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Set the trading hours, this is intraday system.
For overnight, remove boolean condition Markethours and Marketclose in
buy and sell.
Then modify short = sell and cover = buy
//NonLinear Ehlers Filter
TransmitOrder = False; // Set to True to really trade!
//TimeFrameSet( in1Minute ); // switch to 1 minute frame
PositionSize = MarginDeposit = 1;// Do not reinvest Profits in backtest
SetChartOptions(1,chartShowArrows|chartShowDates);
MarketHours = TimeNum()>=080000 AND TimeNum()<195900;
MarketClose= TimeNum()>=195900 AND TimeNum()<=240000;
Price = (H+L)/2;
CoefLookback = 5;
Coef = (Price-Ref(Price, -1))^2+(Price-Ref(Price, -2))^2+(Price-Ref
(Price, -3))^2+(Price-Ref(Price, -4))^2+(Price-Ref(Price, -5))^2;
SumCoef=0;
SumCoefPrice=0;
for(i=0; i < CoefLookback; i++) {
SumCoef = SumCoef + Ref(Coef, -i);
SumCoefPrice = SumCoefPrice + (Ref(Coef, -i) * Ref(Price, -
i));
}
DCEF = SumCoefPrice / SumCoef;
Plot(Close, "Close", colorBlack, styleLine);
Plot(DCEF, "NonLinear Ehlers Filter", IIf(Close>DCEF, colorGreen,
colorRed), styleLine);
Buy = Cross(Close,DCEF) AND MarketHours;
Sell = Cross(DCEF,Close) OR MarketClose;
Short = Cross(DCEF,Close) AND MarketHours;
Cover = Cross(Close,DCEF) OR MarketClose;
shape = IIf(Buy , ExRem(Buy,Sell) * shapeUpArrow, ExRem(Sell,Buy) *
shapeDownArrow );
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low,
High ) );
shape2 = IIf(Cover , ExRem(Cover,Short)* shapeUpArrow,
ExRem(Short,Cover) * shapeDownArrow );
PlotShapes( shape2, IIf( Cover, colorGreen, colorRed ), 0, IIf( Cover,
Low, High ) );
GraphXSpace = 15; // create empty space of 15% top and bottom of chart
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "ihsaham" <ihsaham@xxx> wrote:
>
> Price = (H+L)/2;
> CoefLookback = 5;
>
> Coef = (Price-Ref(Price, -1))^2+(Price-Ref(Price, -2))^2+(Price-Ref
> (Price, -3))^2+(Price-Ref(Price, -4))^2+(Price-Ref(Price, -5))^2;
> Hai All Amibroker AFL expert please help me to add Arrow Buy (Green)
> and Arrow Sell (Red)
>
> Thank you All,
> Anthony
>
>
>
> SumCoef=0;
> SumCoefPrice=0;
> for(i=0; i < CoefLookback; i++) {
> SumCoef = SumCoef + Ref(Coef, -i);
> SumCoefPrice = SumCoefPrice + (Ref(Coef, -i) * Ref(Price, -
> i));
> }
> DCEF = SumCoefPrice / SumCoef;
>
> Plot(Close, "Close", colorBlack, styleLine);
> Plot(DCEF, "NonLinear Ehlers Filter", IIf(Close>DCEF, colorGreen,
> colorRed), styleLine);
>
>
> Buy1 = Cross(Close,NLEF);
> PlotShapes( shapeUpArrow*Buy1, colorBlack,0,L, -20);
>
> sell1 = Cross(NLEF,Close);
> PlotShapes( shapeDownArrow*Sell1, colorRed,0,L, -20);
>
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