BASIC INDICATORS | AMIBROKER AFL -Price At A Specific RSI Afl
XÁC ĐỊNH GIÁ Ở MỘT RSI CỤ THỂ CHO AMIBROKER AFL
Xác định giá tại một RSI cụ thể cho Amibroker AFL là
một sửa đổi Amibroker AFL. Vì RSI là một trong những chỉ báo tốt nhất cho Phân
tích kỹ thuật, vì vậy mọi nhà giao dịch đều tìm thấy RSI theo nhiều cách khác
nhau. Chẳng hạn như nhà giao dịch thành công luôn tìm ra như thế này – rsi afl
tốt nhất, rsi candle afl, rsi breakout afl, rsi afl đã sửa đổi, rsi exploration
afl, rsi buy sell afl tốt nhất, rsi trading system afl, rsi divergence back
test, rsi divergence python, rsi divergence afl scanner, rsi overbought
oversold afl, rsi cloud afl cho amibroker & v.v.
Với AFL này, nhà giao dịch có thể dễ dàng hiểu được mức giá nên duy trì. Mức RSI – áp dụng cho Biểu đồ giá cho thấy giá đóng cửa ngày mai phải di chuyển bao xa để RSI vượt qua các mức 70, 50 và 30.
Hình ảnh của RSI AFL tốt nhất [ ngôn ngữ công thức amibroker ].
Trong hình ảnh cho thấy khi giá di chuyển đến mức 70
của RSI thì rõ ràng là nó di chuyển xuống. RSI mức 50 cũng đóng vai trò quan trọng
trong AFL này. RSI mức 30 cũng xác định tín hiệu mua. Tín hiệu Mua & Bán của
RSI được cung cấp bởi các quy tắc RSI của nó. Để biết thêm về RSI, hãy truy cập
| pipschart.com/rsi/
// 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();
//----------------------------------------------
_SECTION_BEGIN("Determine price at a specific
RSI");
// RSI Levels - appplied to Price Chart shows how
far
// tomorrow's closing price has to move in order for
// the RSI to cross the 70, 50 & 30 levels.
pd = Param("Periods",13,5,144,1);
pds = 2*pd-1;// (Adjustment
for Wilders MA)
aa = Close-Ref(Close,-1);
uu = EMA(Max(0,aa),pds);
dd= EMA((Max(0,0-aa)),pds);
rf = IIf(C>2,1000,10000);
c1 = Param("Upper Level",70,50,90,1);
qq1 =100/(100-c1)-1;
ff1 = qq1*dd-uu;
ff2 = ff1/qq1;
f1 = Max(ff1,ff2);
UL = Close + f1*(pds-1)/2;
UL = IIf(UL>C,floor(UL*rf),ceil(UL*rf))/rf;
c2 = Param("Equilibrium",50,50,50,0);
qq2 =100/(100-c2)-1;// [=1]
ff = dd-uu;
MM = Close + ff*(pds-1)/2;
MM = IIf(MM>C,floor(MM*rf),ceil(MM*rf))/rf;
c3 = Param("Lower Level",30,10,50,1);
qq3 =100/(100-c3)-1;
ff1 = qq3*dd-uu;
ff2 = ff1/qq3;
f3 = Min(ff1,ff2);
LL = Close + f3*(pds-1)/2;
LL = IIf(LL>C,floor(LL*rf),ceil(LL*rf))/rf;
Plot(UL,"",colorRed,1);
Plot(MM,"",colorYellow,32);
Plot(LL,"",colorGreen,1);
Cbr = IIf(UL<C,27,IIf(LL>C,32,IIf(MM>C,11,8)));
PlotOHLC(O,H,L,C,"",cbr,styleCandle);
Title = Name() + " - RSI("
+ WriteVal(pd,0.0) + ") - Close=" + WriteVal(Close,0.3)
+ " UL=" + WriteVal(UL,0.4) + " MM="
+ WriteVal(MM,0.4) + " LL=" + WriteVal(LL,0.4);
_SECTION_END();
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}}
{{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 )
+" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", ParamColor("Color",
colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
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
)));
}
_SECTION_END();
_SECTION_BEGIN("GIP-3");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}}
{{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 )
+" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", ParamColor("Color",
colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
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
)));
}
// -- what will be our lookback range for the hh and
ll?
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0,
1);
nNoPivsInSetup = Param("No. Pivs in Setup",
4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1);
nMinBarsBtwPivs = Param("Min. number of bars
btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw.
pivots", .05, .04, .2, .01);
bLastBarCanBePiv = Param("Last bar can be a
pivot", 1, 0, 1);
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;
// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();
// -- key exploration variables
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;
ADX8 = ADX(8);
// 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN,
// 4 - EXPLORATION, 5 - BACKTEST / Optimize
if(Status("action")==1) {
bDraw
= True;
bUseLastVis
= Param("Use last visible bar", 1, 0, 1);
} else {
bDraw
= False;
bUseLastVis
= False;
bTrace
= False;
nExploreDate
= Status("rangetodate");
for
(i=LastValue(BarIndex());i>=0;i--) {
nCurDateNum
= DN[i];
if
(nCurDateNum == nExploreDate) {
nExploreBarIdx
= i;
}
}
// -- if(Status("action")==1...
}
GraphXSpace=7;
// -- basic candle chart
// -- if this appears inside if block, strange
// drawing results!
PlotOHLC(Open, High, Low, Close,
"BIdx
= " + BarIndex() +
"\n"
+ "O = " + O + "\n"+"H = "+ H + "\n"+"L =
" + L
+ "\n"+"C
",
colorWhite,
styleCandle);
// -- Create 0-initialized arrays the size of
barcount
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;
// -- looking back from the current bar, how many
bars
// back were the hhv and llv
values of the previous
// n bars, etc.?
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
// -- Initialize value of curTrend
nLastVisBar = LastValue(
Highest(IIf(Status("barvisible"),
BarIndex(), 0)));
curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
IIf(Status("action")==4
AND nExploreBarIdx > 0, nExploreBarIdx,
LastValue(BarIndex())));
curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar])
curTrend
= "D";
else
curTrend
= "U";
// -- Loop through bars. Search for
// entirely array-based
approach
// in future version
/* *******************
Find
main pivots
******************* */
// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
for
(i=0; i<nNumBarsToScan; i++) {
//
-- value of curBar dependent on two parameters
curBar
= IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar-i,
IIf(Status("action")==4
AND nExploreBarIdx > 0,
nExploreBarIdx-i,
LastValue(BarIndex())-i));
//
-- Have we identified a pivot? If trend is down...
if
(aLLVBars[curBar] < aHHVBars[curBar]) {
//
... and had been up, this is a trend change
if
(curTrend == "U") {
curTrend
= "D";
//
-- Capture pivot information
curPivBarIdx
= curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx]
= 1;
aLPivLows[nLPivs]
= L[curPivBarIdx];
aLPivIdxs[nLPivs]
= curPivBarIdx;
nLPivs++;
}
//
-- or current trend is up
}
else {
if
(curTrend == "D") {
curTrend
= "U";
curPivBarIdx
= curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx]
= 1;
aHPivHighs[nHPivs]
= H[curPivBarIdx];
aHPivIdxs[nHPivs]
= curPivBarIdx;
nHPivs++;
}
//
-- If curTrend is up...else...
}
//
-- loop through bars
}
}
/* *******************
Found
main pivots
******************* */
/* *************************
Finding
missed pivot(s)
************************* */
// -- Start at last bar. Reestablish curBar
curBar =
IIf(nlastVisBar
> 0 AND bUseLastVis,
nlastVisBar,
IIf(Status("action")==4
AND nExploreBarIdx > 0,
nExploreBarIdx,
LastValue(BarIndex()))
);
// -- Make sure I found at least two of each above.
if (nHPivs >= 2 AND nLPivs >= 2) {
lastLPIdx
= aLPivIdxs[0];
lastLPL
= aLPivLows[0];
lastHPIdx
= aHPivIdxs[0];
lastHPH
= aHPivHighs[0];
nLastHOrLPivIdx
= Max(lastLPIdx, lastHPIdx);
nAddPivsRng
= curBar - nLastHOrLPivIdx;
aLLVAfterLastPiv
= LLV(L, nAddPivsRng);
nLLVAfterLastPiv
= aLLVAfterLastPiv[curBar];
aLLVIdxAfterLastPiv
= LLVBars(L, nAddPivsRng);
nLLVIdxAfterLastPiv
= curBar - aLLVIdxAfterLastPiv[curBar];
aHHVAfterLastPiv
= HHV(H, nAddPivsRng);
nHHVAfterLastPiv
= aHHVAfterLastPiv[curBar];
aHHVIdxAfterLastPiv
= HHVBars(H, nAddPivsRng);
nHHVIdxAfterLastPiv
= curBar - aHHVIdxAfterLastPiv[curBar];
//
-- Later want to add last high pivot only if
// not
in buy mode from last and still in trade
/*
Note
- I'm only interested in adding pivots if I'm in
a
higher-highs or lower-lows scenario
*/
//
-- OK, let's start where the last high pivot occurs after the
// last
Low pivot
if (lastHPIdx
> lastLPIdx) {
/* There are at least two possibilities
here. One is that
the previous high was
higher, indicating that this is a
possible short
retracement or one in the making.
The other is that the
previous high was lower, indicating
that this is a
possible long retracement in the working.
However,
both depend on opposing pivots. E.g., if I find
higher
highs, what if I have lower lows?
If
the highs are descending, then I can consider:
- a lower
low, and leave it at that
- a
higher high and higher low
- a lower
low and another lower high
*/
if
(aHPivHighs[0] < aHPivHighs[1]) {
if
(nLLVAfterLastPiv < aLPivLows[0] AND
(nLLVIdxAfterLastPiv
- lastHPIdx - 1) >= nMinBarsBtwPivs
AND
nLLVIdxAfterLastPiv != curBar ) {
//
-- OK, we'll add this as a pivot.
// Mark
it for plotting...
aLPivs[nLLVIdxAfterLastPiv]
= 1;
aAddedLPivs[nLLVIdxAfterLastPiv]
= 1;
// ...and
then rearrange elements in the
// pivot
information arrays
for
(j=0; j<nLPivs; j++) {
aLPivLows[nLPivs-j]
= aLPivLows[nLPivs-(j+1)];
aLPivIdxs[nLPivs-j]
= aLPivIdxs[nLPivs-(j+1)];
}
aLPivLows[0]
= nLLVAfterLastPiv;
aLPivIdxs[0]
= nLLVIdxAfterLastPiv;
nLPivs++;
//
-- Test whether to add piv given last piv is high
// AND
we have lower highs
}
//
-- Here, the last piv is a high piv, and we have
// higher-highs.
The most likely addition is a
// Low
piv that is a retracement.
}
else {
if
(nLLVAfterLastPiv > aLPivLows[0] AND
(nLLVIdxAfterLastPiv
- lastHPIdx - 1) >= nMinBarsBtwPivs
AND
nLLVIdxAfterLastPiv != curBar ) {
// -- OK, we'll add this as a pivot.
// Mark
it for plotting...
aLPivs[nLLVIdxAfterLastPiv]
= 1;
aAddedLPivs[nLLVIdxAfterLastPiv]
= 1;
// ...and
then rearrange elements in the
// pivot
information arrays
for
(j=0; j<nLPivs; j++) {
aLPivLows[nLPivs-j]
= aLPivLows[nLPivs-(j+1)];
aLPivIdxs[nLPivs-j]
= aLPivIdxs[nLPivs-(j+1)];
}
aLPivLows[0]
= nLLVAfterLastPiv;
aLPivIdxs[0]
= nLLVIdxAfterLastPiv;
nLPivs++;
//
-- Test whether to add piv given last piv is high
// AND
we have lower highs
}
//
-- The last piv is a high and we have higher highs
// OR
lower highs
}
/*
****************************************************************
Still
finding missed pivot(s). Here, the last piv is a low piv.
****************************************************************
*/
} else
{
//
-- First case, lower highs
if
(aHPivHighs[0] < aHPivHighs[1]) {
if
(nHHVAfterLastPiv < aHPivHighs[0] AND
(nHHVIdxAfterLastPiv
- lastLPIdx - 1) >= nMinBarsBtwPivs
AND
nHHVIdxAfterLastPiv != curBar ) {
//
-- OK, we'll add this as a pivot.
// Mark
that for plotting
aHPivs[nHHVIdxAfterLastPiv]
= 1;
aAddedHPivs[nHHVIdxAfterLastPiv]
= 1;
// ...and
then rearrange elements in the
// pivot
information arrays
for
(j=0; j<nHPivs; j++) {
aHPivHighs[nHPivs-j]
= aHPivHighs[nHPivs-(j+1)];
aHPivIdxs[nHPivs-j]
= aHPivIdxs[nhPivs-(j+1)];
}
aHPivHighs[0]
= nHHVAfterLastPiv;
aHPivIdxs[0]
= nHHVIdxAfterLastPiv;
nHPivs++;
//
-- Test whether to add piv given last piv is high
// AND
we have lower highs
}
//
-- Second case when last piv is a low piv, higher highs
// Most
likely addition is high piv that is a retracement.
// Considering
adding a high piv as long as it is higher
}
else {
//
-- Where I have higher highs,
if
(nHHVAfterLastPiv > aHPivHighs[0] AND
(nHHVIdxAfterLastPiv
- lastLPIdx - 1) >= nMinBarsBtwPivs
AND
nHHVIdxAfterLastPiv != curBar ) {
//
-- OK, we'll add this as a pivot.
// Mark
it for plotting...
aHPivs[nHHVIdxAfterLastPiv]
= 1;
aAddedHPivs[nHHVIdxAfterLastPiv]
= 1;
// ...and
then rearrange elements in the
// pivot
information arrays
for
(j=0; j<nHPivs; j++) {
aHPivHighs[nHPivs-j]
= aHPivHighs[nHPivs-(j+1)];
aHPivIdxs[nHPivs-j]
= aHPivIdxs[nhPivs-(j+1)];
}
aHPivHighs[0]
= nHHVAfterLastPiv;
aHPivIdxs[0]
= nHHVIdxAfterLastPiv;
nHPivs++;
//
-- Test whether to add piv given last piv is high
// AND
we have lower highs
}
}
}
// -- If there are at least two of each
}
/* ****************************************
// -- Done with finding pivots
***************************************** */
if (bDraw) {
//
-- OK, let's plot the pivots using arrows
PlotShapes(
IIf(aHPivs==1,
shapeDownArrow, shapeNone),
colorRed,
0, High, Offset=-15);
PlotShapes(
IIf(aAddedHPivs==1,
shapeDownArrow, shapeNone),
colorBrown,
0, High, Offset=-15);
PlotShapes(
IIf(aLPivs==1,
shapeUpArrow , shapeNone),
colorGreen,
0, Low, Offset=-15);
PlotShapes(
IIf(aAddedLPivs==1,
shapeUpArrow , shapeNone),
colorBlue,
0, Low, Offset=-15);
}
/* ****************************************
// -- Done with discovering and plotting pivots
***************************************** */
_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
Hữu ích !
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