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Zerolag Tema System for Amibroker (AFL)

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_SECTION_BEGIN("Heikin Ashi");
function ZeroLagTEMA( array, period )
{
 TMA1 = TEMA( array, period );
 TMA2 = TEMA( TMA1, period );
 Diff = TMA1 - TMA2;
 return TMA1 + Diff ;
}
 
/////////////////////// Heikin-Ashi code
HaClose = (O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
 
avp = Param("Up TEMA avg", 34, 1, 100 );
avpdn = Param("Dn TEMA avg", 34, 1, 100 );
 
// Velvoort is using not original, but modified Heikin-Ashi close
HaClose = ( HaClose + HaOpen + Max( H, HaOpen ) + Min( L, HaOpen ) )/4;
 
// up average
ZlHa = ZeroLagTEMA( HaClose, avp );
ZlCl = ZeroLagTEMA( ( H + L ) / 2, avp );
ZlDif = ZlCl - ZlHa;
 
keep1 = Hold( HaClose >= HaOpen, 2 );
keep2 = ZlDif >= 0;
keeping = keep1 OR keep2;
keepall = keeping OR ( Ref( keeping, -1 ) AND ( C > O ) OR C >= Ref( C, -1 ) );
keep3 = abs( C - O ) < ( H - L ) * 0.35 AND H >= Ref( L, -1 );
utr = keepall OR ( Ref( keepall, -1 ) AND keep3 );
 
// dn average
ZlHa = ZeroLagTEMA( HaClose, avpdn );
ZlCl = ZeroLagTEMA( ( H + L ) / 2, avpdn );
ZlDif = ZlCl - ZlHa;
 
keep1 = Hold( HaClose < HaOpen, 2 );
keep2 = ZlDif < 0;
keeping = keep1 OR keep2;
keepall = keeping OR ( Ref( keeping, -1 ) AND ( C < O ) OR C < Ref( C, -1 ) );
keep3 = abs( C - O ) < ( H - L ) * 0.35 AND L <= Ref( H, -1 );
dtr = keepall OR ( Ref( keepall, -1 ) AND keep3 );
 
upw = dtr == 0 AND Ref( dtr, -1 ) AND utr;
dnw = utr == 0 AND Ref( utr, -1 ) AND dtr;
 
Haco = Flip( upw, dnw );
 
 
if( ParamToggle("Chart Type", "Price with color back|HACO wave" ) )
{
 Plot( Haco, "Haco", colorRed );
}
else
{
 Plot( C, "Close", colorBlack, ParamStyle( "Style", styleCandle, maskPrice ) );
 Plot( 1, "", IIf( Haco , colorPaleGreen, colorPink ), styleArea | styleOwnScale| styleNoLabel, 0, 1 );
}
 
 
def_Buy = GetFnData("Beta")>1.1 AND V>1000 AND V>EMA(V,50) AND Close>10;
def_Sell =GetFnData("Beta")>1.1 AND V>1000 AND V>EMA(V,50) AND Close>10;
 
 
//Buy  =  def_Buy AND Flip(upw,dnw) AND Ref(Flip(dnw,upw),-1);
//Sell =  def_Sell AND Flip(dnw,upw) AND Ref(Flip(upw,dnw),-1);
 
 
sector = SectorID(1);
industry = IndustryID(1);
 
 
 
//...........................................
Haco=Flip(upw,dnw);
  
hc = Haco - Ref(Haco,-1);hc = Ref(hc,-1);
Buy = IIf(hc == 1,1,0); BuyPrice = O;
Sell = IIf(hc == -1,1,0); SellPrice = O;
Cover = Buy; CoverPrice = O;
Short = Sell; ShortPrice = O;
 Filter = Buy OR Sell;
 
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
  
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowDownArrow,shapeNone),colorWhite,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
  
PlotShapes(IIf(Short,shapeDownTriangle,shapeNone),colorYellow,0,H,IIf(Short AND Sell,-30,-15));
PlotShapes(IIf(Short,shapeHollowDownTriangle,shapeNone),colorWhite,0,H,IIf(Short AND Sell,-30,-15));
PlotShapes(IIf(Short,shapeHollowCircle,shapeNone),colorWhite,0,ShortPrice,0);
  
PlotShapes(IIf(Cover,shapeUpTriangle,shapeNone),colorLightBlue,0,L,IIf(Cover AND Buy,-30,-15));
PlotShapes(IIf(Cover,shapeHollowUpTriangle,shapeNone),colorWhite,0,L,IIf(Cover AND Buy,-30,-15));
PlotShapes(IIf(Cover,shapeHollowCircle,shapeNone),colorWhite,0,CoverPrice,0);
  
 
AddColumn(IIf(Buy, 66,IIf(Sell, 83,Null )),"Buy/Sell",formatChar,IIf(Buy,colorGreen,IIf(Sell,colorRed,colorDefault)),colorDefault,width = 60);
AddColumn(C,"Close",0,IIf(C>Ref(C,-1),colorGreen,IIf(C<Ref(C,-1),colorRed,colorBlue)));
AddColumn(ROC(C,1),"Change %",0,IIf(C>Ref(C,-1),colorGreen,IIf(C<Ref(C,-1),colorRed,colorBlue)));
AddColumn(V,"Volume",1.0,IIf(V>Ref(V,-1)AND C>Ref(C,-1),colorGreen,IIf(V>Ref(V,-1)AND C<Ref(C,-1),colorRed,colorBlue)),colorDefault);
AddColumn(GetFnData("Beta"),"Beta");
AddTextColumn(Sector,"Sector Name" );
AddTextColumn(Industry,"Industry Name"); 
AddColumn(GetFnData("InsiderHoldPercent"),"Insider Hold Percent");
AddColumn(GetFnData("InstitutionHoldPercent"),"Institution Hold Percent");
_SECTION_END();
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