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Here's some little Code Snippets from my trading system work in
progress.
You should be able to just Cut N Paste into Amibroker.
1st up is an Indicator that shows WalkForward conditions of ZigTrend
status.
2nd is a Scan that creates a composite of those WalkForward
Conditions.
The trends are derived from PeakBar & TroughBar functions.
I have Implemented the Calculation of Zig in a SAFE manner (Within a
WalkForward style For Loop), For the creation of the Trend
directions.
Any insights to this (Good or Bad) would be very much welcome at this
point.
INDICATOR Notes:
Use the Parameter function (CTRL-R) to move back in time, Watch the
Primary and Secondary Trends change as you Move Back.
SCAN Notes:
Creates a composite ticker (Based on selected Ticker) Indicating Primary
and Secondary Trends. Composite is named: Ticker~Trend
COMPOSITE Notes:
Open is considered the Primary Trend
High is considered the Secondary Trend
1 is considered UP
2 is considered DOWN
INDICATOR CODE:
// Trend Direction
Indicator V1. (Daily Only)
// Use Zig 7.
BC =
(BarCount-1);
//Arrays size is
same (Shortcut)
adjz =
Param("Zig",7,0,15,0.1);
adjc =
Param("Back",0,0,BarCount,1);
CAdj =
Ref(Close,-adjc);
LTB =
TroughBars(CAdj,adjz,1);
LPB =
PeakBars(CAdj,adjz,1);
PlotZig1 =
Zig(CAdj,adjz);
for(
i =
(adjz*10);
i >
-1;
i-- )
{
adjz2 =
i/10;
LTB2 =
TroughBars(CAdj,adjz2);
LPB2 =
PeakBars(CAdj,adjz2);
if
((LTB[BC] != LTB2[BC]) OR (LPB[BC] != LPB2[BC]))
{i=0;}
}
PlotZig2 =
Zig(CAdj,adjz2);
if
(LTB[BC] < LPB[BC])
{ Primary
=
"Up";}
else
{
Primary =
"Down";}
if
(LTB2[BC] < LPB2[BC])
{
Secondary =
"Up";}
else
{
Secondary =
"Down";}
WriteVal(BarCount)+"
BarCount (Total)";
WriteVal(BC)+"
BC (For
Arrays)\n";
Plot(CAdj,"Close",1,styleLine);
Plot(PlotZig1,"Zig",colorBlue,styleLine);
Plot(PlotZig2,"Zig2",colorRed,9);
// Line-Dots.
Title =
Name()
+
"\nPrimary:
" + Primary +
"\nSecondary:
" + Secondary +
"\n\\c38Diagnostics....."
+
"\nLTB1:
" + LTB +
//" BC:
" + LTB[BC] +
"\nLPB1:
" + LPB +
//" BC:
" + LPB[BC] +
"\nLTB2:
" + LTB2 +
//" BC:
" + LTB2[BC] +
"\nLPB2:
" + LPB2 +
//" BC:
" + LPB2[BC] +
"\nBarIndex:
"
+BarIndex()
+
"\nRef
Adjust: -" + Adjc +
"\nZig1:
" + adjz +
"\nZig2:
" + adjz2 +
"\nClose
Price: " + Cadj;
SCAN CODE:
// Create Trend
Direction Composite V1. (Daily Only)
//
// This is to be run in
SCAN mode.
// Note - This scan can be slow, Don't run on "All
Stocks"!
// Setup
// Use Zig 7. (Default)
// Filter = Current Stock (eg. Index)
// n = 1
Buy =
1;
// To Satisfy
scan (Create Composite)
//Scan:
CompName =
Name()
+
"~Trend";
BC =
(BarCount-1);
//Arrays size is
same (Shortcut)
adjz =
Param("Zig",7,0,15,0.1);
for(
BCL =
(BarCount-1);
BCL >
-1;
BCL-- )
{
CAdj =
Ref(Close,-BCL);
LTB =
TroughBars(CAdj,adjz,1);
LPB =
PeakBars(CAdj,adjz,1);
for(
i =
(adjz*10);
i >
-1;
i-- )
{
adjz2 =
i/10;
LTB2 =
TroughBars(CAdj,adjz2);
LPB2 =
PeakBars(CAdj,adjz2);
if
((LTB[BC] != LTB2[BC]) OR (LPB[BC] != LPB2[BC])) {i=0;}
}
// Create Unique Primary & Secondary Arrays in For Loop.
// On ref array, insert into Specific array Position.
// 1 = UP, 2 = Down.
Primary[BCL] = IIf( (LTB[BC] < LPB[BC]),1,2);
Secondary[BCL] = IIf( (LTB2[BC] < LPB2[BC]),1,2);
}
//Add Primary & Secondary ARRAYS to composite.
AddToComposite( Primary, CompName, "O",3);
AddToComposite( Secondary, CompName, "H",3);
AddToComposite( 1, CompName, "IO",3 );
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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