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[amibroker] Re: Mark Fisher´s ACD method



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Thank you very much, Bill!
Daniel



--- In amibroker@xxxxxxxxxxxxxxx, "Bill Schmidt" <wjschmidt@xxxx> 
wrote:
> I don't remember who wrote this, but it should give you a good 
place to  
> start.  You will need the following  
> plugin:http://www.amibroker.org/3rdparty/deDateTime.zip.
> 
> 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);
> OR15Median = (OR15High+OR15Low)/2;
> 
> // First 30 minutes of Opening Range
> OR30High  = deTimeRangeHHV(H,MarketOpen,100000);
> OR30Low   = deTimeRangeLLV(L,MarketOpen,100000);
> 
> // 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 = ACDLowOffset = (OR15high - OR15low) * .50;
> 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);
> OR15MedianClean     = IIf(MarketHours,OR15Median,Null);
> OR15HighClean	      = IIf(MarketHours,OR15High,Null);
> OR15LowClean	      = IIf(MarketHours,OR15Low,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),0,colorOrange);
> ORBarColor1 = IIf(deFlagTimeRange(93000,94500),0,colorBlue);
> ORBarColor2 = IIf(deFlagTimeRange(93000,94500),0,colorYellow);
> // Start of Plot() functions to display calculated series
> //Plot(C,"C",PriceColor,styleBar+styleThick);
> PlotOHLC( Open, High, Low, Close, Name(), colorBlack, styleCandle);
> 
>       // 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
> if(Interval() < 84600) {
> 	show_ACD = ParamToggle("ACD Bands On/Off","Off|On");
> 	if (show_ACD ) {
> 		Plot(OR15MedianClean,"15M",ORbarcolor1,styleLine);
> 		Plot(OR15HighClean,"15H",ORbarcolor2,styleLine);
> 		Plot(OR15LowClean,"15L",ORbarcolor2,styleLine);
> 		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
> 	}
> }
> 
> Title = Name() + "-" + Interval(2) + " " + Date() + "\nOpen: "+O 
+ ",  
> High:"+ H + ", Low: "+ L + ", Close: "+C ;//+ "\nACDH: "  
> + NumToStr(ACDHighClean,1.3) + ", ACDL: " + NumToStr
(ACDLowClean,1.3);
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> On Tue, 31 May 2005 12:14:51 -0400, traderix2003 <d.adam@xxxx> 
wrote:
> 
> > I wonder if any trader here has read Mark Fisher´s book ("The 
Logical
> > Trader")and is trading his ACD method??
> > Is it possible to  plot his opening break out, offsets and pivot 
range
> > from a single AFL custom formula?
> >
> > Regards  Daniel
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >




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