vixfix explorer for Amibroker (AFL)

kems

over 1 year ago

Amibroker (AFL)

_SECTION_BEGIN(“VIXFIX explorer”);
_N(Title = StrFormat(FullName() + " {{INTERVAL}} {{DATE}} Open g, High %g, Low %g, Close %g (.1f%%) Volume " +WriteVal( V, 1.0 ) +"\n{{VALUES}}", O, H, L, C, SelectedValue( ROC) ));
WVF = (HHV (Close,22) – Low)/(HHV)*100;

Plot(WVF, “Williams VIX FIX”, colorRed, styleLine);
Plot(HHV, “VIX FIX HHV”, colorBlue, styleLine);
Plot(LLV, “VIX FIX LLV”, colorGreen, styleLine);
_SECTION_END();

_SECTION_BEGIN(“EMA”);
P = ParamField(“Price field”,-1);
Periods = Param(“Periods”, 15, 2, 300, 1, 10 );
Plot( EMA, _DEFAULT_NAME(), ParamColor( “Color”, colorCycle ), ParamStyle(“Style”) );
Buy=Cross(WVF,EMA);
Sell=Cross(EMA,WVF);
//WVixBuy=Cross(WVF,HHV);
//WVixSell=Cross(LLV,WVF);
WVixBuy=IIf(WVF == HHV,1,0);
WVixSell=IIf(WVF == LLV,1,0);
/////////////////////////////////// Exploration ///////////////////////
Filter = Buy OR Sell;
/////////// General Columns ////////////////////////
AddTextColumn( FullName( ), “Name” );
AddColumn(C,“Close”);
AddColumn(WVF,“VIX”);
Filter = Close > 100;

//////////////// BUY/SELL SIGNALS ///////

AddColumn( IIf(Buy,1,IIf(Sell,-1,Null)) ,“DailySignal”,1.0,colorWhite,IIf(Buy,colorGreen,IIf(Sell,colorRed,colorWhite)));
AddColumn( IIf(WVixBuy,1,IIf(WVixSell,-1,Null)) ,“VixAvgSignal”,1.0,colorWhite,IIf(WVixBuy,colorGreen,IIf(WVixSell,colorRed,colorWhite)));

//////////////////////////////////// Exploration over ////////////////////////////
_SECTION_END();

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