woodie's cci intraday panel.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

// zero line 25lsma 

Plot(0,"", IIf(C > LSMA25,colorLime,IIf(C<LSMA25,colorRed,colorTeal)), 

styleDots | styleNoLine | styleThick | styleNoLabel); 

// CCI Histogram 

Plot(z,"", Color, styleHistogram | styleThick | styleNoLabel); 

// CCI 50 

//Plot(CCI50_var,"CCI 50", IIf(CCI50_var < 0, colorDarkRed,colorDarkGreen), styleLine | styleNoLabel); 

// Set up color for the 100s, green if 34ema above red if below 

//Color = IIf(C > EMA34, colorGreen, 

// IIf(C == EMA34, colorTeal, colorRed)); 

//Set Color for the SW 

ColorSW = IIf(abs(SW) == 2, colorGreen, 

IIf(abs(SW) == 1, colorYellow, colorRed)); 

Color=colorWhite; 

// Plot the 100s 

//Plot(100,"",Color,styleDashed|styleNoLabel); 

//Plot(-100,"",Color,styleDashed|styleNoLabel); 

ColorANGLE_EMA = IIf(angle_EMA34 >=5, colorTurquoise, 

IIf(angle_EMA34 <=-5, colorRed, colorYellow)); 

//ColorANGLE_EMA1 = IIf(angle_EMA34 >=25, colorTurquoise, 

// IIf(angle_EMA34 <=-25, colorRed, colorBlack)); 

//ColorANGLE_EMA = IIf(abs(angle_EMA34) >=25, colorGreen, 

// IIf(abs(angle_EMA34) >=15, colorYellow, colorRed)); 

Plot(100,"", ColorANGLE_EMA , styleDashed | styleThick | styleNoLabel); 

Plot(-100,"", ColorANGLE_EMA , styleDashed | styleThick | styleNoLabel); 

// Plot the 50s 

Plot(50,"", colorDarkGrey, styleDashed | styleNoLabel); 

Plot(-50,"", colorDarkGrey , styleDashed | styleNoLabel); 

//Plot(50,"", TTMColor, styleDots | styleNoLine | styleNoLabel); 

//Plot(-50,"", TTMColor, styleDots | styleNoLine | styleNoLabel); 

// Plot the 200s 

Plot(200,"", ColorSW, styleThick | styleNoLabel); 

Plot(-200,"", ColorSW, styleThick | styleNoLabel); 

// Plot the grids 

PlotGrid(0); 

PlotGrid(50); 

PlotGrid(-50); 

PlotGrid(-100); 

PlotGrid(100); 

PlotGrid(-200); 

PlotGrid(200); 

// choppy 

A= (HHV(z,10)<=100 AND LLV(z,10)>=-100); 

B= (Ref(z,-1)>200 AND z<200) OR (Ref(z,-1)<-200 AND z>-200); 

bs_a=BarsSince(A); 

bs_b=BarsSince(B); 

bars = IIf( bs_A < Bs_B, bs_a, 0); 

// ZLR Long 

uptrend_a=BarsSince(z<0); 

uptrend_b=BarsSince(z>0); 

Linex_long=Ref(z,-1)>100 AND z<100; 

barsfromline_long=BarsSince(Linex_long); 

CCIhook_long=z>Ref(z,-1) AND Ref(z,-1)>-100 AND Ref(z,-1)<Ref(z,-2) AND Ref(z,-2)>-100 AND z>0; 

SW_trendinglong= sw==1 OR sw==2; 

zlrlong= (Ref(angle_ema34,-2)>=5 AND Ref(angle_ema34,-1)>=5 AND angle_ema34>=5) AND SW_trendinglong AND z<100 AND barsfromline_long<10 AND CCIhook_long AND (uptrend_a>=6 AND z>-100 OR 

(uptrend_b<6 AND LLV(z,uptrend_b)>-100 AND z>-100 AND (Ref(uptrend_a,-6)>=6 AND z>-100 OR Ref(uptrend_a,-5)>=6 AND z>-100 OR Ref(uptrend_a,-4)>=6 AND z>-100 OR Ref(uptrend_a,-3)>=6 AND z>-100 OR 

Ref(uptrend_a,-2)>=6 AND z>-100 OR Ref(uptrend_a,-1)>=6 AND z>-100))); 

PlotShapes(IIf(zlrlong,shapeDigit1,shapeNone),colorLime,0,0,-15); 

// ZLR Short 

downtrend_a=BarsSince(z>0); 

downtrend_b=BarsSince(z<0); 

Linex_short=Ref(z,-1)<=-100 AND z>=-100; 

barsfromline_short=BarsSince(Linex_short); 

CCIhook_short=z<Ref(z,-1) AND Ref(z,-1)<100 AND Ref(z,-1)>Ref(z,-2) AND Ref(z,-2)<100 AND z<0; 

SW_trendingshort= sw==-1 OR sw==-2; 

zlrshort= (Ref(angle_ema34,-2)<=-5 AND Ref(angle_ema34,-1)<=-5 AND angle_ema34<=-5) AND SW_trendingshort AND z>-100 AND barsfromline_short<10 AND CCIhook_short AND (downtrend_a>=6 AND z<100 OR 

(downtrend_b<6 AND HHV(z,downtrend_b)<100 AND z<100 AND (Ref(downtrend_a,-6)>=6 AND z<100 OR Ref(downtrend_a,-5)>=6 AND z<100 OR Ref(downtrend_a,-4)>=6 AND z<100 OR 

Ref(downtrend_a,-3)>=6 AND z<100 OR Ref(downtrend_a,-2)>=6 AND z<100 OR Ref(downtrend_a,-1)>=6 AND z<100))); 

PlotShapes(IIf(zlrshort,shapeDigit1+ shapePositionAbove,shapeNone),colorRed,0,0,-15); 

// Famir Short 

Famir_downtrend_a=BarsSince(z<0); 

Famir_downtrend_b=BarsSince(z>0); 

FamirLinex_short=Ref(z,-1)>=100 AND z<100; 

Famir_barsfromline_short=BarsSince(FamirLinex_short); 

Famir_pivotshort= (Ref(z,-2)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55) OR (Ref(z,-3)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55) 

OR (Ref(z,-4)<Ref(z,-1) AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55); 

Famirhook_short=Famir_pivotshort AND z<Ref(LLV(z,Famir_barsfromline_short),-1) AND (z>=-55 AND z<=55) AND C<Lsma25; 

Famirshort=  Famir_barsfromline_short<10 AND Famirhook_short AND (Famir_downtrend_a>=6 OR 

(Famir_downtrend_b<6 AND (Ref(Famir_downtrend_a,-6)>=6 OR Ref(Famir_downtrend_a,-5)>=6 OR Ref(Famir_downtrend_a,-4)>=6 OR 

Ref(Famir_downtrend_a,-3)>=6 OR Ref(Famir_downtrend_a,-2)>=6 OR Ref(Famir_downtrend_a,-1)>=6))) AND C<LSMA25; 

PlotShapes(IIf(famirShort,shapeDigit2+ shapePositionAbove,shapeNone),colorRed,0,0,-15); 

// Famir Long 

Famir_uptrend_a=BarsSince(z<0); 

Famir_uptrend_b=BarsSince(z>0); 

FamirLinex_long=Ref(z,-1)<=-100 AND z>-100; 

Famir_barsfromline_long=BarsSince(FamirLinex_long); 

Famir_pivotlong= (Ref(z,-2)>Ref(z,-1)AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55) OR (Ref(z,-3)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55) 

OR (Ref(z,-4)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55); 

Famirhook_long=Famir_pivotlong AND z>Ref(HHV(z,Famir_barsfromline_long),-1) AND (z>=-55 AND z<=55) AND C>Lsma25; 

Famirlong= Famir_barsfromline_long<10 AND Famirhook_long AND (Famir_uptrend_a<6 OR 

(Famir_uptrend_b>=6 AND(Ref(Famir_uptrend_a,-6)<6 OR Ref(Famir_uptrend_a,-5)<6 OR Ref(Famir_uptrend_a,-4)<6 OR Ref(Famir_uptrend_a,-3)<6 OR 

Ref(Famir_uptrend_a,-3)<6 OR Ref(Famir_uptrend_a,-2)<6 OR Ref(Famir_uptrend_a,-1)<6))) AND C>LSMA25; 

PlotShapes(IIf(famirlong,shapeDigit2,shapeNone),colorLime,0,0,-15); 

// HFE 

HFEshort=(Ref(z,-1)>200 AND z<200); 

HFElong=(Ref(z,-1)<-200 AND z>-200); 

HFE= (Ref(z,-1)>200 AND z<200) OR (Ref(z,-1)<-200 AND z>-200); 

PlotShapes(IIf(Ref(z,-1)>200 AND z<200,shapeDownTriangle,shapeNone),IIf(Ref(z,-1)>200 AND z<200,colorYellow,shapeNone),0,200,-20); 

PlotShapes(IIf(Ref(z,-1)<-200 AND z>-200,shapeUpTriangle,shapeNone),IIf(Ref(z,-1)<-200 AND z>-200,colorYellow,shapeNone),0,-200,-20); 

// VT Long 

vtLinex_long=Ref(z,-1)<=-200 AND z>-200; 

vt_barsfromline_long=BarsSince(vtLinex_long); 

vtlong_A = z<-200; 

vtlong_B = Ref(z,-1)<=Ref(z,-2) OR 

Ref(z,-2)<=Ref(z,-3) OR 

Ref(z,-3)<=Ref(z,-4) OR 

Ref(z,-4)<=Ref(z,-5) OR 

Ref(z,-5)<=Ref(z,-6) OR 

Ref(z,-6)<=Ref(z,-7) OR 

Ref(z,-7)<=Ref(z,-8); 

vtlong_bs_A = BarsSince(vtlong_A); 

vtlong_bs_B = BarsSince(vtlong_b); 

Vtlong_bars = vtlong_bs_A>=5 AND vtlong_bs_B<=0; 

vt_pivotlong= Vtlong_bars; 

swinghibars=BarsSince(z>Ref(HHV(z,vt_barsfromline_long),-1)); 

vthook_long= vt_pivotlong AND z>Ref(HHV(z,vt_barsfromline_long),-1); 

vtlong= vt_barsfromline_long<=11 AND (Ref(HHV(z,vt_barsfromline_long),-1)<0 OR HHV(z,vt_barsfromline_long)<=0) AND vthook_long AND C>Lsma25 AND Ref(swinghibars>=2,-1) AND z>-100; 

PlotShapes(IIf(vtlong,shapeDigit3,shapeNone),colorLime,0,Min(z,0),-45); 

// VT Short 

vtLinex_short=Ref(z,-1)>=200 AND z<200; 

vt_barsfromline_short=BarsSince(vtLinex_short); 

vtshort_A = z>200 ; 

vtshort_B =Ref(z,-1)>=Ref(z,-2) OR 

Ref(z,-2)>=Ref(z,-3) OR 

Ref(z,-3)>=Ref(z,-4) OR 

Ref(z,-4)>=Ref(z,-5) OR 

Ref(z,-5)>=Ref(z,-6) OR 

Ref(z,-6)>=Ref(z,-7) OR 

Ref(z,-7)>=Ref(z,-8); 

vtshort_bs_A = BarsSince(vtshort_A); 

vtshort_bs_B = BarsSince(vtshort_b); 

Vtshort_bars = vtshort_bs_A>=5 AND vtshort_bs_B<=0; 

vt_pivotshort= Vtshort_bars; 

swinglowbars= BarsSince(z<Ref(LLV(z,vt_barsfromline_short),-1)); 

vthook_short= vt_pivotshort AND z<Ref(LLV(z,vt_barsfromline_short),-1); 

vtshort= vt_barsfromline_short<=11 AND (Ref(LLV(z,vt_barsfromline_short),-1)>0 OR LLV(z,vt_barsfromline_short)>0) AND vthook_short AND C<Lsma25 AND Ref(swinglowbars>=2,-1) AND z<100; 

PlotShapes(IIf(vtshort,shapeDigit3+ shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-45); 

// GB 100 Long 

uptrend_a=BarsSince(z<0); 

uptrend_b=BarsSince(z>0); 

Linex_longGB=Ref(z,-1)>100 AND z<100; 

barsfromline_longGB=BarsSince(Linex_longGB); 

CCIhook_longGB= Ref(z,-1)<-100 AND z>-100; 

GB100long= barsfromline_longGB<20 AND angle_EMA34>=5 AND CCIhook_longGB AND (uptrend_b<6 AND(Ref(uptrend_a,-6)>=6 OR Ref(uptrend_a,-5)>=6 OR Ref(uptrend_a,-4)>=6 OR Ref(uptrend_a,-3)>=6 OR 

Ref(uptrend_a,-2)>=6 OR Ref(uptrend_a,-1)>=6)); 

PlotShapes(IIf(GB100long,shapeDigit4,shapeNone),colorLime,0,0,-60); 

// GB100 Short 

downtrend_a=BarsSince(z>0); 

downtrend_b=BarsSince(z<0); 

Linex_shortGB=Ref(z,-1)<-100 AND z>-100; 

barsfromline_shortGB=BarsSince(Linex_shortGB); 

CCIhook_shortGB=Ref(z,-1)>100 AND z<100; 

GB100short= barsfromline_shortGB<20 AND angle_EMA34<=-5 AND CCIhook_shortGB AND 

(downtrend_b<6 AND (Ref(downtrend_a,-6)>=6 OR Ref(downtrend_a,-5)>=6 OR Ref(downtrend_a,-4)>=6 OR 

Ref(downtrend_a,-3)>=6 OR Ref(downtrend_a,-2)>=6 OR Ref(downtrend_a,-1)>=6)); 

PlotShapes(IIf(GB100short,shapeDigit4+ shapePositionAbove,shapeNone),colorRed,0,0,-60); 

// MR Long 

MRuptrend_a=BarsSince(z<0); 

MRuptrend_b=BarsSince(z>0); 

MRLinex_long=Ref(z,-1)>100 AND z<100; 

MRbarsfromline_long=BarsSince(MRLinex_long); 

MRCCIhook_long=z>Ref(z,-1) AND Ref(z,-1)<=Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND z>-100 AND z<100; 

MRlong= Ref(z,-1)<=0 AND MRbarsfromline_long<10 AND MRCCIhook_long AND (MRuptrend_a>=6 AND z>-100 OR 

(MRuptrend_b<6 AND LLV(z,MRuptrend_b)>-100 AND z>-100 AND (Ref(MRuptrend_a,-6)>=6 AND z>-100 OR Ref(MRuptrend_a,-5)>=6 AND z>-100 OR Ref(MRuptrend_a,-4)>=6 AND z>-100 OR Ref(MRuptrend_a,-3)>=6 AND z>-100 OR 

Ref(MRuptrend_a,-2)>=6 AND z>-100 OR Ref(MRuptrend_a,-1)>=6 AND z>100))); 

PlotShapes(IIf(MRlong,shapeDigit5,shapeNone),colorLime,0,0,-50); 

// MR Short 

MRdowntrend_a=BarsSince(z>0); 

MRdowntrend_b=BarsSince(z<0); 

MRLinex_short=Ref(z,-1)<=-100 AND z>=-100; 

MRbarsfromline_short=BarsSince(MRLinex_short); 

MRCCIhook_short=z<Ref(z,-1) AND Ref(z,-1)>=Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND z<100 AND z>-100; 

MRshort= Ref(z,-1)>=0 AND MRbarsfromline_short<10 AND MRCCIhook_short AND (MRdowntrend_a>=6 AND z<100 OR 

(MRdowntrend_b<6 AND HHV(z,MRdowntrend_b)<100 AND z<100 AND (Ref(MRdowntrend_a,-6)>=6 AND z<100 OR Ref(MRdowntrend_a,-5)>=6 AND z<100 OR Ref(MRdowntrend_a,-4)>=6 AND z<100 OR 

Ref(MRdowntrend_a,-3)>=6 AND z<100 OR Ref(MRdowntrend_a,-2)>=6 AND z<100 OR Ref(MRdowntrend_a,-1)>=6 AND z<100))); 

PlotShapes(IIf(MRshort,shapeDigit5+ shapePositionAbove,shapeNone),colorRed,0,0,-50);

// Columns for exploration 

Filter =(zlrlong OR famirlong OR Vtlong OR gb100long OR mrlong  OR hfe OR zlrshort OR famirshort OR vtshort OR gb100short OR mrlong OR (A OR bars)) AND 1 ; 

Buy = (zlrlong OR famirlong OR Vtlong OR gb100long);// AND MarketHours; 

Sell= (z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O);// OR MArketClose; ; 

Short = (zlrshort OR famirshort OR Vtshort OR gb100short); //AND MarketHours; 

Cover = (z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O);// OR MArketClose; 

AddColumn( IIf(zlrlong,1,IIf(zlrshort,-1,0)) ,"ZLR",1.0,colorWhite,IIf(zlrlong,colorGreen,IIf(zlrshort,colorRed,colorBlack))); 

AddColumn(IIf(famirlong,1,IIf(famirShort,-1,0)),"Famir",1.0,colorWhite,IIf(famirlong,colorGreen,IIf(famirShort,colorRed,colorBlack))); 

AddColumn(IIf(vtlong,1,IIf(vtShort,-1,0)),"Vegas",1.0,colorWhite,IIf(vtlong,colorGreen,IIf(vtShort,colorRed,colorBlack))); 

AddColumn(IIf(gb100long,1,IIf(gb100Short,-1,0)),"GB100",1.0,colorWhite,IIf(gb100long,colorGreen,IIf(gb100Short,colorRed,colorBlack))); 

AddColumn( IIf(mrlong,1,IIf(mrShort,-1,0)) ,"MR",1.0,colorWhite,IIf(mrlong,colorGreen,IIf(mrShort,colorRed,colorBlack))); 

AddColumn(IIf(hfelong,1,IIf(hfeshort,-1,0)),"HFE",1.0,colorWhite,IIf(hfelong,colorGreen,IIf(hfeshort,colorRed,colorBlack))); 

AddColumn(IIf(A OR bars,1,IIf(A OR bars,-1,0)),"Choppy",1.0,colorWhite,IIf(A OR bars,colorDarkYellow,IIf(A OR bars,colorDarkYellow,colorBlack))); 

//Plot Sell Arrows 

//Sell1=ExRem(Sell,Buy); 

//Cover1=ExRem(Cover,Short); 

//PlotShapes(IIf(Sell1,shapeDownArrow,shapeNone),colorLime,0,200,10); 

//PlotShapes(IIf(Cover1,shapeDownArrow,shapeNone),colorRed,0,200,10); 

//Signal Title 

Signaltitle= WriteIf(zlrlong,EncodeColor(colorYellow) + "ZLR ", 

WriteIf(zlrshort,EncodeColor(colorYellow) + "ZLR ", WriteIf(MRShort,EncodeColor(colorYellow) + "MR ", 

WriteIf(MRlong,EncodeColor(colorYellow) + "MR ", 

WriteIf(Famirshort,EncodeColor(colorYellow) + "FAMIR ", 

WriteIf(Famirlong,EncodeColor(colorYellow) + "FAMIR ",WriteIf(HFE,EncodeColor(colorYellow) + "HFE ",WriteIf(VTlong,EncodeColor(colorYellow) + "VT ", 

WriteIf(VTshort,EncodeColor(colorYellow) + "VT ",WriteIf(GB100long,EncodeColor(colorYellow) + "GB100 ", 

WriteIf(Gb100short,EncodeColor(colorYellow) + "GB100 "," "))))))))))); 

//Choppy Title 

ChoppyTitle= WriteIf(A,EncodeColor(colorYellow) + "CHOPPY",WriteIf(bars,EncodeColor(colorYellow) + "CHOPPY","")); 

//Exit Title 

//Exittitle=WriteIf(Sell1,EncodeColor(colorLime) + "MLAY EXIT LONG",WriteIf(Cover1,EncodeColor(colorRed) + "MPLAY EXIT SHORT","")); 

//Distance from EMA34

Ctoema=round(C-EMA34);

Ctitle= WriteIf(Ctoema>0," points above EMA,",WriteIf(Ctoema<0," points below EMA,"," on EMA,"));

//Number of trending bars

anglelimit= ( angle_ema34<5 AND angle_ema34>-5)  OR (angle_ema34<5 AND angle_ema34>-5);

angletitle= BarsSince(anglelimit);

//Title 

Title = "" + Name() + ", " + Interval(2) + ", " + Date() + "\n" + 

EncodeColor(colorBlack) + "CCI 14 = " + round(z) + EncodeColor(colorWhite) + ", " + EncodeColor(colorDarkYellow) + 

"CCI 6 = " + round(z6) + EncodeColor(colorWhite) + ", " + 

TitleTimeRem + EncodeColor(colorWhite) + 

TitleAngleEMA34 + EncodeColor(colorWhite) + ", " + TitleAngleLSMA25 + 

TitleTrending + "\n" + EncodeColor(colorWhite)+"Signal = "+Signaltitle + ChoppyTitle; //+ EncodeColor(colorWhite) + Ctoema + Ctitle +  EncodeColor(colorWhite) + " " + angletitle + " " + "bars trending, " + "  " + " "+Exittitle; 

//Mplay Exit 

MplayExitLong= z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O; 

MplayExitShort= z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O; 

PlotShapes(IIf(MplayExitLong,shapeSmallCircle,shapeNone),colorLime,0,200,-10); 

PlotShapes(IIf(MplayExitShort,shapeSmallCircle,shapeNone),colorRed,0,200,-10);