Stock Portfolio Organizer
The ultimate porfolio management solution.
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Break out Stage 2 for Amibroker (AFL)
Strategy based on the book of legends Stan Weinstein:" Secrets For Profiting in Bull and Bear Markets"
Indicator / Formula
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 | _SECTION_BEGIN ( "Price" ); SetChartOptions (0, chartShowArrows | chartShowDates ); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 ) ) )); Plot ( C , "Close" , ParamColor ( "Color" , colorDefault ), styleBar | styleThick | styleNoTitle ); _SECTION_END (); // Hien thi cac duong MA50 _SECTION_BEGIN ( "MA50" ); MA50 = MA ( C ,50); maup = MA50 > Ref (MA50,-1); colorma50 = IIf ( maup, ParamColor ( "Up Color" , colorGreen ), ParamColor ( "Down Color" , colorRed )); /* choose color */ if ( ParamToggle ( "MA50" , "No|Yes" , 1 )) { Plot (MA50, "MA50" ,colorma50, styleLine | styleLine ,0,0,1); } _SECTION_END (); // Hien thi cac duong MA200 _SECTION_BEGIN ( "MA200" ); MA200 = MA ( C ,200); maup = MA200 > Ref (MA200,-1); colorma200 = IIf ( maup, ParamColor ( "Up Color" , colorLightBlue ), ParamColor ( "Down Color" , colorRed )); /* choose color */ if ( ParamToggle ( "MA200" , "No|Yes" , 1 )) { Plot (MA200, "MA200" ,colorma200, styleThick ,0,0,1); } _SECTION_END (); // Hien thi cac duong MA200 _SECTION_BEGIN ( "ICHIMOKU" ); P1 = Param ( "Conversion Period" , 9, 2, 200, 1, 0); C1 = ParamColor ( "Conversion Color" , colorBlue ); CL = ( HHV ( H ,P1)+ LLV ( L ,P1))/2; P2 = Param ( "Base Period" , 26, 2, 200, 1, 0); C2 = ParamColor ( "Base Color" , colorRed ); BL = ( HHV ( H ,P2)+ LLV ( L ,P2))/2; C3 = ParamColor ( "Leading A Color" , colorBrightGreen ); LSA = (CL+BL)/2; P4 = Param ( "Leading B Span" , 52, 2, 200, 1, 0); C4 = ParamColor ( "Leading B Color" , colorPink ); LSB = ( HHV ( H ,P4)+ LLV ( L ,P4))/2; P3 = Param ( "Leading Span Displacement" , 26, 2, 200, 1, 0); P5 = Param ( "Lagging Displacement" , -26, 2, 200, 1, 0); C5 = ParamColor ( "Lagging Color" , colorGreen ); if ( ParamToggle ( "Kijun" , "No|Yes" , 1 )) { //Plot(CL,"Tenkan-sen (Conversion Line)", C1, styleLine); Plot (BL, "Kijun-sen" , colorCustom12 , styleLine ); //Plot(LSA, "Senkou Span A (Leading Span A)", C3, styleLine, 0, 0, P3); //Plot(LSB, "Senkou Span B (Leading Span B)", C4, styleLine, 0, 0, P3); //Plot(C, "Chikou Span (Lagging Span)", C5, styleLine, 0, 0, P5); //PlotOHLC (LSA,LSA,LSB,LSB,"Cloud",IIf(LSA>LSB,ColorBlend(C3, colorWhite, 0.6),ColorBlend(C4,colorWhite, 0.4)),styleCloud, 0, 0, P3); } if ( ParamToggle ( "Cloud" , "No|Yes" , 1 )) { //Plot(CL,"Tenkan-sen (Conversion Line)", C1, styleLine); //Plot(BL, "Kijun-sen", colorCustom12, styleLine); //Plot(LSA, "Senkou Span A (Leading Span A)", C3, styleLine, 0, 0, P3); //Plot(LSB, "Senkou Span B (Leading Span B)", C4, styleLine, 0, 0, P3); //Plot(C, "Chikou Span (Lagging Span)", C5, styleLine, 0, 0, P5); PlotOHLC (LSA,LSA,LSB,LSB, "Cloud" , IIf (LSA>LSB,ColorBlend(C3, colorWhite , 0.6),ColorBlend(C4, colorWhite , 0.4)), styleCloud , 0, 0, P3); } _SECTION_END (); _SECTION_BEGIN ( "7. Volume" ); if ( ParamToggle ( "Volume" , "No|Yes" , 1 )) { //Chon mau Volume VolumeUpcolor = ParamColor ( " - Volume Color Up" , colorGreen ); VolumeDown = ParamColor ( " - Volume Color Down" , colorDarkRed ) ; Volumecolor = IIf ( C > O , VolumeUpcolor,VolumeDown); //Chon MAVolume Volumeperiod = Param ( " - Volume MA Periods " , 50, 1, 500, 1); maVolume = MA ( V ,Volumeperiod); //Tinh MA Volume theo ky da chon PmaVolume = V /maVolume*100; //% Volume so voi Volume trung binh Volumeheight = Param ( " - Volume Height" , 4, 1, 100, 1.0) ; // Chieu cao Volume PaneHghtMin = LowestVisibleValue( V ); PaneHghtMax = HighestVisibleValue( V ) *Volumeheight; maVolumecolor = ParamColor ( " - Volume MA Color" , colorOrange ); //***************************************** //Ve duong Volume PlotOHLC (0, V , 0, V , "" ,VolumeColor, styleCandle | styleOwnScale | styleThick | styleNoLabel | styleNoRescale , PaneHghtMin, PaneHghtMax, 0, 0, 1); //***************************************** //Ve line MA Volume Plot (maVolume, "MA Volume" , maVolumecolor, styleLine | styleNoTitle | styleOwnScale | styleThick | styleNoLabel | styleNoRescale , PaneHghtMin, PaneHghtMax, 0, 0, 1); //Ve may MA Volume PlotOHLC ( Volume , Volume , Volume , Volume , "\nVolume" , ParamColor ( " - Volume Cloud Color" , colorViolet ), styleGradient| styleOwnScale | styleThick | styleNoLabel | styleNoRescale , PaneHghtMin, PaneHghtMax, 0, 0, 1); //PlotOHLC( maVolume, maVolume, maVolume, maVolume, "\nMA Volume", colorLime , styleGradient| styleOwnScale | styleThick | styleNoLabel|styleNoRescale, PaneHghtMin, PaneHghtMax, 0, 0, 1); PlotOHLC ( PmaVolume, PmaVolume, PmaVolume, PmaVolume, "\n%Chg V/MA" , colorYellow , styleGradient| styleOwnScale | styleThick | styleNoLabel | styleNoRescale , PaneHghtMin, PaneHghtMax, 0, 0, 1); } // Dot pha giai doan 2 theo Stan Weinstein // gia tren MA200, MA200 huong len, // RS performance > ma200, RS tang // Vol trong ngay dot pha tang it nhat 200%, tot nhat la tren 300% //HANH DONG GIA: Gia tren duong MA200, MA200 tang, gia ben tren Kijun MA200 = MA ( C ,200); MA50 = MA ( C ,50); Uptrend = MA200 > Ref (MA200,-1) AND C > MA200 AND C > BL; //SETUP hieu suat tuong doi ben tren vach 0 bi = BarIndex (); fvb = Max (0, BeginValue (bi)); // Status("firstvisiblebar"); lvb = EndValue (bi); barcond = bi >= fvb AND bi <= lvb; RSL = (( C - C [ fvb ] ) / C [ fvb ]); rslb = 100*RSL; marslb = MA (rslb ,200); rsup = rslb > marslb AND rslb > Ref (rslb,-1); //vol MAvol = MA ( V ,20); Chgvol = V /MAvol*100; Chggia = ( C - Ref ( C ,-1))/ Ref ( C ,-1)*100; thaydoigiatien =( C - Ref ( C ,-1)); //SETUP BUY SIGNAL Sigbuy1 = Uptrend AND V >= 2*MAvol AND rsup; Sigbuy2 = C >5 AND MAvol > 500000; Buy = Sigbuy1 AND Sigbuy2; Sell = Cross (BL, C ); Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); PlotShapes ( Buy * shapeUpArrow , colorBlue ,0, L ,-25); PlotShapes ( Sell * shapeDownArrow , colorOrange ,0, H ,-25); Filter = Buy ; AddColumn (Chgvol, "Vol% vs 20 day" ); AddColumn ( C , "Price today" ); AddColumn (thaydoigiatien , "Price $ Chg" ); AddColumn (chggia, "Price % Chg" ); AddColumn ( V , "Volume" ); // resistance and support HaClose = EMA (( O + H + L + C )/4,3); HaOpen = AMA ( Ref ( HaClose, -1 ), 0.5 ); HaHigh = Max ( H , Max ( HaClose, HaOpen ) ); HaLow = Min ( L , Min ( HaClose, HaOpen ) ); _SECTION_BEGIN ( "Resistance" ); supres= ParamToggle ( "Sup_Res" , "No|Yes" ,1); if (supres) { Prd1= Param ( "Res_Period1" ,2,0,200,1); test = TEMA ( High , Prd1 ) ; PK = test > Ref (test,-1) AND Ref (test,1) < High ; //Peak PKV0 = ValueWhen (PK,haHigh,0); //PeakValue0 PKV1 = ValueWhen (PK,haHigh,1); //PeakValue1 PKV2 = ValueWhen (PK,haHigh,2); //PeakValue2 MPK = PKV2 < PKV1 AND PKV1 > PKV0 ; //MajorPeak MPKV = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,1); //MajorPeakValue MPKD = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),1); //MajorPeakDate SD = IIf ( DateNum () < LastValue (MPKD,lastmode = True ), Null , LastValue (MPKV,Lastmode = True )); //SelectedDate Plot (SD, "Resist1" , colorBrown , ParamStyle ( "ResStyle1" , styleLine | styleNoTitle , maskAll )); MPKV2 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,2); //MajorPeakValue MPKD2 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),2); //MajorPeakDate SD2 = IIf ( DateNum () < LastValue (MPKD2,lastmode = True ), Null , LastValue (MPKV2,Lastmode = True )); //SelectedDate Plot (SD2, "Resist2" , colorBrown , ParamStyle ( "ResStyle2" , styleLine | styleNoTitle , maskAll )); MPKV3 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,3); //MajorPeakValue MPKD3 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),3); //MajorPeakDate SD3 = IIf ( DateNum () < LastValue (MPKD3,lastmode = True ), Null , LastValue (MPKV3,Lastmode = True )); //SelectedDate Plot (SD3, "Resist3" , colorBrown , ParamStyle ( "ResStyle3" , styleLine | styleNoTitle , maskAll )); MPKV4 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,4); //MajorPeakValue MPKD4 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),4); //MajorPeakDate SD4 = IIf ( DateNum () < LastValue (MPKD4,lastmode = True ), Null , LastValue (MPKV4,Lastmode = True )); //SelectedDate Plot (SD4, "Resist4" , colorBrown , ParamStyle ( "ResStyle4" , styleLine | styleNoTitle , maskAll )); MPKV5 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,5); //MajorPeakValue MPKD5 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),5); //MajorPeakDate SD5 = IIf ( DateNum () < LastValue (MPKD5,lastmode = True ), Null , LastValue (MPKV5,Lastmode = True )); //SelectedDate Plot (SD5, "Resist5" , colorBrown , ParamStyle ( "ResStyle5" , styleLine | styleNoTitle , maskAll )); MPKV6 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, PKV1,6); //MajorPeakValue MPKD6 = ValueWhen ( Ref (MPK,-1) == 0 AND MPK == 1, DateNum (),6); //MajorPeakDate SD6 = IIf ( DateNum () < LastValue (MPKD6,lastmode = True ), Null , LastValue (MPKV6,Lastmode = True )); //SelectedDate Plot (SD6, "Resist6" , colorBrown , ParamStyle ( "ResStyle6" , styleLine | styleNoTitle , maskAll )); _SECTION_END (); _SECTION_BEGIN ( "Support" ); //SP=L > Ref(L,-1) AND Ref(L,1) < L;//Peak Prd2= Param ( "Sup_Period1" ,2,0,200,1); test2 = TEMA ( Low , Prd2 ) ; SP = Ref (test2,1) > Low AND test2 < Ref (test2,-1); //Peak SPV0 = ValueWhen (SP,haLow,0); //PeakValue0 SPV1 = ValueWhen (SP,haLow,1); //PeakValue1 SPV2 = ValueWhen (SP,haLow,2); //PeakValue2 //PKV5 = ValueWhen(PK,haHigh,5);//PeakValue5 //PKV6 = ValueWhen(PK,haHigh,6);//PeakValue6 MSP = SPV2 > SPV1 AND SPV1 < SPV0 ; //MajorPeak MSPV = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,1); MSPD = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),1); SD = IIf ( DateNum () < LastValue (MSPD,lastmode = True ), Null , LastValue (MSPV,Lastmode = True )); Plot (SD, "Support1" , colorPlum , ParamStyle ( "SupportLine1" , styleLine | styleNoTitle , maskAll )); MSPV2 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,2); MSPD2 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),2); SD2 = IIf ( DateNum () < LastValue (MSPD2,lastmode = True ), Null , LastValue (MSPV2,Lastmode = True )); Plot (SD2, "Support2" , colorPlum , ParamStyle ( "SupportLine2" , styleLine | styleNoTitle , maskAll )); MSPV3 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,3); MSPD3 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),3); SD3 = IIf ( DateNum () < LastValue (MSPD3,lastmode = True ), Null , LastValue (MSPV3,Lastmode = True )); Plot (SD3, "Support3" , colorPlum , ParamStyle ( "SupportLine3" , styleLine | styleNoTitle , maskAll )); MSPV4 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,4); MSPD4 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),4); SD4 = IIf ( DateNum () < LastValue (MSPD4,lastmode = True ), Null , LastValue (MSPV4,Lastmode = True )); Plot (SD4, "Support4" , colorPlum , ParamStyle ( "SupportLine4" , styleLine | styleNoTitle , maskAll )); MSPV5 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,5); MSPD5 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),5); SD5 = IIf ( DateNum () < LastValue (MSPD5,lastmode = True ), Null , LastValue (MSPV5,Lastmode = True )); Plot (SD5, "Support5" , colorPlum , ParamStyle ( "SupportLine5" , styleLine | styleNoTitle , maskAll )); MSPV6 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, SPV1,6); MSPD6 = ValueWhen ( Ref (MSP,-1) == 0 AND MSP == 1, DateNum (),6); SD6 = IIf ( DateNum () < LastValue (MSPD6,lastmode = True ), Null , LastValue (MSPV6,Lastmode = True )); Plot (SD6, "Support6" , colorPlum , ParamStyle ( "SupportLine6" , styleLine | stylehidden | styleNoTitle , maskAll )); } _SECTION_END (); |
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i think this is interesting if admin can approve this
Thanks dmr28
Thank you. I’m surprised the backtest results were as bad as they are.
It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.