half-automated 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:    half-automated Trading System
//  Author/Uploader: Thomas Zmuck 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-12-21 16:45:47
//  Origin:          
//  Keywords:        half-automated Trading System
//  Level:           basic
//  Flags:           system,exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=142
//  Details URL:     http://www.amibroker.com/library/detail.php?id=142
//
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//
//  This System finds stocks, where the price reached a support or resistance
//  line, that you have manually drawn.
//
//  You must give every line any of these 6 predifined StudyID's
//
//  (RE,SU,UP,DN,RI,ST). The system automaticaly detects, if the line is
//  currently a support or resistance line.
//
//  There are two modes: Modus == 0; I called it "after touching" , because you
//  become the signal after the stock has touched any support or resistance
//  line.Adjustment for touching is "ALvalue and AHvalue" With ALvalue you can
//  define, how near the Low must go to any support line, equivalent AHvalue to
//  resistance line, before a signal is given.
//
//  With Modus == 1 "bLvalue and bHvalue" you can detect stocks, where the
//  price is before touching any line, so you mostly can find signals for the
//  next trading day and so you have enough time to check other arguments and
//  then you can buy at the exact support Level or sell at the exact resistance
//  level.
//
//  Cross_buy_value = 1.03; Cross_sell_value = 0.97;
//
//  Here you can define the value, where the price must reached, before a
//  signal would be generated. For example: 1.03 means that a buy signal is
//  given, when the price is 3% above the last resistance. equivalent the
//  cross_sell_value.
//
//  With the Explore Function you can see the distance from the current close
//  to all support and resistance lines in percent.
//
//  Re = Resistance Su = Support
//
//  In the indicator window you can see the close and all your study's
//  (currently 6 study's possible).
//
//  So you can quickly see, if you've forgotten to give a study ID to any line.
//
//  Attention: Dont forget, that the back-test brings unrealistic results,
//  because the signals only real at the time that you've drawn the study.
//
//  Also dont forget in the explore window, that only the resistance and
//  support distances are shown, that you have drawn and defined with a study
//  ID.
//
//  So enjoy it!
//
//  Every comments are welcome
//
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Modus = 0; 
/*Modus 0 = after touching (bLvalue and bHvalue)*/
/*Modus 1 = before touching* (ALvalue and AHvalue)*/ 
bLvalue = 1.06;   ALvalue = 1.02;
bHvalue = 0.93;   AHvalue = 0.99;

Cross_buy_value  = 1.03;
Cross_sell_value = 0.97;
/*this is the value, where a line cross is defined as true, it's a way to ignore false breakout's  default = 3 % */

MLV = IIf (Modus ==0, ALvalue,
bLvalue);/*Modus_Low_value */
MHV = IIf (Modus ==0, AHvalue, bHvalue);/*Modus_High_value */

/*Study - Definition  - give your name's */
L1 = Study ("SU"); L2 = Study ("RE"); L3 = Study ("DN");
L4 = Study ("UP"); L5 = Study ("RI"); L6 = Study ("ST");

/*Buy Conditions*/
N1 = L <= MLV * L1 AND IIf(Modus == 1,L >= Alvalue * L1,C>0) AND C > L1 AND Ref (L,-1)>L1;
N2 = L <= MLV * L2 AND IIf(Modus == 1,L >= Alvalue * L2,C>0) AND C > L2 AND Ref (L,-1)>L2;
N3 = L <= MLV * L3 AND IIf(Modus == 1,L >= Alvalue * L3,C>0) AND C > L3 AND Ref (L,-1)>L3;
N4 = L <= MLV * L4 AND IIf(Modus == 1,L >= Alvalue * L4,C>0) AND C > L4 AND Ref (L,-1)>L4;
N5 = L <= MLV * L5 AND IIf(Modus == 1,L >= Alvalue * L5,C>0) AND C > L5 AND Ref (L,-1)>L5;
N6 = L <= MLV * L6 AND IIf(Modus == 1,L >= Alvalue * L6,C>0) AND C > L6 AND Ref (L,-1)>L6;

P1 = C > L1*Cross_buy_value AND (Ref (C,-1)<L1 OR Ref (C,-2)<L1);
P2 = C > L2*Cross_buy_value AND (Ref (C,-1)<L2 OR Ref (C,-2)<L2);
P3 = C > L3*Cross_buy_value AND (Ref (C,-1)<L3 OR Ref (C,-2)<L3);
P4 = C > L4*Cross_buy_value AND (Ref (C,-1)<L4 OR Ref (C,-2)<L4);
P5 = C > L5*Cross_buy_value AND (Ref (C,-1)<L5 OR Ref (C,-2)<L5);
P6 = C > L6*Cross_buy_value AND (Ref (C,-1)<L6 OR Ref (C,-2)<L6);

/*Sell Conditions*/
Q1 = H >= MHV * L1 AND IIf(Modus == 1,H <= AHvalue * L1,C>0) AND C < L1 AND Ref (H,-1)<L1;
Q2 = H >= MHV * L2 AND IIf(Modus == 1,H <= AHvalue * L2,C>0) AND C < L2 AND Ref (H,-1)<L2;
Q3 = H >= MHV * L3 AND IIf(Modus == 1,H <= AHvalue * L3,C>0) AND C < L3 AND Ref (H,-1)<L3;
Q4 = H >= MHV * L4 AND IIf(Modus == 1,H <= AHvalue * L4,C>0) AND C < L4 AND Ref (H,-1)<L4;
Q5 = H >= MHV * L5 AND IIf(Modus == 1,H <= AHvalue * L5,C>0) AND C < L5 AND Ref (H,-1)<L5;
Q6 = H >= MHV * L6 AND IIf(Modus == 1,H <= AHvalue * L6,C>0) AND C < L6 AND Ref (H,-1)<L6;

R1 = C < L1*Cross_sell_value  AND (Ref (C,-1)>L1 OR Ref (C,-2)>L1);
R2 = C < L2*Cross_sell_value  AND (Ref (C,-1)>L2 OR Ref (C,-2)>L2);
R3 = C < L3*Cross_sell_value  AND (Ref (C,-1)>L3 OR Ref (C,-2)>L3);
R4 = C < L4*Cross_sell_value  AND (Ref (C,-1)>L4 OR Ref (C,-2)>L4);
R5 = C < L5*Cross_sell_value  AND (Ref (C,-1)>L5 OR Ref (C,-2)>L5);
R6 = C < L6*Cross_sell_value  AND (Ref (C,-1)>L6 OR Ref (C,-2)>L6);
/*Buy & Sell PART*/
Buy = N1 OR N2 OR N3 OR N4 OR N5 OR N6 OR 
      P1 OR P2 OR P3 OR P4 OR P5 OR P6;
Sell = Q1 OR Q2 OR Q3 OR Q4 OR Q5 OR Q6 OR 
       R1 OR R2 OR R3 OR R4 OR R5 OR R6;
/*Explore-Part*/
L1_diff =  (L1/ C -1)*100;
L2_diff =  (L2/ C -1)*100;
L3_diff =  (L3/ C -1)*100;
L4_diff =  (L4/ C -1)*100;
L5_diff =  (L5/ C -1)*100;
L6_diff =  (L6/ C -1)*100;

Filter = Buy OR Sell;

AddColumn( L1_diff,  WriteIf (C > L1 ,"Su1_%", "Re1_%"),1.1 );
AddColumn( L2_diff,  WriteIf (C > L2 ,"Su2_%", "Re2_%"),1.1 );
AddColumn( L3_diff,  WriteIf (C > L3 ,"Su3_%", "Re3_%"),1.1 );
AddColumn( L4_diff,  WriteIf (C > L4 ,"Su4_%", "Re4_%"),1.1 );
AddColumn( L5_diff,  WriteIf (C > L5 ,"Su5_%", "Re5_%"),1.1 );
AddColumn( L6_diff,  WriteIf (C > L6 ,"Su6_%", "Re6_%"),1.1 );

/*Graph-Part*/
Plot (C,"close",1,64);
Plot (L1,"L1",2,1);/*white*/
Plot (L2,"L2",5,1);/*green*/
Plot (L3,"L3",7,1);/*yellow*/
Plot (L4,"L4",4,1);/*red*/
Plot (L5,"L5",6,1);/*blue*/
Plot (L6,"L6",9,1);/*orange*/