atr trading system.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    ATR Trading System
//  Author/Uploader: Marcelin 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-04-10 11:26:02
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=456
//  Details URL:     http://www.amibroker.com/library/detail.php?id=456
//
//------------------------------------------------------------------------------
//
//  A trading system based on volatility
//
//------------------------------------------------------------------------------

   /*Writed & composed by Tudor Marcelin - Art Invest*/
  k=1; /* multiplication factor*/
  n=10; /*period*/
  f=ATR(n);
    

    R[0] = Close[0]; 

    S[0] = C[0];
for( i = 11; i < BarCount; i++ ) 
{ 


   R[i]=R[i-1];
   S[i]=S[i-1];

    if ( C[i-1] >R[i-1] )
{
       r[i] = C[i-1]+k*f[i-1];
       s[i]= C[i-1]-k*f[i-1];
}   
    if ( C[i-1] <S[i-1] )
{
       r[i] = C[i-1]+k*f[i-1];
       s[i]= C[i-1]-k*f[i-1];
} 


Buy=Close>R;
Sell=Close<S;

Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);
}
Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorGreen,styleDots|styleNoLine);
Plot(S, "Sup:",colorRed,styleDots|styleNoLine);


Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;

PlotShapes( fig, IIf( Cump, colorPaleGreen  , colorPink), 0, IIf( Cump, Low-50, High+50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-50, High+50)); 

AlertIf( Buy, "", "Experiment", 1 );
AlertIf( Sell, "", "Experiment",2);

GraphXSpace = 3;

Title=EncodeColor(colorBlue)+"Experiment"+EncodeColor(colorBlack)+ " Open:"+O+" High:"+H+" Low:"+L+" Close:"+C+EncodeColor(colorGreen)+" Rez:"+R+EncodeColor(colorRed)+" Sup:"+S+EncodeColor(colorBlue)+
	" \nDate: "+EncodeColor(colorRed)+Date();