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

{ 

Color[i] = colorDarkGrey; 

} 

else 

{ 

Color[i] = colorLime; 

} 

} 

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

{ 

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

{ 

Color[i] = colorYellow; 

} 

else if (z[i] >= 0) 

{ 

Color[i] = colorDarkGrey; 

} 

else 

{ 

Color[i] = colorRed; 

} 

} 

else 

{ 

Color[i] = colorDefault; 

} 

} 

// Turbo CCI 

Plot(z6,"CCI 6", colorDarkRed, styleLine | styleNoLabel); 

// zero line 25lsma 
 
PlotShapes(IIf(C > LSMA25,shapeSmallCircle,shapeNone),colorLime,0,0,0); 

PlotShapes(IIf(C < LSMA25,shapeSmallCircle,shapeNone),colorRed,0,0,0);

PlotShapes(IIf(C == LSMA25,shapeSmallCircle,shapeNone),colorTeal,0,0,0);

// CCI Histogram 

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

// Plot the Mock CZI on the 100s 

ColorANGLE_EMA = IIf(angle_EMA34 >=5, colorTurquoise, 

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

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

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

// Plot the Mock Sidewinder on the 200s 

TitleTrending = WriteIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 +
angle_LSMA25) >= 50), EncodeColor(colorWhite)  + EncodeColor(colorLime) +
"TRENDING", 

WriteIf((abs(angle_EMA34) >= 5) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >=
0)) OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 +
angle_LSMA25) >= 30), EncodeColor(colorWhite) + EncodeColor(colorYellow) +
"NORMAL", 

EncodeColor(colorWhite) + EncodeColor(colorRed) + "FLAT")); 

SW = IIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 + angle_LSMA25) >= 50),
IIf(angle_LSMA25 > 0, 2, -2), 

IIf((abs(angle_EMA34) >= 5) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >= 0))
OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 +
angle_LSMA25) >= 30), IIf(angle_LSMA25 > 0, 1, -1), 0)); 

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

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

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

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

// Plot Grids

PlotTheGrids = ParamToggle("Plot the grids","No|Yes",1); 

if (PlotTheGrids ==1) 
{ 
PlotGrid(0); 

PlotGrid(-100); 

PlotGrid(100);

PlotGrid(-200); 

PlotGrid(200); 
} 

// choppy - wcci is 10 bars within the 100's

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); 

NoChop= a == 0 AND bars == 0;

// ZLR Long 

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<120 AND barsfromline_long<10 AND
CCIhook_long AND trend==1;

// ZLR Short 

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>-120 AND barsfromline_short<10 AND
CCIhook_short AND trend==-1;

// Famir Long 

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); 

Famirlong= Famir_barsfromline_long<10 AND Famirhook_long AND trend==-1 AND
C>LSMA25; 

// Famir Short 

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); 

Famirshort= Famir_barsfromline_short<10 AND Famirhook_short AND trend==1 AND
C<LSMA25; 

// 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); 

// 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; 

// 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; 

// GB 100 Long 

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
trend==1;

// GB100 Short 

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
trend==-1;

// TT Long 

Minuszero=BarsSince(Ref(z,-1)>0);

TTCCIhook_long= z>Ref(z,-1) AND z>0; 

TTlong= Ref(trend,-Minuszero)==1 AND
LLV(Ref(z,-1),BarsSince(Ref(z,-1)>=100))>-100 AND TTCCIhook_long AND
Ref(minusbars,-1)>=4 AND Ref(minusbars,-1)<=9;

// TT Short 

Pluszero=BarsSince(Ref(z,-1)<0);

TTCCIhook_short=z<Ref(z,-1) AND z<0; 

TTshort= Ref(trend,-Pluszero)==-1 AND
HHV(Ref(z,-1),BarsSince(Ref(z,-1)<=-100))<100 AND  TTCCIhook_short AND
Ref(plusbars,-1)>=4 AND Ref(plusbars,-1)<=9;

// Columns for exploration 

Filter =(zlrlong OR famirlong OR Vtlong OR gb100long OR ttlong OR hfelong OR
zlrshort OR famirshort OR vtshort OR gb100short OR ttshort OR Hfeshort AND NOT
nochop);

Buy = (zlrlong OR famirlong OR Vtlong OR gb100long OR ttlong);

Sell= z<=Ref(z,-1) ;// OR MArketClose; ; 

Short = (zlrshort OR famirshort OR Vtshort OR gb100short OR ttshort);

Cover = z>=Ref(z,-1) ;// OR MArketClose; 

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


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


AddColumn(IIf(vtlong AND NOT famirlong,1,IIf(vtShort AND NOT
famirshort,-1,0)),"Vegas",1.0,colorWhite,IIf(vtlong AND NOT
famirlong,colorLime,IIf(vtShort AND NOT famirshort,colorDarkRed,colorBlack)));


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


AddColumn(IIf(ttlong,1,IIf(ttShort,-1,0)),"TT",1.0,colorWhite,IIf(ttlong,colorLime,IIf(ttShort,colorDarkRed,colorBlack)));


AddColumn(IIf(hfelong,1,IIf(hfeshort,-1,0)),"HFE",1.0,colorWhite,IIf(hfelong,colorLime,IIf(hfeshort,colorDarkRed,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))); 

// Price Panel

Lastpricetitlehi= WriteIf(H>Ref(H,-1),EncodeColor(colorLime) + Ref(H,-1) + " 
"
+ H , EncodeColor(colorBlack)+ Ref(H,-1) + "  " + H);

Lastpricetitlelo= WriteIf(L<Ref(L,-1),EncodeColor(colorDarkRed) + Ref(L,-1) +
"
 " + L , EncodeColor(colorBlack) + Ref(L,-1) + "  " + L);

// Display Patterns

		zlrcode=ParamToggle("(1)  zlr ","No|Yes",1); 

		famircode=ParamToggle("(2)  famir ","No|Yes",1); 

		Vtcode=ParamToggle("(3)  vt ","No|Yes",1); 
	
		gb100code=ParamToggle("(4)  gb100 ","No|Yes",1); 

		ttcode=ParamToggle("(5)  tt ","No|Yes",1); 

		Hfecode=ParamToggle("hfe","No|Yes",1); 

		Choppycode=ParamToggle("choppy","No|Yes",1); 

		CCIcolorChoppycode=ParamToggle("Hilite wcci line when choopy","No|Yes",1); 

		// CCI Line 

		CCIcolorChoppy= IIf(NOT nochop AND
CCIcolorChoppycode==1,colorWhite,colorBlack);

		Plot(round(z),"WCCI", CCIcolorChoppy, styleLine | styleThick); 

			//Signal Title 

			Signaltitle= WriteIf(zlrlong AND zlrcode==1,EncodeColor(colorWhite) + "ZLR
", 

			WriteIf(zlrshort AND zlrcode==1,EncodeColor(colorWhite) + "ZLR ",

			WriteIf(Famirshort AND famircode==1,EncodeColor(colorWhite) + "FAMIR ", 

			WriteIf(Famirlong AND famircode==1,EncodeColor(colorWhite) + "FAMIR ",

			WriteIf(VTlong AND Vtcode==1,EncodeColor(colorWhite) + "VT ", 

			WriteIf(VTshort AND Vtcode==1,EncodeColor(colorWhite) + "VT ",

			WriteIf(GB100long AND gb100code==1,EncodeColor(colorWhite) + "GB100 ", 

			WriteIf(Gb100short AND gb100code==1,EncodeColor(colorWhite) + "GB100 ",

			WriteIf(TTLong AND ttcode==1,EncodeColor(colorWhite) + "TT ",

			WriteIf(TTShort AND ttcode==1,EncodeColor(colorWhite) + "TT ",

			WriteIf(HFE AND Hfecode==1,EncodeColor(colorWhite) + "HFE ","")))))))))));

			//Choppy Title 

			ChoppyTitle= WriteIf(A AND Choppycode==1,EncodeColor(colorWhite) +
"CHOPPY",WriteIf(bars AND Choppycode==1,EncodeColor(colorWhite) +
"CHOPPY",""));

		patterntitle= WriteIf(zlrcode==1 OR famircode==1 OR Hfecode==1 OR Vtcode==1
OR gb100code==1 OR ttcode==1 OR choppycode==1,Signaltitle + ChoppyTitle,"");

		//Pattern Codes

		PlotShapes(IIf(zlrlong AND 
zlrcode==1,shapeDigit1,shapeNone),colorLime,0,0,-15); 

		PlotShapes(IIf(zlrshort AND  zlrcode==1,shapeDigit1+
shapePositionAbove,shapeNone),colorDarkRed,0,0,-15);

		PlotShapes(IIf(famirlong AND 
famircode==1,shapeDigit2,shapeNone),colorLime,0,0,-15); 

		PlotShapes(IIf(famirShort AND famircode==1,shapeDigit2+
shapePositionAbove,shapeNone),colorDarkRed,0,0,-15) ;

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

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

		PlotShapes(IIf(vtlong AND NOT famirlong AND
Vtcode==1,shapeDigit3,shapeNone),colorLime,0,Min(z,0),-45); 

		PlotShapes(IIf(vtshort AND NOT famirshort AND Vtcode==1,shapeDigit3+
shapePositionAbove,shapeNone),colorDarkRed,0,Max(z,0),-45);

		PlotShapes(IIf(GB100long AND
gb100code==1,shapeDigit4,shapeNone),colorLime,0,0,-60); 

		PlotShapes(IIf(GB100short AND gb100code==1,shapeDigit4+
shapePositionAbove,shapeNone),colorDarkRed,0,0,-60); 

		PlotShapes(IIf(ttlong AND
ttcode==1,shapeDigit5,shapeNone),colorLime,0,0,-50); 

		PlotShapes(IIf(ttshort AND ttcode==1,shapeDigit5+
shapePositionAbove,shapeNone),colorDarkRed,0,Max(z,0),-50);

//Title 

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

TitleTimeRem + EncodeColor(colorWhite) + "\n" +

Titletrending + "\n" + Lastpricetitlehi + "\n" + EncodeColor(colorBlack) +  " 

  " + C  + "\n" + Lastpricetitlelo + "\n" + 

patterntitle;