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Break out Stage 2 for Amibroker (AFL)

Rating:
3 / 5 (Votes 3)
Tags:

Strategy based on the book of legends Stan Weinstein:" Secrets For Profiting in Bull and Bear Markets"

Indicator / Formula

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_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();

4 comments

1. dmr28

i think this is interesting if admin can approve this

2. leminhtien

Thanks dmr28

3. mikegavone

Thank you. I’m surprised the backtest results were as bad as they are.

4. hmurti

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.

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