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Re: [amibroker] Awesome trading system



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Hello,


It uses a plug-in from the 3rd Party area.....

Anthony
  ----- Original Message ----- 
  From: jism1992 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, September 30, 2004 8:20 PM
  Subject: [amibroker] Awesome trading system


  I found this formula but it's compatible with Amibroker newest
  version. Can someone help please?

  MaxGraph=5;
  GraphXSpace = 1;

  // Start of variables used to calculate custom formulas

  // Defines market hours
  MarketOpen      = 93000;
  MarketClose     = 161500;
  MarketHours     = deFlagTimeRange(MarketOpen, MarketClose);
  FirstBarOfDay   = deFlagFirstBarOfDay(MarketOpen);
  LastBarOfDay    = deFlagLastBarOfDay(MarketClose);
  enumMarketHours = BarsSince(FirstBarOfDay);

  // First 5 minutes of Opening Range 
  OR5High   = deTimeRangeHHV(H,MarketOpen,93500);
  OR5Low    = deTimeRangeLLV(L,MarketOpen,93500);
  OR5Median = (OR5High+OR5Low)/2;

  // First 15 minutes of Opening Range 
  OR15High  = deTimeRangeHHV(H,MarketOpen,94500);
  OR15Low   = deTimeRangeLLV(L,MarketOpen,94500);

  // First 60 minutes of Opening Range 
  OR60High  = deTimeRangeHHV(H,MarketOpen,103000);
  OR60Low   = deTimeRangeLLV(L,MarketOpen,103000);

  // Yesterdays Daily values. Note: By adjusting Daysback to a greater
  value, all the calculations below will go back a number of
  corresponding days (ie: Daysback = 5 means 5 days ago)
  DaysBack = 1;

  YesterdaysHigh    =
  ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeHHV(H,MarketOpen,MarketClose),DaysBack);
  YesterdaysLow     =
  ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeLLV(L,MarketOpen,MarketClose),DaysBack);
  YesterdaysOpen    = ValueWhen(deFlagLastBarOfDay(MarketOpen),O,DaysBack);
  YesterdaysClose   =
  ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),C,DaysBack);
  Yesterdays2HrHigh =
  ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeHHV(H,141500,161500),DaysBack);

  Yesterdays2HrLow  =
  ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeLLV(L,141500,161500),DaysBack);


  // Start of custom calculations & formulas
  DailyPivot     = (YesterdaysHigh+YesterdaysLow+YesterdaysClose)/3;
  DailyMedian    = (YesterdaysHigh+YesterdaysLow)/2;
  DailyPivotHigh = DailyPivot + abs(DailyPivot - DailyMedian);
  DailyPivotLow  = DailyPivot - abs(DailyPivot - DailyMedian);
  R1             = ((2 * DailyPivot) - YesterdaysLow);
  S1             = ((2 * DailyPivot)  - YesterdaysHigh);
  //R2             = ((DailyPivot - S1) + R1);
  //S2             = (DailyPivot - (R1 - S1));
  //R3             = (R2 + (YesterdaysHigh - YesterdaysLow));
  //S3             = (S2 - (YesterdaysHigh - YesterdaysLow));

  DayFilter =
  deValueWhenTime((Sum(C>OR5Median,enumMarketHours)+Sum(O>OR5Median,enumMarketHours)+Sum(H>OR5Median,enumMarketHours)+Sum(L>OR5Median,enumMarketHours))/4,103000);
  ACDHighOffset = 2;
  ACDLowOffset  = 2;
  ACDHigh       = OR15High + ACDHighOffset;
  ACDLow        = OR15Low - ACDLowOffset;

  // Same variables as above, but plotting during after hours is suppressed
  YestHighClean       = IIf(MarketHours,YesterdaysHigh,Null);
  YestLowClean        = IIf(MarketHours,YesterdaysLow,Null);
  YestCloseClean      = IIf(MarketHours,YesterdaysOpen,Null);
  YestCloseClean      = IIf(MarketHours,YesterdaysClose,Null);
  Y2HrHighClean       = IIf(MarketHours,Yesterdays2HrHigh,Null);
  Y2HrLowClean        = IIf(MarketHours,Yesterdays2HrLow,Null);
  DailyPivotClean     = IIf(MarketHours,DailyPivot,Null);
  DailyPivotHighClean = IIf(MarketHours,DailyPivotHigh,Null);
  DailyPivotLowClean  = IIf(MarketHours,DailyPivotlow,Null);
  ACDHighClean        = IIf(MarketHours,ACDHigh,Null);
  ACDLowClean         = IIf(MarketHours,ACDLow,Null);
  OR5MedianClean      = IIf(MarketHours,OR5Median,Null);
  R1Clean             = IIf(MarketHours,R1,Null);
  S1Clean             = IIf(MarketHours,S1,Null);
  //R2Clean             = IIf(MarketHours,R2,Null);
  //S2Clean             = IIf(MarketHours,S2,Null);


  //  Start of variables used to control color of bars/indicators
  BullishBar = H > Ref(H,-1) AND L > Ref(L,-1);
  BearishBar = H < Ref(H,-1) AND L < Ref(L,-1);
  PriceColor =
  IIf(deFlagTimeRange(MarketOpen,93500),colorWhite,IIf(deFlagTimeRange(93500,94500),colorLightBlue,IIf(MarketHours==False,colorDarkBlue,IIf(BullishBar,colorGreen,IIf(BearishBar,colorRed,colorLightGrey)))));
  ORBarColor = IIf(deFlagTimeRange(93000,94500),colorLightBlue,colorOrange);

  // Start of Plot() functions to display calculated series
  Plot(C,"C",PriceColor,styleBar+styleThick);                          
       // Close
  Plot(EMA((O+H+L+C)/4,7),"EMA7",colorGreen,styleLine);
  Plot(EMA((O+H+L+C)/4,15),"EMA7",colorBlue,styleLine);
  Plot(OR5MedianClean,"5M",colorBlue,styleLine);                       
       // Clayburg 5 Minute Mid Line
  Plot(ACDHighClean,"ACDH",ORbarcolor,styleLine+styleThick);           
       // ACD High Threshold
  Plot(ACDLowClean,"ACDL",ORbarcolor,styleLine+styleThick);            
       // ACD Low Threshold
  Plot(YestHighClean,"YH",colorLightGrey,styleLine+styleThick);        
       // Yesterdays High
  Plot(YestLowClean,"YL",colorLightGrey,styleLine+styleThick);         
       // Yesterdays Low
  Plot(DailyPivotClean,"PP",colorLightBlue,styleLine+styleThick);      
       // Pivot
  Plot(DailyPivotHighClean,"PH",colorPink,styleLine+styleThick);       
       // Pivot High
  Plot(DailyPivotLowClean,"PL",colorPink,styleLine+styleThick);        
       // Pivot Low
  Plot(R1Clean,"R1",colorRed,styleLine+styleThick);                    
       // R1 Pivot
  Plot(S1Clean,"S1",colorRed,styleLine+styleThick);                    
       // S1 Pivot
  Plot(Y2HrHighClean,"Y2H",colorBrightGreen,styleLine+styleThick);     
       // Yesterdays 2Hr High
  Plot(Y2HrLowClean,"Y2L",colorBrightGreen,styleLine+styleThick);      
       // Yesterdays 2Hr Low
  //Plot(R2Clean,"R2",colorRed,styleLine+styleThick);                  
         // R2 Pivot
  //Plot(S2Clean,"S2",colorRed,styleLine+styleThick);                  
         // S2 Pivot

  // Plot color bands
  Plot(ACDLowClean,"ACDL",colorBlack,styleArea);                  // ACD
  Low Threshold
  Plot(ACDHighClean,"ACDH",IIf(TimeNum()>=94500 AND TimeNum() <=
  MarketClose,colorDarkGreen,colorBlack),styleArea);                 //
  ACD High Threshold



  AUp = MarketHours AND Cross(C,ACDHigh);
  ADn = MarketHours AND Cross(ACDLow,C);

  PlotShapes(shapeSmallUpTriangle * AUp,colorYellow,0,C-2);
  PlotShapes(shapeSmallDownTriangle * ADn,colorYellow,0,C+2);

  //--Indicator-End-- 
  "Direction Day Filter Value: " + WriteVal((DayFilter/60)*100) +"%";



  Check AmiBroker web page at:
  http://www.amibroker.com/

  Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 


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