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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
OPEN RANGE STRATEGEY for Amibroker (AFL)
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_SECTION_BEGIN("Price1");
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", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
NewDay = Day()!= Ref(Day(), -1);
EndDay = (Day()!= Ref(Day(), 1));
DayH = TimeFrameGetPrice("H", inDaily, -1); // yesterdays high
DayL = TimeFrameGetPrice("L", inDaily, -1); // low
DayC = TimeFrameGetPrice("C", inDaily, -1); // close
DayO=ValueWhen(NewDay,O,1);//Todays Open
GPUP=DayO>DayH;
GPDN=DayO<DayL;
GPUP=ExRem(GPUP,EndDay);
GPDN=ExRem(GPDN,EndDay);
Ingpup=Flip(gpup,endday);
IngpDn=Flip(gpdn,endday);
BT = Param("BreakoutTime",93000,09000,120000);
target = Param("Target in Percentage",2.5,0.1,10,0.1);
HighValue=HighestSince(newDay,H);
LowValue=LowestSince(newDay,L);
RangeHigh = ValueWhen(Cross(TimeNum() , BT), HighValue);
RangeLow = ValueWhen(Cross(TimeNum() , BT), LowValue);
Buy = (Ingpup OR Ingpdn) AND TimeNum() > BT AND TimeNum() < 150000 AND Cross(H,RangeHigh);
Short = (Ingpup OR Ingpdn) AND TimeNum() > BT AND TimeNum() < 150000 AND Cross(RangeLow,L);
Buy= ExRem(Buy,newDay);
Short = ExRem(Short,newday);
Sell = Cross(H,RangeHigh*(1+target/100)) OR Cross(DayH,L) OR TimeNum()>151500 ;
Cover = Cross(RangeLow*(1-target/100),L) OR Cross(H,DayL) OR TimeNum()>151500 ;
Sell = ExRem(Sell,Buy);
Cover = ExRem(Cover,Short);
BuyPrice=ValueWhen(Buy,C);
ShortPrice=ValueWhen(Short,C);
CoverPrice=ValueWhen(Cover,C);
SellPrice=ValueWhen(Sell,C);
Long = Flip(Buy,Sell);
Shrt = Flip(Short,Cover);
SetPositionSize(100,spsShares);
Plot(RangeHigh,"Range High",colorYellow,styleLine| styleDots);
Plot(RangeLow,"Range Low",colorBlue,styleLine| styleDots);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorBlueGrey, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorBlueGrey, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeHollowUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorYellow, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorYellow, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeHollowDownArrow, shapeNone),colorRed, 0,H, Offset=-45);
PlotShapes(Sell*shapeStar,colorWhite,0,H,20);
PlotShapes(Cover*shapeStar,colorWhite,0,L,-20);