วันอาทิตย์ที่ 18 สิงหาคม พ.ศ. 2556

+++ Buy - Sell Signal + Explore (Amibroker)


   วันนี้ไปเจอ code ตัวนี้มา เอามาทดสอบ ปรับนั่น นี่ โน่น ดูแล้วแบบ แจ่มใช้ได้เลย แต่ code ค่อนข้าง ลึกพอควร แกะได้เป็นบางส่วน แต่พอจะปะติปะต่อได้ ถ้าเทียบเดิมๆ ของแท่งเทียนคือด้านบน Code ตัวล่างนี้ คือ Display ตามภาพด้านล่างนะแหละครับ มีบอกจุดเข้า ออก Target ด้วย และมีการบอกสัญญาณในแต่ละวันว่าควร Trade หรือไม่ควร Trade ด้วย แต่สำหรับขาเล่นสั้น ก็ได้มันส์กันละทีนี้ ..... ให้คะแนน A+ เลยครับ 


//===================================================================================================
// Main Indi
//===================================================================================================
prev=AMA2(C,1,0);
d=IIf(C>Ref(Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),-1),Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),
IIf(C<Ref(Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),-1),Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),PREV));
a=Cross(Close,d);
b=Cross(d,Close);
state=IIf(BarsSince(a)<BarsSince(b),1,0);
s=state>Ref(state,-1);
ss=state<Ref(state,-1);
sss=state==Ref(state,-1);
col=IIf(state == 1 ,5,IIf(state ==0,4,1));
Plot(C,"",Col,64);
PlotShapes( shapeUpArrow * s ,colorGreen,0,L);
PlotShapes( shapeDownArrow *ss ,colorRed,0,H);


Filter = s OR ss OR sss ;
AddColumn(C,"close",1.2);
AddColumn( IIf( s, 66,1 ), "buy", formatChar, 1, bkcolor =IIf (s,colorYellow, colorPink ));
AddColumn( IIf( Ss, 83,1 ), "sell", formatChar, 1, bkcolor =IIf (Ss,colorPink, colorYellow ));
//AddColumn( IIf( sss, 87,1 ), "wait", formatChar, 1, bkcolor =IIf (sss,colorYellow, colorRed ));

//===================================================================================================
// Label Indi
//===================================================================================================
_SECTION_BEGIN("Buy/Sell Signals");
_N(Title = EncodeColor(colorWhite) + "{{NAME}} - {{INTERVAL}} {{DATE}}: "+_DEFAULT_NAME()+" : {{OHLCX}} {{VALUES}}"
+"\n"+EncodeColor(colorYellow)+
WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,","")+
WriteIf(ss,"Exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","")+
WriteIf( sss ,"No trading signals today.","") );
_SECTION_END();


//===================================================================================================
// Arrow Buy-Sell
//===================================================================================================
_SECTION_BEGIN("Buy Sell Arrow Signals");
Buy = s;
Sell = ss;

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-30);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0, L, Offset=-40);                    
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-35);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=30);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=40);                    
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-35);

//===================================================================================================
// Plot Value with Arrow
//===================================================================================================
dist = 2*ATR(20); //0.8
dist1 = 2*ATR(20); //1.2
for( i = 0; i < BarCount; i++ )
{
 if( Buy[i] )
 {
  PlotText( "\nBuy:" + L[ i ] + "\nT= " + (L[i]*1.005) + "\nSL= " + (L[i]*0.9975), i, L[ i ]-dist[i], colorLightBlue);
 }
 if( Sell[i] )
 {
  PlotText( "Sell:" + H[ i ] + "\nT= " + (H[i]*0.995) + "\nSL= " + (H[i]*1.0025), i, H[ i ]+dist1[i], colorLightBlue);
 }
}
_SECTION_END();



_SECTION_BEGIN("Swing");
no=20;
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);
supres=IIf(avn==1,sup,res);

a=Cross(C,supres);
b=Cross(supres,C);

style = a * styleStaircase + b * styleStaircase;

PlotShapes(a,style, IIf(a,colorGreen,colorRed), 0, IIf(a,Low,High));


_SECTION_END();



_SECTION_BEGIN("Trend");
uptrend  =ADX(13) > 10 AND ROC(ADX(13),1)> 5 AND PDI(20)>MDI(10)AND Signal(29)<MACD(13);
downtrend=ADX(13) > 10 AND ROC(ADX(13),1)> 5 AND MDI(10)>PDI(20)AND Signal(29)>MACD(13);


Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
_SECTION_END();

//d = Close > Ref( ChandelierHL(ATR(3),20), -1);
//e =Close < Ref( ChandelierHL(ATR(3),20), -1);
//f = Close < Ref( ChandelierHL(ATR(3),20), -1);
//g = Close > Ref( ChandelierHL(ATR(3),20), -1);

Buy = s AND a AND uptrend ;
Short = ss AND b AND downtrend ;
Sell = ss AND b AND downtrend ;
Cover = s AND a AND uptrend ;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);

Filter=Buy OR Sell;
Filter= Cover OR Short;

AddColumn( Buy, "Buy", 1);
AddColumn(Sell, "Sell", 1);
AddColumn(Close,"Close",1.2);
AddColumn(Volume,"Volume",1.0);


_SECTION_BEGIN("Volume");
Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", ColorRGB(20,20,20) ), styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick | styleNoLabel, maskHistogram ), 2 );
_SECTION_END();


// Plot the Buy and Sell arrows.
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes(shape, IIf(Buy,colorGreen,colorRed), 0, IIf(Buy,Low,High));

Plot(supres,"Swing",colorYellow,styleStaircase);

//SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

//ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
//Alerts
AlertIf( Buy, "SOUND C:\\AmibrokerWaveFile\\DJ1.wav", "Buy SwingSL",2);
AlertIf( Short, "SOUND C:\\AmibrokerWaveFile\\DJ1.wav", "Short SwingSL", 2 );

GraphXSpace = 5;

/* -------------------------------------------------------------------------------------- */


SetChartBkColor(colorBlack);
SetChartOptions(0,chartShowArrows|chartShowDates);

_SECTION_BEGIN("MA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), colorGreen, styleDashed );
_SECTION_END();

_SECTION_BEGIN("MA3");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), colorOrange, styleDashed );
_SECTION_END();

/* -------------------------------------------------------------------------------------- */

//KAMAS Buy-Sell for Amibroker (AFL)

_SECTION_BEGIN("KAMA System 1.0");

//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",7,2,20,1);
bf=Param("BUY Finetune",2,0.1,20,0.1);

///uncommentf for optimization
//bs=Optimize("BUY Sensitivity",7,2,20,1);
//bf=Optimize("BUY Finetune",2,0.1,20,0.1);
// Sell Adjustments
ss=Param("SELL Sensitivity",5,2,20,1);
sf=Param("SELL Finetune",1,0.1,20,0.1);

///uncommentf for optimization
ss=Optimize("SELL Sensitivity",5,2,20,1);
sf=Optimize("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 | styleCandle  );
//Plot(xb,"KAMA-BUY",colorRed,1);
//Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

shape = Buy * shapeHollowUpArrow + Sell * shapeHollowDownArrow ;
PlotShapes( shape, IIf( Buy, colorYellow , colorYellow ),0, IIf( Buy, Low, High ) );

//SetChartBkColor(colorBlack);
//GraphXSpace = 5;
dist = 2*ATR(20); //0.8
dist1 = 2*ATR(20); //1.2

for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "Buy@" + C[ i ], i, L[ i ]-dist[i], colorYellow );
if( Sell[i] ) PlotText( "Sell@" + C[ i ], i, L[ i ]+dist1[i], colorYellow );
}
Filter= Buy OR Sell;

PositionScore=100/C;
PositionSize = - 20;
SetBarsRequired(10000, 10000);
SetFormulaName("KAMA System");

_SECTION_END();

/* -------------------------------------------------------------------------------------- */

_SECTION_BEGIN("Show Values at H&L");
n=Param("Values back",20,1,200,1);
p=Param("zig %",5,1,100,1);
dist = 1.5*ATR(15); //0.8  15

for( i = 1; i < n; i++ )
{
PlotText(""+LastValue(Peak(H,p,i),True),BarCount-2-LastValue(PeakBars(H,p,i)),LastValue(dist,True)+LastValue(Peak(H,p,i),False),colorGreen
);//colorWhite,colorDarkGreen
PlotText(""+LastValue(Trough(L,p,i),True),BarCount-2-LastValue(TroughBars(L,p,i)),LastValue(Trough(L,p,i),False)-LastValue(dist,True),colorRed
);//colorWhite,colorDarkRed
}
_SECTION_END();

/* -------------------------------------------------------------------------------------- */

_SECTION_BEGIN("Name");
GfxSetOverlayMode(1);
GfxSelectFont("Tahoma", Status("pxheight")/8 );
GfxSetTextAlign( 6 );// center alignment
GfxSetTextColor( ColorHSB( 42, 42, 42 ) );
GfxSetBkMode(0); // transparent
GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );
GfxSelectFont("Tahoma", Status("pxheight")/18 );
GfxTextOut( IndustryID(1), Status("pxwidth")/2, Status("pxheight")/4 );

GfxSelectFont("Tahoma", Status("pxheight")/18 );
GfxSelectFont("Tahoma", Status("pxheight")/36 );
GfxTextOut( "Buy/Sell Signals", Status("pxwidth")/2, Status("pxheight")/3 );
_SECTION_END();

/* -------------------------------------------------------------------------------------- */




SetChartBkColor(ParamColor("Outer panel color ",colorBlack)); // color of outer border

SetChartBkGradientFill( ParamColor("Inner panel color upper half", colorBlack),ParamColor("Inner panel color lower half",

colorBlack)); // color of inner panel



_SECTION_BEGIN("Elder Impulse");
/**************************************************************************
Name        :   Elder Impulse Indicator
Coded by    :   Lal
Date        :   28.10.2005
Note        :   Please refer to Elder's "Come Into my Trading Room"
            for full details


Update  :   19.Jan.2006
        Added Option to allow bars to be Colored as per Impulse

        Added explorer section to display Impulse Status
        along with Weekly AND Monthly Trends.

        20. Jan.2006
        Added ability to flexibly locate Weekly and Monthly
        Ribbons

        9.Feb.2006
        Added option for use of TEMA and JMA
        Added option to allow standard MACD params
******************************************************************************/

EnableTextOutput(False);

// User-defined parameter for EMA periods

EMA_Type        = Param("EMA-1, TEMA-2, JMA-3", 2, 1, 3, 1);
EMA_prds        = Param("EMA_periods", 7, 1, 30, 1);
Std_MACD        = Param("Standard MACD? No-0, Yes-1", 1, 0, 1, 1);
Plot_fashion    = Param("Bar+Arrows-1, Impulse  Bars-2", 2, 1, 2, 1);


// Allow user to define Weekly and Monthly Ribbon Location and Height
WR_P1 = Param("Weekly Ribbon Location", -10.5, -1000, 1000, 0.1);
WR_P2 = Param("Weekly Ribbon Height", 366.5, -0.001, 500, 0.1);

MR_P1 = Param("Monthly Ribbon Location", 5.2, -1000, 1000, 0.1);
MR_P2 = Param("Monthly Ribbon Height", 199, -0.001, 500, 0.1);


// Compute EMA and MACD Histogram
if(EMA_Type == 1)
{
    DayEMA  = EMA(Close, EMA_prds);
}
if (EMA_Type == 2)
{
    DayEMA  = TEMA(Close, EMA_prds);
}

if(EMA_Type == 3)
{
    // Line below to be used with Jurik JMA
    // DayEMA = JurikJMA(C, EMA_Prds);
}

Histogram   = MACD() - Signal();

// Determine if we have an Impulse UP, DOWN or None
Impulse_Up      =   DayEMA > Ref(DayEMA, -1) AND Histogram > Ref(Histogram, -1);
Impulse_Down    =   DayEMA < Ref(DayEMA, -1) AND Histogram < Ref(Histogram, -1);
Impulse_None        =   (NOT Impulse_UP) AND (NOT Impulse_Down);

// Compute Weekly MACD and determine whether rising or falling
// Note: uses "non-standard"  parameters!
TimeFrameSet(inWeekly);

if (Std_MACD == 0)
{
MACD_val        =   MACD(5, 8);
Signal_val      =   Signal(5, 8, 5);
}
else
{
MACD_val        =   MACD(12, 26);
Signal_val      =   Signal(12, 26, 9);
}

Hist_in_w       =   MACD_val - Signal_val;

wh_rising = Hist_in_w > Ref(Hist_in_w, -1);
wh_falling = Hist_in_w < Ref(Hist_in_w, -1);

TimeFrameRestore();

// Now get Monthly MACD Histogram....
TimeFrameSet(inMonthly);
MACD_val        =   MACD(5, 8);
Signal_val      =   Signal(5, 8, 5);
Hist_in_m       =   MACD_val - Signal_val;

mh_rising = Hist_in_m > Ref(Hist_in_m, -1);
mh_falling = Hist_in_m < Ref(Hist_in_m, -1);

TimeFrameRestore();

wh_rising       = TimeFrameExpand( wh_rising, inWeekly, expandLast );
wh_falling      = TimeFrameExpand( wh_falling, inWeekly, expandLast);
mh_rising   = TimeFrameExpand(mh_rising, inMonthly, expandLast);
mh_falling  = TimeFrameExpand(mh_falling, inMonthly, expandLast);

kol     = IIf( wh_rising, colorGreen,  IIf(wh_falling, colorRed,
colorLightGrey));
mkol    = IIf( mh_rising, colorBlue,  IIf(mh_falling, colorYellow,
colorLightGrey));

// Plot them all!
if (Plot_fashion == 1)
{
    Plot(Close, "Close", colorTeal, styleBar);
    PlotShapes(shapeUpArrow * Impulse_Up, colorBlue, 0, Low, -12);
    PlotShapes(shapeDownArrow * Impulse_Down, colorRed, 0, High, -12);
    PlotShapes(shapeSmallCircle * Impulse_None, colorWhite, 0, High, 5);
}
else
{
    bar_kol =   IIf(impulse_UP, colorBlue, IIf(impulse_Down, colorRed,
colorWhite));
    Plot(C, "Close", bar_kol, styleBar);
}

//Plot(10, "ribbon", kol, styleOwnScale|styleArea|styleNoLabel, WR_P1, WR_P2);//Weekly trend

Plot(10, "ribbon", mkol, styleOwnScale|styleArea|styleNoLabel, MR_P1,
MR_P2); // Monthly Trend

// Explorer Section
// Determine if Impulse status is bullish, neutral or bearish.  Display as Text Column.

Impulse_State       =   WriteIf(Impulse_Up, "Bulllish", WriteIf(Impulse_Down,
"Bearish", "Neutral"));

// Set the background color for Impulse Status Column
Impulse_Col     =   IIf(Impulse_Up, colorGreen, IIf(Impulse_Down, colorRed,
colorLightGrey));

// Determine Weekly Trend. Display as Text Column
Weekly_Trend        =   WriteIf(wh_rising, "Rising", WriteIf(wh_falling, "Falling",
"Flat!"));
Weekly_Col      =   IIf(wh_rising, colorGreen, IIf(wh_falling, colorRed,
colorLightGrey));

// Determine Monthly Trend. Display as Text Column
Monthly_Trend   =   WriteIf(mh_rising, "Rising", WriteIf(mh_falling, "Falling",
"Flat!"));
Monthly_Col     =   IIf(mh_rising, colorGreen, IIf(mh_falling, colorRed,
colorLightGrey));

// Determine how many bars has the current state existed
bars_in_bull    =   Min(BarsSince(impulse_none), BarsSince(impulse_down));
bars_in_bear    =   Min(BarsSince(impulse_up), BarsSince(impulse_none));
bars_in_neut    =   Min(BarsSince(impulse_down), BarsSince(impulse_up));

// Set a single variable to show number of bars in current state depending upon

// actual Impulse Status - Bullish, Bearish or Neutral
bars_in_state   =   IIf(Impulse_Up, bars_in_bull, IIf(Impulse_down, bars_in_bear,
bars_in_neut));

// Columns for display in Explorer
//AddTextColumn(Impulse_State, "Impulse Status", 1, colorWhite, Impulse_Col);
//AddColumn(bars_in_state, "Bars in this state", 1, colorWhite, Impulse_col);
//AddTextColumn(Weekly_Trend, "Weekly Trend", 1, colorWhite, Weekly_Col);
//AddTextColumn(Monthly_Trend, "Monthly Trend", 1, colorWhite, Monthly_Col);

Filter = 1;

_SECTION_END();

6 ความคิดเห็น:

  1. ขอบคุณมากครับ..

    มานั่งไล่อ่าน blog พี่อยู่ ได้ความรู้เยอะมาก ขอบคุณน่ะครับ

    ตอบลบ
  2. อยากทราบคำสั่งที่ Highlight แท่งเทียนให้เป็น trend ตามสัญญาณอะครับ ว่าใช้คำสั่งอะไร ขอบคุณครับ

    ตอบลบ
  3. ขออนุญาตฝากลิงค์นะคะ
    เชิญพบกับมิติใหม่แห่งวงการ คาสิโนออนไลน์
    หน้าการใช้งานออกแบบมาให้ดูง่าย วางเดิมพันได้ง่ายๆ ไม่ซับซ้อน สีสันสวยงาม
    ภาพ แสง สี เสียง สวยงามมากที่สุดในบรรดาเว็บคาสิโนออนไลน์
    ที่นี่เลยค่ะ
    https://www.111player.com

    ตอบลบ
  4. ไม่ระบุชื่อ8 ตุลาคม 2558 เวลา 13:17

    Thanks for sharing nice Information for Commodity trading . There is a lot of important information on your site

    real time stock BUY SELL

    ตอบลบ
  5. buy sell signals
    buy sell software
    autobuysell signal
    buy sell signal software for mcx
    free online nifty buy sell signal
    nifty live charts with buy and sell signals
    free buy sell signal software
    commodity buy sell signal software


    Stockarcs

    ตอบลบ
  6. ความคิดเห็นนี้ถูกผู้เขียนลบ

    ตอบลบ