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Anthony,
That looks like a lot of work (or is it a joke?).
Anyway's perhaps someone would be willing if you published the WL
stats, like win rate etc.....
If somone does, please post it here.
Regards
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Anyone able to convert this wealth lab formula to Amibroker ?
>
> Thank you
> Anthony
> 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;
>
>
> No virus found in this outgoing message.
> Checked by AVG Anti-Virus.
> Version: 7.0.308 / Virus Database: 266.7.2 - Release Date: 3/11/2005
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