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Anyone able to convert this wealth lab formula to Amibroker ?
Thank you
Anthony
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var Bar : integer;
var SecondaryRally, NaturalRally, SecondaryReaction, DnTrend : float;
var ResumeUpTrend, ResumeDnTrend, UseRule10 : boolean;
var Thresh , threshold, HalfThresh ,NaturalReaction, NaturalRallyBL, NaturalReactionRL, UpTrendRL, UpTrend, DnTrendBL : float;
var MA10_10, MA10_Now , State, ATRvalue : integer;
var PtsPctATR, tradetrends : integer;
{ Install AutoStops }
{InstallStopLoss( 12 ); }
threshold := 2;
PtsPctATR := 2; {0=Points, 1=Precent, 2=ATR}
tradetrends := 1; {0=trends and reactions, 1=trends only}
{State = 0 Uptrend }
{State = 1 Dntrend }
{State = 2 NatRally}
{State = 3 SecRally}
{State = 4 NatReact}
{State = 5 SecReact}
if (PtsPctATR = 0) then
begin
Thresh := threshold;
HalfThresh := thresh/2;
end;
for Bar := 1 to 21 do
begin
if (Bar = 1) then
begin
AddCommentary('Init');
SecondaryRally := PriceClose(bar);
NaturalRally := PriceClose(bar);
UpTrend := PriceClose(bar);
SecondaryReaction := PriceClose(bar);
NaturalReaction := PriceClose(bar);
DnTrend := PriceClose(bar);
ResumeUpTrend := false;
ResumeDnTrend := false;
UseRule10 := false; {if true try/test futures only}
end;
if (Bar <= 21) then
begin {1}
MA10_Now := SMASeries( #Close, 10 );
MA10_10 := SMASeries( OffSetSeries( #Close, -10 ), 10 );
if (Bar = 21) then
begin {2}
if @MA10_Now[Bar] > @MA10_10[Bar] then
begin
AddCommentary('InUpTrend');
State := 0;
UpTrend := PriceClose(bar);
end
else
begin
AddCommentary('InDnTrend');
DnTrend := PriceClose(bar);;
State := 1;
end;
end {2}
end; {1}
end;
{Main Loop}
for Bar := 22 to BarCount - 1 do
begin {3}
if (PtsPctATR = 1) then
begin
Thresh := threshold * (PriceClose(bar-1)/100);
HalfThresh := Thresh/2;
end
else if (PtsPctATR = 2) then
begin
Thresh := threshold * ATR(Bar, 14);
HalfThresh := Thresh/2;
AddCommentary('ATR thresh ' + FloatToStr(Thresh));
AddCommentary('State ' + IntToStr(State));
AddCommentary('Price ' + FloatToStr(PriceClose(bar)));
AddCommentary('Nat Reaction ' + FloatToStr(NaturalReaction));
end;
case State of
0:
{ If InUpTrend then}
begin {4}
if (PriceClose(bar) > (NaturalReaction + Thresh)) then
NaturalReactionRL := NaturalReaction; {Rule 4b}
AddCommentary('InUpTrend');
if ResumeUpTrend then { Rule 10 logic. }
begin {6}
if (PriceClose(bar) > (UpTrendRL + HalfThresh)) then
begin
ResumeUpTrend := false; {Rule 10a}
State := 4; {InNatReact}
NaturalReaction := PriceClose(bar);
UpTrend := PriceClose(bar);
end
else if (PriceClose(bar) < (UpTrendRL - HalfThresh)) then
begin
ResumeUpTrend := false; {Rule 10b}
State := 4; {InNatReact}
NaturalReaction := PriceClose(bar);
end;
end {6}
else if (PriceClose(bar) < (UpTrend - Thresh)) then {start NaturalReaction}
begin {Rules 4a, 6a}
State := 4; {InNatReact}
UpTrendRL := UpTrend; {pivot point, rule 8}
NaturalReaction := PriceClose(bar);
ResumeUpTrend := false;
end
else if (PriceClose(bar) > UpTrend) then {remain in uptrend higher high price}
UpTrend := PriceClose(bar);
end; {4 InUpTrend}
2:
{Natural Rally State}
begin {7}
if (PriceClose(bar) > (NaturalReaction + thresh)) then
NaturalReactionRL := NaturalReaction; {Rule 4b}
if (PriceClose(bar) > UpTrend) then {resume UpTrend}
begin {rules 6d, 6f}
State := 0; {InUpTrend}
AddCommentary(' Set to InUpTrend');
UpTrend := PriceClose(bar);
if UseRule10 then ResumeUpTrend := true;
end
else if (PriceClose(bar) > (NaturalRallyBL + HalfThresh)) then
begin {Rules 5a}
AddCommentary('Set to InUpTrend');
State := 0; {InUpTrend}
UpTrend := PriceClose(bar);
if UseRule10 then ResumeUpTrend := true;
end
else if (PriceClose(bar) < DnTrend) then {Start DnTrend}
begin {Rule 6b}
AddCommentary('InNatRally start dntrend');
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
NaturalRallyBL := PriceClose(bar); {rule 4D}
end
else if (PriceClose(bar) < (NaturalRally - Thresh)) then
begin
if (PriceClose(bar) < NaturalReaction) then {start Natural Reaction}
begin {rule 4d, 6b}
State := 4; {InNatReact}
AddCommentary('InNatRally start nat reaction');
NaturalReaction := PriceClose(bar);
NaturalRallyBL := PriceClose(bar); {rule 4D} {Pivot pt, Rule 9b}
end
else {start secondaryreaction}
begin {rule 6h}
AddCommentary('InNatRally start sec reaction');
State := 5; {InSecReact}
SecondaryReaction := PriceClose(bar);
end;
if (PriceClose(bar) > NaturalRally) then
NaturalRally := PriceClose(bar);
AddCommentary(' none of the above');
end;
end; {7 InNatRally}
3: { Secondary Rally State}
begin
if (PriceClose(bar) > UpTrend) then
begin {rules 6d, 6f}
AddCommentary('InSecRally');
State := 0; {InUpTrend}
UpTrend := PriceClose(bar);
if UseRule10 then ResumeUpTrend := true;
end
else if (PriceClose(bar) > (NaturalRallyBL + halfthresh)) then
begin {rules 5a}
State := 0; {InUpTrend}
UpTrend := PriceClose(bar);
if UseRule10 then ResumeUpTrend := true;
end
else if (PriceClose(bar) > NaturalRally) then
begin {rule 6g}
State := 2; {InNatRally}
NaturalRally := PriceClose(bar);
end
else if (PriceClose(bar) < DnTrend) then {start DnTrend}
begin {rule 6b}
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
NaturalRallyBL := PriceClose(bar); {rule 4d, pivot pt, rule 9b}
end
else if (PriceClose(bar) > SecondaryRally) then {record higher high}
SecondaryRally := PriceClose(bar); {rule 3, 6g}
end; {InSecRally}
{ DOWN TREND STATE}
1:
begin {9}
if (PriceClose(bar) < (NaturalRally - Thresh)) then
NaturalRallyBL := NaturalRally; {rule 4d}
if ResumeDnTrend then {Rule 10 logic best works with futures}
begin
if (PriceClose(bar) < (DnTrendBL - HalfThresh)) then
begin
ResumeDnTrend := false; {rule 10a}
DnTrend := PriceClose(bar); {rule 2, 6b}
end
else if (PriceClose(bar) > (DnTrendBL + HalfThresh)) then {DnTrend Over}
{return to NaturalRally}
begin
AddCommentary('return to NaturalRally');
ResumeDnTrend := false;
State := 2; {InNatRally}
NaturalRally := PriceClose(bar);
end;
end
else if (PriceClose(bar) > (DnTrend + Thresh)) then {Start NaturalRally}
begin { rules 4c, 6c}
AddCommentary('return to NaturalRally');
State := 2; {InNatRally}
NaturalRally := PriceClose(bar);
DnTrendBL := DnTrend; {Pivot Pt, Rule 8}
ResumeDnTrend := false;
end
else if (PriceClose(bar) < DnTrend) then {remain in down trend, record lower lows}
DnTrend := PriceClose(bar); {Rule 2, 6b}
end; {9 InDnTrend}
4:
{ Natural Reaction State }
begin {Nat Reaction State}
if (PriceClose(bar) < (NaturalRally - Thresh)) then
NaturalRallyBL := NaturalRally; {Rule 4d}
if (PriceClose(bar) < DnTrend) then {resume DnTrend}
begin {Rule 6b, 6e}
AddCommentary('InNatReact - InDnTrend1');
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
if UseRule10 then ResumeDnTrend := true;
end
else if (PriceClose(bar) < (NaturalReactionRL - halfthresh )) then
{resume DnTrend}
begin {rules 5b}
AddCommentary('InNatReact - InDnTrend2');
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
if UseRule10 then ResumeDnTrend := true;
end
else if (PriceClose(bar) > UpTrend) then {start UpTrend}
begin {rule 6d}
AddCommentary('InNatReact - InUpTrend1');
State := 0; {InUpTrend}
UpTrend := PriceClose(bar);
NaturalReactionRL := PriceClose(bar); {rule 4b, pvt point, rule 9c}
end
else if (PriceClose(bar) > NaturalReaction + Thresh) then
begin
if (PriceClose(bar) > NaturalRally) then {start Natural Rally}
begin {rules 4b, 6d}
State := 2; {In Nat Rally}
NaturalRally := PriceClose(bar);
NaturalReactionRL := PriceClose(bar); {rule 4b, pvt point, rule 9c}
end
else {start SecondaryRally}
begin {rule 6g}
State := 3; {In Sec Rally}
SecondaryRally := PriceClose(bar);
end;
end
else if (PriceClose(bar) < NaturalReaction) then {remain in NaturalReaction , record lower lows}
NaturalReaction := PriceClose(bar); {rule 3, 6a, 6b}
end; {InNatReact}
5:
begin
AddCommentary('InSecReact');
if (PriceClose(bar) < DnTrend) then {resume DnTrend}
begin {rules 6b, 6e}
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
if UseRule10 then ResumeDnTrend := true;
end
else if (PriceClose(bar) < (NaturalReactionRL - halfthresh)) then
begin {rules 5b}
State := 1; {InDnTrend}
DnTrend := PriceClose(bar);
if UseRule10 then ResumeDnTrend := true;
end
else if (PriceClose(bar) > UpTrend) then {start UpTrend}
begin {rules 6d}
State := 0; {InUpTrend}
UpTrend := PriceClose(bar);
NaturalReactionRL := PriceClose(bar); {rule 4b, pivot point, rule 9c}
end
else if (PriceClose(bar) < NaturalReaction) then
begin {rules 6h}
State := 4; {InNatReact}
NaturalReaction := PriceClose(bar);
end
else if (PriceClose(bar) < SecondaryReaction) then {record lower lows}
SecondaryReaction := PriceClose(bar); {rule 6h}
end; {InSecReact}
else
begin
AddCommentary('Never get here! ');
end;
end;
{ Paint it }
case State of
0:
begin
SetBarColor( Bar, #blue );
end;
1:
begin
SetBarColor( Bar, #Red ); {Down Trend}
end;
2:
begin
SetBarColor( Bar, #Black );
end;
3:
begin
SetBarColor( Bar, #Green );
end;
4:
begin
SetBarColor( Bar, #yellow );
end;
5:
begin
SetBarColor( Bar, #purple );
end
else
AddCommentary('not important to show! ');
end;
if (tradetrends = 1) then
{ Trend Rules }
begin
if (State = 0) then {uptrend}
begin
if (not lastpositionactive()) then
begin
buyAtMarket( Bar+1, 'LE');
end;
if positionshort(lastposition) then
coverAtMarket( Bar+1,LastPosition, 'SXL');
end;
if (State = 1) then {downtrend}
begin
if (not lastpositionactive()) then
begin
shortAtMarket( Bar+1, 'SE');
end;
if positionlong(lastposition) then
SellAtMarket( Bar+1, Lastposition, 'LXS');
end;
end
else
{ Trend plus Rules = trade trends, rallies, reactions}
begin
if ((State = 0) or (State = 2) or (State = 3)) then
begin
if (not lastpositionactive()) then
begin
buyAtMarket( Bar+1, 'LE');
end;
if positionshort(lastposition) then
coverAtMarket( Bar+1,LastPosition, 'SXL');
end;
if ((State = 1) or (State = 4) or (State = 5)) then
begin
if (not lastpositionactive()) then
begin
shortAtMarket( Bar+1, 'SE');
end;
if positionlong(lastposition) then
SellAtMarket( Bar+1, Lastposition, 'LXS');
end;
end;
end;
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