Stock Portfolio Organizer
The ultimate porfolio management solution.
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Filter Explorer Resume for Amibroker (AFL)
This filter has Explorer tool for the various indicators and averages, allowing the end of the day for example, have an idea about the performance of each stock.
Similar Indicators / Formulas
Indicator / Formula
_SECTION_BEGIN("All in One Explorer");
i=0;
//52 Week High Low
High52 = HHV(High,250);
Low52 = LLV(Low,250);
Fech = Close;
//Volatilidade Historica
HVPeriod = Param("HV Period",21,5,252,1);
HV = StDev(log(C/Ref(C,-1)),HVPeriod)*sqrt(252)*100;
//Bollinger Band
BB1=C>BBandTop(C,20,2) AND Ref(C,-1)<Ref(BBandTop(C,20,2),-1);
BB2=C<BBandBot(C,20,2) AND Ref(C,-1)>Ref(BBandBot(C,20,2),-1);
BBStatus=WriteIf(BB1,"Acima Upper",WriteIf(BB2,"Abaixo Bottom",WriteIf(IsNull(MA(C,20)),"N/A","Neutro")));
BBColor=IIf(BB1,colorRed,IIf(BB2,colorGreen,colorLightGrey));
IIf(BB2,i+1,i);
//SAR
SARCalc = C>SAR();
IIf(SARCalc,i+1,i);
SARStatus = WriteIf(SARcalc,"Bullish",WriteIf(IsNull(SAR()) ,"N/A","Bearish"));
SARColor = IIf(SARcalc,colorGreen,colorRed);
//"Hilo"
_SECTION_BEGIN("Hilo");
//Parâmetros
Period = Param("Período",6,1,50,1);
Style = ParamStyle("Estilo",styleStaircase,maskAll);
Hld = IIf(C > Ref(MA(H, Period), -1), 1, IIf(C < Ref(MA(L, Period), -1), -1, 0));
Hlv = ValueWhen(Hld != 0, Hld, 1);
Hilo = IIf(Hlv == -1, MA(H, Period), MA(L, Period));
HiloColor = IIf(Hlv == 1, colorGreen, colorRed);
//Plot(Hilo,"HiLo"+_PARAM_VALUES(),HiloColor,Style);
_SECTION_END();
HiloCalc = C > Hilo;
Hilocal2 = C < Hilo;
IIf(Hilocalc,i+1,i);
HiloStatus = WriteIf(Hilocalc,"Bullish","Bearish");
HiloColor = IIf(Hilocalc ,colorGreen,colorRed);
//Moving Average
EMACurta = C>=EMA(C,5) AND EMA(C,5) > Ref(EMA(C,5), -1);
IIf(EMACurta,i+1,i);
EMAShort = C>=EMA(C,21) AND EMA(C,21) > Ref(EMA(C,21), -1);
IIf(EMAshort,i+1,i);
EMATrim = C>=EMA(C,55) AND EMA(C,55) > Ref(EMA(C,55), -1);
IIf(EMATrim,i+1,i);
EMAMid = C>=EMA(C,120) AND EMA(C,120) > Ref(EMA(C,120), -1);
IIf(EMAMid,i+1,i);
eMALong = C>=EMA(C,200) AND EMA(C,200) > Ref(EMA(C,200), -1);
IIf(EMALong,i+1,i);
PrecoxEmas = C > EMA(C,5) AND C > EMA(C,21) AND C > EMA(C,55) AND C > EMA(C,120) AND C > EMA(C,200);
IIf(PrecoxEMAs,i+1,i);
EMA5x21 = C > EMA(C,5) AND C > EMA(C,21) AND EMA(C, 5) > EMA(C,21);
IIf(Ema5x21,i+1,i);
EMA5x55 = C > EMA(C,5) AND C > EMA(C,55) AND EMA(C, 5) > EMA(C,55);
IIf(Ema5x55,i+1,i);
EMA21x55 = C > EMA(C,21) AND C > EMA(C,55) AND EMA(C, 21) > EMA(C,55);
IIf(Ema21x55,i+1,i);
CurtaStatus = WriteIf(EMACurta,"Bullish",WriteIf(IsNull(EMA(C,5)) ,"N/A","Bearish"));
CurtaColor = IIf(EMACurta,colorGreen,colorRed);
ShortStatus = WriteIf(EMAShort,"Bullish",WriteIf(IsNull(EMA(C,21)) ,"N/A","Bearish"));
ShortColor = IIf(EMAShort,colorGreen,colorRed);
TrimStatus = WriteIf(EMATrim,"Bullish",WriteIf(IsNull(EMA(C,55)) ,"N/A","Bearish"));
TrimColor = IIf(EMATrim,colorGreen,colorRed);
MidStatus = WriteIf(EMAMid,"Bullish",WriteIf(IsNull(EMA(C,120)),"N/A","Bearish"));
MidColor = IIf(EMAMid,colorGreen,colorRed);
LongStatus = WriteIf(EMALong,"Bullish",WriteIf(IsNull(EMA(C, 200)), "N/A", "Bearish"));
LongColor = IIf(EMALong,colorGreen,colorRed);
PrecoxEmasStatus = WriteIf(PrecoxEmas,"Bullish",WriteIf(IsNull(Precoxemas), "N/A", "Bearish"));
PrecoxEmasColor = IIf(PrecoxEmas,colorGreen,colorRed);
Ema5x21Status = WriteIf(Ema5x21,"Bullish",WriteIf(IsNull(Ema5x21), "N/A", "Bearish"));
Ema5x21Color = IIf(Ema5x21,colorGreen,colorRed);
Ema5x55Status = WriteIf(Ema5x55,"Bullish",WriteIf(IsNull(Ema5x55), "N/A", "Bearish"));
Ema5x55Color = IIf(Ema5x55,colorGreen,colorRed);
Ema21x55Status = WriteIf(Ema21x55,"Bullish",WriteIf(IsNull(Ema21x55), "N/A", "Bearish"));
Ema21x55Color = IIf(Ema21x55,colorGreen,colorRed);
//MACD
MACDBull=MACD(12,26)>Signal(12,26,9);
IIf(MACDBull,i+1,i);
MACDStatus=WriteIf(MACDBull,"Bullish",WriteIf(IsNull(MACD(12,26)),"N/A","Bearish"));
MACDColor=IIf(MACDBull,colorGreen,colorRed);
//Aroon
Period=14;
LLVBarsSince=LLVBars(L,Period)+1;
HHVBarsSince=HHVBars(H,Period)+1;
AroonDown=100*(Period-LLVBarsSince)/(Period-1);
AroonUp=100*(Period-HHVBarsSince)/(Period-1);
AroonOsc=AroonUp-AroonDown;
Aroon=AroonOsc>0;
IIf(Aroon,i+1,i);
AroonStatus=WriteIf(Aroon,"Bullish",WriteIf(IsNull (RSI(14)),"N/A","Bearish"));
AroonColor=IIf(Aroon,colorGreen,IIf(IsNull(RSI(14) ),colorLightGrey,colorRed));
//Stochastic
StochKBull=StochK(14,3)>StochD(14,3,3);
IIf(StochKBull,i+1,i);
StochKStatus=WriteIf(StochKBull,"Bullish",WriteIf( IsNull(StochK(14,3)),"N/A","Bearish"));
StochKColor=IIf(StochKBull,colorGreen,colorRed);
//RSI
R1=RSI(14)>30 AND Ref(RSI(14),-1)<30 AND Ref(RSI(14),-2)<30;
R2=RSI(14)<70 AND Ref(RSI(14),-1)>70 AND Ref(RSI(14),-2)>70;
IIf(R1,i+1,i);
RSIStatus=WriteIf(R1,"Subindo",WriteIf(R2,"Caindo",WriteIf(IsNull(RSI(14)),"N/A","Neutro")));
RSIColor=IIf(R1,colorGreen,IIf(R2,colorRed,colorLightGrey));
//MFI
M1=MFI(14)>80;
M2=MFI(14)<20;
IIf(M2,i+1,i);
MFIStatus=WriteIf(M1,"Overbought",WriteIf(M2,"Oversold",WriteIf(IsNull(MFI(14)),"N/A","Neutro")));
MFIColor=IIf(M1,colorRed,IIf(M2,colorGreen,colorLightGrey));
TrendScore =
IIf(EMACurta,1,0)+
IIf(EMAShort,1,0)+
IIf(EMATrim,1,0)+
IIf(EMAMid,1,0) +
IIf(EMALong,1,0)+
IIf(MACDBull,1,0) +
IIf(SARcalc, 1, 0) +
IIf(Hilocalc, 1, 0) +
IIf(Aroon,1,0) +
IIf(PrecoxEmas,1,0) +
IIf(Ema5x21,1,0) +
IIf(Ema5x55,1,0) +
IIf(Ema21x55,1,0) +
IIf(StochKBull,1,0);
prdscore = Param("Gatilho",7,0,50,1,0);
Buy = Cross(TRENDSCORE, prdscore) AND C > 2 AND V > 500000;
Sell = Cross(prdscore, trendscore) OR trendscore < Ref(trendscore, -1);
//Sell = Cross(7, trendscore) OR trendscore < Ref(trendscore, -1) AND trendscore < Ref(trendscore, -2);
// trade size: 100% of current portfolio equity
SetPositionSize( 5, spsPercentOfEquity );
/*
TrendScore =
IIf(C>=Ref(C,-11),1,-1)+
IIf(C>=Ref(C,-12),1,-1)+
IIf(C>=Ref(C,-13),1,-1)+
IIf(C>=Ref(C,-14),1,-1)+
IIf(C>=Ref(C,-15),1,-1)+
IIf(C>=Ref(C,-16),1,-1)+
IIf(C>=Ref(C,-17),1,-1)+
IIf(C>=Ref(C,-18),1,-1)+
IIf(C>=Ref(C,-19),1,-1)+
IIf(C>=Ref(C,-20),1,-1);
*/
Filter = 1;
Filter = Close > 2 AND Filter = Volume >500000;
AddColumn(High52,"Max01Ano");
AddColumn(Low52,"Mín01Ano");
AddColumn(Fech,"Close",1.2,IIf(Close>Ref(Close,-1),colorGreen,colorRed));
AddColumn(V,"Volume",1,IIf(V>Ref(V,-1),colorGreen,colorRed));
AddColumn(EMA(Volume, 21),"Ema21Volume",1, IIf(EMA(Volume, 21)>Ref(EMA(Volume, 21), -1), colorGreen, colorRed));
AddColumn(HV,"V.Hist(21)",1.2, IIf(Hv>Ref(Hv, -1), colorGreen, colorRed));
AddTextColumn(PrecoxEmasstatus,"C > EMAs",1,colorWhite,PrecoxEmasColor);
AddTextColumn(CurtaStatus,"EMA(5)",1,colorWhite,CurtaColor);
AddTextColumn(ShortStatus,"EMA(21)",1,colorWhite,ShortColor);
AddTextColumn(Ema5x21status,"EMA5>EMA21",1,colorWhite,Ema5x21Color);
AddTextColumn(TrimStatus,"EMA(55)",1,colorWhite,TrimColor);
AddTextColumn(Ema5x55status,"EMA5>EMA55",1,colorWhite,Ema5x55Color);
AddTextColumn(Ema21x55status,"EMA21>EMA55",1,colorWhite,Ema21x55Color);
AddTextColumn(MidStatus,"EMA(120)",1,colorWhite,MidColor);
AddTextColumn(LongStatus,"EMA(200)",1,colorWhite,LongColor);
AddTextColumn(MACDStatus,"MACD(26,12,9)",1,colorWhite,MACDColor);
AddTextColumn(AroonStatus,"Aroon(14)",1,colorWhite,AroonColor);
AddTextColumn(StochKStatus,"Sto(14,3,3",1,colorWhite,StochKColor);
AddTextColumn(SARStatus, "SAR", 1, colorWhite, SARcolor);
AddTextColumn(HiloStatus, "Hilo(6)", 1, colorWhite, hilocolor);
AddColumn(TrendScore,"Score", 1, IIf(trendscore>Ref(trendscore, -1), colorGreen, colorRed));
AddColumn(RSI(2),"RSI(2)",1.2, IIf(RSI(2)>Ref(RSI(2), -1), colorGreen, colorRed));
AddColumn(RSI(5),"RSI(5)",1.2, IIf(RSI(5)>Ref(RSI(5), -1), colorGreen, colorRed));
AddColumn(RSI(14),"RSI(14)",1.2, IIf(RSI(14)>Ref(RSI(14), -1), colorGreen, colorRed));
AddColumn(StochK(8,3),"Sto(8,3)",1.2, IIf(StochK(8,3)>Ref(StochK(8,3), -1), colorGreen, colorRed));
AddColumn(Hilo,"Hilo(6)",1.2, IIf(Hilo>Ref(Hilo, -1), colorGreen, colorRed));
AddColumn(ATR(10),"ATR(10)",1.2, IIf(ATR(10)>Ref(ATR(10), -1), colorGreen, colorRed));
_SECTION_END();
Buy = trendscore > 7;
Sell = trendscore < 10;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
// trade size: 100% of current portfolio equity
SetPositionSize( 5, spsPercentOfEquity );2 comments
Leave Comment
Please login here to leave a comment.
Back
hi,
this generates too many signals.i tested for nse data for 2011 year this generated 50870 signals which is just too high….
do modifications to reduce signals and add new column to show all indicators score at end
Good efforts.
Thank you .