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From:<font
size=2 face=Arial> <a
href="" target="_blank"
title="mailto:hvgistel@xxxxxxxxxxxxx";>Hans Veger
Date:<font
size=2 face=Arial> zondag 14
december 2003 17:56:50
<span lang=EN-GB
>To:<font
size=2 face=Arial> <font
size=2 face=Arial><a
href="" target="_blank"
title="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Arial>
<span lang=EN-GB
>Subject:<font
size=2 face=Arial> AFL
– buy and sell signals
<img border=0 width=32 height=32
id=contentbutton src="gif00627.gif" ><img border=0 width=32 height=32
id=attachbutton src="gif00627.gif" >
<table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width="100%"
id=INCREDIMAINTABLE>
<span
lang=EN-GB >Hello<font
face=Arial>
<span
lang=EN-GB >Can somebody help me
with this???
Im new for amibroker and I try to use the AFL in a
trading system<span lang=EN-GB
>
I have seen a indicator as shown below in:<font
face=Arial>
<a
href="" target="_blank"
title="http://www.amibroker.com/members/traders/01-2004.html";><span
lang=EN-GB >http://www.amibroker.com/members/traders/01-2004.html<font
face=Arial>
Please could you help me to make the AFL compatible
for realtime
trading with for example QQQ and
BRCD.<font
face=Arial>
At this moment I can see the results but there are<font
face="Times New Roman"> no<font
size=2 face=Arial>
buy or sell signals ( arrows in green and red ) visible?<font
face=Arial>
Thanks in advance for your help.<font
face=Arial>
With kind regards<span
lang=EN-GB >
<font
size=2 face=Arial>Hans
Veger<span lang=EN-GB
>
<font
size=2 face=Arial>Netherlands<font
face=Arial>
<a href="" target="_blank"
title="mailto:hvgistel@xxxxxxxxxx";><span lang=EN-GB
>hvgistel@xxxxxxxxxx<font
face=Arial>
//--Indicator-End--
// Above line instructs the parser that
the code
// below is only for
commentary/interpretation window
// This provides significant performance
improvement
//
// (C)2002 amibroker.com
movshort = MA(
C, <span
>Prefs(<span
>4) );
movmed = MA(
C, <span
>Prefs(<span
>6) );
movlong = MA(
C, <span
>Prefs(<span
>28) );
btop = BBandTop(
C, <span
>Prefs( <span
>4 ), <span
>Prefs(<span
>8)/<span
>100 );
bbot = BBandBot(
C, <span
>Prefs(<span
>4), <span
>Prefs(<span
>8)/<span
>100 );
width = btop - bbot;
lslop = LinRegSlope(
C, <span
>30 ) + <span
>100;
lslo = LLV(
lslop, 90 );
lshi = HHV(
lslop, 90 );
lswidth = lshi - lslo;
trend = 100*(
lslop - lslo )/lswidth;
mawidth = MA(
width, 100 );
relwidth = 100*(width
- mawidth)/mawidth;
_N<span
lang=EN-GB >( tname = <font
color=blue>Name()+<span
>"("+<span
>FullName()+<span
>")" );
Buy<font size=1
face=Arial> = <span
>Close < <span
>Ref(C,-<font
color=fuchsia>1) <span
>AND <span
>Ref(Close,-<font
color=fuchsia>1) < <font
color=blue>Ref(<span
>Close,-<span
>2) AND
Ref(<span
>Close,-<span
>2) < <span
>Ref(Close,-<font
color=fuchsia>3)<span
>AND <span
>Ref(Close,-<font
color=fuchsia>3) < <font
color=blue>Ref(<span
>Close,-<span
>4) AND
Ref(<span
>Close,-<span
>4) < <span
>Ref(Close,-<font
color=fuchsia>5) ;
Sell<font size=1
face=Arial> =
Close<font size=1
face=Arial> > <font
color=blue>Ref(<span
>C,-<span
>1) AND
Ref(<span
>Close,-<span
>1) > <span
>Ref(Close,-<font
color=fuchsia>2) <span
>AND <span
>Ref(Close,-<font
color=fuchsia>2) > <font
color=blue>Ref(<span
>Close,-<span
>3)AND
Ref(<span
>Close,-<span
>3) > <span
>Ref(Close,-<font
color=fuchsia>4) <span
>AND <span
>Ref(Close,-<font
color=fuchsia>4) > <font
color=blue>Ref(<span
>Close,-<span
>5) ;
"Price and moving averages:"<font
size=1 face=Arial>;
tname + "
has closed " + WriteIf(
C > movshort, <font
color=fuchsia>"above" , <font
color=fuchsia>"below" ) +
" its short time moving
average. ";
"Short time moving average is
currently "<span lang=EN-GB
> + <span
>WriteIf( movshort > movmed, <font
color=fuchsia>"above", <font
color=fuchsia>"below") + <font
color=fuchsia>" mid-time, and "
+ WriteIf( movshort
> movlong, "above",
"below"
) + " long time moving
averages.";
"The relationship between price
and moving averages is: "<span
lang=EN-GB >+
WriteIf<span
lang=EN-GB >( <span
>C > movshort <span
>AND movshort > movmed, <font
color=fuchsia>"bullish",
WriteIf<span
lang=EN-GB >( <span
>C < movshort <span
>AND movshort < movmed, <font
color=fuchsia>"bearish", <font
color=fuchsia>"neutral" )
) + " in short-term, and
"+
WriteIf<span
lang=EN-GB >( movshort > movmed <span
>AND movmed > movlong , <font
color=fuchsia>"bullish",
WriteIf<span
lang=EN-GB >( movshort < movmed <span
>AND movmed < movlong, <font
color=fuchsia>"bearish", <font
color=fuchsia>"neutral" )
) + " in mid-long term. ";
"\nBollinger Bands:"<font
size=1 face=Arial>;
tname+ "
has closed " +
WriteIf<span
lang=EN-GB >( <span
>C < bbot, <span
>"below the lower band by " +
WriteVal<span
lang=EN-GB >( <span
>100 *( bbot-C )/ width, 1.1
) + "%. "
+
WriteIf<span
lang=EN-GB >( trend < <font
color=fuchsia>30, <font
color=fuchsia>" This combined with the steep
downtrend can suggest that the downward trend in prices has a good chance of
continuing. However, a short-term pull-back inside the bands is likely.",
WriteIf<span
lang=EN-GB >( trend > <font
color=fuchsia>30 <span
>AND trend < <span
>70, <span
>"Although prices have broken the lower band and a
downside breakout is possible, the most likely scenario for "+tname+<font
color=fuchsia>" is to continue within
current trading range.", <span
>"" ) ), <span
>"" ) +
WriteIf<span
lang=EN-GB >( <span
>C > btop, <span
>"above the upper band by " +
WriteVal<span
lang=EN-GB >( <span
>100 *( C-
btop )/ width, 1.1
) + "%. "
+
WriteIf<span
lang=EN-GB >( trend > <font
color=fuchsia>70, <font
color=fuchsia>" This combined with the steep
uptrend suggests that the upward trend in prices has a good chance of
continuing. However, a short-term pull-back inside the bands is likely.",
WriteIf<span
lang=EN-GB >( trend > <font
color=fuchsia>30 <span
>AND trend < <span
>70, <span
>"Although prices have broken the upper band and a
upside breakout is possible, the most likely scenario for "+tname+<font
color=fuchsia>" is to continue within
current trading range.", <span
>"" ) ), <span
>"" ) +
WriteIf<span
lang=EN-GB >( <span
>C < btop AND ( ( btop - C
) / width ) < 0.5,
"below upper band by "<font
size=1 face=Arial>
+
WriteVal<span
lang=EN-GB >( <span
>100 *( btop - C )/ width, 1.1
) + "%. ",
WriteIf<span
lang=EN-GB >( <span
>C < btop AND C > bbot
, "above bottom band by
" +
WriteVal<span
lang=EN-GB >( <span
>100 *( C
- bbot )/ width, 1.1
) + "%. ",
"" )
);
WriteIf<span
lang=EN-GB >( ( trend > <font
color=fuchsia>30 <span
>AND trend < <span
>70 AND
( C > btop <span
>OR C
< bbot ) ) AND <font
color=blue>abs(relwidth) > <font
color=fuchsia>40,
"This picture becomes somewhat
unclear due to the fact that Bollinger Bands are currently"<font
size=1 face=Arial>,
"Bollinger Bands are "<font
size=1 face=Arial>
)+
WriteVal<span
lang=EN-GB >( <span
>abs( relwidth ), <span
>1.1 ) + <span
>"% " +
WriteIf<span
lang=EN-GB >( relwidth > <font
color=fuchsia>0, <font
color=fuchsia>"wider" , <font
color=fuchsia>"narrower"
) +
" than normal."<font
size=1 face=Arial>;
WriteIf<span
lang=EN-GB >( <span
>abs( relwidth ) < <span
>40, <span
>"The current width of the bands (alone) does not
suggest anything conclusive about the future volatility or movement of
prices.","")+
WriteIf<span
lang=EN-GB >( relwidth < -<font
color=fuchsia>40, <font
color=fuchsia>"The narrow width of the bands
suggests low volatility as compared to " + tname + <font
color=fuchsia>"'s normal range. Therefore,
the probability of volatility increasing with a sharp price move has
increased for the near-term. "+
"The bands have been in this
narrow range for "<span
lang=EN-GB > + <span
>WriteVal(<span
>BarsSince(<span
>Cross(-<span
>40,relwidth)),<span
>1.0) + <span
>" bars. The probability of a significant price
move increases the longer the bands remain in this narrow range."
,"")+
WriteIf<span
lang=EN-GB >( relwidth > <font
color=fuchsia>40, <font
color=fuchsia>"The large width of the bands
suggest high volatility as compared to " + tname + <font
color=fuchsia>"'s normal range. Therefore,
the probability of volatility decreasing and prices entering (or remaining
in) a trading range has increased for the near-term. "+
"The bands have been in this wide
range for "<span lang=EN-GB
> + <span
>WriteVal(<span
>BarsSince(<span
>Cross(relwidth,<span
>40)),<span
>1.0) + <span
>" bars.The probability of prices consolidating
into a less volatile trading range increases the longer the bands remain in
this wide range." ,<span
>"");
Buy<font size=1
face=Arial>=<font
color=blue>Cross(<span
>MACD(), <span
>Signal());
Sell<font size=1
face=Arial>=<font
color=blue>Cross(<span
>Signal(), <span
>MACD());
shape = Buy *
shapeUpArrow + <span
>Sell * shapeDownArrow;
Plot<span
lang=EN-GB >( <span
>Close, <span
>"Price", <span
>colorBlue
, styleCandle
);
PlotShapes<font size=1
face=Arial>(
shape, IIf( <span
>Buy, colorGreen,
colorRed ), <span
>0, <span
>IIf( Buy,
Low, High ) );
GraphXSpace<font
size=1 face=Arial>
= 5;
Y=5;
X=5;
ApplyStop<span
lang=EN-GB >( <span
>0, <span
>1, Y, <span
>1 ); <span
>// max loss stop y%
ApplyStop<span
lang=EN-GB >( <span
>1, <span
>1, X, <span
>1 ); <span
>// profit target stop x%
five_days_down = IIf(<span
>Close < <span
>Ref(Close,
-1) <span
>AND
(Ref(<span
>Close, -<span
>1) < <span
>Ref(Close,
-2)) <span
>AND
(Ref(<span
>Close, -<span
>2) < <span
>Ref(Close,
-3)) <span
>AND
(Ref(<span
>Close, -<span
>3) < <span
>Ref(Close,
-4)) <span
>AND
(Ref(<span
>Close, -<span
>4) < <span
>Ref(Close,
-5)), <font
color=fuchsia>1, <font
color=fuchsia>0);
five_days_up = IIf(<span
>Close > <span
>Ref(Close,
-1) <span
>AND
(Ref(<span
>Close, -<span
>1) > <span
>Ref(Close,
-2)) <span
>AND
(Ref(<span
>Close, -<span
>2) > <span
>Ref(Close,
-3)) <span
>AND
(Ref(<span
>Close, -<span
>3) > <span
>Ref(Close,
-4)) <span
>AND
(Ref(<span
>Close, -<span
>4) > <span
>Ref(Close,
-5)), <font
color=fuchsia>1, <font
color=fuchsia>0);
Buy<font size=1
face=Arial> =
five_days_down;
Sell<font size=1
face=Arial> =
five_days_up;
Buy<font size=1
face=Arial> = <font
color=blue>Sum( <span
>ROC( Close,
1 ) > <font
color=fuchsia>0, <font
color=fuchsia>5 ) == <font
color=fuchsia>5;
Sell<font size=1
face=Arial> = <font
color=blue>Sum( <span
>ROC( Close,
1 ) < <font
color=fuchsia>0, <font
color=fuchsia>5 ) == <font
color=fuchsia>5;
Buy<font size=1
face=Arial> = <span
>High == <span
>LastValue( <span
>Highest( High
) );
Buy<font size=1
face=Arial> = <span
>High == <span
>HHV( High,
20 ) <span
>AND <span
>Ref( <span
>HHVBars( High,
20 ), -<font
color=fuchsia>1 ) >=<font
color=fuchsia>4;
Buy<font size=1
face=Arial> = <font
color=blue>Cross( <span
>MACD(), <span
>0 );
Sell<font size=1
face=Arial> = <font
color=blue>Cross( <span
>0, <span
>MACD() );
Buy<font size=1
face=Arial> = <font
color=blue>Cross( <span
>EMA( Close,
9 ), <font
color=blue>EMA( <span
>Close, <span
>15 ) );
Sell<font size=1
face=Arial> = <font
color=blue>Cross( <span
>EMA( Close,
15 ), <font
color=blue>EMA( <span
>Close, <span
>9 ) );
Buy<font size=1
face=Arial> = <font
color=blue>Cross( <span
>RSI(), <span
>30 );
Sell<font size=1
face=Arial> = <font
color=blue>Cross( <span
>70, <span
>RSI() );
Buy<font size=1
face=Arial> = <font
color=blue>Cross( <span
>Ultimate(), <span
>50 );
<font size=2
face="Courier New">Send BUG REPORTS
to bugs@xxxxxxxxxxxxx<span
lang=EN-GB >
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
(Web page: <font
size=2 face="Courier New"><a
href="" target="_blank"
title="http://groups.yahoo.com/group/amiquote/messages/)">http://groups.yahoo.com/group/amiquote/messages/)<font
size=2 face="Courier New">
--------------------------------------------
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face=Arial>
<td width="100%"
id=INCREDIFOOTER>
<table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width="100%"
>
<span
>
<font size=3
face="Times New Roman">
<font size=3
face="Times New Roman">
<span
>
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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