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st2 for Amibroker (AFL)
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// Supertrend - Translated from Kolier MQ4
// see: http://kolier.li/indicator/kolier-supertrend-indi
// translation in Amibroker AFL code by E.M.Pottasch, 2011
ATR_Multiplier=Param("ATR_Multiplier",2,0.5,10,0.1);
ATR_Period=Param( "ATR_Period",5,2,20,1);
TrendMode=ParamToggle("TrendMode","Off|On",1);
procedure calcTrend_proc(ATR_Period,tr,ATR_Multiplier,TrendMode,CalcPrice)
{
global buffer_line_down;
global buffer_line_up;
buffer_line_down = Null;
buffer_line_up = Null;
PHASE_NONE = 0;
PHASE_BUY = 1;
PHASE_SELL = -1;
phase=PHASE_NONE;
band_upper = 0;band_lower = 0;
for(i = ATR_Period + 1; i < BarCount; i++)
{
band_upper = CalcPrice[i] + ATR_Multiplier * tr[i];
band_lower = CalcPrice[i] - ATR_Multiplier * tr[i];
if(phase==PHASE_NONE)
{
buffer_line_up[i] = CalcPrice[i];
buffer_line_down[i] = CalcPrice[i];
}
if(phase!=PHASE_BUY && Close[i]>buffer_line_down[i-1] && !IsEmpty(buffer_line_down[i-1]))
{
phase = PHASE_BUY;
buffer_line_up[i] = band_lower;
buffer_line_up[i-1] = buffer_line_down[i-1];
}
if(phase!=PHASE_SELL && Close[i]<buffer_line_up[i-1] && !IsEmpty(buffer_line_up[i-1]))
{
phase = PHASE_SELL;
buffer_line_down[i] = band_upper;
buffer_line_down[i-1] = buffer_line_up[i-1];
}
if(phase==PHASE_BUY && ((TrendMode==0 && !IsEmpty(buffer_line_up[i-2])) || TrendMode==1) )
{
if(band_lower>buffer_line_up[i-1])
{
buffer_line_up[i] = band_lower;
}
else
{
buffer_line_up[i] = buffer_line_up[i-1];
}
}
if(phase==PHASE_SELL && ((TrendMode==0 && !IsEmpty(buffer_line_down[i-2])) || TrendMode==1) )
{
if(band_upper<buffer_line_down[i-1])
{
buffer_line_down[i] = band_upper;
}
else
{
buffer_line_down[i] = buffer_line_down[i-1];
}
}
}
}
tr = ATR(ATR_Period);
CalcPrice=(H+L)/2;
calcTrend_proc(ATR_Period,tr,ATR_Multiplier,TrendMode,CalcPrice);
TrendUp=buffer_line_up;TrendDown=buffer_line_down;
totalTrend=IIf(TrendUp,TrendUp,TrendDown);
dtotalTrend=totalTrend-Ref(totalTrend,-1);
vtotalTrend=ValueWhen(dtotalTrend,dtotalTrend);
cross_bull=vtotalTrend>0 AND Ref(vtotalTrend,-1)<0;
cross_bull=Ref(cross_bull,1);cross_bull[BarCount-1]=1;
cross_bear=vtotalTrend<0 AND Ref(vtotalTrend,-1)>0;
cross_bear=Ref(cross_bear,1);cross_bear[BarCount-1]=1;
nw_bull = Ref(Flip(cross_bull,cross_bear),-1);
nw_bear = Ref(Flip(cross_bear,cross_bull),-1);
SetChartOptions(0, chartShowDates);
Title = "Symbol: "+ Name();
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(IIf(nw_bull,1,Null),"",ColorRGB(0,20,0), styleArea|styleOwnScale,0,1,0,-1);
Plot(IIf(nw_bear,1,Null),"",ColorRGB(20,0,0), styleArea|styleOwnScale,0,1,0,-1);
Plot(buffer_line_up,"\ntu",colorBrightGreen,styleThick);
Plot(buffer_line_down,"\ntd",colorPink,styleThick);