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I dont know whether we are allowed to post this code as it is in the
members only area, so I guess not.
Anyway, I don't think one would need buy and sell arrows for this
system.
The red and green bands on the bottom indicate the uptrend or
downtrend and accordingly trade continuation of trend signals or
reversals depending on what signal one gets using other trading
systems, for e.g., 10 day pullback system or stoRSI system, but it is
quite straightforward to add buy and sell arrows:
/* Your buy/sell rules here */
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes(IIf
(Buy,shapeUpArrow,shapeNone) ,colorBrightGreen,0,Graph0,-15);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph0,-15);
It should work for daily as well as real-time Intra-day timeframes, I
would think.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Hans Veger" <hvgistel@xxxx> wrote:
> From: Hans Veger <mailto:hvgistel@x...>
>
> Date: zondag 14 december 2003 17:56:50
>
> To: <mailto:amibroker@xxxxxxxxxxxxxxx> amibroker@xxxxxxxxxxxxxxx
>
> Subject: AFL - buy and sell signals
>
>
>
>
>
>
> Hello
>
>
>
> Can somebody help me with this???
>
>
>
>
>
> Im new for amibroker and I try to use the AFL in a trading system
>
>
>
>
>
> I have seen a indicator as shown below in:
>
>
>
> <http://www.amibroker.com/members/traders/01-2004.html>
> http://www.amibroker.com/members/traders/01-2004.html
>
>
>
>
>
> Please could you help me to make the AFL compatible for realtime
trading
> with for example QQQ and BRCD.
>
>
>
> At this moment I can see the results but there are no buy or sell
signals (
> arrows in green and red ) visible?
>
>
>
> Thanks in advance for your help.
>
>
>
> With kind regards
>
>
>
> Hans Veger
>
> Netherlands
>
>
>
> <mailto:hvgistel@x...> hvgistel@xxxx
>
>
>
>
>
>
>
>
>
>
>
>
>
> //--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, Prefs(4) );
>
> movmed = MA( C, Prefs(6) );
>
> movlong = MA( C, Prefs(28) );
>
> btop = BBandTop( C, Prefs( 4 ), Prefs(8)/100 );
>
> bbot = BBandBot( C, Prefs(4), Prefs(8)/100 );
>
> width = btop - bbot;
>
> lslop = LinRegSlope( C, 30 ) + 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( tname = Name()+"("+FullName()+")" );
>
> Buy = Close < Ref(C,-1) AND Ref(Close,-1) < Ref(Close,-2) AND Ref
(Close,-2)
> < Ref(Close,-3)AND Ref(Close,-3) < Ref(Close,-4) AND Ref(Close,-4) <
> Ref(Close,-5) ;
>
> Sell =
>
> Close > Ref(C,-1) AND Ref(Close,-1) > Ref(Close,-2) AND Ref(Close,-
2) >
> Ref(Close,-3)AND Ref(Close,-3) > Ref(Close,-4) AND Ref(Close,-4) >
> Ref(Close,-5) ;
>
>
>
> "Price and moving averages:";
>
> tname + " has closed " + WriteIf( C > movshort, "above" , "below" )
+ " its
> short time moving average. ";
>
> "Short time moving average is currently " + WriteIf( movshort >
movmed,
> "above", "below") + " mid-time, and " + WriteIf( movshort > movlong,
> "above", "below" ) + " long time moving averages.";
>
> "The relationship between price and moving averages is: "+
>
> WriteIf( C > movshort AND movshort > movmed, "bullish",
>
> WriteIf( C < movshort AND movshort <
movmed, "bearish", "neutral" ) ) + " in
> short-term, and "+
>
> WriteIf( movshort > movmed AND movmed > movlong , "bullish",
>
> WriteIf( movshort < movmed AND movmed <
movlong, "bearish", "neutral" ) ) +
> " in mid-long term. ";
>
> "\nBollinger Bands:";
>
> tname+ " has closed " +
>
> WriteIf( C < bbot, "below the lower band by " +
>
> WriteVal( 100 *( bbot-C )/ width, 1.1 ) + "%. " +
>
> WriteIf( trend < 30, " 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( trend > 30 AND trend < 70, "Although prices have broken
the lower
> band and a downside breakout is possible, the most likely scenario
for
> "+tname+" is to continue within current trading
range.", "" ) ), "" ) +
>
> WriteIf( C > btop, "above the upper band by " +
>
> WriteVal( 100 *( C- btop )/ width, 1.1 ) + "%. " +
>
> WriteIf( trend > 70, " 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( trend > 30 AND trend < 70, "Although prices have broken
the upper
> band and a upside breakout is possible, the most likely scenario for
> "+tname+" is to continue within current trading
range.", "" ) ), "" ) +
>
> WriteIf( C < btop AND ( ( btop - C ) / width ) < 0.5,
>
> "below upper band by " +
>
> WriteVal( 100 *( btop - C )/ width, 1.1 ) + "%. ",
>
> WriteIf( C < btop AND C > bbot , "above bottom band by " +
>
> WriteVal( 100 *( C - bbot )/ width, 1.1 ) + "%. ", "" ) );
>
> WriteIf( ( trend > 30 AND trend < 70 AND ( C > btop OR C < bbot ) )
AND
> abs(relwidth) > 40,
>
> "This picture becomes somewhat unclear due to the fact that
Bollinger Bands
> are currently",
>
> "Bollinger Bands are " )+
>
> WriteVal( abs( relwidth ), 1.1 ) + "% " +
>
> WriteIf( relwidth > 0, "wider" , "narrower" ) +
>
> " than normal.";
>
> WriteIf( abs( relwidth ) < 40, "The current width of the bands
(alone) does
> not suggest anything conclusive about the future volatility or
movement of
> prices.","")+
>
> WriteIf( relwidth < -40, "The narrow width of the bands suggests low
> volatility as compared to " + tname + "'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 " +
> WriteVal(BarsSince(Cross(-40,relwidth)),1.0) + " bars. The
probability of a
> significant price move increases the longer the bands remain in
this narrow
> range." ,"")+
>
> WriteIf( relwidth > 40, "The large width of the bands suggest high
> volatility as compared to " + tname + "'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 " +
> WriteVal(BarsSince(Cross(relwidth,40)),1.0) + " bars.The
probability of
> prices consolidating into a less volatile trading range increases
the longer
> the bands remain in this wide range." ,"");
>
> Buy=Cross(MACD(), Signal());
>
> Sell=Cross(Signal(), MACD());
>
> shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
>
> Plot( Close, "Price", colorBlue
>
> , styleCandle );
>
> PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy,
Low, High
> ) );
>
> GraphXSpace = 5;
>
> Y=5;
>
> X=5;
>
> ApplyStop( 0, 1, Y, 1 ); // max loss stop y%
>
> ApplyStop( 1, 1, X, 1 ); // profit target stop x%
>
> five_days_down = IIf(Close < Ref(Close, -1) AND
>
> (Ref(Close, -1) < Ref(Close, -2)) AND
>
> (Ref(Close, -2) < Ref(Close, -3)) AND
>
> (Ref(Close, -3) < Ref(Close, -4)) AND
>
> (Ref(Close, -4) < Ref(Close, -5)), 1, 0);
>
> five_days_up = IIf(Close > Ref(Close, -1) AND
>
> (Ref(Close, -1) > Ref(Close, -2)) AND
>
> (Ref(Close, -2) > Ref(Close, -3)) AND
>
> (Ref(Close, -3) > Ref(Close, -4)) AND
>
> (Ref(Close, -4) > Ref(Close, -5)), 1, 0);
>
> Buy = five_days_down;
>
> Sell = five_days_up;
>
> Buy = Sum( ROC( Close, 1 ) > 0, 5 ) == 5;
>
> Sell = Sum( ROC( Close, 1 ) < 0, 5 ) == 5;
>
> Buy = High == LastValue( Highest( High ) );
>
> Buy = High == HHV( High, 20 ) AND Ref( HHVBars( High, 20 ), -1 )
>=4;
>
> Buy = Cross( MACD(), 0 );
>
> Sell = Cross( 0, MACD() );
>
> Buy = Cross( EMA( Close, 9 ), EMA( Close, 15 ) );
>
> Sell = Cross( EMA( Close, 15 ), EMA( Close, 9 ) );
>
> Buy = Cross( RSI(), 30 );
>
> Sell = Cross( 70, RSI() );
>
> Buy = Cross( Ultimate(), 50 );
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: <http://groups.yahoo.com/group/amiquote/messages/)>
> http://groups.yahoo.com/group/amiquote/messages/)
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