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Trading ATR 10-1 System for Amibroker (AFL)
kaiji
about 14 years ago
Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:

A volatility trading system.

By Marcelin – marcelint [at] xnet.ro

Indicator / Formula

Copy & Paste Friendly
/*Developed by Tudor Marcelin - Art Invest
Este un sistem care genereaza semnale pentru ziua urmatoare.*/

k = 1; /* factor de multiplicare*/

/*R rezistenta pentru ziua curenta*/
R = Ref(Close,  - 1) + k * Ref(ATR(10),  - 1);
/*S rezistenta pentru ziua curenta*/
S = Ref(Close,  - 1) - k * Ref(ATR(10),  - 1);

Buy = Close > R;
Sell = Close < S;

Cump = IIf(Close > R, 1, 0);
Vanz = IIf(Close < S, 1, 0);

Plot(Close, "Close", colorBlack, styleCandle);
Plot(R, "Rez:", colorGreen, styleDots | styleNoLine);
Plot(S, "Sup:", colorRed, styleDots | styleNoLine);


Buy = ExRem(Buy, Sell); //Elimina semnalele buy consecutive
Sell = ExRem(Sell, Buy); //Elimina semnalele sell consecutive

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

fig = Cump * shapeHollowUpArrow + Vanz * shapeHollowDownArrow;

PlotShapes(fig, IIf(Cump, colorPaleGreen, colorPink), 0, IIf(Cump, Low - 50, High + 50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes(shape, IIf(Buy, colorGreen, colorRed), 0, IIf(Buy, Low - 50, High + 50));

AlertIf(Buy, "", "ATR 10-1 Sistem", 1);
AlertIf(Sell, "", "ATR 10-1 Sistem", 2);

GraphXSpace = 3;

Title = EncodeColor(colorBlue) + "Sistem ATR 10-1 " + EncodeColor(colorBlack) + 
"Open: "+O+" High: "+H+" Low: "+L+" Close: "+C+EncodeColor(colorGreen)+"Rez: "+
R+EncodeColor(colorRed)+" Sup: "+S+EncodeColor(colorBlue)+" \nDate: " + EncodeColor(colorRed) + Date();

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