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Re: [amibroker] Re: (unknown)



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Steve,

Open / view.. the Alert Output window...The formula will Ding when one
of the cross conditions is met with a text output describing the
cross.....Also, you can load the formula into the AA window, and select
your database , all stocks, filter etc, n last quotations and n=1, click
explore...also, if you want to see some markers , remove the /*...*/ at
the plotshapes()....

//Input:
Coefdwn=Param("coefdwn",2.1,0.05,3,0.01);
Coefup=Param("coefup",2.3,0.05,3,0.01);

//ATR custom

Per=Param("per",14,5,21,1);
TH= IIf(Ref(RSIa(C,Per), -1) > RSIa(C,Per), Ref(RSIa(C,Per), -1),
RSIa(C,Per));
TL= IIf(Ref(RSIa(C,Per), -1) < RSIa(C,Per), Ref(RSIa(C,Per), -1),
RSIa(C,Per));
TR= TH - TL;
Truerangecustom=MA(TR, per);

//Plot(Truerangecustom,"",colorRed,styleLine);
movingAverage1=Param("movingAverage1",6,3,21,1);
movingaverage2=Param("movingaverage2",15,10,21,1);

topband=MA(RSIa(Close,Per),movingAverage1)+(Coefup*MA(TrueRangeCustom,movingaverage2));

Plot3=RSIa(Close,Per);

bottomband=MA(RSIa(Close,Per),movingAverage1)-(Coefdwn*MA(TrueRangeCustom,movingaverage2));



Plot(topband,"Plot1",colorYellow,styleLine);
Plot(Plot3,"Plot3",colorRed,styleLine);
Plot(bottomband,"plot2",colorYellow,styleLine);


//IF CheckAlert Then Begin
Alert=IIf(Cross(topband,plot3)/*Plot1 Crosses Above Plot3*/ OR
Cross(plot3,topband)/*Plot1 Crosses Below Plot3*/OR
Cross(bottomband,plot3)/*Plot2 Crosses Above Plot3*/ OR
Cross(Plot3,bottomband)/* Plot2 Crosses Below Plot3*/,1,0);/* Then
Alert=True;*/

//Markers

/*PlotShapes(IIf(Cross(topband,Plot3),shapeDigit2,shapeNone),colorGreen);

PlotShapes(IIf(Cross(Plot3,topband),shapeDigit1,shapeNone),colorGreen);
PlotShapes(IIf(Cross(bottomband,plot3),shapeDigit3,shapeNone),colorRed);

PlotShapes(IIf(Cross(Plot3,bottomband),shapeDigit4,shapeNone),colorRed);*/

Title=Name()+"...Alert
="+WriteIf(Alert==1,"True","False")+WriteIf(Cross(topband,plot3),"...RSIA
of Close has moved BELOW the top
Band",WriteIf(Cross(plot3,topband),"...RSIA of Close has moved ABOVE the
Top Band",WriteIf(Cross(bottomband,plot3),"...RSIA of Close has moved
BELOW the Bottom Band",WriteIf(Cross(Plot3,bottomband),"...RSIA of Close
has moved ABOVE the Bottom Band",""))));

//For AA window results / Explore
//Value returned for last day of Data
//n last quotations , n=1

Cross1=Cross(plot3,topband);
Cross2=Cross(topband,plot3);
Cross3=Cross(bottomband,plot3);
Cross4=Cross(Plot3,bottomband);

Filter=Cross1 OR Cross2 OR Cross3 OR Cross4;

AddColumn(C,"Close");
AddTextColumn(WriteIf(Cross1,"RSIA crossed above
topBand",WriteIf(Cross2,"RSIA crossed below
TopBand",WriteIf(Cross3,"RSIA crossed Below
BotBand",WriteIf(Cross4,"RSIA crossed Above BotBand","")))),"Position of
RSIA");

//alert output window
AlertIf(Cross1,"SOUND C:\\Windows\\Media\\Ding.wav", "RSIA crossed ABOVE
topBand",10);
AlertIf(Cross2,"SOUND C:\\Windows\\Media\\Ding.wav", "RSIA crossed BELOW
topBand",10);
AlertIf(Cross3,"SOUND C:\\Windows\\Media\\Ding.wav", "RSIA crossed BELOW
BotBand",10);
AlertIf(Cross4,"SOUND C:\\Windows\\Media\\Ding.wav", "RSIA crossed ABOVE
BotBand",10);

I do not fully understand your last comments....
"write an alert responsive after the first touch
when rsi fails to reach upper/lower band and turns down/up within 3-
periods (signal probably more significant)?"

Anthony

stevenjaksic wrote:

>  Anthony,
>
> TS gives me a pop alert whenever RSI touches upper or lower band.
> Is it possible to write an alert responsive after the first touch
> when rsi fails to reach upper/lower band and turns down/up within 3-
> periods (signal probably more significant)?
>
> Regards,
>
>      Steven
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Anthony Faragasso <ajf1111@xxxx>
> wrote:
> > steven,
> >
> > What kind of alert signal does tradestation give you, when using
> this
> > code....
> >
> > Anthony
> >
> > stevenjaksic wrote:
> >
> > >  Hi Anthony,
> > >
> > > Thanks a lot!  I have compared Amibroker's graph with the
> > > Tradestation one and it perfectly matches. Yes, I would like
> > > Alertmarker added if possible.
> > > Again thanks for the great piece of code, this application RSI
> with
> > > Volatility Bands is used in this manner:
> > >
> > > When the RSI is near an extreme high or low and touches
> volatility
> > > band the indicator will follow the strong move and will pull back
> > > from the bend. The signal comes when RSI tries to resume former
> > > trend and fails to challenge outer band for the second time. You
> > > don't need divergence or any other signal, only failure of RSI to
> > > reach upper or lower band for the second time.
> > >
> > > I would like to thank other guys also for the effort (Bob and
> Sid).
> > >
> > > Best Regards,
> > >
> > >           Steven
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Anthony Faragasso
> <ajf1111@xxxx>
> > > wrote:
> > > > Steven,
> > > >
> > > > Try this, load into Indicator builder.....select Show dates and
> > > Middle
> > > > if you want to ....
> > > >
> > > > let me know if this is similar to Tradestation's....also, I
> will
> > > add the
> > > > Alertmarker if you want.
> > > >
> > > > //Input:
> > > > Coefdwn=2.1;
> > > > Coefup=2.3;
> > > >
> > > > //ATR custom
> > > >
> > > > Per=14;
> > > > TH= IIf(Ref(RSIa(C,Per), -1) > RSIa(C,Per), Ref(RSIa(C,Per), -
> 1),
> > > > RSIa(C,Per));
> > > > TL= IIf(Ref(RSIa(C,Per), -1) < RSIa(C,Per), Ref(RSIa(C,Per), -
> 1),
> > > > RSIa(C,Per));
> > > > TR= TH - TL;
> > > > Truerangecustom=MA(TR, per);
> > > >
> > > > //Plot(Truerangecustom,"",colorRed,styleLine);
> > > >
> > > >
> > > > Plot1=MA(RSIa(Close,14),6)+(Coefup*MA(TrueRangeCustom,15));
> > > > Plot2=MA(RSIa(Close,14),6)-(Coefdwn*MA(TrueRangeCustom,15));
> > > > Plot3=RSIa(Close,14);
> > > >
> > > > Plot(Plot1,"Plot1",colorYellow,styleLine);
> > > > Plot(Plot2,"plot2",colorYellow,styleLine);
> > > > Plot(Plot3,"Plot3",colorRed,styleLine);
> > > >
> > > > /*IF CheckAlert Then Begin
> > > >       If Plot1 Crosses Above Plot2 OR Plot1 Crosses Below Plot2
> > > >       OR Plot1 Crosses Above Plot3 OR Plot1 Crosses Below Plot3
> > > >       OR Plot2 Crosses Above Plot3 OR Plot2 Crosses Below Plot3
> > > >       Then Alert=True;
> > > > End;*/
> > > >
> > > >
> > > > Anthony
> > > >
> > > > stevenjaksic wrote:
> > > >
> > > > >  Hi guys,
> > > > >
> > > > > I need a help with Tradestation formula I want to translate
> to
> > > AFL,
> > > > > basically it's RSI with Volatility bands applied, I dont'
> believe
> > > > > AFL has coef and truerange function.
> > > > >
> > > > > Thanks in advance,
> > > > >
> > > > >                        Steven
> > > > >
> > > > > Input: Coefdwn(2.1),Coefup(2.3);
> > > > > Plot1((Average((RSI(Close,14)),6))+(Coefup*(Average
> > > (TrueRangeCustom
> > > > > ((RSI(Close,14)),(RSI(Close,14)),(RSI
> (Close,14))),15))),"Plot1");
> > > > > Plot2((Average((RSI(Close,14)),6))-(Coefdwn*(Average
> > > (TrueRangeCustom
> > > > > ((RSI(Close,14)),(RSI(Close,14)),(RSI
> (Close,14))),15))),"Plot2");
> > > > > Plot3((RSI(Close,14)),"Plot3");
> > > > > IF CheckAlert Then Begin
> > > > >       If Plot1 Crosses Above Plot2 or Plot1 Crosses Below
> Plot2
> > > > >       or Plot1 Crosses Above Plot3 or Plot1 Crosses Below
> Plot3
> > > > >       or Plot2 Crosses Above Plot3 or Plot2 Crosses Below
> Plot3
> > > > >       Then Alert=TRUE;
> > > > > End;
> > > > >
> > > > >
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