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Hi everyone,
I would like to express my thanks to everyone that contributes on this forum, special thanks to Dimitris, Peter and Johan for assistance they have already provided. Since I am not a programmer and new to AFL the code is certainly not efficient but the results appear to be promising. I have been experimenting with RevEngMarsi and decided to use LoMax on the same chart. Out of curiousity I used the Optimization results for Lomax on the bright green line plotted on the chart below. I was surprised to see that it complimented Lomax with direction and fine tuned the price entry/exit points for both short term and medium term time frames. The Blue Line is also using the Optimization numbers from Lomax. Notice that at the Lomax pivots the price did not break out immediately however it did breakout immediately after closing above the RevEngMarsi line plotted on the chart. The price also broke below the line at the Lomax high pivot. I did not change the dark blue since they serve as a guide for where price consolidation normally occurs. I have provided the chart below. I have been using these in their current state for intraday trading and have found them to be very useful. Any help in Optimization and automated Buy/Sell code will be most appreciated.
The AFL code that I am using for the lines on the chart follows:
////////////////////////////////// PCRSI // (USING CLOSE FOR FAST AND MEDIUM LINES)////////////////////////////////function PCRSI(eperc,wperc){
Value = EMA( RSI( wperc ), eperc );AUC = Wilders( Max( C - Ref( C, -1 ), 0 ), wperc );ADC = Wilders( Max( Ref( C, -1 ) - C, 0 ), wperc );xc = ( wperc - 1 )*( ADC * Value/(100-Value)-AUC); PCRSIP = IIf( xc >= 0, C + xc, C + xc*(100-Value)/Value );
return PCRSIP;}
//function callsPCS=PCRSI(15,3);PCM=PCRSI(70,14);PCL=PCRSI(80,80);
Plot( PCS, "",colorBrightGreen,styleThick);Plot( PCM, "", colorBlue,styleThick);////////////////////////////////// PHRSI // (USING HIGH FOR CHANNEL)////////////////////////////////function PHRSI(eperh,wperh){
Value = EMA( RSI( wperh ), eperh );AUC = Wilders( Max( H - Ref( H, -1 ), 0 ), wperh );ADC = Wilders( Max( Ref( H, -1 ) - H, 0 ), wperh );xh = ( wperh - 1 )*( ADC * Value/(100-Value)-AUC); PHRSIP = IIf( xh >= 0, H + xh, H + xh*(100-Value)/Value );
return PHRSIP;}
//function callsPHS=PHRSI(10,10);PHM=PHRSI(80,70);PHL=PHRSI(200,100);Plot( PHL, "",colordarkblue,styleThick);////////////////////////////////// PLRSI // (USING LOW FOR CHANNEL)////////////////////////////////function PLRSI(eperl,wperl){
Value = EMA( RSI( wperl ), eperl );AUC = Wilders( Max( L - Ref( L, -1 ), 0 ), wperl );ADC = Wilders( Max( Ref( L, -1 ) - L, 0 ), wperl );xl = ( wperl - 1 )*( ADC * Value/(100-Value)-AUC); PLRSIP = IIf( xl >= 0, L + xl, L + xl*(100-Value)/Value );
return PLRSIP;}
//function callsPLS=PLRSI(80,80);PLM=PLRSI(80,70);PLL=PLRSI(200,100);
Plot( PLL, "",colorDarkBlue,styleThick);
I have been impressed with what I see on this forum and hope this contributes towards building the "best mousetrap."
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