atr volatility 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 Volatility System
//  Author/Uploader: Marcelin 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-01-14 13:08:22
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=578
//  Details URL:     http://www.amibroker.com/library/detail.php?id=578
//
//------------------------------------------------------------------------------
//
//  ATR trading system for short terms tradings. You can use it with Absolute
//  Strength Index for confirmation of signals.
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("NewSystem ATR");
   /*Writed & composed by Tudor Marcelin - Art Invest*/
   n=Param( "perioada", 14, 5 , 20, 1 );
   k=Param( "factor de multiplicare", 1.4, 0.5 , 2.5, 0.1 );

  f=ATR(n);
    
/*R rezistenta pentru ziua curenta*/
    R[0] = C[0]; 
/*S rezistenta pentru ziua curenta*/ 
    S[0] = C[0];
  
for( i = n+1; i < BarCount; i++ ) 
{ 

    R[i]=R[i-1];
    S[i]=S[i-1];
    if (( S[i-1]<=C[i-1]) AND (C[i-1] <=R[i-1] ) AND (C[i-1]+k*f[i-1])<=RV)
 
        r[i] = C[i-1]+k*f[i-1];
   
     if (( S[i-1]<=C[i-1]) AND (C[i-1]<=R[i-1] ) AND  (C[i-1]-k*f[i-1])>=SV)

        s[i]= C[i-1]-k*f[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];
       RV=r[i];
       SV=s[i]; 
}   
    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];
       RV=r[i];
       SV=s[i]; 

} 


 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, High)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High)); 

AlertIf( Buy, "", "Volatility System", 1 );
AlertIf( Sell, "", "Volatility System",2);

Color = IIf( Vanz OR Sell, colorRed, IIf(Buy,colorGreen,colorLightGrey)); 

Plot( 2, "", Color, styleArea | styleOwnScale | styleNoLabel, -0.1, 50 );

GraphXSpace = 3;

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