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Sử dụng Amibroker AFL for Intra-day trading with multitple time frame

Thảo luận trong 'Amibroker' bắt đầu bởi traders, 18/6/17.

  1. traders

    traders Administrator Thành viên BQT

    Tham gia ngày:
    29/4/17
    Bài viết:
    110
    Đã được thích:
    1
    Điểm thành tích:
    18
    Sử dụng Amibroker AFL for Intra-day trading with multitple time frame

    Cài đặt :

    * Chép code sau ( trong khung cuối bài, code này được lấy trong thư viện Amibroker ) .
    * Copy và dán vào Formular editor và lưu lại - Chương trình sẽ lưu theo mặc định :program files\Amibroker\formulas\Sử dụng Amibroker AFL for Intra-day trading with multitple time frame

    [​IMG]

    Code :
    _SECTION_BEGIN("Trend Lines");

    p1 = Param("TL 1 Periods", 20, 5, 50, 1);

    p2 = Param("TL 2 Periods", 5, 3, 25, 1);

    TL1 = LinearReg(C, p1);

    TL2 = EMA(TL1, p2);

    Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorGreen), ParamColor("TL Dn Colour", colorRed));

    Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);

    Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);

    _SECTION_END();



    _SECTION_BEGIN("Linear Regression Channel");





    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 )) ));

    SetChartBkGradientFill(ParamColor("Top", colorTeal), ParamColor("Bottom", colorLightGrey), ParamColor("Title", colorTeal));

    SetChartBkColor(colorTeal);





    Plot( C, "Close", colorWhite, styleCandle, Zorder = 1);

    SetChartOptions(0,chartShowArrows | chartShowDates);





    _SECTION_BEGIN("HH");

    Q = Param( "% Change", 2, 0.1, 10, 0.1 );

    Z = Zig( C , q ) ;

    HH = ( ( Z < Ref( Z, -1 ) AND Ref( Z, -1 ) > Ref( Z, -2 ) ) AND (Peak( z, q, 1 ) > Peak( Z, q, 2 ) ) );

    LH = ( ( Z < Ref( Z, -1 ) AND Ref( Z, -1 ) > Ref( Z, -2 ) ) AND (Peak( Z, q, 1 ) < Peak( Z, q, 2 ) ) );

    HL = ( ( Z > Ref( Z, -1 ) AND Ref( Z, -1 ) < Ref( Z, -2 ) ) AND (Trough( Z, q, 1 ) > Trough( Z, q, 2 ) ) );

    LL = ( ( Z > Ref( Z, -1 ) AND Ref( Z, -1 ) < Ref( Z, -2 ) ) AND (Trough( Z, q, 1 ) < Trough( Z, q, 2 ) ) );

    GraphXSpace = 5;

    dist = 0.5 * ATR( 20 );



    for ( i = 0; i < BarCount; i++ )

    {

    if ( HH )

    PlotText( "HH", i, H[ i ] + dist, colorRed );



    if ( LH )

    PlotText( "LH", i, H[ i ] + dist, colorRed );



    if ( HL )

    PlotText( "HL", i, L[ i ] - dist, colorBrightGreen );



    if ( LL )

    PlotText( "LL", i, L[ i ] - dist, colorBrightGreen );



    }



    Filter=HH OR HL OR LH OR LL;

    AddColumn(RSI(2),"RSI",1.2);

    AddColumn(Close,"PRICE",1.2);

    AddColumn(HH,"SHORT");

    AddColumn(LH,"LH");

    AddColumn(HL,"HL");

    AddColumn(LL,"COVER");

    AddColumn(V,"volume",1.0);

    _SECTION_END();



    _SECTION_BEGIN("Realtimetips ");

    SetChartOptions(0,chartShowArrows|chartShowDates);

    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

    Plot( C, "Close", colorBlack , styleNoTitle | styleCandle | GetPriceStyle() );

    //

    messageboard = ParamToggle("Message Board","Show|Hide",0);

    showsl = ParamToggle("Stop Loss Line", "Show|Hide", 0);

    no=10;

    res=HHV(H,no);

    sup=LLV(L,no);

    avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));

    avn=ValueWhen(avd!=0,avd,1);

    s5d=IIf(avn==1,sup,res);



    if (showsl == 0)

    {Plot(s5d,"Stop Loss",colorCustom14,styleDots);}

    exitlong = Cross(s5d, C);

    PlotShapes(exitlong * shapeDownArrow, colorRed,0,H,-12);

    exitshort = Cross(C, s5d);

    PlotShapes(exitshort * shapeUpArrow, colorGreen,0,L,-12);



    Buy = exitshort;

    Sell = exitlong;

    Short = Sell;

    Cover = Buy;

    Buy = ExRem(Buy,Sell);

    Sell = ExRem(Sell,Buy);

    Short = ExRem(Short, Cover);

    Cover = ExRem(Cover, Short);

    AlertIf( Buy, "", "BUY @ " + C, 1 );

    AlertIf( Sell, "", "SELL @ " + C, 2 );



    for(i=BarCount-1;i>1;i--)

    {

    if(Buy == 1)

    {

    entry = C;

    sig = "BUY";

    sl = s5d;

    tar1 = entry + (entry * .0078);

    tar2 = entry + (entry * .0234);

    tar3 = entry + (entry * .0356);



    bars = i;

    i = 0;

    }

    if(Sell == 1)

    {

    sig = "SELL";

    entry = C;

    sl = s5d;

    tar1 = entry - (entry * .0078);

    tar2 = entry - (entry * .0234);

    tar3 = entry - (entry * .0356);



    bars = i;

    i = 0;

    }

    }

    Offset = 20;

    Clr = IIf(sig == "BUY", colorLime, colorOrange);

    ssl = IIf(bars == BarCount-1, s5d[BarCount-1], Ref(s5d, -1));

    sl = ssl[BarCount-1];



    Plot(LineArray(bars-Offset, tar1, BarCount, tar1,1), "", Clr, styleLine|styleDots, Null, Null, Offset);

    Plot(LineArray(bars-Offset, tar2, BarCount, tar2,1), "", Clr, styleLine|styleDots, Null, Null, Offset);

    Plot(LineArray(bars-Offset, tar3, BarCount, tar3,1), "", Clr, styleLine|styleDots, Null, Null, Offset);

    Plot(LineArray(bars-Offset, sl, BarCount, sl,1), "", colorCustom14, styleLine|styleDots, Null, Null, Offset);

    Plot(LineArray(bars-Offset, entry, BarCount, entry,1), "", colorTurquoise, styleLine|styleDots, Null, Null, Offset);



    for (i=bars; i <BarCount;i++)

    {

    PlotText("" + sig + " @ " + entry, BarCount+3, entry, Null, colorTurquoise);

    PlotText("Target 1 : " + tar1, BarCount+3, tar1, Null, Clr);

    PlotText("Target 2 : @ " + tar2, BarCount+3, tar2, Null, Clr);

    PlotText("Target 3 : @ " + tar3, BarCount+3, tar3, Null, Clr);



    PlotText("Trailing SL @ " + sl, BarCount+3, sl, Null, colorCustom14);

    }

    //Plot(sl, "", colorCustom14, styleLine);

    printf("Last " + sig + " Signal came " + (BarCount-bars) + " bars ago");

    printf("\n" + sig + " @ : " + entry + "\nStop Loss : " + sl + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"+ "\nTarget_1 : " + tar1 + "\nTarget_2 : " + tar2 + "\nTarget_3 : " + tar3);

    printf("\nCurrent P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2));



    if (messageboard == 0 )

    {

    GfxSelectFont( "Tahoma", 11, 100 );

    GfxSetBkMode( 1 );

    GfxSetTextColor( colorWhite );



    if ( sig =="BUY")

    {

    GfxSelectSolidBrush( colorGreen ); // this is the box background color

    }

    else

    {

    GfxSelectSolidBrush( colorRed ); // this is the box background color

    }

    pxHeight = Status( "pxchartheight" ) ;

    xx = Status( "pxchartwidth");

    Left = 1100;

    width = 310;

    x = 2;

    x2 = 180;



    y = pxHeight;



    GfxSelectPen( colorLightBlue, 1); // broader color

    GfxRoundRect( x, y - 163, x2, y , 7, 7 ) ;



    GfxTextOut( ("" + sig + " Signal came " + (BarCount-bars-1) * Interval()/60 + " mins ago"), 13, y-160) ; // The text format location

    GfxTextOut( ("" + WriteIf(sig =="BUY",sig + " @ ",sig + " @") + " : " + entry), 13, y-120);

    GfxTextOut( ("Trailing SL : " + sl + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"), 13, y-140);

    GfxTextOut( ("Target:1 : " + tar1), 13,y -100);

    GfxTextOut( ("Target:2 : " + tar2), 13,y-80);

    GfxTextOut( ("Target:3 : " + tar3), 13,y-60);

    //GfxTextOut( ("Target:4 : " + tar4), 13,y-40);

    GfxTextOut( ("Current P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2)), 13, y-20);;



    //x = 290;

    //x2 = 570;

    //GfxSelectSolidBrush( colorTurquoise );

    //GfxSetTextColor( colorBlack);

    //GfxSelectFont( "Tahoma", 14, 100 );

    //GfxSetBkMode( 1 );

    //GfxSelectPen( colorLightBlue, 1); // broader color

    //GfxRoundRect( x, y - 43, x2, y , 7, 7 ) ;



    //GfxSelectFont( "Tahoma", 10, 400 );



    }

    //



    function PlotDT()

    {

    displacement = Param("Displacement Value", 12, 1, 100, 1);

    slmode = ParamToggle("Stop Loss", "Auto|Manual", 1);

    width = ParamToggle("Width", "HL|OC", 1);

    Count = Param("No. of DTL", 4, 4, 20, 1);

    NewDay = Day()!= Ref(Day(), -1);



    for (i=BarCount-1;i > 1; i--)

    {

    if(NewDay == 1)

    {

    printf("High : " + i);

    if(width == 1)

    {

    DL = IIf(O < C, O, C);

    DH = IIf(O > C[i], O[i], C[i]);

    }

    else

    {

    DL = L[i];

    DH = H[i];

    }

    Bars = i;

    i = -1;

    }

    }



    if(slmode==1)

    {

    distance = displacement;

    }

    else

    {

    distance = ((DH+DL)/2) * .01;

    }



    Plot(LineArray(BarCount - (BarCount-Bars+20), DH, BarCount+35, DH, 1), "", colorLime, styleLine|styleThick|styleDots, Null, Null, 20);

    PlotText("Buy Above " + DH + "; Stop Loss = " + DL, BarCount + 0, DH, colorBlack, colorLime);

    Plot(LineArray(BarCount - (BarCount-Bars+20), (DH+ distance), BarCount+35, (DH+ distance), 1), "", colorLime, styleLine|styleThick|styleDots, Null, Null, 20);

    PlotText("Target = " + (DH+ distance), BarCount + 0, (DH+ distance), colorBlack, colorLime);

    Plot(LineArray(BarCount - (BarCount-Bars+20), DL, BarCount+35, DL, 1), "", colorOrange, styleLine|styleThick|styleDots, Null, Null, 20);

    PlotText("Sell Below " + DL + "; Stop Loss = " + DH, BarCount + 0, DL, colorBlack, colorOrange);

    Plot(LineArray(BarCount - (BarCount-Bars+20), (DL-distance), BarCount+35, (DL-distance), 1), "", colorOrange, styleLine|styleThick|styleDots, Null, Null, 20);

    PlotText("Target = " + (DL-distance), BarCount + 0, (DL-distance), colorBlack, colorOrange);

    }

    function PlotIndicators()

    {



    SetChartOptions(0,chartShowArrows|chartShowDates);

    /* Standard Error Bands */

    Periods = Param("Standard Error", 80, 3, 200, 1);

    Smooth = Param("Smooth",14,2,100,1);





    LRCurve = LinearReg( C, periods );

    MALRCurve = MA(LRCurve, Smooth);

    SEValue = StdErr( C, periods );

    SErrorAvg = MA(SEValue, Smooth);



    LowerBand = MALRCurve - SErrorAvg ;

    UpperBand = MALRCurve + SErrorAvg ;



    Plot( MALRCurve , "MidBand", ParamColor("ColorMB",colorIndigo) , styleDashed|styleNoTitle);

    Plot( LowerBand , "LowerBand", ParamColor("ColorLo",colorOrange) , styleLine|styleThick|styleNoTitle);

    Plot( UpperBand , "UpperBand", ParamColor("ColorUp",colorGreen) , styleLine|styleThick|styleNoTitle);



    Ch = TimeFrameGetPrice("C", in1Minute/60);

    clr = IIf(Ch[BarCount-2] > Ch[BarCount-1],colorRed,colorLime);



    Plot(LineArray(0,C[BarCount-1],BarCount-1,C[BarCount-1],15), "", Clr, styleLine|styleNoLabel, Null, Null, 30);

    PlotText("CMP:" + C[BarCount-1], BarCount+5, C[BarCount-1],colorBlack,Clr);



    LRPeriods = Param("Length", 40, 3, 200, 1);

    LRCurve = LinearReg( C, LRPeriods );



    PlotLR = IIf(LRCurve < LowerBand, (LRCurve + LowerBand)/2, IIf(LRCurve > UpperBand, (LRCurve + UpperBand)/2, LRCurve));

    PlotLR = (PlotLR + SwingLine)/2;

    Plot( PlotLR , "Stop Loss |", ParamColor("SLColor",colorBlue), 4+8+32+2048);

    Plot( SwingLine, "SwingLine", ParamColor( "SWColor", colorBlue ), ParamStyle("StyleSW",style=styleThick|styleNoLabel , mask=maskDefault) );



    bc1 = (Cross(C, MALRCurve) OR Cross(C, UpperBand) OR Cross(C, LowerBand)) AND (C > SwingLine);

    bc2 = Cross(C, SwingLine) AND (C > MALRCurve OR C > UpperBand OR C > LowerBand);



    sc1 = (Cross(MALRCurve, C) OR Cross(UpperBand, C) OR Cross(LowerBand, C)) AND (C < SwingLine);

    sc2 = Cross(SwingLine, C) AND (C < MALRCurve OR C < UpperBand OR C < LowerBand);

    Buy = bc1 OR bc2;

    Sell = sc1 OR sc2;

    Buy = ExRem(Buy, Sell);

    Sell = ExRem(Sell, Buy);

    //PlotShapes(shapeCircle*Buy + shapeCircle *Sell, IIf(Buy, colorBlue, colorRed), 0, IIf(Buy, L, H), IIf(Buy, -12, 12));



    }

    //PlotDT();

    _SECTION_END();[/i][/i][/i][/i][/i]
     

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