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Exploration RSI Channel for Amibroker (AFL)

Rating:
4 / 5 (Votes 7)
Tags:
amibroker, rsi

Lọc mua và bán dựa vào kênh RSI.
Exploration RSI Channel buy and sell signal

Indicator / Formula

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Exploration RSI Channel buy and sell signal

_SECTION_BEGIN("KENH RSI");
H=L=C=RSI(14); 
Plot( Close, "Close", colorWhite, 4 ); 
SECUpColor=ParamColor("SEC-UpColor",colorBrightGreen); 
SECDnColor=ParamColor("SEC-DownColor",colorRed); 
SECLastColor=ParamColor("SEC-LastColor",colorCustom8); 
BckGndColor=ParamColor("BackGroundColor",colorBlack); 
ZZSwitch=Param("ZZSwitch",0,0,1,1); 
Sens=Param("LOAI RSI",35,0.5,100,0.5); 
 
BarPK=BarsSince(Zig(C,Sens)==Peak(C,Sens)); 
BarTGH= BarsSince(Zig(C,Sens)==Trough(C,Sens)); 
Turnpoint=Min(BarPK,BarTGH); 
x = Cum(1); 
lastx = ValueWhen(Turnpoint==0,( x )); 
Daysback = ValueWhen(Turnpoint==0,(Max(PeakBars(C,Sens,1),TroughBars(C,Sens,1))))+1; 
 
aa =ValueWhen(Turnpoint==0,LinRegIntercept( Close, Daysback) ); 
bb =ValueWhen(Turnpoint==0,LinRegSlope( Close, Daysback)); 
y = Aa + bb * ( x - (Lastx - DaysBack+1) ); 
 
e= ValueWhen(Turnpoint==0,StdErr(C,Daysback)); 
eU= y + 2*e; 
eL= y - 2*e; 
 
Color=IIf(Cross(bb,0) OR Cross(0,bb),BckGndColor,IIf(bb<0,SECDnColor,SECUpColor)); 
Plot( IIf( x >= (lastx - Daysback), IIf( Ref(C,-1) <eU AND Ref(C,-1) >eL,y,Null) , -1e10 ) , "LinReg", color,4 ); 
Plot(IIf( x >= (lastx - Daysback), IIf( Ref(C,-1) <eU AND Ref(C,-1) >eL,eU,Null) , -1e10 ) ,"",color,4); 
Plot(IIf( x >= (lastx - Daysback), IIf( Ref(C,-1) <eU AND Ref(C,-1) >eL,eL,Null) , -1e10 ) ,"",color,4); 
 
PlotShapes(shapeUpArrow*Cross(C,eU),colorCustom6,0,25,Offset=0); 
PlotShapes(shapeDownArrow*Cross(eL,C),colorRed,0,75,Offset=0); 
Buy = Cross(C,eU);
Sell = Cross(eL,C);
_SECTION_BEGIN("BO LOC DAY");
AddColumn(V,"KHOI LUONG",1.0);
kenhmua = Cross(C,eU);
kenhban = Cross(eL,C);
AddColumn(kenhmua,"TIN HIEU MUA",True, colorcustom2,colorcustom8);
AddColumn(kenhban,"TIN HIEU BAN",True, colorcustom2,colorCustom5);
Filter = kenhmua OR kenhban;
_SECTION_END();
DaysbackL = LastValue(Min(PeakBars(C,Sens,1),TroughBars(C,Sens,1))); 
//MIDDLE SEC// 
Slope= ValueWhen(Turnpoint==0,bb,0); 
Level= ValueWhen(Turnpoint==0,aa,0); 
Err= ValueWhen(Turnpoint==0,e,0); 
Mback= Level + slope*( Turnpoint) ; 
Uback= MBack + 2*Err; 
Lback= MBack - 2*Err; 
color2=IIf(Cross(bb,0) OR Cross(0,bb),BckGndColor,IIf(bb<0,SECUpColor,SECDnColor)); 
Plot( IIf( (X>(LastValue(x)-DaysbackL) ),Null ,Mback) ,"",color2,4); 
Plot( IIf( (X>(LastValue(x)-DaysbackL) ),Null ,Uback) ,"",color2,4); 
Plot( IIf( (X>(LastValue(x)-DaysbackL) ),Null ,Lback) ,"",color2,4); 
///////Last SEC/////////////////// 
x = Cum(1); 
lastxL = LastValue( x ); 
DaysbackL = LastValue(Min(PeakBars(C,Sens,1),TroughBars(C,Sens,1)))+1; 
Endbars = IIf(PeakBars(C,Sens,1)<TroughBars(C,Sens,1),LastValue(ValueWhen(C==LLV(C,DaysbackL),X)),LastValue(ValueWhen( C==HHV(C,DaysbackL),X))); 
BarsL=Min(PeakBars(C,Sens,1),TroughBars(C,Sens,1)) ; 
 
aaL = ValueWhen( Ref(Endbars,-1)!=Ref(x,-1) AND Endbars==x , LinRegIntercept( Close, DaysbackL-(LastValue(x)-Endbars)) ); 
bbL = ValueWhen( Ref(Endbars,-1)!=Ref(x,-1) AND Endbars==x , LinRegSlope( Close, DaysbackL-(LastValue(x)-Endbars)) ); 
eL= ValueWhen( Ref(Endbars,-1)!=Ref(x,-1) AND Endbars==x , StdErr(C,DaysbackL-(LastValue(x)-Endbars)) ); 
SlopeL= LastValue(bbL); 
LevelL= LastValue(aaL); 
ErrL= LastValue(eL); 
 
MbackL= LevelL + slopeL*( BarsL) ; 
UbackL= MBackL + 2*ErrL; 
LbackL= MBackL - 2*ErrL; 
WL=(UbackL-LbackL)/sqrt((SlopeL*SlopeL)+1); 
 
Plot( IIf(X>(LastValue(x)-DaysbackL) ,MbackL,Null) ,"",SECLastColor,4+styleNoLabel); 
Plot( IIf(X>(LastValue(x)-DaysbackL),UbackL,Null) ,"",SECLastColor,4+styleNoLabel); 
Plot( IIf(X>(LastValue(x)-DaysbackL),LbackL,Null) ,"",SECLastColor,4+styleNoLabel); 
 
PlotShapes( IIf(X>(LastValue(x)-DaysbackL),shapeHollowUpArrow*Cross(C,UbackL) ,Null),SECLastColor,0,25,Offset=-0); 
PlotShapes( IIf(X>(LastValue(x)-DaysbackL),shapeHollowDownArrow*Cross(LbackL,C) ,Null),colorOrange,75,Offset=-0); 
 
Plot( Close, "Close", colorWhite, 4 ); 
Plot(30,"",10 ,4+styleThick|styleDashed); 
Plot(50,"",10 ,4+styleThick|styleDashed); 
Plot(70,"",10 ,4+styleThick|styleDashed); 
//Plot(Zig(C,Sens),"",IIf(ZZSwitch==1,colorSkyblue,BckGndColor),8+styleNoLabel); 
//Change=C-Ref(C,-1); 
 dist = 1.7*ATR(1);
 for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "MUA", i, L[ i ]-25, colorGreen,colorYellow );
if( Sell[i] ) PlotText( "BAN", i, H[ i ]+25, colorRed, colorYellow );
}
_SECTION_BEGIN("Magnified Market Price");
FS=Param("Font Size",35,11,100,1);
GfxSelectFont("Times New Roman", 34, 700, italic = True, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor( ParamColor("Color",colorCustom9) );
Hor=Param("Horizontal Position",234,1,1200,1);
Ver=Param("Vertical Position",1,1,1,1);
GfxTextOut(""+C,Hor-150 , Ver+30 );
GfxTextOut( Name(), Hor,Ver-50 );
YC=TimeFrameGetPrice("C",inDaily,-1);
DD=Prec(C-YC,2);
xx=Prec((DD/YC)*100,2);
GfxSelectFont("Times New Roman", 14, 700, italic =True, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor(ParamColor("Color",colorCustom9) );
GfxTextOut(""+DD+" ("+xx+"%)", Hor-150, Ver+85 );
GfxSelectFont("arial", 18 );
GfxSetTextColor(ParamColor("dong",colorCustom8) );
GfxSetTextAlign( 6 );// center alignment
GfxSetTextColor( ColorRGB( 255, 255, 0 ) );
GfxSetBkMode(0); // transparent
GfxSelectFont("UVN But Long 1", Status("pxheight")/26 );
GfxTextOut( "KENH XU HUONG RSI", Status("pxwidth")/2, Status("pxheight")/18 );
GfxSelectFont("UVN But Long 1", Status("pxheight")/36 );
GfxSetTextColor( colorLightGrey );
GfxSelectFont("UVN But Long 1", Status("pxheight")/46 );
GfxTextOut( FullName() , Status("pxwidth")/1.2, Status("pxheight")/9 );
GfxTextOut( "("+Name()+") " , Status("pxwidth")/1.2, Status("pxheight")/7 );

_SECTION_END();

4 comments

1. pkgmtnl

It looks into the future… Not suited to trade in the live market…

2. daipm

Cảm ơn

3. trungtruc2929

ôi trời ơi. Anh ơi anh viết ra code này ạ. Nó chạy chuẩn đến 80% anh có zalo ko ạ em nhờ anh viết hộ em với em gửi cafe cho anh ạ

4. Anh Khoa

chaamj4-5 nến

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