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ATR corrected by MA and MACD for Amibroker (AFL)
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_SECTION_BEGIN("ATR corrected by MA and MACD");
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 )) ));
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 )));
}
period = Param("Period", 13, 1, 240, 1);
mult = Param("Multiplier", 1.7, 1, 240, 0.1);
f=ATR(period);
VS[0] = Close[0];
trend[0] = 0;
HighC[0]=0;
Lowc[0]=0;
for( i = period+1; i < BarCount; i++ )
{
vs[i] = vs[i-1];
trend[i] = trend[i-1];
highC[i] = HighC[i-1];
lowc[i] = lowc[i-1];
if ((trend[i]>=0) && ( C[i] <VS[i] ))
{
trend[i] =-1;
HighC[i] = C[i];
lowc[i] = C[i];
}
if ((trend[i]<=0) && (C[i] >VS[i]))
{
trend[i]=1;
HighC[i] = C[i];
lowc[i] = C[i];
}
if (trend[i]==-1)
{
if (C[i]<lowc[i]) lowc[i] = C[i];
VS[i]= lowc[i]+ (mult*f[i]);
}
if (trend[i]==1)
{
if (C[i]>HighC[i]) HighC[i] = C[i];
VS[i]= HighC[i]-(mult*f[i]);
}
}
Cond1=(MA(MA(C,15),15) > MA(MA(C,30),30));
Cond2=MA(C,15) > MA(C,30);
Cond3=Cross(Trend , 0);
Cond4=MACD() > Signal() OR (MACD()/Signal() >.7 AND MACD()/Signal() < 1);
Cond5=MA(MACD(),1) > MA(MACD(),2) ;
Cond10=Cond1 AND Cond2 AND Cond3 AND Cond4 AND Cond5;
Cond11=((MA(MA(C,15),15)/MA(MA(C,30),30)) < 1.02 AND (MA(MA(C,15),15)/MA(MA(C,30),30)) > .98);
Cond12=( (MA(C,15)/MA(C,30) < 1.02) AND (MA(C,15)/MA(C,30) > .98) );
Cond13=(Trend > 0) ;
Cond14= (MACD()/Signal() >.7 AND MACD()/Signal() < 1.5);
Cond15=MA(MACD(),1) > MA(MACD(),2) ;
Cond20=Cond11 AND Cond12 AND Cond13 AND Cond14 AND Cond15;
Buy= Cond10 OR Cond20;
Sell=Cross(0, trend);
Plot(Close,"Close",colorBlack,styleCandle);
Plot(VS, "Vol Stop",IIf(trend==1,10,11 ),styleThick);
mkol = IIf( Trend==1, 10, 11);
Plot(5, "ribbon", mkol, styleOwnScale|styleArea|styleNoLabel, 0, -5); // Weekly trend
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBrightGreen, colorRed ), 0, IIf( Buy, Low-f, High+f));
_SECTION_END();