woodie's cci intraday panel (663).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:    Woodie's CCI Intraday Panel
//  Author/Uploader: Dennis Skoblar 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-08-04 02:43:21
//  Origin:          www.woodiescciclub.com
//  Keywords:        Woodie's CCI, CCI
//  Level:           medium
//  Flags:           system,exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=663
//  Details URL:     http://www.amibroker.com/library/detail.php?id=663
//
//------------------------------------------------------------------------------
//
//  Woodie's CCI Intraday Panel.
//
//  go here for further updates...
//
//  http://woodiescciclub.com/forum/viewforum.php?f=17
//
//------------------------------------------------------------------------------

/////////////////////////////// 

// CCI Woodies Style - Started by Wring 

// Codded/Added by Kris 

// Added by Dennis and Greg 

// Version: 1.027 

// Last Update: 11/24/2005 

// Additions: 

// timer, EMA angle, LSMA angle, trending indicator, pattern recognition (Choppy, HFE, ZLR, FAMIR, VT, GB100) 

// Amibroker 4.70 

/////////////////////////////// 

Version(4.70); 

//MarketHours = TimeNum()>=63000 AND TimeNum()<=125959; 

//MArketClose= TimeNum()>=125959 AND TimeNum()<=130000; 

z = CCI(14); 

z6 = CCI(6); 

CCI50_var = CCI(50); 

LSMA25 = LinearReg(C, 25 ); 

EMA34 = EMA(C,34); 

PI = atan(1.00) * 4; 

periods = 30; 

HighHigh = HHV(H, periods); 

LowLow = LLV(L, periods); 

range = 25 / (HighHigh - LowLow) * LowLow; 

TTMperiod = 6; 

Low_ma = EMA(L, TTMperiod); 

High_ma = EMA(H, TTMperiod); 

Low_third = (High_ma - Low_ma) / 3 + Low_ma; 

High_third = 2 * (High_ma - Low_ma) / 3 + Low_ma; 

tempnum = Now( 4 ) - TimeNum(); 

TimeRem = Interval() - ((int(tempnum[BarCount - 1] / 100) * 60) + (tempnum[BarCount - 1] - int(tempnum[BarCount - 1] / 100) * 100)); 

if (TimeRem[BarCount - 1] < 0) TimeRem = 0; 

TitleTimeRem = EncodeColor(colorWhite) + "      "; 

MinuteVar = int(TimeRem / 60); 

SecondsVar = int(frac(TimeRem / 60) * 60); 

if (TimeRem[BarCount - 1] > 60) 

{ 

TitleTimeRem = TitleTimeRem + EncodeColor(colorWhite) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") + SecondsVar; 

} 

else if (TimeRem[BarCount - 1] > 20) 

{ 

TitleTimeRem = TitleTimeRem  +  EncodeColor(colorYellow) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") + SecondsVar; 

} 

else 

{ 

TitleTimeRem = TitleTimeRem +  EncodeColor(colorLime) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") + SecondsVar; 

} 

if(SelectedValue(CCI50_var) < 0) 

{ 

CCI50Title = EncodeColor(colorRed); 

} 

else 

{ 

CCI50Title = EncodeColor(colorLime); 

} 

CCI50Title = CCI50Title + "CCI 50 = " + round(CCI50_var) + ", "; 

stop_range = IIf(O < C, IIf((H - O) < (C - L), C - L, H - O), 

IIf((O - L) < (H - C), H - C, O - L)); 

StopTitle = EncodeColor(colorWhite) + "Stop = " + EncodeColor(colorYellow); 

StopTitle = StopTitle + StrToNum(NumToStr(stop_range, 4.4)); 

x1_EMA34 = 0; 

x2_EMA34 = 1; 

y1_EMA34 = 0; 

y2_EMA34 = (Ref(EMA34, -1) - EMA34) / Avg * range; 

c_EMA34 = sqrt((x2_EMA34 - x1_EMA34)*(x2_EMA34 - x1_EMA34) + (y2_EMA34 - y1_EMA34)*(y2_EMA34 - y1_EMA34)); 

angle_EMA34 = round(180 * acos((x2_EMA34 - x1_EMA34)/c_EMA34) / PI); 

TitleAngleEMA34 = EncodeColor(colorWhite) + "\nEMA34 angle = "; 

angle_EMA34 = IIf(y2_EMA34 > 0, - angle_EMA34, angle_EMA34); 

if(SelectedValue(angle_EMA34) >= 25) 

{ 

TitleAngleEMA34 = TitleAngleEMA34 + EncodeColor(colorTurquoise); 

} 

else if(SelectedValue(angle_EMA34) <= -25) 

{ 

TitleAngleEMA34 = TitleAngleEMA34 + EncodeColor(colorRed); 

} 

else if(SelectedValue(angle_EMA34) >= 5) 

{ 

TitleAngleEMA34 = TitleAngleEMA34 + EncodeColor(colorTurquoise); 

} 

else if(SelectedValue(angle_EMA34) <= -5) 

{ 

TitleAngleEMA34 = TitleAngleEMA34 + EncodeColor(colorRed); 

} 

else 

{ 

TitleAngleEMA34 = TitleAngleEMA34 + EncodeColor(colorYellow); 

} 

TitleAngleEMA34 = TitleAngleEMA34 + angle_EMA34; 

x1_LSMA25 = 0; 

x2_LSMA25 = 1; 

y1_LSMA25 = 0; 

y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range; 

c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25)); 

angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI); 

TitleAngleLSMA25 = EncodeColor(colorWhite) + "LSMA25 angle = "; 

angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25); 

if(SelectedValue(angle_LSMA25) >= 25) 

{ 

TitleAngleLSMA25 = TitleAngleLSMA25 + EncodeColor(colorTurquoise); 

} 

else if(abs(SelectedValue(angle_LSMA25)) <= -25) 

{ 

TitleAngleLSMA25 = TitleAngleLSMA25 + EncodeColor(colorRed); 

} 

else if(SelectedValue(angle_LSMA25) >= 5) 

{ 

TitleAngleLSMA25 = TitleAngleLSMA25 + EncodeColor(colorTurquoise); 

} 

else if(SelectedValue(angle_LSMA25) <= -5) 

{ 

TitleAngleLSMA25 = TitleAngleLSMA25 + EncodeColor(colorRed); 

} 

else 

{ 

TitleAngleLSMA25 = TitleAngleLSMA25 + EncodeColor(colorYellow); 

} 

TitleAngleLSMA25 = TitleAngleLSMA25 + angle_LSMA25; 

TitleTrending = WriteIf((angle_EMA34 <= -5 AND angle_lsma25 <= -5) OR (angle_EMA34 >= 5 AND angle_LSMA25 >=5) , EncodeColor(colorLime) + 

" TRENDING", 

WriteIf(angle_EMA34 >= -4 AND angle_EMA34 <= 4 AND angle_LSMA25 >= -4 AND angle_LSMA25 >= 4 , EncodeColor(colorWhite) + 

EncodeColor(colorYellow) + "  NORMAL", EncodeColor(colorRed) + "      FLAT")); 

SW = IIf(angle_EMA34 <= -5 AND angle_lsma25 <= -5,2,IIf(angle_EMA34 >= 5 AND angle_LSMA25 >=5,2,

IIf((angle_EMA34 >= -4 AND angle_EMA34 <= 4) AND (angle_LSMA25 >=-4 AND angle_LSMA25 >= 4), 1,0)));

// Colour the bars for Woodies Trend Following 

Plusbars = BarsSince(z < 0); 

Minusbars = BarsSince(z > 0); 

TrendBarCount = 6; 

Color[0] = colorDefault; 

Trend[0] = 0; 

TTMColor[0] = colorDefault; 

for( i = 1; i < BarCount; i++ ) 

{ 

if (C[i] > High_third[i]) 

{ 

TTMColor[i] = colorDarkGreen; 

} 

else if (C[i] < Low_third[i]) 

{ 

TTMColor[i] = colorDarkRed; 

} 

else 

{ 

TTMColor[i] = TTMColor[i - 1]; 

} 

if (Plusbars[i] >= TrendBarCount) 

{ 

Trend[i] = 1; 

} 

else if (Minusbars[i] >= TrendBarCount) 

{ 

Trend[i] = -1; 

} 

else 

{ 

Trend[i] = Trend[i - 1]; 

} 

if (Trend[i] == 1) 

{ 

if (Minusbars[i] == TrendBarCount - 1) 

{ 

Color[i] = colorYellow; 

} 

else if (z[i] < 0) 

{ 

Color[i] = colorBlack; 

} 

else 

{ 

Color[i] = colorLime; 

} 

} 

else if (Trend[i] == -1) 

{ 

if (Plusbars[i] == TrendBarCount - 1) 

{ 

Color[i] = colorYellow; 

} 

else if (z[i] >= 0) 

{ 

Color[i] = colorBlack; 

} 

else 

{ 

Color[i] = colorRed; 

} 

} 

else 

{ 

Color[i] = colorDefault; 

} 

} 

// CCI Line 

Plot(z,"CCI 14", colorBlack, styleLine | styleThick); 

// Turbo CCI