woodie's cci panel intraday (697).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 Panel Intraday
//  Author/Uploader: Dennis Skoblar 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-09-09 14:01:57
//  Origin:          www.woodiescciclub.com
//  Keywords:        Woodie's CCI
//  Level:           medium
//  Flags:           system,exploration,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=697
//  Details URL:     http://www.amibroker.com/library/detail.php?id=697
//
//------------------------------------------------------------------------------
//
//  *** NEW VERSION ***
//
//  As of 9-9-2006
//
//  *** The Sidewinder and CZI included in the panel are very close
//  approximations derrived from watching the moderator's charts and are not
//  derrived from Woodie's proprietary formula ***
//
//  Note: to activate the timer properly, make sure the following is set:
//
//  click on Tools==>Preferences==>Intraday....
//
//  make sure "Allign minute bars to market hours" is checked...
//
//  make sure "Start time of interval" is checked...
//
//  make sure "Override: Weekly/monthly bars use day of last trade" is checked
//
//  Now there is an inner panel color and outer panel color option...Use these
//  settings...
//
//  Go to Tools==>Colors==>Palette Editor==>Custom Colors
//
//  Input these values under the Custom Colors section on the bottom, the first
//  square is custom1, the last is custom16.
//
//  These settings are for the outer border panel color. Put them in Custom11
//  ...
//
//  Hue: 86
//
//  Sat: 37
//
//  Lum: 110
//
//  Red: 99
//
//  Green: 135
//
//  Blue: 104
//
//  These settings are for the color of the inner panal color, both the upper
//  half and the lower half. Put them in Custom14 ...
//
//  Hue: 84
//
//  Sat: 34
//
//  Lum: 90
//
//  Red: 82
//
//  Green: 109
//
//  Blue: 85
//
//  Disclaimer: For educational purposes only, trade at your own risk.
//
//  For updates...goto
//
//  http://woodiescciclub.com/forum/viewtopic.php?t=1357
//
//  -Dennis
//
//------------------------------------------------------------------------------

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

// CCI Woodies Style  

// Codded/Added by Dennis, Kris, Wring, Greg

// Last Update: 9/9/2006

// Amibroker 4.70 

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

// Color setup

// Go to Tools==>Colors==>Palette Editor==>Custom Colors

// Input these values under the Custom Colors section on the bottom, the first


//  square is custom1, the last is custom16.

// These settings are for the outer border panel color. Put them in 

// Custom11...

// Hue: 86

// Sat: 37

// Lum: 110

// Red: 99

// Green: 135

// Blue: 104

//

// These settings are for the color of the inner panal color, 

// both the upper half AND the lower half. Put them in Custom14 ...

// Hue: 84

// Sat: 34

// Lum: 90

// Red: 82

// Green: 109

// Blue: 85

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

//Setup Parameters section, right click on chart panel, click on Parameters:

// (1) =zlr

// (2) =famir

// (3) =vegas trade

// (4) =gb 100 line cross

// (5) =tony trade

// The last one "choppy" is not a pattern, but a signal that indicates a
// choppy

// market defined as CCI chopping

// back and forth inbetween the 100's. Choppy is gone once a Hook From Extreme

// occures.

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

//Setup Axes and Grid section (right click on chart panel, click on

// Parameters):

// Scaling: Custom , Min=-275  Max=275

// Show Date Axis = Yes , Show Middle Lines = No

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

// To activate the timer properly, make sure the following is set:

// click on Tools==>Preferences==>Intraday....

// make sure "Allign minute bars to market hours" is checked...

// make sure "Start time of interval" is checked...

// make sure "Override: Weekly/monthly bars use day of last trade" is checked.

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

// Discalimer: For educational purposes only. Trade at your own risk.

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

Version(4.70); 

PositionSize = MarginDeposit = 1;

MH1=Param("Market Open",default=063000,000000,240000);

MH2=Param("Market Close",default=122700,000000,240000);

MarketHours = TimeNum()>=MH1 AND TimeNum()<=MH2; 

MArketClose= TimeNum()<=MH2; 

SetChartBkColor(ParamColor("Outer panel color ",colorCustom11)); // color of
// outer border 

SetChartBkGradientFill( ParamColor("Inner panel color upper half",
colorCustom14),ParamColor("Inner panel color lower half",  

colorCustom14)); // color of inner panel

zperiod=Param("CCI Period",default=14,0,100);

z = CCI(zperiod); 

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 );  

if (TimeRem[BarCount - 1] > 60) 

{ 

TitleTimeRem = TitleTimeRem + EncodeColor(colorWhite) + MinuteVar + "s"; 

} 

else if (TimeRem[BarCount - 1] > 45) 

{ 

TitleTimeRem = TitleTimeRem  +  EncodeColor(colorWhite) + MinuteVar + "s"; 

} 

else 

{ 

TitleTimeRem = TitleTimeRem +  EncodeColor(colorYellow) + MinuteVar + "s"; 

} 

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; 

// 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)