Simple Coding Help - No Promise.
- Thread starter Happy_Singh
- Start date
This should work.
Code:
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
tchoice=Param("Title Selection ",2,1,2,1);
Q=Param("% Change",0.2,0.1,10,0.1);
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( "HH \n"+H[i], i, H[ i ]+dist[i], colorGreen );
if( LH[i] ) PlotText( "LH \n"+H[i], i, H[ i ]+dist[i], colorRed );
if( HL[i] ) PlotText( "HL \n"+L[i], i, L[ i ]-dist[i], colorGreen );
if( LL[i] ) PlotText( "LL \n"+L[i], i, L[ i ]-dist[i], colorRed );
}
Respected All Seniors,Members & Expert's
Above afl is TURTLE SYSTEM,
in this afl i want Buy sell signal's whitout CHANDELIAR EXIT, I DONT WATNT TRALING STOPLOSS and remove extra buy sell signals.
Sir is it possible ?
Warm Regards
Chinmay
/*
Formula Name: Turtle trading system
Collector/Uploader: www.stockbangladesh.com
E-mail: [email protected]
Origin: Turtle trading experimemnt Chandelier exit based on Chuck Lebeau's work
Keywords: Trend trading
Level: Basic
Flags: System
*/
//=============================SETUP================ ======================
pds = 20;
MAFAST = EMA( Close, 20 );
MASLOW = EMA( Close, 40 );
DonchianUpper = HHV( Ref( H, -1 ), pds ); // Highest high value of highs in last 20 periods
DonchianLower = LLV( Ref( L, -1 ), pds ); // Lowest low value of low in last 20 periods
DonchianMiddle = ( DonchianUpper + DonchianLower ) / 2;
UpTrend = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) ) AND EMA( Close, 20 ) > EMA( Close, 40 );
DnTrend = C < ( HHV( H, 20 ) - 2 * ATR( 10 ) ) AND EMA( Close, 20 ) < EMA( Close, 40 );
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorOrange, colorCustom11 ) );
// Plots a 20 period Donchian channel
Plot( C, "Price", Color, styleCandle | styleThick );
Plot( DonchianUpper, "Donchian U", ParamColor( "DU Color", colorBlue ), ParamStyle( "DU Style", styleLine ) );
Plot( DonchianMiddle, "Donchian M", ParamColor( "DM Color", colorBrightGreen ), ParamStyle( "DM Style", styleNoLine ) );
Plot( DonchianLower, "Donchian L", ParamColor( "DL Color", colorRed ), ParamStyle( "DL Style", styleLine ) );
Title = WriteVal( DonchianUpper, 1.2 ) + WriteVal( DonchianLower, 1.2 ) + WriteVal( DonchianMiddle, 1.2 );
//=============================TRIGGERS AND ENTRIES=======================
Buy = High > Ref( HHV( High, 20 ), -1 ) AND MAFAST > MASLOW; // Enters long trade
Short = Low < Ref( LLV( Low, 20 ), -1 ) AND MAFAST < MASLOW; // Enters short trade
//=============================EXITS================ ======================
_SECTION_BEGIN( "Chandelier Exit" );
SetBarsRequired( 50, 50 );
Multiple = Param( "Multiple", 3, 0.5, 10, 0.1 ); // How many ATR's to be allowed below the highest high since latest "buy" bar
ATRPeriods = Param( "ATR Periods", 20, 1, 50, 1 ); // How many periods to use for the ATR
stopArray = Null;
atrArray = ATR( ATRPeriods );
HHArray = Null;
LLArray = Null;
exitArray = Null;
trendDirection = 0;
for ( i = 0; i < BarCount; i++ )
{
if ( Short )
{
// we just triggered a short trade. Set up starting values
stopArray = Low + ( Multiple * atrArray );
LLArray = Low; // initialize the lowest low array
trendDirection = 0 - 1; // going short. Base bar.
}
if ( Buy )
{
// we just triggered a long trade. Set up starting values
stopArray = High - ( Multiple * atrArray );
HHArray = High; // initialize the highest high array
trendDirection = 1; // going long. Base bar flag is now set.
}
exitArray = 0;
if ( trendDirection > 0 )
{
// keep track of the highest high, highest close, highest low, etc..
if ( trendDirection > 1 )
{
// We are in the trade (2nd day or later)
if ( Low < stopArray[i-1] )
{
//stop got hit. Reset the trade.
trendDirection = 0; // OK. wait until we trigger another trade.
exitArray = 1;
}
else
{
// keep track of the HHV since trade was entered.
if ( High > HHArray[i-1] )
HHArray = High;
else
HHArray = HHArray[i-1];
// Compute the stop based on the HHV.
stopArray = HHArray - ( Multiple * atrArray );
}
}
trendDirection = trendDirection + 1;
}
if ( trendDirection < 0 )
{
// keep track of the lowest low, lowest close, lowest high, etc..
if ( trendDirection < 0 - 1 )
{
// We are in the trade (2nd day or later)
if ( High > stopArray[i-1] )
{
// our stop got hit. Reset the trade.
trendDirection = 0;
exitArray = 0 - 1;
}
else
{
// keep track of the LLV since trade was entered.
if ( Low < LLArray[i-1] )
LLArray = Low;
else
LLArray = LLArray[i-1];
// Compute the stop based on the LLV.
stopArray = LLArray + ( Multiple * atrArray );
}
}
trendDirection = trendDirection - 1;
}
if ( trendDirection == 0 )
{
stopArray = 0;
LLArray = 0;
HHArray = 0;
}
}
Sell = Cover = exitarray;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
Short = ExRem( Short, Cover );
Cover = ExRem( Cover, Short );
PlotShapes( Buy*shapeUpArrow, colorBrightGreen, 0, Low );
PlotShapes( Short*shapeDownArrow, colorRed, 0, High );
PlotShapes( abs( exitArray )*shapeHollowCircle, colorYellow, 0, ValueWhen( stopArray, stopArray, 1 ), 0 );
Plot( stopArray, "Chand", ParamColor( "Chand Color:", colorYellow ), ParamStyle( "Chand Style", styleDashed ) );
_N( Title = EncodeColor( colorYellow ) + StrFormat( "{{NAME}} - {{INTERVAL}} - {{DATE}}--Turtle_System_Rev_A \n OP= %g Hi= %g Lo= %g CL= %g (%.1f%%) \n Vol= " + WriteVal( V, 1.0 ) + "\n" + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ) );//=cnb
//_N(Title = "LLArray: " + LLArray + ", HHArray:" + HHArray +", stopArray"+stopArray);
//PlotShapes(shapeCircle * Sell, colorRed);
//PlotShapes(shapeCircle * Cover, colorGreen);
_SECTION_END();
// Plots a 20 period Donchian channel
pds=20;
DonchianUpper =HHV(Ref(H,-1),pds);
DonchianLower = LLV(Ref(L,-1),pds);
DonchianMiddle = (DonchianUpper+DonchianLower)/2;
Plot(DonchianUpper,"DU",colorBlue,styleDashed);
Plot(DonchianMiddle,"DM",colorBlue,styleHidden);
Plot(DonchianLower,"DL",colorBlue,styleDashed);
_SECTION_BEGIN("Moving Average");
x=Param("EMA 1",20,1,200,1);
y=Param("EMA 2", 50,1,200,1);
z=Param("EMA 3",100,1,200,1);
zz=Param("EMA 4",200,1,200,1);
EMA20= EMA(C,x);
EMA50=EMA(C,y);
EMA100= EMA(C,z);
EMA200=EMA(C,zz);
SUT=EMA(C,5)>EMA20;
SDT=EMA20>EMA(C,5);
mut= EMA20>EMA50;
mdt=EMA20<EMA50;
LUT=EMA50>EMA200;
LDT=EMA200>EMA50;
_SECTION_END();
_SECTION_BEGIN("Mid Term Price Trend");
MPT = IIf( mut, colorGreen, IIf( mdt, colorRed, colorYellow));
Plot( 3, "", MPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
_SECTION_BEGIN("Short Term Price Trend");
SPT = IIf( EMA(C,5)>EMA20, colorBrightGreen, IIf( EMA20>EMA(C,5), colorPink, colorYellow));
Plot( 6, "", SPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
_SECTION_BEGIN("Long Term Price Trend");
LPT = IIf( EMA(C,50)>EMA200, colorBlue, IIf( EMA200>EMA(C,50), colorOrange, colorYellow));
Plot( 9, "", LPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
Above afl is TURTLE SYSTEM,
in this afl i want Buy sell signal's whitout CHANDELIAR EXIT, I DONT WATNT TRALING STOPLOSS and remove extra buy sell signals.
Sir is it possible ?
Warm Regards
Chinmay
/*
Formula Name: Turtle trading system
Collector/Uploader: www.stockbangladesh.com
E-mail: [email protected]
Origin: Turtle trading experimemnt Chandelier exit based on Chuck Lebeau's work
Keywords: Trend trading
Level: Basic
Flags: System
*/
//=============================SETUP================ ======================
pds = 20;
MAFAST = EMA( Close, 20 );
MASLOW = EMA( Close, 40 );
DonchianUpper = HHV( Ref( H, -1 ), pds ); // Highest high value of highs in last 20 periods
DonchianLower = LLV( Ref( L, -1 ), pds ); // Lowest low value of low in last 20 periods
DonchianMiddle = ( DonchianUpper + DonchianLower ) / 2;
UpTrend = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) ) AND EMA( Close, 20 ) > EMA( Close, 40 );
DnTrend = C < ( HHV( H, 20 ) - 2 * ATR( 10 ) ) AND EMA( Close, 20 ) < EMA( Close, 40 );
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorOrange, colorCustom11 ) );
// Plots a 20 period Donchian channel
Plot( C, "Price", Color, styleCandle | styleThick );
Plot( DonchianUpper, "Donchian U", ParamColor( "DU Color", colorBlue ), ParamStyle( "DU Style", styleLine ) );
Plot( DonchianMiddle, "Donchian M", ParamColor( "DM Color", colorBrightGreen ), ParamStyle( "DM Style", styleNoLine ) );
Plot( DonchianLower, "Donchian L", ParamColor( "DL Color", colorRed ), ParamStyle( "DL Style", styleLine ) );
Title = WriteVal( DonchianUpper, 1.2 ) + WriteVal( DonchianLower, 1.2 ) + WriteVal( DonchianMiddle, 1.2 );
//=============================TRIGGERS AND ENTRIES=======================
Buy = High > Ref( HHV( High, 20 ), -1 ) AND MAFAST > MASLOW; // Enters long trade
Short = Low < Ref( LLV( Low, 20 ), -1 ) AND MAFAST < MASLOW; // Enters short trade
//=============================EXITS================ ======================
_SECTION_BEGIN( "Chandelier Exit" );
SetBarsRequired( 50, 50 );
Multiple = Param( "Multiple", 3, 0.5, 10, 0.1 ); // How many ATR's to be allowed below the highest high since latest "buy" bar
ATRPeriods = Param( "ATR Periods", 20, 1, 50, 1 ); // How many periods to use for the ATR
stopArray = Null;
atrArray = ATR( ATRPeriods );
HHArray = Null;
LLArray = Null;
exitArray = Null;
trendDirection = 0;
for ( i = 0; i < BarCount; i++ )
{
if ( Short )
{
// we just triggered a short trade. Set up starting values
stopArray = Low + ( Multiple * atrArray );
LLArray = Low; // initialize the lowest low array
trendDirection = 0 - 1; // going short. Base bar.
}
if ( Buy )
{
// we just triggered a long trade. Set up starting values
stopArray = High - ( Multiple * atrArray );
HHArray = High; // initialize the highest high array
trendDirection = 1; // going long. Base bar flag is now set.
}
exitArray = 0;
if ( trendDirection > 0 )
{
// keep track of the highest high, highest close, highest low, etc..
if ( trendDirection > 1 )
{
// We are in the trade (2nd day or later)
if ( Low < stopArray[i-1] )
{
//stop got hit. Reset the trade.
trendDirection = 0; // OK. wait until we trigger another trade.
exitArray = 1;
}
else
{
// keep track of the HHV since trade was entered.
if ( High > HHArray[i-1] )
HHArray = High;
else
HHArray = HHArray[i-1];
// Compute the stop based on the HHV.
stopArray = HHArray - ( Multiple * atrArray );
}
}
trendDirection = trendDirection + 1;
}
if ( trendDirection < 0 )
{
// keep track of the lowest low, lowest close, lowest high, etc..
if ( trendDirection < 0 - 1 )
{
// We are in the trade (2nd day or later)
if ( High > stopArray[i-1] )
{
// our stop got hit. Reset the trade.
trendDirection = 0;
exitArray = 0 - 1;
}
else
{
// keep track of the LLV since trade was entered.
if ( Low < LLArray[i-1] )
LLArray = Low;
else
LLArray = LLArray[i-1];
// Compute the stop based on the LLV.
stopArray = LLArray + ( Multiple * atrArray );
}
}
trendDirection = trendDirection - 1;
}
if ( trendDirection == 0 )
{
stopArray = 0;
LLArray = 0;
HHArray = 0;
}
}
Sell = Cover = exitarray;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
Short = ExRem( Short, Cover );
Cover = ExRem( Cover, Short );
PlotShapes( Buy*shapeUpArrow, colorBrightGreen, 0, Low );
PlotShapes( Short*shapeDownArrow, colorRed, 0, High );
PlotShapes( abs( exitArray )*shapeHollowCircle, colorYellow, 0, ValueWhen( stopArray, stopArray, 1 ), 0 );
Plot( stopArray, "Chand", ParamColor( "Chand Color:", colorYellow ), ParamStyle( "Chand Style", styleDashed ) );
_N( Title = EncodeColor( colorYellow ) + StrFormat( "{{NAME}} - {{INTERVAL}} - {{DATE}}--Turtle_System_Rev_A \n OP= %g Hi= %g Lo= %g CL= %g (%.1f%%) \n Vol= " + WriteVal( V, 1.0 ) + "\n" + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ) );//=cnb
//_N(Title = "LLArray: " + LLArray + ", HHArray:" + HHArray +", stopArray"+stopArray);
//PlotShapes(shapeCircle * Sell, colorRed);
//PlotShapes(shapeCircle * Cover, colorGreen);
_SECTION_END();
// Plots a 20 period Donchian channel
pds=20;
DonchianUpper =HHV(Ref(H,-1),pds);
DonchianLower = LLV(Ref(L,-1),pds);
DonchianMiddle = (DonchianUpper+DonchianLower)/2;
Plot(DonchianUpper,"DU",colorBlue,styleDashed);
Plot(DonchianMiddle,"DM",colorBlue,styleHidden);
Plot(DonchianLower,"DL",colorBlue,styleDashed);
_SECTION_BEGIN("Moving Average");
x=Param("EMA 1",20,1,200,1);
y=Param("EMA 2", 50,1,200,1);
z=Param("EMA 3",100,1,200,1);
zz=Param("EMA 4",200,1,200,1);
EMA20= EMA(C,x);
EMA50=EMA(C,y);
EMA100= EMA(C,z);
EMA200=EMA(C,zz);
SUT=EMA(C,5)>EMA20;
SDT=EMA20>EMA(C,5);
mut= EMA20>EMA50;
mdt=EMA20<EMA50;
LUT=EMA50>EMA200;
LDT=EMA200>EMA50;
_SECTION_END();
_SECTION_BEGIN("Mid Term Price Trend");
MPT = IIf( mut, colorGreen, IIf( mdt, colorRed, colorYellow));
Plot( 3, "", MPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
_SECTION_BEGIN("Short Term Price Trend");
SPT = IIf( EMA(C,5)>EMA20, colorBrightGreen, IIf( EMA20>EMA(C,5), colorPink, colorYellow));
Plot( 6, "", SPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
_SECTION_BEGIN("Long Term Price Trend");
LPT = IIf( EMA(C,50)>EMA200, colorBlue, IIf( EMA200>EMA(C,50), colorOrange, colorYellow));
Plot( 9, "", LPT, styleArea|styleOwnScale|styleNoLabel, 0, 100);
_SECTION_END();
hallo to all,
I am wondering if anyone can help translate the "Counter-Trend Trading with Simple Range Exhaustion System" from Neoticker to Amibroker.
Simple Range Exhaustion System
1. Calculate the daily 20 period average range.
2. Today’s range must expand to exceed #1.
3. The 2-day combined range must expand to exceed 2.2 times of #1.
4. Go long at market if the market is trading in the lower portion of the 2-day range.
5. Protective stop is placed at 0.35 times #1 from the entry price.
6. If not stopped out, exit by 16:00 Eastern Time. i.e. a day trading system
To understand what the system does, just think about a rubber band that stretched thin. Once the force that hold up the stretched rubber band is gone, the rubber band will snap back to its normal self. Similarly, when the market moves in a particular direction too fast too soon, it will then snap back to a more sustainable level.
The formula for neoticker is the below:
This seems a very promising counter trend system as you can see in the picture:
The equity curve of the system covering 1997 until end of 2005:
Can anyone help convert it to amibroker code? thanks in advance
I am wondering if anyone can help translate the "Counter-Trend Trading with Simple Range Exhaustion System" from Neoticker to Amibroker.
Simple Range Exhaustion System
1. Calculate the daily 20 period average range.
2. Today’s range must expand to exceed #1.
3. The 2-day combined range must expand to exceed 2.2 times of #1.
4. Go long at market if the market is trading in the lower portion of the 2-day range.
5. Protective stop is placed at 0.35 times #1 from the entry price.
6. If not stopped out, exit by 16:00 Eastern Time. i.e. a day trading system
To understand what the system does, just think about a rubber band that stretched thin. Once the force that hold up the stretched rubber band is gone, the rubber band will snap back to its normal self. Similarly, when the market moves in a particular direction too fast too soon, it will then snap back to a more sustainable level.
The formula for neoticker is the below:
This seems a very promising counter trend system as you can see in the picture:
The equity curve of the system covering 1997 until end of 2005:
Can anyone help convert it to amibroker code? thanks in advance
I need help with when selecting a stock that was purchased in the past will show a dotted vertical line at the date of purchase and a dotted horizontal line starting at date of purchase and extending out to the right on the chart.
Would be nice to show on the chart purchase date/price/shares
Thnx
Marty
Would be nice to show on the chart purchase date/price/shares
Thnx
Marty
Hi,
Can anyone help me with the following:
I am trying to backtest an afl and for debugging, I am printing the Buy and Sell value in the interpretation window. I want to print the Date & Time of the candle with the Buy and Sell also. Unfortunately, I am unable to get the correct method to do so.
Regards,
Can anyone help me with the following:
I am trying to backtest an afl and for debugging, I am printing the Buy and Sell value in the interpretation window. I want to print the Date & Time of the candle with the Buy and Sell also. Unfortunately, I am unable to get the correct method to do so.
Regards,
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