Simple Coding Help - No Promise.

[Nehal_s143]

Bro, Can you help me to create an AFL, Which converts amibroker hourly data to hourly in csv?
Regards,
Binoos

AFL already posted, kindly check last few posts, AFL for ieod and eod data export to CSV

 

[Nehal_s143]

 

[ampa]

Hi all,

I trying to develop MTF supertrend.


Following is my afl. I got the 15 minute supertrend into 5 minute chart.

However, I have problem with Buy and Sell arrows.


Kindly look the code and help me.






SetBarsRequired(100000,0);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
GraphXSpace = 15;
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("bkcolor",colorTan));
GfxSetBkMode(0);
GfxSetOverlayMode(1);

/////////////////////////////////

//SetTradeDelays(1,1,1,1);
SetPositionSize(1, spsShares);

/////////////////////////////////

TimeFrameSet( 15*in1Minute ); // switch now to 15Min

Factor=Param("Factor",4,1,10,1);
Pd=Param("ATR Periods",12,1,100,1);
Up=(H+L)/2+(Factor*ATR(Pd));
Dn=(H+L)/2-(Factor*ATR(Pd));
iATR=ATR(Pd);
TrendUp=TrendDown=Null;
trend[0]=1;
changeOfTrend=0;
flag=flagh=0;

for (i = 1; i <BarCount-1; i++) {
TrendUp = Null;
TrendDown = Null;

trend=1;


if (Close>Up[i-1]) {
trend=1;
if (trend[i-1] == -1) changeOfTrend = 1;

}
else if (Close<Dn[i-1]) {
trend=-1;
if (trend[i-1] == 1) changeOfTrend = 1;
}
else if (trend[i-1]==1) {
trend=1;
changeOfTrend = 0;
}
else if (trend[i-1]==-1) {
trend=-1;
changeOfTrend = 0;
}

if (trend<0 && trend[i-1]>0) {
flag=1;
}
else {
flag=0;
}

if (trend>0 && trend[i-1]<0) {
flagh=1;
}
else {
flagh=0;
}

if (trend>0 && Dn<Dn[i-1]){
Dn=Dn[i-1];
}

if (trend<0 && Up>Up[i-1])
{ Up=Up[i-1];
}

if (flag==1)
{ Up=(H+L)/2+(Factor*iATR);;
}
if (flagh==1)
{ Dn=(H+L)/2-(Factor*iATR);;
}
if (trend==1) {
TrendUp=Dn;
if (changeOfTrend == 1) {
TrendUp[i-1] = TrendDown[i-1];
changeOfTrend = 0;
}
}
else if (trend==-1) {
TrendDown=Up;
if (changeOfTrend == 1) {
TrendDown[i-1] = TrendUp[i-1];
changeOfTrend = 0;
}
}
}



kol=IIf(TrendUp,colorBlue,IIf(TrendDown,colorRed, colorBlack));

Buy = C>TrendUp;
Sell = C<TrendDown;
Short = C<TrendDown;
Cover = C>TrendUp;



TimeFrameRestore(); // restore time frame to original



TrendUp15=TimeFrameExpand(TrendUp, 15*in1Minute);
TrendDown15=TimeFrameExpand(TrendDown, 15*in1Minute);

Plot(TrendUp15,"TrendUp15",colorBrown,styleThick);
Plot(TrendDown15,"TrendDown15",colorGreen,styleThick);

kol15=TimeFrameExpand(Kol, 15*in1Minute);
Plot( C, "Close", kol15, styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

BuyE = TimeFrameExpand(Buy, 15*in1Minute);
SellE = TimeFrameExpand(Sell, 15*in1Minute);
ShortE = TimeFrameExpand(Short, 15*in1Minute);
CoverE = TimeFrameExpand(Cover, 15*in1Minute);



BuyE=ExRem(BuyE,SellE);
SellE=ExRem(SellE,BuyE);
ShortE=ExRem(ShortE,CoverE);
CoverE=ExRem(CoverE,ShortE);


PlotShapes(IIf(BuyE, shapeUpArrow, shapeNone),colorBlue, 0,L, Offset=-40);
PlotShapes(IIf(SellE, shapeDownArrow, shapeNone),colorRed, 0,H, Offset=-40);
//PlotShapes(IIf(ShortE, shapeStar, shapeNone),colorGold, 0, H, Offset=40);
//PlotShapes(IIf(CoverE, shapeStar, shapeNone),colorBrown, 0,H, Offset=15);

Thanks
Amruta

 

[ford7k]

HI AMPA

I have one doubt about mtf code.
you can expand a moving average to higher tf.
I feel doubtful about expanding a buy signal from one tf to a higher tf.
you may check this part carefully by coding buy sell signals after you get expanded moving averages or trend etc first.

happy trading!

 

[Nehal_s143]

I use to always think is it possible to encash V shape recovery/fall like we had seen recently in Nifty on 10.01.14

Yes, I got the answer We can, see below link for details

http : // blog.nobletrading . com / 2010/05/bump-and-run-reversal-chart-pattern . html

with my limited afl knowledge trying to code afl for the same, will try to post the afl if able to code

 

[Nehal_s143]

I use to always think is it possible to encash V shape recovery/fall like we had seen recently in Nifty on 10.01.14

Yes, I got the answer We can, see below link for details

http : // blog.nobletrading . com / 2010/05/bump-and-run-reversal-chart-pattern . html

with my limited afl knowledge trying to code afl for the same, will try to post the afl if able to code

I am trying with below afl, still need to lot of modifications


_SECTION_BEGIN("SHARE CLINIC TREND LINE");

SetBarsRequired(sbrAll,sbrAll);
xx = Cum(1);
nbar = Param("nbar",5,2,50,1);

// define fractals
PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) <= H;
PHighPrice = ValueWhen(PHigh,H);
PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) >= L;
PLowPrice = ValueWhen(PLow,L);

// lower trendline, segment 1: between fractal points
startval_L = ValueWhen(PLow,L,1);
endval_L = ValueWhen(PLow,L,0);
startbar_L = ValueWhen(PLow,xx,1);
endbar_L = ValueWhen(PLow,xx,0);
aa_L = (endval_L-startval_L)/(endbar_L-startbar_L);
bb_L = startval_L;
trendline_L = aa_L * (xx - startbar_L) + bb_L;
// slope calculations for display purpose only
dtrendline_L = trendline_L - Ref(trendline_L,-1);

// lower extended trendline, segment 2: extend segment 1 to next fractals pivot
startval_L_extend = ValueWhen(PLow,L,2);
endval_L_extend = ValueWhen(PLow,L,1);
startbar_L_extend = ValueWhen(PLow,xx,2);
endbar_L_extend = ValueWhen(PLow,xx,1);
aa_L_extend = (endval_L_extend-startval_L_extend)/(endbar_L_extend-startbar_L_extend);
bb_L_extend = startval_L;
trendline_L_extend = aa_L_extend * (xx - startbar_L) + endval_L_extend;
// slope calculations for display purpose only
dtrendline_L_extend = trendline_L_extend - Ref(trendline_L_extend,-1);
dtrendline_L_extend = IIf(PLow,Ref(dtrendline_L,-1),dtrendline_L_extend);

// lower extended trendline, segment 3: extend segment 2 nbars past the fractal pivot
startval_L_extend2 = ValueWhen(PLow,L,3);
endval_L_extend2 = ValueWhen(PLow,L,2);
startbar_L_extend2 = ValueWhen(PLow,xx,3);
endbar_L_extend2 = ValueWhen(PLow,xx,2);
aa_L_extend2 = (endval_L_extend2-startval_L_extend2)/(endbar_L_extend2-startbar_L_extend2);
bb_L_extend2 = endval_L_extend2;
trendline_L_extend2 = aa_L_extend2 * (xx - endbar_L_extend2) + endval_L_extend2;
// slope calculations for display purpose only
dtrendline_L_extend2 = trendline_L_extend2 - Ref(trendline_L_extend2,-1);
dtrendline_L_extend2 = IIf(PLow,Ref(dtrendline_L_extend,-1),dtrendline_L_extend2);

// upper trendline, segment 1: between fractal points
startval_H = ValueWhen(PHigh,H,1);
endval_H = ValueWhen(PHigh,H,0);
startbar_H = ValueWhen(PHigh,xx,1);
endbar_H = ValueWhen(PHigh,xx,0);
aa_H = (endval_H-startval_H)/(endbar_H-startbar_H);
bb_H = startval_H;
trendline_H = aa_H * (xx - startbar_H) + bb_H;
// slope calculations for display purpose only
dtrendline_H = trendline_H - Ref(trendline_H,-1);

// upper extended trendline, segment 2: extend segment 1 to next fractals pivot
startval_H_extend = ValueWhen(PHigh,H,2);
endval_H_extend = ValueWhen(PHigh,H,1);
startbar_H_extend = ValueWhen(PHigh,xx,2);
endbar_H_extend = ValueWhen(PHigh,xx,1);
aa_H_extend = (endval_H_extend-startval_H_extend)/(endbar_H_extend-startbar_H_extend);
bb_H_extend = startval_H;
trendline_H_extend = aa_H_extend * (xx - startbar_H) + endval_H_extend;
// slope calculations for display purpose only
dtrendline_H_extend = trendline_H_extend - Ref(trendline_H_extend,-1);
dtrendline_H_extend = IIf(PHigh,Ref(dtrendline_H,-1),dtrendline_H_extend);

// upper extended trendline, segment 3: extend segment 2 nbars past the fractal pivot
startval_H_extend2 = ValueWhen(PHigh,H,3);
endval_H_extend2 = ValueWhen(PHigh,H,2);
startbar_H_extend2 = ValueWhen(PHigh,xx,3);
endbar_H_extend2 = ValueWhen(PHigh,xx,2);
aa_H_extend2 = (endval_H_extend2-startval_H_extend2)/(endbar_H_extend2-startbar_H_extend2);
bb_H_extend2 = endval_H_extend2;
trendline_H_extend2 = aa_H_extend2 * (xx - endbar_H_extend2) + endval_H_extend2;
// slope calculations for display purpose only
dtrendline_H_extend2 = trendline_H_extend2 - Ref(trendline_H_extend2,-1);
dtrendline_H_extend2 = IIf(PHigh,Ref(dtrendline_H_extend,-1),dtrendline_H_extend2);

tld = ParamToggle("All trendlines","show|hide",1);
if (tld)
{
// omit uptrending upper trendlines and downtrending lower trendlines
trendline_L = IIf(dtrendline_L > 0,trendline_L,Null);
trendline_L_extend = IIf(dtrendline_L_extend > 0,trendline_L_extend,Null);
trendline_L_extend2 = IIf(dtrendline_L_extend2 > 0,trendline_L_extend2,Null);
trendline_H = IIf(dtrendline_H < 0,trendline_H,Null);
trendline_H_extend = IIf(dtrendline_H_extend < 0,trendline_H_extend,Null);
trendline_H_extend2 = IIf(dtrendline_H_extend2 < 0,trendline_H_extend2,Null);
}

trendline_L_extend2 = IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null);
trendline_H_extend2 = IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null);

// chart
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
chartflag = ParamToggle("Heikin Ashi","show|hide",1);
if (chartFlag)
{
Plot( C, "\nPrice",colorWhite, styleCandle );
}
else
{
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 ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(), colorWhite, styleCandle );
}

//PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10);
//PlotShapes(shapeSmallCircle*PHigh,colorRed,0,H,10) ;
// segment 1
Plot(trendline_L, "", colorBrightGreen,styleLine);
// segment 2, grey dots unconfirmed trend, green confirmed trend
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend,Null), "", colorLightGrey,styleNoLine | styleDots | styleThick);
Plot(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null), "",colorDarkGreen, styleNoLine | styleDots | styleThick);
// segment 3
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null), "",colorDarkGreen,styleNoLine | styleDots| styleThick);
// segment 1
Plot(trendline_H, "", colorRed,styleLine);
// segment 2, grey dots unconfirmed trend, green confirmed trend
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend,Null), "", colorLightGrey, styleNoLine | styleDots | styleThick);
Plot(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null), "",colorOrange, styleNoLine | styleDots | styleThick);
// segment 3
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null), "",colorOrange, styleNoLine | styleDots | styleThick);

tsupp=(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null));
tresi=(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null));

Buy = Cross(tresi, C);
Short = C<O;
Sell = Cross(tsupp, C);
Cover = C>O;
Buy=ExRem(Buy,Sell);
Short=ExRem(Short,Cover);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);

PlotShapes(Buy*shapeUpArrow,colorBlue,0,L,-45);
PlotShapes(Sell*shapeHollowDownArrow,colorPink,0,L,-45);
PlotShapes(Short*shapeDownArrow,colorRed,0,H,-45);
PlotShapes(Cover*shapeHollowUpArrow,colorSkyblue,0,H,-45);


_SECTION_END();

 

[amitrandive]

I am trying with below afl, still need to lot of modifications


_SECTION_BEGIN("SHARE CLINIC TREND LINE");

SetBarsRequired(sbrAll,sbrAll);
xx = Cum(1);
nbar = Param("nbar",5,2,50,1);

// define fractals
PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) <= H;
PHighPrice = ValueWhen(PHigh,H);
PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) >= L;
PLowPrice = ValueWhen(PLow,L);

// lower trendline, segment 1: between fractal points
startval_L = ValueWhen(PLow,L,1);
endval_L = ValueWhen(PLow,L,0);
startbar_L = ValueWhen(PLow,xx,1);
endbar_L = ValueWhen(PLow,xx,0);
aa_L = (endval_L-startval_L)/(endbar_L-startbar_L);
bb_L = startval_L;
trendline_L = aa_L * (xx - startbar_L) + bb_L;
// slope calculations for display purpose only
dtrendline_L = trendline_L - Ref(trendline_L,-1);

// lower extended trendline, segment 2: extend segment 1 to next fractals pivot
startval_L_extend = ValueWhen(PLow,L,2);
endval_L_extend = ValueWhen(PLow,L,1);
startbar_L_extend = ValueWhen(PLow,xx,2);
endbar_L_extend = ValueWhen(PLow,xx,1);
aa_L_extend = (endval_L_extend-startval_L_extend)/(endbar_L_extend-startbar_L_extend);
bb_L_extend = startval_L;
trendline_L_extend = aa_L_extend * (xx - startbar_L) + endval_L_extend;
// slope calculations for display purpose only
dtrendline_L_extend = trendline_L_extend - Ref(trendline_L_extend,-1);
dtrendline_L_extend = IIf(PLow,Ref(dtrendline_L,-1),dtrendline_L_extend);

// lower extended trendline, segment 3: extend segment 2 nbars past the fractal pivot
startval_L_extend2 = ValueWhen(PLow,L,3);
endval_L_extend2 = ValueWhen(PLow,L,2);
startbar_L_extend2 = ValueWhen(PLow,xx,3);
endbar_L_extend2 = ValueWhen(PLow,xx,2);
aa_L_extend2 = (endval_L_extend2-startval_L_extend2)/(endbar_L_extend2-startbar_L_extend2);
bb_L_extend2 = endval_L_extend2;
trendline_L_extend2 = aa_L_extend2 * (xx - endbar_L_extend2) + endval_L_extend2;
// slope calculations for display purpose only
dtrendline_L_extend2 = trendline_L_extend2 - Ref(trendline_L_extend2,-1);
dtrendline_L_extend2 = IIf(PLow,Ref(dtrendline_L_extend,-1),dtrendline_L_extend2);

// upper trendline, segment 1: between fractal points
startval_H = ValueWhen(PHigh,H,1);
endval_H = ValueWhen(PHigh,H,0);
startbar_H = ValueWhen(PHigh,xx,1);
endbar_H = ValueWhen(PHigh,xx,0);
aa_H = (endval_H-startval_H)/(endbar_H-startbar_H);
bb_H = startval_H;
trendline_H = aa_H * (xx - startbar_H) + bb_H;
// slope calculations for display purpose only
dtrendline_H = trendline_H - Ref(trendline_H,-1);

// upper extended trendline, segment 2: extend segment 1 to next fractals pivot
startval_H_extend = ValueWhen(PHigh,H,2);
endval_H_extend = ValueWhen(PHigh,H,1);
startbar_H_extend = ValueWhen(PHigh,xx,2);
endbar_H_extend = ValueWhen(PHigh,xx,1);
aa_H_extend = (endval_H_extend-startval_H_extend)/(endbar_H_extend-startbar_H_extend);
bb_H_extend = startval_H;
trendline_H_extend = aa_H_extend * (xx - startbar_H) + endval_H_extend;
// slope calculations for display purpose only
dtrendline_H_extend = trendline_H_extend - Ref(trendline_H_extend,-1);
dtrendline_H_extend = IIf(PHigh,Ref(dtrendline_H,-1),dtrendline_H_extend);

// upper extended trendline, segment 3: extend segment 2 nbars past the fractal pivot
startval_H_extend2 = ValueWhen(PHigh,H,3);
endval_H_extend2 = ValueWhen(PHigh,H,2);
startbar_H_extend2 = ValueWhen(PHigh,xx,3);
endbar_H_extend2 = ValueWhen(PHigh,xx,2);
aa_H_extend2 = (endval_H_extend2-startval_H_extend2)/(endbar_H_extend2-startbar_H_extend2);
bb_H_extend2 = endval_H_extend2;
trendline_H_extend2 = aa_H_extend2 * (xx - endbar_H_extend2) + endval_H_extend2;
// slope calculations for display purpose only
dtrendline_H_extend2 = trendline_H_extend2 - Ref(trendline_H_extend2,-1);
dtrendline_H_extend2 = IIf(PHigh,Ref(dtrendline_H_extend,-1),dtrendline_H_extend2);

tld = ParamToggle("All trendlines","show|hide",1);
if (tld)
{
// omit uptrending upper trendlines and downtrending lower trendlines
trendline_L = IIf(dtrendline_L > 0,trendline_L,Null);
trendline_L_extend = IIf(dtrendline_L_extend > 0,trendline_L_extend,Null);
trendline_L_extend2 = IIf(dtrendline_L_extend2 > 0,trendline_L_extend2,Null);
trendline_H = IIf(dtrendline_H < 0,trendline_H,Null);
trendline_H_extend = IIf(dtrendline_H_extend < 0,trendline_H_extend,Null);
trendline_H_extend2 = IIf(dtrendline_H_extend2 < 0,trendline_H_extend2,Null);
}

trendline_L_extend2 = IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null);
trendline_H_extend2 = IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null);

// chart
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
chartflag = ParamToggle("Heikin Ashi","show|hide",1);
if (chartFlag)
{
Plot( C, "\nPrice",colorWhite, styleCandle );
}
else
{
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 ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(), colorWhite, styleCandle );
}

//PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10);
//PlotShapes(shapeSmallCircle*PHigh,colorRed,0,H,10) ;
// segment 1
Plot(trendline_L, "", colorBrightGreen,styleLine);
// segment 2, grey dots unconfirmed trend, green confirmed trend
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend,Null), "", colorLightGrey,styleNoLine | styleDots | styleThick);
Plot(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null), "",colorDarkGreen, styleNoLine | styleDots | styleThick);
// segment 3
Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null), "",colorDarkGreen,styleNoLine | styleDots| styleThick);
// segment 1
Plot(trendline_H, "", colorRed,styleLine);
// segment 2, grey dots unconfirmed trend, green confirmed trend
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend,Null), "", colorLightGrey, styleNoLine | styleDots | styleThick);
Plot(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null), "",colorOrange, styleNoLine | styleDots | styleThick);
// segment 3
Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null), "",colorOrange, styleNoLine | styleDots | styleThick);

tsupp=(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null));
tresi=(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null));

Buy = Cross(tresi, C);
Short = C<O;
Sell = Cross(tsupp, C);
Cover = C>O;
Buy=ExRem(Buy,Sell);
Short=ExRem(Short,Cover);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);

PlotShapes(Buy*shapeUpArrow,colorBlue,0,L,-45);
PlotShapes(Sell*shapeHollowDownArrow,colorPink,0,L,-45);
PlotShapes(Short*shapeDownArrow,colorRed,0,H,-45);
PlotShapes(Cover*shapeHollowUpArrow,colorSkyblue,0,H,-45);


_SECTION_END();

Nehal_s143

Be careful , code looks into the future.Check with bar replay :thumb:

 

[ajay8000]

http://www.traderji.com/amibroker/60418-need-afl-ahr-adr-awr-3.html#post925450


Sir pls check my querry & error in this thread, if u can help.

 

[ajay8000]

Facing error. file attached. pls help.

http://www.traderji.com/amibroker/60418-need-afl-ahr-adr-awr-3.html#post925507

 

[KelvinHand]

Facing error. file attached. pls help.

http://www.traderji.com/amibroker/60418-need-afl-ahr-adr-awr-3.html#post925507

delete the 2nd "styleNoL ine" for both plots