NF Swing Trading using Fractal AFL
- Thread starter oldtrader
- Start date
KPLswing
Code:
_SECTION_BEGIN("Trend Identifire");
Show_color = ParamToggle("Display CandleColor", "No|Yes", 1);
r1 = Param( "ColorFast avg", 5, 2, 200, 1 );
r2 = Param( "ColorSlow avg", 10, 2, 200, 1 );
r3 = Param( "ColorSignal avg", 5, 2, 200, 1 );
Prd1=Param("ATR Period",4,1,20,1);
Prd2=Param("Look Back",7,1,20,1);
green = HHV(LLV(L,Prd1)+ATR(Prd1),Prd2);
red = LLV(HHV(H,Prd1)-ATR(Prd1),Prd2);
flowerClose = EMA((Open+High+Low+Close)/4,3) ;
flowerOpen = EMA((Ref(Open,-1) + Ref(flowerClose,-1))/2,3);
Temp = Max(High, flowerOpen);
flowerHigh = EMA(Max(Temp, flowerClose),3);
Temp = Min(Low,flowerOpen);
flowerLow = EMA(Min(Temp, flowerClose),3);
SetPositionSize (1, spsShares);
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
mycolor=IIf(m1<0 AND m1>s1, colorBlue,IIf(m1>0 AND
m1>s1,colorGreen,IIf(m1>0 AND m1<s1,colorPink,colorRed)));
if(Show_color)
{
ColorHighliter = myColor;
SetBarFillColor( ColorHighliter );
}
barColor=IIf(C>Green ,colorWhite,IIf(C < RED,colorRed,colorWhite));
PlotOHLC( IIf(flowerOpen<flowerClose, flowerOpen,
flowerClose),flowerHigh,flowerLow,IIf(flowerOpen<f lowerClose, flowerClose,
flowerOpen), "Close", barColor, styleNoTitle | styleCandle);
_SECTION_END();
_SECTION_BEGIN("Bands");
SupResB =Param("Sup-Res Short",6,0,100,1);
nn=SupResB;
Bandlinecol=ParamColor("SupResLineColor",ColorRGB( 82,82,82));
ParmCloud = ParamToggle("Cloud", "No|Yes", 0);
BoxCloudColor=ParamColor("BoxCloudColor",ColorRGB( 27,27,27));
Line2=Param("ResLineLength",100,2,500,0.1);
Daysback1 = Line2;
FirstBar1 = BarCount - DaysBack1;
Hh=HHV(flowerHigh,nn);
LL=LLV(flowerLow,nn);
Res2=Hh;
Sup2=LL;
BandRes=IIf(BarIndex() >= Firstbar1,EndValue(Res2),Null);
BandSup=IIf(BarIndex() >= Firstbar1,EndValue(Sup2),Null);
Plot(BandRes,"",Bandlinecol,ParamStyle("ShortSupBa nd",styleLine|styleDashed|stylehidden|styleNoTitle |styleNoLabel|styleThick,maskAll));
Plot(BandSup,"",Bandlinecol,ParamStyle("ShortResBa nd",styleLine|styleDashed|stylehidden|styleNoTitle |styleNoLabel|styleThick,maskAll));
CS=BandRes;
CR=BandSup;
if(parmCloud == 1)
PlotOHLC( CS, CS, CR,CR, "Band",BoxCloudColor, styleCloud | styleNoLabel|styleNoTitle);
_SECTION_END();
_SECTION_BEGIN("Breakout");
Buyperiods=Param("Breakout periods best is usually 18",5,1,100,1,1);
Sellperiods=Param("Exit Breakout",5,1,100,1,1);
HaClose =EMA((O+H+L+C)/4,3); // Woodie
//HaClose =(O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
Buy= C>Ref(HHV(High,Buyperiods),-1) ;
Sell= C<Ref(LLV(Low,Sellperiods),-1);
/* exrem is one method to remove surplus strade signals. It removes excessive signals of arrow */
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
PlotShapes( IIf( Buy, shapeUpTriangle, shapeNone ), colorGreen, layer = 0,yposition = HaLow, offset = -30);
//PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, layer = 0,yposition = HaLow, offset = -8);
PlotShapes( IIf( Sell, shapeDownTriangle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = -30);
//PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = -8);
_SECTION_END();
_SECTION_BEGIN("PFE");
pds=10;
x=sqrt((ROC(C,9)*ROC(C,9))+100);
y=Sum(sqrt((ROC(C,1)* ROC(C,1))+1),pds);
z=(x/y);
pfe=EMA(IIf(C>Ref(C,-9),z,-z)*100,5);
rsidn=pfe <-10 AND pfe<Ref(pfe,-1);
rsiup=pfe >10 AND pfe>Ref(pfe,-1);
rsiresult1 = WriteIf( rsiup,"cu", "");
rsiresult2 = WriteIf( rsidn,"cd", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 120 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( rsiresult1 =="cu")
{
GfxSelectSolidBrush( ColorRGB(0,90,0) );
}
else
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(90,0,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
_SECTION_END();
GfxRoundRect( 400,570,210,415, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("Schaff Trend Cycle");
MA1=23;
MA2=50;
TCLen=10;
MA1=Param("ShortMACDLen",23,5,36);
MA2=Param("LOngMACDLen",50,10,100);
TCLen=Param("TCLen(StochPeriod)",10,5,20);
Factor=.5;
XMac = MACD(MA1,MA2) ;
Value1 = LLV(XMac, TCLen);
Value2 = HHV(XMac, TCLen) - Value1;
frac1=0;
for (i = 1; i < BarCount; i++) {
if (Value2[i] > 0) {
frac1[i] = ((XMac[i] - Value1[i])/Value2[i])*100;
}
else {
frac1[i]= frac1[i-1];
}
}
PF[0]=frac1[0];
PF[1]=frac1[1];
for (i = 2; i < BarCount; i++) {
PF[i]=PF[i-1]+(Factor*(frac1[i]-PF[i-1]));
}
Value3 = LLV(PF, TCLen);
Value4 = HHV(PF, TCLen) - Value3;
frac2[0]=0;
for (i = 1; i < BarCount; i++) {
if (Value4[i] > 0 ) {
frac2[i]=((PF[i] - Value3[i])/Value4[i])*100;
}
else {
frac2[i]=frac2[i-1];
}
}
PFF[0]=frac2[0];
PFF[1]=frac2[1];
for (i = 2; i < BarCount; i++) {
PFF[i]=PFF[i-1]+(Factor*(frac2[i]-PFF[i-1]));
}
rsidn=pff <2;
rsiup=pff >98;
rsiresult1 = WriteIf( rsiup,"cu", "");
rsiresult2 = WriteIf( rsidn,"cd", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 120 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( rsiresult1 =="cu")
{
GfxSelectSolidBrush( ColorRGB(0,120,0) );
}
else
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(120,0,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxRoundRect( 390,560,220,425, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("rsi");
//HT=ParamColor("HT", colorRed );
rsidn=RSI(7) <30;
rsiup=RSI(7) >70;
rsiresult1 = WriteIf( rsiup,"cu", "");
rsiresult2 = WriteIf( rsidn,"cd", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 120 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( rsiresult1 =="cu")
{
GfxSelectSolidBrush( ColorRGB(0,150,0) );
}
else
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(150,0,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxRoundRect( 380,550,230,435, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("Rays");
Pp1=3;
Pp2=2;
CS33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),4);
CR33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),5);
AtrupTrendCond1 = flowerClose> CS33 ;
AtrdnTrendCond1 =CS33>flowerClose ;
ATRup = WriteIf(AtrupTrendCond1,"atrup", "");
ATRdown= WriteIf( AtrdnTrendCond1,"atrdn", "");
if ( ATRup =="atrup")
{
GfxSelectSolidBrush( ColorRGB(0,180,0) );
}
else
if (ATRdown =="atrdn")
{
GfxSelectSolidBrush( ColorRGB(180,0,0));
}
else
if ( ATRdown =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 ); // broader color
GfxRoundRect( 370,540,240,445, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("Exit_Beast-3");
EntrylookbackPeriod=10;
EntryATRperiod=1.9;
EntrySig = C > ( LLV( flowerLow, EntrylookbackPeriod ) + EntryATRperiod * ATR( 10 ) );
ExitSig = C < ( HHV( flowerHigh, EntrylookbackPeriod ) -EntryATRperiod * ATR( 10 ) );
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
EntryB = WriteIf( EntrySig,"eu", "");
ExitB = WriteIf( ExitSig,"ed", "");
if ( EntryB =="eu")
{
GfxSelectSolidBrush( ColorRGB(0,210,0) ); //
}
else
if ( ExitB =="ed")
{
GfxSelectSolidBrush( ColorRGB(210,0,0)); //
}
else
if ( ExitB =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 ); // broader color
GfxRoundRect( 360,530,250,455, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("CCI9-2");
ccidn=CCI(8) < 0;
cciup=CCI(9) > 0;
ccresult1 = WriteIf( cciup,"cu", "");
ccresult2 = WriteIf( ccidn,"cd", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( ccresult1 =="cu")
{
GfxSelectSolidBrush( ColorRGB(0,240,0) );
}
else
if ( ccresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(240,0,0));
}
else
if ( ccresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 ); // broader color
GfxRoundRect( 350,520,260,465, 50, 50 );
_SECTION_END();
_SECTION_BEGIN("%BB7-1");
p=7;
x=((C+2*StDev(C,p)-MA(C,p))/(4*StDev(C,p)))*100;
bbdown= x < 40;
bbup= x > 40;
bbresult1 = WriteIf( bbup,"bu", "");
bbresult2 = WriteIf( bbdown,"bd", "");
bbresult3 = WriteIf( C,"bearishrevers", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( bbresult1 =="bu")
{
GfxSelectSolidBrush( ColorRGB(62,255,62) );
}
else
if ( bbresult2 =="bd")
{
GfxSelectSolidBrush( ColorRGB(255,62,62) );
}
else
if ( bbresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 ); // broader color
GfxRoundRect( 340,510,270,475, 50, 50 );
_SECTION_END();
x = 300;
x2 = 200;
y = Status( "pxchartheight" );
GfxSelectSolidBrush( colorBlue );
GfxSelectPen( colorWhite, 1); // broader color
GfxRoundRect( 535, y - 80, 430,y ,7 , 7 ) ;
_SECTION_BEGIN("MACDHIGHBULLISH");
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );
r4 = Param( "Wk slow", 17, 2, 200, 1 );
r5 = Param( "Wk fast", 8, 2, 200, 1 );
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
rsidn=m1>0 AND m1>s1;
rsiresult2 = WriteIf( rsidn,"cd", "");
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(0,147,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
RequestTimedRefresh( 0 );
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
// broader color
GfxCircle( 445,550,10 );
_SECTION_END();
rsidn=m1<0 AND m1>s1;
rsiresult2 = WriteIf( rsidn,"cd", "");
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(0,147,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
RequestTimedRefresh( 0 );
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
// broader color
GfxCircle( 470,550,10 );
_SECTION_END();
_SECTION_BEGIN("MACDLOWHBEARISH");
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );
r4 = Param( "Wk slow", 17, 2, 200, 1 );
r5 = Param( "Wk fast", 8, 2, 200, 1 );
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
rsidn=m1>0 AND m1<s1;
rsiresult2 = WriteIf( rsidn,"cd", "");
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(225,0,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
RequestTimedRefresh( 0 );
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
// broader color
GfxCircle(495,550,10);
_SECTION_END();
_SECTION_BEGIN("MACDHIGHHBEARISH");
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );
r4 = Param( "Wk slow", 17, 2, 200, 1 );
r5 = Param( "Wk fast", 8, 2, 200, 1 );
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
rsidn=m1<0 AND m1<s1;
rsiresult2 = WriteIf( rsidn,"cd", "");
if ( rsiresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(225,0,0));
}
else
if ( rsiresult2 =="")
{
GfxSelectSolidBrush( colorDarkTeal );
}
RequestTimedRefresh( 0 );
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
// broader color
GfxCircle( 520,550,10 );
_SECTION_END();
_SECTION_BEGIN("Average 0");
P = HaClose;
Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear
Regression-45,Exponential,Double Exponential,Tripple
Exponential,Wilders,Simple");
Periods = Param("Periods", 20, 2, 200 );
Displacement = Param("Displacement", 1, -50, 50 );
m = 0;
if( Type == "Weighted" ) m= WMA( P, Periods );
if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods);
if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 );
if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Simple" ) m = MA( P, Periods );
_SECTION_END();
_SECTION_BEGIN("Average 1");
//Average_switch = ParamToggle("Candle On/off", "Off|On");
P = HaClose;
Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear
Regression-45,Exponential,Double Exponential,Tripple
Exponential,Wilders,Simple");
Periods = Param("Periods", 60, 2, 200 );
Displacement = Param("Displacement", 1, -50, 50 );
m = 0;
if( Type == "Weighted" ) m= WMA( P, Periods );
if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods);
if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 );
if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Simple" ) m = MA( P, Periods );
_SECTION_END();
_SECTION_BEGIN("Average 5");
P = HaClose;
Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear
Regression-45,Exponential,Double Exponential,Tripple
Exponential,Wilders,Simple");
Periods = Param("Periods", 120 ,2, 200 );
Displacement = Param("Displacement", 1, -50, 50 );
m = 0;
if( Type == "Weighted" ) m= WMA( P, Periods );
if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods);
if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 );
if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Simple" ) m = MA( P, Periods );
_SECTION_END();
_SECTION_BEGIN("Sell Average 3");
P = HaClose;
Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear
Regression-45,Exponential,Double Exponential,Tripple
Exponential,Wilders,Simple");
Periods = Param("Periods", 180, 2, 800 );
Displacement = Param("Displacement", 1, -50, 50 );
m = 0;
if( Type == "Weighted" ) m= WMA( P, Periods );
if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods);
if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 );
if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Simple" ) m = MA( P, Periods );
_SECTION_END();
_SECTION_BEGIN("traing sl");
function vstop_func(trBull,trBear)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];
if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - trBull[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + trBear[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - trBull[ i ];
}
else
{
trailArray[ i ] = C[ i ] + trBear[ i ];
}
}
return trailArray;
}
per = Param("per",20, 1, 150, 1);
multBull = Param("multBull",2, 1, 4, 0.05);
multBear = Param("multBear",2, 1, 4, 0.05);
trBull = multBull * ATR(per);
trBear = multBear * ATR(per);
trailArray = vstop_func(trBull,trBear);
s0=trailArray;
s1= s0 > C ;
s2= s0 <C ;
ccresult1 = WriteIf( s1,"cu", "");
ccresult2 = WriteIf( s2,"cd", "");
GfxSelectFont("arial", 13, 700 ); GfxSetBkMode( colorRed);
GfxSetTextColor( ParamColor("Color",colorRed) );
Hor=Param("Horizontal Position",30,10,1200,1);
Ver=Param("Vertical Position",185,100,50,50);
_SECTION_END();
_SECTION_BEGIN("traing s2");
s0=trailArray;
s1= s0 > C ;
s2= s0 <C ;
ccresult1 = WriteIf( s1,"cu", "");
ccresult2 = WriteIf( s2,"cd", "");
_SECTION_END();
_SECTION_BEGIN("buycircle");
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
if ( ccresult2 =="cd")
{
GfxSelectSolidBrush( ColorRGB(0,255,0) );
}
else
{
GfxSelectSolidBrush( ColorRGB(0,0,94) );
}
GfxCircle( 455,510,20 );
_SECTION_END();
_SECTION_BEGIN("sellcircle");
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlue );
GfxSelectPen( colorBlue, 1 );
if ( ccresult1 =="cu")
{
GfxSelectSolidBrush( ColorRGB(255,0,0) );
}
else
{
GfxSelectSolidBrush( ColorRGB(0,0,94) );
}
GfxCircle( 510,510,20 );
_SECTION_END();
_SECTION_BEGIN("ema_crossover");
Plot(EMA(Close,10),"",colorOrange,styleLine );
Plot(EMA(Close,20),"",colorBlueGrey,styleLine);
Plot(EMA(Close,30),"",colorTeal,styleLine);
_SECTION_END();
//This Section is For HH HL LH LL //
Q = Param( "% Change", 0.6, 0.1, 10, 0.1 );
Z = Zig( C , q ) ;
HH = ( ( Z < Ref( Z, -1 ) AND Ref( Z, -1 ) > Ref( Z, -2 ) ) AND (Peak( z, q, 1 ) > Peak( Z, q, 2 ) ) );
LH = ( ( Z < Ref( Z, -1 ) AND Ref( Z, -1 ) > Ref( Z, -2 ) ) AND (Peak( Z, q, 1 ) < Peak( Z, q, 2 ) ) );
HL = ( ( Z > Ref( Z, -1 ) AND Ref( Z, -1 ) < Ref( Z, -2 ) ) AND (Trough( Z, q, 1 ) > Trough( Z, q, 2 ) ) );
LL = ( ( Z > Ref( Z, -1 ) AND Ref( Z, -1 ) < Ref( Z, -2 ) ) AND (Trough( Z, q, 1 ) < Trough( Z, q, 2 ) ) );
GraphXSpace = 5;
dist = 0.5 * ATR( 20 );
for ( i = 0; i < BarCount; i++ )
{
if ( HH[i] )
PlotText( "H TOP ", i, H[ i ] + dist[i], colorYellow );
if ( LH[i] )
PlotText( "L TOP", i, H[ i ] + dist[i], colorYellow );
if ( HL[i] )
PlotText( "H Bottom", i, L[ i ] - dist[i], colorYellow );
if ( LL[i] )
PlotText( "L Bottom", i, L[ i ] - dist[i], colorYellow );
}
_SECTION_BEGIN("Magnified Market Price");
FS=Param("Font Size",30,30,100,1);
GfxSelectFont("Arial", FS, 700, italic = False, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor( ParamColor("Color",colorWhite) );
Hor=Param("Horizontal Position",350,800,800,800);
Ver=Param("Vertical Position",50,27,27,27);
GfxTextOut(""+C,Hor+250 , Ver-53 );
YC=TimeFrameGetPrice("C",inDaily,-1);
DD=Prec(C-YC,2);
xx=Prec((DD/YC)*100,2);
GfxSelectFont("Arial", 12, 700, italic = False, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor(ParamColor("Color",colorYellow) );
GfxTextOut(""+DD+" ("+xx+"%)", Hor+250, Ver-1 );
_SECTION_END();
_SECTION_BEGIN("Right Functions");
function HAI_F1(no)
{
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
return (IIf(avn==1,sup,res));
}
function HAI_F2(no)
{
return (Cross(C,HAI_F1(no)));
}
function HAI_F3(no)
{
return (Cross(HAI_F1(no),C));
}
function HAI_F4(no)
{
prev=AMA2(C,1,0);
d=IIf(C>Ref(Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),-1),Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),
IIf(C<Ref(Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),-1),Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),PREV));
a=Cross(Close,d);
b=Cross(d,Close);
return (IIf(BarsSince(a)<BarsSince(b),1,0));
}
function HAI_F5(no)
{
state = HAI_F4(no);
s=state>Ref(state,-1);
ss=state<Ref(state,-1);
return (state==Ref(state,-1));
}
function HAI_F6(p,n,s,m)
{
return (PDI(p)>MDI(n)AND Signal(s)<MACD(m));
}
function HAI_F7(p,n,s,m)
{
return (MDI(n)>PDI(p)AND Signal(s)>MACD(m));
}
_SECTION_END();
_SECTION_BEGIN("trending ribbon");
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();
_SECTION_END();
_SECTION_BEGIN("Swing");
no = 22;
sloss = HAI_F1(no);
a = HAI_F2(no);
b = HAI_F3(no);
state = HAI_F4(no);
sss = HAI_F5(no);
uptrend = HAI_F6(20,10,29,22);
downtrend = HAI_F7(20,10,29,13);
style = a * styleStaircase + b * styleStaircase;
PlotShapes(a,style, IIf(a,colorGreen,colorRed), 0, IIf(a,Low,High));
_SECTION_END();
_SECTION_BEGIN("");
Buy = a;
Sell = b;
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-10);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-20);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-15);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);
dist =0.5* ATR(10);
dist1 = 2*ATR(10);
for (i=0; i<BarCount; i++) {
if ( Buy[i] )
PlotText("Buy:" + H[ i ], i, H[ i ]-3*dist[i], colorGreen);
if ( Sell[i] )
PlotText("Sell:" + L[ i ], i, L[ i ]+3*dist[i], colorRed);
}
AlertIf( Buy, "", "BUY @ " + H, 1 );
AlertIf( Sell, "", "SELL @ " + L, 2 );
AlertIf( Buy, "EMAIL", "A sample alert on "+FullName(), 1 );
AlertIf( Sell, "EMAIL", "A sample alert on "+FullName(), 2 );
_SECTION_END();
//d = Close > Ref( ChandelierHL(ATR(3),20), -1);
//e =Close < Ref( ChandelierHL(ATR(3),20), -1);
//f = Close < Ref( ChandelierHL(ATR(3),20), -1);
//g = Close > Ref( ChandelierHL(ATR(3),20), -1);
Buy = a AND uptrend ;
Short = b AND downtrend ;
Sell = b AND downtrend ;
Cover = a AND uptrend;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);
Filter=Buy OR Sell;
Filter= Cover OR Short;
AddColumn( Buy, "Buy", 1);
AddColumn(Sell, "Sell", 1);
AddColumn(Close,"Close",1.2);
AddColumn(Volume,"Volume",1.0);
//Plot(sloss,"Swing",colorYellow,styleStaircase);
//SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),
//ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
//Alerts
GraphXSpace = 5;
/* -------------------------------------------------------------------------------------- */
SetChartBkColor(colorBlack);
SetChartOptions(0,chartShowArrows|chartShowDates);
/* -------------------------------------------------------------------------------------- */
////////////////////////////////////////////////////////////////////////////////////////////////
messageboard = ParamToggle("Message Board","Show|Hide",0);
showsl = ParamToggle("Stop Loss Line", "Show|Hide", 0);
style = a * styleStaircase + b * styleStaircase;
PlotShapes(a,style, IIf(a,colorGreen,colorRed), 0, IIf(a,Low,High));
if (showsl == 0) Plot(sloss,"Stop Loss",colorYellow,styleLine |styleDashed|styleThick);
exitlong = Cross(sloss, H);
PlotShapes(exitlong * shapeNone, colorBlack,0,H,-10);
exitshort = Cross(L, sloss);
PlotShapes(exitshort * shapeNone, colorBlack,0,L,-15);
Buy = exitshort;
Sell = exitlong;
//Short = Sell;
//Cover = Buy;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
//Short = ExRem(Short, Cover);
//Cover = ExRem(Cover, Short);
AlertIf( Buy, "", "BUY @ " + H, 1 );
AlertIf( Sell, "", "SELL @ " + L, 2 );
for (i=BarCount-1; i>1; i--) {
if (Buy[i] == 1) {
entry =H[i];
sig = "BUY";
sl = sloss[i];
tar1 = entry + (entry * .0040);
tar2 = entry + (entry * .0085);
tar3 = entry + (entry * .0179);
bars = i;
i = 0;
}
if (Sell[i] == 1) {
sig = "SELL";
entry = L[i];
sl = sloss[i];
tar1 = entry - (entry * .0050);
tar2 = entry - (entry * .0085);
tar3 = entry - (entry * .0212);
bars = i;
i = 0;
}
}
Offset = 20;
Clr = IIf(sig == "BUY", colorLime, colorRed);
ssl = IIf(bars == BarCount-1, sloss[BarCount-1], Ref(sloss, -1));
sl = ssl[BarCount-1];
printf("Last " + sig + " Signal came " + (BarCount-bars) + " bars ago");
printf("\n" + sig + " @ : " + entry + "\nStop Loss : " + sl + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"+ "\nTarget_1 : " + tar1 + "\nTarget_2 : " + tar2 + "\nTarget_3 : " + tar3);
printf("\nCurrent P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2));
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
_SECTION_END();
_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("ATP");
B=Volume;
A=Avg;
Value=B*A;
Barsfromtodaybegin = 1 + BarsSince( Day() != Ref(Day(), -1));
Totalvalue=Sum(Value,Barsfromtodaybegin);
Totalvolume=Sum(V,Barsfromtodaybegin);
ATP=(Totalvalue/Totalvolume);
ColorATP=IIf(ATP>Ref(ATP,-1),colorBrightGreen,colorRed);
Plot(ATP,"ATP",colorATP,styleThick);
_SECTION_END();
a=20;
GraphXSpace=5;
p=30;
p = Param("p",30,2,100,1);
Om=DEMA(O,p);
hm=DEMA(H,p);
lm=DEMA(L,p);
Cm=DEMA(C,p);
HACLOSE=(Om+Hm+Lm+Cm)/4;
HaOpen = AMA( Ref( HaClose, -1), 1);
HaHigh = Max( Hm, Max( HaClose, HaOpen ) );
HaLow = Min( Lm, Min( HaClose, HaOpen ) );
slope = Param("slope",2,2,100,1);
Color20= IIf(LinRegSlope(MA(HaClose,a),slope)<0,colorRed,co lorGreen);
Plot(MA(HaClose,a),"", color20,styleThick);
Color=IIf(Haclose>MA(HaClose,a),colorGreen, colorRed);
//PlotOHLC( HaOpen, HaOpen, HaClose, HaClose, "" + Name(), Color, styleCandle);
_SECTION_END();
_SECTION_BEGIN("Priyanvada's Price Action");
P = ParamField( "Price field" );
CandleT=ParamToggle("Candlestick Display","No|Yes",defaultval=1 );
BarT=ParamToggle("Bar Display","No|Yes",defaultval=0 );
LineT=ParamToggle("Line Display","No|Yes",defaultval=0 );
//T3MA toggle
T3MAT=ParamToggle("Moving Average","No|Yes",defaultval=1 );
//T3MA Check Periods
T3MAP = Param("T3MA Periods", 46, 2, 300, 1, 10 );
function T3(price,periods)
{
s = 0.84;
e1=EMA(price,periods);
e2=EMA(e1,Periods);
e3=EMA(e2,Periods);
e4=EMA(e3,Periods);
e5=EMA(e4,Periods);
e6=EMA(e5,Periods);
c1=-s*s*s;
c2=3*s*s+3*s*s*s;
c3=-6*s*s-3*s-3*s*s*s;
c4=1+3*s+s*s*s+3*s*s;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
return ti3;
}
T3MA = T3(P,T3MAP);
for( i = 1; i < BarCount; i++ )
{
//assignments
NvadaOpen[i] = Close[i-1];
NvadaClose[i]=Close[i];
NvadaHigh[i]=IIf(NvadaOpen[i]>=NvadaClose[i],NvadaOpen[i],NvadaClose[i]);
NvadaLow[i]=IIf(NvadaOpen[i]>=NvadaClose[i],NvadaClose[i],NvadaOpen[i]);
averagechange[i]=(NvadaOpen[i]+NvadaClose[i])/2;
//=============================
//CHECKS
//check1= uptrend and upbar as referred for last 2 bars
Check1[i]=averagechange[i]>T3MA[i] AND NvadaClose[i]>=NvadaOpen[i-2];
//check2= uptrend and downbar as referred for last 2 bars
Check2[i]=averagechange[i]>T3MA[i] AND NvadaClose[i]<NvadaOpen[i-2];
//check3= downtrend and downbar as referred for last 2 bars
Check3[i]=averagechange[i]<T3MA[i] AND NvadaClose[i]<=NvadaOpen[i-2];
//check4= downtrend and upbar as referred for last 2 bars
Check4[i]=averagechange[i]<T3MA[i] AND NvadaClose[i]>NvadaOpen[i-2];
//check5=check2 or check 4 => possible corrections!
Check5[i]=Check2[i] OR Check4[i];
//Color assignment
if(Check1[i]==1){pricolor[i] =colorGreen;}
if(Check3[i]==1){pricolor[i] =colorRed;}
if(Check5[i]==1){pricolor[i] =colorYellow;}
//Pricolor = IIf(NvadaClose>Ref(NvadaOpen,-2),colorGreen,colorRed);
}
//T3MA Display
if(T3MAT==1)
{
T3MAcolor = IIf(C>=T3MA,colorGreen,colorRed);
//Plot(T3MA,"T3MA",T3MAcolor,styleThick);
}
Buy=T3MAcolor==colorGreen;
Sell=T3MAcolor==colorRed;
Short=Sell;
Cover=Buy;
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
//PlotShapes(IIf(Buy , shapeUpArrow, shapeNone),colorWhite);
//PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorYellow);
no=Param( "Swing", 12, 1, 55 );
tsl_col=ParamColor( "Color", colorLightGrey );
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
//Plot(tsl, _DEFAULT_NAME(), tsl_col, styleStaircase);
SetPositionSize(300,spsShares);
ApplyStop(0,1,10,1);
//-----------end--------------
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy);
BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);
Edc=(
WriteIf (Buy AND Ref(shrt,-1), " BUY @ "+C+" ","")+
WriteIf (Sell AND Ref(Long,-1), " SEll @ "+C+" ","")+
WriteIf(Sell , "Last Trade Profit Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Last Trade Profit Rs."+(SellPrice-C)+"",""));
_SECTION_END();
H1 = SelectedValue( TimeFrameGetPrice( "H", inDaily, -1 ) );
L1 = SelectedValue( TimeFrameGetPrice( "L", inDaily, -1 ) );
C1 = SelectedValue( TimeFrameGetPrice( "C", inDaily, -1 ) );
H2 = SelectedValue( TimeFrameGetPrice( "H", inDaily, 0 ) );
L2 = SelectedValue( TimeFrameGetPrice( "L", inDaily, 0 ) );
O1 = SelectedValue( TimeFrameGetPrice( "open", inDaily, 0 ) );
F4 = 0;
D1 = ( H1 - L1 );
D2 = ( H2 - L2 );
F1 = D1 * 0.433;
F2 = D1 * 0.766;
F3 = D1 * 1.35;
if ( D2 <= F1 )
F4 = F1;
else
if ( D2 <= F2 )
F4 = F2;
else
F4 = F3;
S_P = ( O1 - F4 );
B_P = ( O1 + F4 );
BP = ( L2 + F4 );
BPTGT = ( BP + ( BP * .0065 ) );//.0015 brokerage
BPSTPLS = ( BP - ( BP * .0085 ) );
SP = ( H2 - F4 );
SPTGT = ( SP - ( SP * .0065 ) );
SPSTPLS = ( SP + ( SP * .0085 ) );
p = ( H1 + L1 + C1 ) / 3;
s1 = ( H1 );
r1 = ( L1 );
r2 = SelectedValue( L2 );
s2 = SelectedValue( H2 );
Filter = Buy OR Sell;
AddColumn( IIf( Buy, 66, 1 ), "Buy", formatChar, 1, bkcolor = IIf( Buy, 43, 33 ) );
AddColumn( IIf( Sell, 83, 1 ), "Sell", formatChar, 1, bkcolor = IIf( Sell, 25, 32 ) );
AddColumn( IIf( Short, 83, 1 ), "Short", formatChar, 1, bkcolor = IIf( Short, 25, 32 ) );
AddColumn( C, "CMP", 1.2, colorDefault, colorLightBlue );
AddColumn( BP, "SELL PRICE", 1.2, colorDefault, colorGreen );
AddColumn( BPTGT, "TGT PRICE", 1.2, colorDefault, colorBrown );
AddColumn( BPSTPLS, "STPLS BUY", 1.2, colorDefault, colorRed );
AddColumn( p, "PIVOT", 1.2, colorDefault, colorYellow );
AddColumn( SPSTPLS, "STPLS SELL", 1.2, colorDefault, colorRed );
AddColumn( SP, "SELL PRICE", 1.2, colorDefault, colorGreen );
AddColumn( SPTGT, "TGT PRICE", 1.2, colorDefault, colorBrown );
AddColumn( H1, "PRE-HIGH" );
AddColumn( L1, "PRE-LOW" );
AddColumn( D1, "PRE-DIFF" );
AddColumn( F1, "0.433" );
AddColumn( F2, "0.766" );
AddColumn( F3, "1.35" );
AddColumn( H2, "D-HIGH" );
AddColumn( L2, "D-LOW" );
AddColumn( D2, "D-DIFF" );
AddColumn( F4, "SELECT FACT" );
_SECTION_END();
//============== TITLE ==============
_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorGold)+ "K T S" + EncodeColor(colorRose)+" (" + Name() + ") " + EncodeColor(colorGold)+ Interval(2) +
" " + Date() +" " +" Open "+WriteVal(O,1.000)+" "+"Hi "+WriteVal(H,1.000)+" "+"Lo "+WriteVal(L,1.000)+" "+
"Close "+WriteVal(C,1.000)+" ("+WriteVal(C-Ref(C,-1),1,0)+" "+WriteVal((C-Ref(C,-1))*100/Ref(C,-1),1.1)+ "%) Vol= "+ WriteVal(V,1.0)
+"\n"+EncodeColor(colorGrey50)+"------------------------------------------------------------------------------------------------------------"
+"\n"+EncodeColor(colorGold)+
WriteIf (Buy , "Signal: Go Long - Entry Price: "+WriteVal(C)+" - Traget: "+WriteVal((BuyPrice+tsl)+BuyPrice)
+" - StopLoss:"+WriteVal(tsl)+" "
,"")+
WriteIf (Sell , "Signal: Go Short - Entry Price: "+WriteVal(C)+" - Target: "+WriteVal((tsl-SellPrice)-SellPrice)+" - StopLoss:"+WriteVal(tsl)+" ","")+
EncodeColor(ColorRGB(111,208,255))+
WriteIf(Long AND NOT Buy, "Trade: Long - Entry Price: "+WriteVal((H))+" - Profit: "+WriteVal((C-BuyPrice))+" "+EncodeColor(colorLime)+"Let your profit runs!","")+
WriteIf(shrt AND NOT Sell, "Trade: Short - Entry Price: "+WriteVal((L))+" - Profit: "+WriteVal((SellPrice-C))+" - "+EncodeColor(colorLime)+"Let your profit runs!","")
+"\n"+EncodeColor(colorGrey50)+"------------------------------------------------------------------------------------------------------------"
);
dist = 6*ATR(10);
dist1 = 6*ATR(10);
for( i = 0; i < BarCount; i++)
{
if( Buy[i] )
{
//PlotText( "Buy:" + C[ i ] + "\nT= " + tsl[i] + "\nSL= " +((C[i]-tsl[i])+C[i]) , i, C[ i ]-dist[i], colorGreen, colorDarkOliveGreen );
}
if( Sell[i] )
{
//PlotText( "Sell:" + C[ i ] + "\nT= " + (C[i]-(tsl[i]-C[i])) + "\nSL= " +tsl[i], i, C[ i ]+dist1[i], colorRed, colorDarkOliveGreen );
}
}
/*Plot Ribbon */
Ribbon1=IIf( (C) >(tsl) ,colorGreen, IIf(( tsl )>( C ), colorRed,colorBlack));
Plot(3, "Ribbon", Ribbon1, styleOwnScale| styleArea| styleNoLabel,-0.5,100);
_SECTION_END();
Res. OT gi
Will u pl backtest KPLswing indicator Factor=13 and 7 min tf when u will free
Will u pl backtest KPLswing indicator Factor=13 and 7 min tf when u will free
Code:
//PATRICK DOHERTY//
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +"
{{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
H1=SelectedValue( TimeFrameGetPrice( "H", inDaily, -1 ));
L1=SelectedValue(TimeFrameGetPrice( "L", inDaily, -1 ));
C1=SelectedValue(TimeFrameGetPrice( "C", inDaily, -1 ));
/*PIVOT Calculation*/
p = ( H1+ L1 + C1 )/3;
s1 = (2*p)-H1;
r1 = (2*p)-L1;
s2 = p -(H1 - L1);
s3 = S1 - (H1-L1);
r2 = p +(H1 - L1);
r3 = R1 +(H1-L1);
Plot (p,"Pivot",25,styleDots);
Plot (r1,"R1",12,1);
Plot (r2,"R2",12,1);
Plot (r3,"R3",12,1);
Plot (s1,"S1",3,1);
Plot (s2,"S2",3,1);
Plot (s3,"S3",3,1);
X=Cross(C,p);
Z=Cross(p,C);
//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
_SECTION_END();
//---- KPL SWING
HaClose = (O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.8);
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
xDiff = (HaHigh - Halow) * IIf(StrFind(Name(),"JPY"),100,10000);
barcolor = IIf(HaClose >= HaOpen,colorWhite,colorWhite);
if( ParamToggle("Plot Heikin-Ashi", "No,Yes", 1 ) )
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Heikin Ashi " + Name(), colorWhite, styleCandle );
else
Plot( C, "Regular candles " + Name(), colorWhite, styleCandle );
j=Haclose;
//=======================================================================================================================
//=========================Indicator==============================================================================================
_SECTION_BEGIN("Swing10");
//Copyright Kamalesh Langote. Email:[email protected]. More details at http://www.vfmdirect.com/kplswing
//Save indicator as "kplswing.afl" in C: program files > Amibroker > Formulas > Custom folder and then drap and drop on price chart
no=Param( "Swing", 1, 1, 55 );
tsl_col=ParamColor( "Color", colorWhite);
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
Plot(tsl, _DEFAULT_NAME(), tsl_col, styleStaircase); // or styleaArea
Buy=Cross(C,tsl);
Sell=Cross(tsl,C);
PlotShapes( IIf( Buy, shapeUpArrow, shapeNone ), colorBrightGreen, layer = 0,yposition = HaLow, offset = -15);
PlotShapes( IIf( Sell, shapeDownArrow, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = -15);
Short=Sell;
Cover=Buy;
SetPositionSize(1,spsShares);
_SECTION_END();Backdata = May 2006 to May 2016
Parameter = 13
Result = 10902 points in 4274 trades.
Comments = Too many trades (almost double the usual number of trades) and too less profit (Almost half the usual profits)
Res O T ji sorry for late reply>
_SECTION_BEGIN("KPL Swing");
//Save indicator as "kplswing.afl" in C: program files > Amibroker > Formulas > Custom folder and then drag and drop indicator on price window.
//Copyright Kamalesh Langote. Email:[email protected]. Visit http://www.vfmdirect.com/kplswing for latest code and updates
//You can use in indicator mode (chart) or scanner (generate buy/ sell signals).
//Risk management: do not risk more than 1% of your capital on any trade.
//Avoid trading in futures unless you are well capitalised.
no=Param( "Swing", 13, 1, 100,1 );
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
Plot(tsl, _DEFAULT_NAME(), colorWhite, styleStaircase,styleThick);
arrows=Cross(C,Ref(res,-1))*shapeUpArrow + Cross(Ref(sup,-1),C)*shapeDownArrow;
PlotShapes(arrows,IIf(C>tsl,colorGreen,colorIndigo),0,IIf(Cross(C,Ref(res,-1)),Low,High));
//Scanner mode
Buy=Cross(C,Ref(res,-1));
Sell=Cross(Ref(sup,-1),C);
_SECTION_END();
_SECTION_BEGIN("KPL Swing");
//Save indicator as "kplswing.afl" in C: program files > Amibroker > Formulas > Custom folder and then drag and drop indicator on price window.
//Copyright Kamalesh Langote. Email:[email protected]. Visit http://www.vfmdirect.com/kplswing for latest code and updates
//You can use in indicator mode (chart) or scanner (generate buy/ sell signals).
//Risk management: do not risk more than 1% of your capital on any trade.
//Avoid trading in futures unless you are well capitalised.
no=Param( "Swing", 13, 1, 100,1 );
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
Plot(tsl, _DEFAULT_NAME(), colorWhite, styleStaircase,styleThick);
arrows=Cross(C,Ref(res,-1))*shapeUpArrow + Cross(Ref(sup,-1),C)*shapeDownArrow;
PlotShapes(arrows,IIf(C>tsl,colorGreen,colorIndigo),0,IIf(Cross(C,Ref(res,-1)),Low,High));
//Scanner mode
Buy=Cross(C,Ref(res,-1));
Sell=Cross(Ref(sup,-1),C);
_SECTION_END();
Dear Oldtrader ji
As per backtesting of several afl by you in spite of some pros & cons your's fractal is still the best one.
Regards
As per backtesting of several afl by you in spite of some pros & cons your's fractal is still the best one.
Regards
Regards
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