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Have any of you been successful in using the "ADLine" indicator? This
is a built in indicator that comes with Amibroker. To us it one needs
to go to the "Composites recalculation tool" that can be found under
>Symbol -> Categories Menu. Follow the instructions (implicitly) and
one is supposed to get the A/D line. I've never had any luck using
this. If anyone has had success let me know how accomplished.
As an alternate I latched onto the follow program (AFL) that is
supposed to calculate both the Advances/Declines and Hi/Lows. It seems
to work for the N100 but when expanded to the NYSE and Nasdaq markets
I've had problems. My programming skill are primarily "copy and paste"
so I would be most appreciative if someone knowledgeable would look at
it and see what need to be changed for it to work properly. Thanks
Dick H.
// Develops 4 composites that can be plotted or manipulated as you wish
// How to Run
// 1) Build a composite of NYSE AND NASDQ stocks
// 2) Select an issue with a long history in the current ticker window
// 3) Set APPLY TO to use filter Market NYSE or NASDQ
// 4) Set RANGE to one bar... 1 n last quotations
// 5) Press SCAN
//===================52 Week New
NewLows==================================
_SECTION_BEGIN("NewHINewLO");
Title="NewhighNewlow";
NYSE = "~" + MarketID(1);
NASDQ = "~" + MarketID(3);
Newhigh=IIf(H>Ref(H,-1),Ref(H,250),0);
Newlow=IIf(L<Ref(L,-1),Ref(L,250),0);
AddToComposite(IIf(C > HHV(Ref(C, -1), 250), 1,0), "~NYSENewHi", "X");
AddToComposite( 1, "~NYSENewHi", "I" );//add one to open interest
field,use this field as a counter
AddToComposite(IIf(C < LLV(Ref(C, -1), 250), 1,0), "~NYSENewLo", "X");
AddToComposite( 1, "~NYSENewLo", "I" );
AddToComposite(IIf(C > HHV(Ref(C, -1), 250), 1,0), "~NASDQNewHi", "X");
AddToComposite( 1, "~NASDQNewHi", "I" );
AddToComposite(IIf(C < LLV(Ref(C, -1), 250), 1,0), "~NASDQNewLo", "X");
AddToComposite( 1, "~NASDQNewLo", "I" );
NewHigh=Foreign("~NYSENHi","X");
NewLow = Foreign("~NYSENLo","X");
NewHigh=Foreign("~NASDQNHi","X");
NewLow = Foreign("~NASDQNLo","X");
tgl = ParamToggle("Select MKT", "NYSE|NASDQ", 0);
if (!tgl)
{
MKT = "NYSE|NYSE";
}
else
{
MKT = "NASDQ|NASDQ";
}
//Opt_H_L=Optimize("Opt_H_L",43,20,50,1);
//Opt_A_D=Optimize("Opt_A_D",12,10,30,1);
Opt_H_L=30;
Opt_A_D=5;
DIFF_H_L = NewHigh-NewLow;
MADiff_H_L=MA(Diff_H_L,Opt_H_L);
Plot(NewHigh,"NewHigh",colorGreen,styleLine);
Plot(NewLow,"NewLow",colorRed,styleLine);
Plot(MADiff_H_L,"MADiff_H_L",colorDarkYellow,styleLine);
MA_H_L=Ref(MADiff_H_L,0);
MA_H_L1=Ref(MADiff_H_L,-1);
MA_H_L3=Ref(MADiff_H_L,-3);
MA_H_L4=Ref(MADiff_H_L,-5);
Rising_H_L=MA_H_L>MA_H_L1 AND MA_H_L>MA_H_L3 AND MA_H_L>MA_H_L4 ;
//===================Advance/Decline Issues
AddToComposite(IIf(C - Ref(C, -1) > 0, 1,0), "~NYSEAdv", "X" );
AddToComposite(IIf(Ref(C, -1) - C > 0, 1,0), "~NYSEDec", "X" );
AddToComposite(IIf(C - Ref(C, -1) > 0, 1,0), "~NASDQAdv", "X" );
AddToComposite(IIf(Ref(C, -1) - C > 0, 1,0), "~NASDQDec", "X" );
Adv = Foreign("~NYSEAdv","X");
Dec = Foreign("~NYSEDec","X");
Adv = Foreign("~NASDQAdv","X");
Dec = Foreign("~NASDQDec","X");
DIFF_A_D = Adv-Dec;
MADiff_A_D = MA(Diff_A_D,Opt_A_D);
Plot(Adv,"Adv",colorBlack,styleThick);
Plot(Dec,"Dec",colorBrown,styleThick);
Plot(MADiff_A_D,"MADiff_A_D",colorPlum,styleLine);
MA_A_D = Ref(MADiff_A_D,0);
MA_A_D1 = Ref(MADiff_A_D,-1);
MA_A_D3 = Ref(MADiff_A_D,-3);
MA_A_D4 = Ref(MADiff_A_D,-5);
Rising_A_D = MA_A_D > MA_A_D1 AND MA_A_D > MA_A_D3 AND MA_A_D > MA_A_D4;
Buy=Cover=Rising_A_D==True AND Rising_H_L==True;
Sell=Short= Rising_A_D==False AND Rising_H_L==False;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
//PlotShapes( shapeUpArrow * Buy + shapeDownArrow * Sell, IIf (Buy,
colorGreen, colorRed));
Bu=Ref(Buy,-1);
Se=Ref(Sell,-1);
Filter = C;
AddColumn(C,"Close",1.2);
AddColumn(NewHigH,"NewHigh",1.2);
AddColumn(NewLow,"NewLow",1.2);
AddColumn(Adv,"Adv",1.2);
AddColumn(Dec,"Dec",1.2);
//AddColumn(Rising_A_D,"A_D",1.2);
//AddColumn(Rising_H_L,"H_L",1.2);
_SECTION_END();
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