("Price Bear", colorRed);
cLine = ParamColor("Price Line", colorWhite);


SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}}- {{INTERVAL}} {{DATE}} O= %g, H= %g, L= %g, C= %g (%.1f%%) V= " +WriteVal( V, 1.0 ) +"\n{{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

ThisStyle = styleCandle;
ThisTitle = "";

_O=O; _C=C; _H=H; _L=L;

ThisColor = IIf( _C>_O, cBull, IIf(_C<_O, CBear, CLine));


switch (pStyle )
{

case "Solid Candle":
SetBarFillColor( ThisColor );
break;


case "Bar":
ThisStyle = styleBar;
break;

case "Line":
ThisStyle = styleLine;
ThisColor = cLine;
break;


case "Heikin-Ashi":
_C = (O+H+L+C)/4;
_O = AMA( Ref( _C, -1 ), 0.5 );
_H = Max( H, Max( _C, _O ) );
_L = Min( L, Min( _C, _O ) );

ThisColor = IIf(_C >= _O,CBull, CBear);
SetBarFillColor( ThisColor );

ThisColor = IIf(_C >= _O,cLine, cLine);
ThisTitle = "Heikin-Ashi";
break;

default:
SetBarFillColor( ThisColor );
ThisColor = cLine;

break;

}

PlotOHLC( _O, _H, _L, _C, ThisTitle, ThisColor, ThisStyle);
GraphXSpace = 8;

_SECTION_END();


_SECTION_BEGIN("BandStop");
/* Done by Rajandran R */
/* Author of www.marketcalls.in */
// BBands_Stop_v1.mq4 by [email protected]
// translation in Amibroker AFL, E.M.Pottasch, 2011

// Modified By KelvinHand

Length=Param("Length",20, 2); // Bollinger Bands Period
Deviation=Param("Deviation",2);
// Deviation was 2
MoneyRisk=Param("Money Risk", 1);

LineStyle=ParamToggle("Display line mode", "No|Yes", 1); // Display line mode: 0-no,1-yes
cUpTrendLine = ParamColor("UpTrendLine", ColorRGB(65,105,225));
cDnTrendLine = ParamColor("DownTrendLine", colorRed);





// Offset Factor
TurnedUp=Nz(StaticVarGet("TurnedUp"));
TurnedDown=Nz(StaticVarGet("TurnedDown"));
SoundON = ParamToggle("Sound","Off|On",1);


procedure CalcTrend_proc(bbtop,bbbot,Length,MoneyRisk,SoundON,TurnedUp,TurnedDown)
{
global UpTrendLine;
global DownTrendLine;
global smax;
global smin;

UpTrendLine=Null;
DownTrendLine=Null;
smax=Null;
smin=Null;
trend=0;


for (i=Length+1; i<BarCount; i++)
{
smax=bbtop;
smin=bbbot;
if (C>smax[i-1]) trend=1;
if (C<smin[i-1]) trend=-1;
if(trend>0 && smin<smin[i-1]) smin=smin[i-1];
if(trend<0 && smax>smax[i-1]) smax=smax[i-1];
bsmax=smax+0.5*(MoneyRisk-1)*(smax-smin);
bsmin=smin-0.5*(MoneyRisk-1)*(smax-smin);
if(trend>0 && bsmin<bsmin[i-1]) bsmin=bsmin[i-1];
if(trend<0 && bsmax>bsmax[i-1]) bsmax=bsmax[i-1];
if (trend>0)
{
UpTrendLine=bsmin;
if (SoundON==True && !TurnedUp && i==BarCount-1 && IsEmpty(UpTrendLine[i-1]))
{
Say("Bollinger Bands going Up");
TurnedUp=StaticVarSet("TurnedUp",1);
TurnedDown=StaticVarSet("TurnedDown",0);

}
}

if (trend<0)
{
DownTrendLine=bsmax;
if (SoundON==True && !TurnedDown && i==BarCount-1 && IsEmpty(DownTrendLine[i-1]))
{
Say("Bollinger Bands going Down");
TurnedUp=StaticVarSet("TurnedUp",0);
TurnedDown=StaticVarSet("TurnedDown",1);
}
} //if (trend<0)
} //for
} //procedure

bbtop=BBandTop(C,Length,Deviation);
bbbot=BBandBot(C,Length,Deviation);

CalcTrend_proc(bbtop,bbbot,Length,MoneyRisk,SoundON,TurnedUp,TurnedDown);
UpTrendSigNal=UpTrendLine AND IsEmpty(Ref(UpTrendLine,-1));
DownTrendSigNal=DownTrendLine AND IsEmpty(Ref(DownTrendLine,-1));

DisplayStyle = styleNoLabel|styleDots|styleNoTitle;
if(LineStyle == 0) DisplayStyle |= styleNoLine;


Plot(UpTrendLine,"UPTRENDLINE",cUpTrendLine,DisplayStyle);
Plot(DownTrendLine,"DOWNTRENDLINE",cDnTrendLine,DisplayStyle) ;

PlotShapes(IIf(UpTrendSignal,shapeCircle,shapeNone),cUpTrendLine,0,bbbot,0);
PlotShapes(IIf(DownTrendSignal,shapeCircle,shapeNone),cDnTrendLine,0,bbtop,0);
_SECTION_END();

_SECTION_BEGIN("Wave Channel");

cOutLine = ParamColor("Outer Line", colorWhite);
cMidLine = ParamColor("Mid Line", colorGrey40);

Plot( MA(C, 36), "", cMidLine, styleNoLabel);
Plot( MA(H, 36), "", cOutLine, styleThick|styleNoLabel);
Plot( MA(L, 36), "", cOutLine, styleThick|styleNoLabel);


_SECTION_END();

_SECTION_BEGIN("WMA Rainbow");

cOutLine = ParamColor("Outline", colorBlue);
cInnerLine = ParamColor("Innerline", colorDarkBlue);


Plot( WMA(C, 2), "", cOutLine, styleThick|styleNoLabel);
Plot( WMA(C, 8), "", cOutLine, styleThick|styleNoLabel);

Plot( WMA(C, 3), "", cInnerLine, styleNoLabel);
Plot( WMA(C, 4), "", cInnerLine, styleNoLabel);
Plot( WMA(C, 5), "", cInnerLine, styleNoLabel);
Plot( WMA(C, 6), "", cInnerLine, styleNoLabel);
Plot( WMA(C, 7), "", cInnerLine, styleNoLabel);


_SECTION_END();




working good in15 min timeframe ,buy-sell both side

 

[Vertigo_1985]

Have you backtested this ? what are your results for this ?

 

[suktam]

Have you backtested this ? what are your results for this ?

hi
back test one lot 4000share
back test parmeter
account margin30%
capital 1,60,000/-
future mode,timeframe 15 min
long-short both side
interval-13-12-2010 to 7-11-2012
RESULT-CAR 235% PROFIT -902%

 

[njethva]

you can add following afl in new pan. will increase the profit drastically.

_SECTION_BEGIN("[email protected]");
r1 = Param( "Fast avg", 2, 2, 200, 1 );
r2 = Param( "Slow avg", 21, 2, 200, 1 );
A = 0;

TrendColor = IIf(OscP(r1,r2)>0,colorLime,colorRed);
Plot( OscP( r1,r2), _DEFAULT_NAME(), TrendColor, ParamStyle("Histogram style", styleLine| styleHistogram | styleNoLabel, maskHistogram ));

Plot( OscP(r1,r2), _DEFAULT_NAME(), TrendColor, styleLine| styleNoLabel);
Plot ( A, _DEFAULT_NAME(), ParamColor( "A", colorCycle ),styleLine | styleNoLabel);


Buy=Cross(OscP (r1,r2),0);
Sell=Cross(0,OscP(r1,r2));

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

Short=Sell;
Cover=Buy;

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorGreen);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorRed);


_SECTION_END();