COMBINE BASE | AMIBROKER INDICATOR-KAMA System Complete Afl
KAMA System Complete Amibroker AFL là một trong những Afl phổ biến nhất trong giao dịch Forex và chứng khoán. Nó được sử dụng trong phần mềm Amibroker. Bằng cách sử dụng Amibroker Afl này, bạn có thể nhận ra cách cung cấp tín hiệu chính xác cho giao dịch.
Công
thức này sử dụng cho khung thời gian cao hơn. Nếu bạn sử dụng khung thời gian
cao hơn, bạn có thể có kết quả tốt hơn. Ở bên dưới hãy xem kịch bản của KMSA
System Afl. Nó chỉ rõ nơi mua và nơi bán các tùy chọn của bạn.
Thưởng
thức !!!
// Author : KrT
group
// Uploader : www.pipschart.com
// E-mail : info@pipschart.com
// Amibroker
Blog : www.pipschart.com/amibroker
// Origin : Modified
& Collected from different sources.
//------------------------------------------------------------------------------
_SECTION_BEGIN("KrT
group");
GfxSetBkMode(1);
X=750;
Y=1;
Font=10;
GfxSelectFont("Impact",Font*2.2,
550);GfxSetTextColor(colorRed);GfxTextOut("KrT group",x,y);
GfxSelectFont("Impact",Font*2.2,
550);GfxSetTextColor(colorGreen);GfxTextOut("RESEARCH",x+120,Y);
_SECTION_END();
//------------------------------------------------------------------------------
//
AMA System by Karthikmarar
//
Two adjustable parameter "Buy sensitivity" and "Buy
Finetune" provided to adjust entry points.
//
Two adjustable parameter "Sell sensitivity" and "Sell
Finetune" provided to adjust Exit points.
_SECTION_BEGIN("Background");
SetChartOptions(0,chartShowArrows|chartShowDates);
if(
ParamToggle("Tooltip shows", "All Values|Only Prices" ) )
{
ToolTip=StrFormat("Open:
%g\nHigh: %g\nLow: %g\nClose: %g
(%.1f%%)\nVolume:
"+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1
)));
}
SetChartBkColor(ParamColor("Outer
panel color ",colorBlack)); // color of outer border
SetChartBkGradientFill(
ParamColor("Inner panel color upper half",colorDarkTeal),
ParamColor("Inner panel color
lower half",colorBlack)); //color of inner panel
_SECTION_END();
_SECTION_BEGIN("KAMA
System");
SetChartOptions(0,chartShowArrows|chartShowDates);
Title
= ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2)
+" "+ EncodeColor(colorLime)+",Open "+Open +"
,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");
//{{VALUES}}"+
O+ H+ L+C);
//_N(Title
=StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close
%g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
//
Buy adjustments
bs=Param("BUY
Sensitivity",3,2,20,1);
bf=Param("BUY
Finetune",2,0.1,20,0.1);
//
Sell Adjustments
ss=Param("SELL
Sensitivity",3,2,20,1);
sf=Param("SELL
Finetune",1,0.1,20,0.1);
//stock
selection parameters
MyCL
= Param( "CL", 10, 10, 100, 10 );
MyVK
= Param( "VK", 30, 10, 100, 10 );
MyTL
= Param( "TL", 300, 100, 1000, 100 );
//stock
selection
//TLM
= EMA(C*V/100000,100) ;
//include
= C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 *
MyTL ;
//
common
fast
= 2/(2+1);
slow
= 2/(30+1);
//BUY
part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb
=( ERb*(fast-slow)+slow)^2;
xb
= AMA( C, scb );
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);
//SELL
part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs
=( ERs*(fast-slow)+slow)^2;
xs
= AMA( C, scs );
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;
Buy=Cross(j,flb)
;
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorLime,colorRed);
Plot(
C, "Close", mycolor,styleNoTitle | styleBar|styleThick );
Plot(xb,"KAMA-BUY",colorYellow,1);
Plot(xs,"KAMA-SELL",colorOrange,1);
Buy
= ExRem(Buy,Sell);
Sell
= ExRem(Sell,Buy);
shape
= Buy * shapeUpArrow +Sell * shapeDownArrow ;
PlotShapes(
shape, IIf( Buy, colorGreen, colorYellow ),0, IIf( Buy, Low, High ) );
GraphXSpace
= 5;
dist
= 1.5*ATR(20);
for(
i = 0; i < BarCount; i++ )
{
if(
Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime );
if(
Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorYellow
);
}
Filter=
Buy OR Sell;
PositionScore=100/C;
PositionSize
= - 20;
SetBarsRequired(10000,
10000);
SetFormulaName("KAMA
System");
_SECTION_END();
_SECTION_BEGIN("IIR2");
//
IIR2.afl
//
//
Documentation to describe what the function does.
//
Second order smoother
//
the function statement
function
IIR2( input, f0, f1, f2 )
//
the function body
{
result[
0 ] = input[ 0 ];
result[
1 ] = input[ 1 ];
for(
i = 2; i < BarCount; i++ )
{
result[i]
= f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];
}
//
the function returns a single value and exits.
return
result;
}
//
The routine that calls the function.
SmoothedClose
= IIR2(Close, 0.2, 1.4, -0.6 );
//Plot(
Close, "Price", 2, styleCandle );
Plot(
SmoothedClose, "function example", colorRed );
//Figure
8.1 IIR2
_SECTION_END();
_SECTION_BEGIN("GSMA");
SetBarsRequired(100000,0);
PI
= 3.1415926;
function
jIIR2( input, f0, f1, f2 )
{
result[
0 ] = input[ 0 ];
result[
1 ] = input[ 1 ];
for(
i = 2; i < BarCount; i++ )
{
result[ i ] = f0 * input[ i ] +
f1 * result[ i - 1 ] +
f2 * result[ i - 2 ];
}
return result;
}
function
GSMA( input, Period )
{
N
= 0;
an
= 2 * PI / Period;
c0
= b0 = 1;
c1
= b1 = b2 = a1 = a2 = gamma1 = 0;
beta1
= 2.415 * ( 1- cos( an ) );
alpha
= -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
alpha1
= ( cos( an ) + sin( an ) - 1 )/cos( an );
{
fo
= alpha ^ 2;
f1
= 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
}
return
jIIR2( input, fo,f1,f2);
}
period=Param("period",13,1,40,1);
//Plot(
Close, "Price", colorBlack, styleCandle );
Plot(
GSMA( C,period), "GSMA", colorLime );
// Linear
Regression Line with 2 Standard Deviation Channels Plotted Above and Below
// Written
by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com
Technical Support
// Designed
for use with AB 4.63 beta and above, using drag and drop feature.
// Permits
plotting a linear regression line of any price field available on the chart for
a period determined by the user.
//
2 Channels, based on a standard deviation each determined by the user, are
plotted above and below the linear regression line.
//
A look back feature
is also provided for examining how the indicator would have appeared on a chart
X periods in the past.
P =
ParamField("Price field",-1);
Daysback
= Param("Period for Liner Regression Line",21,1,240,1);
shift
= Param("Look back period",0,0,240,1);
// ===============================
Math Formula =============================================================
x =
Cum(1);
lastx
= LastValue( x ) - shift;
aa
= LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
bb
= LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
y =
Aa + bb * ( x - (Lastx - DaysBack +1 ) );
//
==================Plot the Linear Regression Line
==========================================================
LRColor
= ParamColor("LR Color", colorCycle );
LRStyle
= ParamStyle("LR Style");
LRLine
= IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
Plot(
LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );
//
========================== Plot 1st SD Channel
===============================================================
SDP
= Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD
= SDP/2;
width
= LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE
THE WIDTH OF THE CHANELS IS SET
SDU
= IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
SDL
= IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;
SDColor
= ParamColor("SD Color", colorCycle );
SDStyle
= ParamStyle("SD Style");
Plot(
SDU , "Upper Lin Reg", SDColor,SDStyle );
Plot(
SDL , "Lower Lin Reg", SDColor,SDStyle );
// ========================== Plot
2d SD Channel ===============================================================
SDP2
= Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2
= SDP2/2;
width2
= LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE
THE WIDTH OF THE CHANELS IS SET
SDU2
= IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
SDL2
= IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;
SDColor2
= ParamColor("2 SD Color", colorCycle );
SDStyle2
= ParamStyle("2 SD Style");
Plot(
SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );
Plot(
SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );
//
============================ End Indicator Code
==============================================================
_SECTION_BEGIN("Nuevo
4");
percent =
0.01 * 1; /* Adjust this percent as necessary, */
firstpointL
= 2;
firstpointH
= 2;
y0=LastValue(Trough(L,percent,firstpointL));
y1=LastValue(Trough(Ref(L,-1),percent,1));
for(
i = 1; i < BarCount AND y0 >= y1; i++ )
{
firstpointL++;
y0=LastValue(Trough(L,percent,firstpointL));
}
x0=BarCount
- 1 - LastValue(TroughBars(L,percent,firstpointL));
x1=BarCount
- 1 - LastValue(TroughBars(Ref(L,-1),percent,1));
LineL
= LineArray( x0, y0, x1, y1, 1 );
/*
Plot(C,
"C", colorBlack, styleCandle);
*/
Plot(
LineL, " Support Trend line", colorGreen,4 +8 );
yt0=LastValue(Peak(H,percent,firstpointH));
yt1=LastValue(Peak(Ref(H,-1),percent,1));
for(i
= 1; i < BarCount AND yt0 <= yt1; i++ )
{
firstpointH++;
yt0=LastValue(Peak(H,percent,firstpointH));
}
xt0=BarCount
- 1 - LastValue(PeakBars(H,percent,firstpointH));
xt1=BarCount
- 1 - LastValue(PeakBars(Ref(H,-1),percent,1));
LineH
= LineArray( xt0, yt0, xt1, yt1, 1 );
Plot(
LineH, "Resistance Trend line", colorBrown,4 + 8 );
_SECTION_END();
_SECTION_BEGIN("Elliot
2");
//--
Script Start -------
Option
= ParamToggle("Insert To", "Price Chart|Indicator");
pr=Param("Elliot
Wave minimum % move",2, 0.001,100);
//{
Beginner Elliot Wave stuff }
EWpk=PeakBars(H,pr)==0;
EWtr=TroughBars(L,pr)==0;
//{
Intermediate Elliot Wave stuff }
zz=Zig(C,pr);
zzHi=Zig(H,pr);
zzLo=Zig(L,pr);
Avg=(zzHi+zzLo)/2;
//{
Advanced Elliot Wave stuff }
RetroSuccessSecret=IIf(EWpk,zzHi,
IIf(EWtr,zzLo,IIf(Avg>Ref(Avg,-1),H,L)));
EW=Zig(RetroSuccessSecret,pr);
//{
Plot on price chart }
if
(Option==0)
Plot(EW, "EW", ParamColor("Color",
colorBrown), ParamStyle("Style", styleNoLabel|styleThick));
else
{
//{
Buy/Sell Elliot Wave stuff }
EWbuy=TroughBars(EW,pr)==0;
EWsell=PeakBars(EW,pr)==0;
//{
Plot on own window }
Plot(EWbuy-EWsell,
"EW2", ParamColor("Color", colorRed), ParamStyle("Style",
styleNoLabel|styleThick));
}
//--
Script End -------
_SECTION_END();
_SECTION_BEGIN("Elliot_Fractals");
/*
The
basic definition of an 'up' fractal is a bar high that is both higher than the
two bars immediately preceding it
and
higher than the two bars immediately following it.
The
lows of the bars are NOT considered in determining the up fractal progression.
If
two bars in the progression have equal highs followed by two consecutive bars
with lower highs,
then
a total of six bars rather than the usual five bars will make up the
progression.
The
first High becomes the counting fractal. Reverse for 'down' fractals.
The
5 bar formation works best on Daily or longer time frame charts.For intraday
data charts we often use 9 bar, 13 bar and 21 bar formations for fractal
counting
*/
Up5BarFractal
= Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;
Up6BarFractal
= Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H
AND Ref(H,3) < H;
Down5BarFractal
= Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;
Down6BarFractal
= Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L
AND Ref(L,3) > L;
//TODO:
More filtering: Show only troughs that are around atrough in trix(9).
PlotShapes(
IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
PlotShapes(
IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
PlotShapes(
IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
PlotShapes(
IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
Up
= (Up5BarFractal OR Up6BarFractal);
Down
= (Down5BarFractal OR Down6BarFractal);
//Removing
false fractals:
DownSignal
= Flip(Ref(Up,-1), Ref(Down,-1));
UpSignal
= Flip(Ref(Down,-1), Ref(Up,-1));
LastHigh[0]
= H[0];
LastLow[0]
= L[0];
LastLowIndex
= 0;
LastHighIndex
= 0;
Valid
= 0;
for
(i=1; i < BarCount; i++)
{
LastHigh[i] = LastHigh[i-1];
LastLow[i] = LastLow[i-1];
if (Up[i])
{
Valid[i]
= True;
if
(DownSignal[i])
{
//Sequence
of 2 Up Fractals. Validate only the higher one.
Valid[i] = H[i]
>= H[LastHighIndex];
Valid[LastHighIndex]
= H[LastHighIndex] > H[i];
}
LastHigh[i] = Max(H[i], H[LastHighIndex
]);
LastHighIndex = i;
}
if (Down[i])
{
Valid[i]
= True;
if (UpSignal[i])
{
//Sequence
of 2 Down Fractals. Validate only the lower one.
Valid[i] = L[i]
<= L[LastLowIndex];
Valid[LastLowIndex]
= L[LastLowIndex] < L[i];
}
LastLow[i] = Min(L[i], L[LastLowIndex]);
LastLowIndex = i;
}
}
TrixN
= Trix(9);
TroughLow
= Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1)
> TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN,
3) > TrixN;
TroughHigh
= Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1)
< TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN,
3) < TrixN;
//TroughLow
= Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1)
> TrixN AND Ref(TrixN, 2) > TrixN;
//TroughHigh
= Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1)
< TrixN AND Ref(TrixN, 2) < TrixN;
ZeroValid
= Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);
ValidLow
= TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow,
4);// OR Ref(TroughLow, 5));
ValidHigh
= TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR
Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));
//Plot(LastHigh-10
,"LastHigh", colorBlue, styleLine);
//Plot(LastLow-10
,"LastLow ", colorRed, styleLine);
//Plot(Valid*5
+ 10 ,"LastLow ", colorGreen, styleLine | styleThick);
//PlotShapes(
IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);
//PlotShapes(
IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);
Maxi
= Up AND (ValidHigh OR ZeroValid);
Mini
= Down AND (ValidLow OR ZeroValid);
PlotShapes(
IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);
PlotShapes(
IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);
//Plot(UpSignal*3+5,"UpSignal",
colorBlue, styleLine| styleThick);
//Plot(DownSignal*3
,"DownSignal", colorRed, styleLine| styleThick);
/*
LastMaxi
= 0;
LastMini
= 0;
ElliotLines
= 0;
State
= 0;
for
(i=1; i < BarCount; i++)
{
State[i] = State[i-1];
if (Maxi[i])
{
State[i] = 1;//down
}
if (Mini[i])
{
State[i] = 2;
}
}
PlotShapes(IIf(State
> 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0,
IIf(State == 1, H, L), -5);
*/
//Line
= LineArray( x0, y0, x1, y1, 1 );
//Plot(
Line, "Trend line", colorBlue );
/*
Wave
B
Usually
50% of Wave A
Should
not exceed 75% of Wave A
Wave
C
either
1 x Wave A
or
1.62 x Wave A
or
2.62 x Wave A
*/
function
CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta)
{
ALength = abs(startPrice - A); BLength = abs(A-B);
CLength = abs(B-C);
Ratio1 = BLength / CLength
;
Cond1 = Ration1 >= 0.5 - RatioDelta
AND ratio1 <= 0.75 + RatioDelta;
Cond2 = abs(Clength - ALength) < Delta OR
abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta;
return Cond1 AND Cond2;
}
function
ImpulseRules(StartPrice, One, Two, Three, Four, Five)
{
//Wave 2 should be beneath wave 1
start:
Cond1 = Two > StartPrice AND Two
< One;
//Wave 4 - the same:
Cond2 = Four > Two AND Four < Three;
//Wave 5 should be <= wave 3
Cond3 = abs(Three-Two) >= abs(Five
- Four);
//Wave 1 should be smaller than wave
five, making wave 3 the biggest:
Cond4 = abs(StartPrice - One) < abs(Five
- Four);
return Cond1 AND Cond2 AND Cond3 AND
Cond4;
}
_SECTION_END();
Cách sử dụng AFL cho Amibroker
- Tải xuống tệp Amibroker AFL.
- Bây giờ hãy sao chép tệp afl và dán vào \Program Files\AmiBroker\Formulas\Custom. [Dành cho 32 bit] hoặc \Program Files(x86)\AmiBroker\Formulas\Custom. [Dành cho 64 bit]
- Vào phần công thức của Amibroker và bạn sẽ thấy afl trong thư mục Custom.
Nguồn thông tin Dòng tiền chứng khoán sưu tầm
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