📄 reaction trend system.afl
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// just change mode, we are short already
reaction_position_short = 0;
trend_position_short = 1;
tpss[ i ] = 1;
}
}
// price never enters the sell area
if (H[ i ] < S1[ i ] AND L[ i ] > LBOP[ i ] AND timebar[ i ] == 1) {
// cover at close
Sell[ i ] = 1;
SellPrice[ i ] = C[ i ];
reaction_position_buy = 0;
} else
// price enters area 4
if (L[ i ] <= LBOP[ i ]) {
// sell long position
Sell[ i ] = 1;
SellPrice[ i ] = LBOP[ i ];
reaction_position_buy = 0;
// go short in trend mode
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
}
} else
// open in area 2
if (O[ i ] >= S1[ i ] AND O[ i ] < HBOP[ i ]) {
// sell position straight away
Sell[ i ] = 1;
SellPrice[ i ] = O[ i ];
reaction_position_buy = 0;
// and reverse
Short[ i ] = 1;
ShortPrice[ i ] = O[ i ];
reaction_position_short = 1;
// enter area 3
if (H[ i ] >= HBOP[ i ]) {
// close out short position
Cover[ i ] = 1;
CoverPrice[ i ] = HBOP[ i ];
reaction_position_short = 0;
// go long in trend mode
Buy[ i ] = 1;
BuyPrice[ i ] = HBOP[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
} else
// enter area 4
if (L[i ] <= LBOP[ i ]) {
// just change mode, we are short already
reaction_position_short = 0;
trend_position_short = 1;
tpss[ i ] = 1;
}
} else
// open in area 3
if (O[ i ] >= HBOP[ i ]) {
// position is already long, just change the mode
reaction_position_buy = 0;
trend_position_buy = 1;
tpsl[ i ] = 1;
} else
// open in area 4
if (O[ i ] <= LBOP[ i ]) {
// close the long position
Sell[ i ] = 1;
SellPrice[ i ] = O[ i ];
reaction_position_buy = 0;
// and go short in trend mode
Short[ i ] = 1;
ShortPrice[ i ] = O[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
}
} else
/* long trend mode position, exit at the trailing stop, 4 entry areas of interest
1) open between trailstop_long and HBOP (area 1)
2) open between trailstop_long and LBOP (area 2)
3) open above HBOP (area 3)
4) open below LBOP (area 4)
*/
if ( (phase_arr[ i ] == 1 OR phase_arr[ i ] == 2 OR phase_arr[ i ] == 3) AND
reaction_position_buy == 0 AND trend_position_buy == 1 AND
reaction_position_short == 0 AND trend_position_short == 0) {
// open in area 1
if (O[ i ] > trailstop_long[ i ] AND O[ i ] < HBOP[ i ]) {
// enter area 2
if (L[ i ] <= trailstop_long[ i ]) {
// long position in trend mode is stopped out
Sell[ i ] = 1;
SellPrice[ i ] = trailstop_long[ i ];
trend_position_buy = 0;
// enter area 4
if (L[ i ] <= LBOP[ i ]) {
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
}
}
// enter area 3 **** nothing done here
} else
// open in area 2
if (O[ i ] <= trailstop_long[ i ] AND O[ i ] > LBOP[ i ]) {
// long position in trend mode is stopped out at the open
Sell[ i ] = 1;
SellPrice[ i ] = O[ i ];
trend_position_buy = 0;
// enter area 4
if (L[ i ] <= LBOP[ i ]) {
// take a short position
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
} else
// enter area 3
if (H[ i ] >= HBOP[ i ]) {
Buy[ i ] = 1;
BuyPrice[ i ] = HBOP[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
}
} else
// open in area 3 *** nothing done here
// open in area 4
if (O[ i ] <= LBOP[ i ]) {
// sell the long position
Sell[ i ] = 1;
SellPrice[ i ] = O[ i ];
trend_position_buy = 0;
// now go short in trend mode
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
}
} else
/* short trend mode position, exit at the trailing stop, 4 entry areas of interest
1) open between LBOP and trailstop_short (area 1)
2) open between trailstop_short and HBOP (area 2)
3) open below LBOP (area 3)
4) open above HBOP (area 4)
*/
if ( (phase_arr[ i ] == 1 OR phase_arr[ i ] == 2 OR phase_arr[ i ] == 3) AND
reaction_position_buy == 0 AND trend_position_buy == 0 AND
reaction_position_short == 0 AND trend_position_short == 1) {
// open in area 1
if (O[ i ] < trailstop_short[ i ] AND O[ i ] > LBOP[ i ]) {
// entry of area 2
if (H[ i ] >= trailstop_short[ i ]) {
// cover short position, short trend mode is stopped out
Cover[ i ] = 1;
CoverPrice[ i ] = trailstop_short[ i ];
trend_position_short = 0;
// enter are 4
if (H[ i ] >= HBOP[ i ]) {
// enter long position
Buy[ i ] = 1;
BuyPrice[ i ] = HBOP[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
}
}
// entry of area 3 *** nothing done here
} else
// open in area 2
if (O[ i ] >= trailstop_short[ i ] AND O[ i ] < HBOP[ i ]) {
// cover short position, stopped
Cover[ i ] = 1;
CoverPrice[ i ] = O[ i ];
trend_position_short = 0;
// enter area 4
if (H[ i ] >= HBOP[ i ]) {
// go long
Buy[ i ] = 1;
BuyPrice[ i ] = HBOP[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
} else
// enter area 3
if (L[ i ] <= LBOP[ i ]) {
// go short
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
}
} else
// open in area 3 *** nothing done here
// open in area 4
if (O[ i ] >= HBOP[ i ]) {
// cover short position
Cover[ i ] = 1;
CoverPrice[ i ] = O[ i ];
trend_position_short = 0;
// go long
Buy[ i ] = 1;
BuyPrice[ i ] = O[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
}
}
// *** extra code that is needed for intraday data ***
// "B" day PLUS LONG reaction mode position. 3 Entry areas of interest
//1) open between LBOP and HBOP (area 1)
//2) open below LBOP (area 2)
//3) open above HBOP (area 3)
//check for outbreak on "B" day having a long position
if (phase_arr[ i ] == 1 AND reaction_position_buy == 1 AND trend_position_buy == 0 AND
reaction_position_short == 0 AND trend_position_short == 0) {
// open in area 1
if (O[ i ] > LBOP[ i ] AND O[ i ] < HBOP[ i ]) {
// enter area 2
if (L[ i ] <= LBOP[ i ]) {
// sell long position
Sell[ i ] = 1;
SellPrice[ i ] = LBOP[ i ];
reaction_position_buy = 0;
// go short in trend mode
Short[ i ] = 1;
ShortPrice[ i ] = LBOP[ i ];
trend_position_short = 1;
tpss[ i ] =1;
} else
// enter area 3
if (H[ i ] >= HBOP[ i ]) {
reaction_position_buy = 0;
trend_position_buy = 1;
tpsl[ i ] = 1;
}
} else
// open in area 2
if (O[ i ] <= LBOP[ i ]) {
// sell long position
Sell[ i ] = 1;
SellPrice[ i ] = O[ i ];
reaction_position_buy = 0;
// go short in trend mode
Short[ i ] = 1;
ShortPrice[ i ] = O[ i ];
trend_position_short = 1;
tpss[ i ] = 1;
} else
// open in area 3
if (O[ i ] >= HBOP[ i ]) {
// only change the mode
reaction_position_buy = 0;
trend_position_buy = 1;
tpsl[ i ] = 1;
}
} else
// *** extra code that is needed for intraday data ***
// "S" day PLUS SHORT reaction mode position. 3 Entry areas of interest
//1) open between LBOP and HBOP (area 1)
//2) open below LBOP (area 2)
//3) open above HBOP (area 3)
//check for outbreak on "S" day having a short position
if (phase_arr[ i ] == 3 AND reaction_position_buy == 0 AND trend_position_buy == 0 AND
reaction_position_short == 1 AND trend_position_short == 0) {
// open in area 1
if (O[ i ] > LBOP[ i ] AND O[ i ] < HBOP[ i ]) {
// enter area 2
if (L[ i ] <= LBOP[ i ]) {
// change mode only
reaction_position_short = 0;
trend_position_short = 1;
tpss[ i ] = 1;
} else
// enter area 3
if (H[ i ] >= HBOP[ i ]) {
// cover short position
Cover[ i ] = 1;
CoverPrice[ i ] = HBOP[ i ];
reaction_position_short = 0;
// go long in trend mode
Buy[ i ] = 1;
BuyPrice[ i ] = HBOP[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
}
} else
// open in area 2
if (O[ i ] <= LBOP[ i ]) {
// only change the mode
reaction_position_short = 0;
trend_position_short = 1;
tpss[ i ] = 1;
} else
// open in area 3
if (O[ i ] >= HBOP[ i ]) {
// cover short position
Cover[ i ] = 1;
CoverPrice[ i ] = O[ i ];
reaction_position_short = 0;
// go long in trend mode
Buy[ i ] = 1;
BuyPrice[ i ] = O[ i ];
trend_position_buy = 1;
tpsl[ i ] = 1;
}
}
}
// --------------------------------------
// For Chart
Plot(C,"",1,64);
// define title
Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C) +
EncodeColor( colorOrange ) + ", HBOP: " + EncodeColor( colorWhite ) + WriteVal(HBOP) +
EncodeColor( colorRed ) + ", S1: " + EncodeColor( colorWhite ) + WriteVal(HBOP) +
EncodeColor( colorBrightGreen ) + ", B1: " + EncodeColor( colorWhite ) + WriteVal(HBOP) +
EncodeColor( colorGreen ) + ", LBOP: " + EncodeColor( colorWhite ) + WriteVal(HBOP);
// buy, sell, short and cover symbols
PlotShapes(shapeUpArrow*Buy,colorWhite,0,BuyPrice,0);
PlotShapes(shapeDownArrow*Sell,colorYellow,0,SellPrice,0);
PlotShapes(shapeHollowDownArrow*Short,colorYellow,0,ShortPrice,-15);
PlotShapes(shapeHollowUpArrow*Cover,colorWhite,0,CoverPrice,-15);
// triagle show breakouts
PlotShapes(shapeUpTriangle*tpsl,colorWhite,0,BuyPrice,0);
PlotShapes(shapeDownTriangle*tpss,colorYellow,0,ShortPrice,-15);
// 1 = "B" day, 2 = "O" day, 3 = "S" day
PlotShapes(shapeDigit1 * (hlp_phase == 1),IIF(hlp_b == 1,colorYellow,colorWhite),0, HBOP,0);
PlotShapes(shapeDigit2 * (hlp_phase == 2),colorWhite,0, HBOP,0);
PlotShapes(shapeDigit3 * (hlp_phase == 3),IIF(hlp_s == 1,colorYellow,colorWhite),0, HBOP,0);
// lightblue digits at days where original phase is used for the calculation.
PlotShapes(shapeDigit1 * (hlp_phase_l1 == 1),colorLightBlue,0, HBOP,-15);
PlotShapes(shapeDigit3 * (hlp_phase_l1 == 3),colorLightBlue,0, HBOP,-15);
// draw levels
Plot(B1,"",colorBrightGreen,1);
Plot(S1,"",colorRed,1);
Plot(HBOP,"",colorOrange,1);
Plot(LBOP,"",colorGreen,1);
// for analysis purposes
Filter = 1;
AddColumn(phase_arr,"Phase");
Addcolumn(LBOP,"LBOP");
AddColumn(O,"O");
AddColumn(buy,"buy");
AddColumn(sell,"sell");
AddColumn(short,"short");
AddColumn(cover,"cover");
AddColumn(tpsl,"tpsl");
AddColumn(tpss,"tpss");⌨️ 快捷键说明
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