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Auto Buy Sell With SL for Amibroker (AFL)


BuySell_Auto.afl (in current Ami)
I found this AFL on other site. I am not the owner of this AFL but found this
good and would like to shareit. Unfortunately i dont know who is the owner of
this AFL.

// Best Amibroker Afl with Buy/Sell Signals - Reg. (AFL)


// URL: http://www.traderji.com/software/27917-best-amibroker-afl-buy-sell-
signals-reg-7.html
//
// Extra: KAMAS Buy-Sell for Amibroker (AFL)
//

prev=AMA2(C,1,0);
d=IIf(C>Ref(Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),-
1),Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),
IIf(C<Ref(Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),-
1),Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),PREV));
a=Cross(Close,d);
b=Cross(d,Close);
state=IIf(BarsSince(a)<BarsSince(b),1,0);
s=state>Ref(state,-1);
ss=state<Ref(state,-1);
sss=state==Ref(state,-1);
col=IIf(state == 1 ,51,IIf(state ==0,4,1));
Plot(C,"",Col,64);
PlotShapes( shapeUpArrow * s ,colorGreen,0,L);
PlotShapes( shapeDownArrow *ss ,colorRed,0,H);

Filter = s OR ss OR sss ;
AddColumn(C,"close",1.2);
AddColumn( IIf( s, 66,1 ), "buy", formatChar, 1, bkcolor =IIf (s,colorYellow,
colorPink ));
AddColumn( IIf( Ss, 83,1 ), "sell", formatChar, 1, bkcolor =IIf (Ss,colorPink,
colorYellow ));
AddColumn( IIf( sss, 87,1 ), "wait", formatChar, 1, bkcolor =IIf
(sss,colorYellow, colorRed ));

_SECTION_BEGIN("Buy/Sell Signals");
_N(Title = EncodeColor(colorWhite) + "{{NAME}} - {{INTERVAL}} {{DATE}}:
"+_DEFAULT_NAME()+" : {{OHLCX}} {{VALUES}}"
+"\n"+EncodeColor(colorYellow)+
WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long
Now-\nOR at the market price on tomorrow's Open with
stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,","")+
WriteIf(ss,"Exit all long positions today with a Market On Close (MOC)
order\nOR at the market price on tomorrow's Open with
stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","")+
WriteIf( sss ,"No trading signals today.","") );
_SECTION_END();

_SECTION_BEGIN("Buy Sell Arrow Signals");


Buy = s;
Sell = ss;

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-30);


PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0, L, Offset=-
40);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-35);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=30);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H,
Offset=40);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-35);

dist = 2*ATR(20); //0.8


dist1 = 2*ATR(20); //1.2
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] )
{
PlotText( "\nBuy:" + L[ i ] + "\nT= " + (L[i]*1.005) + "\nSL= " +
(L[i]*0.9975), i, L[ i ]-dist[i], colorLightBlue);
}
if( Sell[i] )
{
PlotText( "Sell:" + H[ i ] + "\nT= " + (H[i]*0.995) + "\nSL= " +
(H[i]*1.0025), i, H[ i ]+dist1[i], colorLightBlue);
}
}
_SECTION_END();

_SECTION_BEGIN("Swing");
no=20;
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
supres=IIf(avn==1,sup,res);

a=Cross(C,supres);
b=Cross(supres,C);

style = a * styleStaircase + b * styleStaircase;

PlotShapes(a,style, IIf(a,colorGreen,colorRed), 0, IIf(a,Low,High));

_SECTION_END();

_SECTION_BEGIN("Trend");
uptrend=PDI(20)>MDI(10)AND Signal(29)<MACD(13);
downtrend=MDI(10)>PDI(20)AND Signal(29)>MACD(13);
Plot( 2, /* defines the height of the ribbon in percent of pane width
*/"ribbon",
IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
_SECTION_END();

//d = Close > Ref( ChandelierHL(ATR(3),20), -1);


//e =Close < Ref( ChandelierHL(ATR(3),20), -1);
//f = Close < Ref( ChandelierHL(ATR(3),20), -1);
//g = Close > Ref( ChandelierHL(ATR(3),20), -1);

Buy = s AND a AND uptrend ;


Short = ss AND b AND downtrend ;
Sell = ss AND b AND downtrend ;
Cover = s AND a AND uptrend ;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);

Filter=Buy OR Sell;
Filter= Cover OR Short;

AddColumn( Buy, "Buy", 1);


AddColumn(Sell, "Sell", 1);
AddColumn(Close,"Close",1.2);
AddColumn(Volume,"Volume",1.0);

_SECTION_BEGIN("Volume");
Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", ColorRGB(20,20,20) ),
styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale |
styleThick | styleNoLabel, maskHistogram ), 2 );
_SECTION_END();

// Plot the Buy and Sell arrows.


shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes(shape, IIf(Buy,colorGreen,colorRed), 0, IIf(Buy,Low,High));

Plot(supres,"Swing",colorYellow,styleStaircase);

//SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

//ParamColor("BgBottom",
ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
//Alerts
AlertIf( Buy, "SOUND C:\\Windows\\Media\\tada.wav", "Buy",2);
AlertIf( Short, "SOUND C:\\Windows\\Media\\notify.wav", "Short", 2 );

GraphXSpace = 5;

/*
------------------------------------------------------------------------------
-------- */
SetChartBkColor(colorBlack);
SetChartOptions(0,chartShowArrows|chartShowDates);

_SECTION_BEGIN("MA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );
_SECTION_END();

_SECTION_BEGIN("MA3");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );
_SECTION_END();

/*
------------------------------------------------------------------------------
-------- */

//KAMAS Buy-Sell for Amibroker (AFL)

_SECTION_BEGIN("KAMA System 1.0");

//SetChartOptions(0,chartShowArrows|chartShowDates);
//Title = ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2) +" "+
EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+"
"+"{{VALUES}}");

//{{VALUES}}"+ O+ H+ L+C);

//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g,


Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

// Buy adjustments
bs=Param("BUY Sensitivity",7,2,20,1);
bf=Param("BUY Finetune",2,0.1,20,0.1);

///uncommentf for optimization


//bs=Optimize("BUY Sensitivity",7,2,20,1);
//bf=Optimize("BUY Finetune",2,0.1,20,0.1);
// Sell Adjustments
ss=Param("SELL Sensitivity",5,2,20,1);
sf=Param("SELL Finetune",1,0.1,20,0.1);

///uncommentf for optimization


ss=Optimize("SELL Sensitivity",5,2,20,1);
sf=Optimize("SELL Finetune",1,0.1,20,0.1);

//stock selection parameters


MyCL = Param( "CL", 10, 10, 100, 10 );
MyVK = Param( "VK", 30, 10, 100, 10 );
MyTL = Param( "TL", 300, 100, 1000, 100 );
//stock selection
//TLM = EMA(C*V/100000,100) ;
//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 *
MyTL ;

// common
fast = 2/(2+1);
slow = 2/(30+1);
//BUY part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb =( ERb*(fast-slow)+slow)^2;
xb = AMA( C, scb );
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);

//SELL part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs =( ERs*(fast-slow)+slow)^2;
xs = AMA( C, scs );
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;

Buy=Cross(j,flb) ;
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorLime,colorRed);
//Plot( C, "Close", mycolor,styleNoTitle | styleCandle );
//Plot(xb,"KAMA-BUY",colorRed,1);
//Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

shape = Buy * shapeHollowUpArrow + Sell * shapeHollowDownArrow ;


PlotShapes( shape, IIf( Buy, colorYellow , colorYellow ),0, IIf( Buy, Low,
High ) );

//SetChartBkColor(colorBlack);
//GraphXSpace = 5;
dist = 2*ATR(20); //0.8
dist1 = 2*ATR(20); //1.2

for( i = 0; i < BarCount; i++ )


{
if( Buy[i] ) PlotText( "Buy@" + C[ i ], i, L[ i ]-dist[i], colorYellow );
if( Sell[i] ) PlotText( "Sell@" + C[ i ], i, L[ i ]+dist1[i], colorYellow );
}
Filter= Buy OR Sell;

PositionScore=100/C;
PositionSize = - 20;
SetBarsRequired(10000, 10000);
SetFormulaName("KAMA System");

_SECTION_END();

/*
------------------------------------------------------------------------------
-------- */

_SECTION_BEGIN("Show Values at H&L");


n=Param("Values back",20,1,200,1);
p=Param("zig %",5,1,100,1);
dist = 1.5*ATR(15); //0.8 15

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


{
PlotText(""+LastValue(Peak(H,p,i),True),BarCount-2-
LastValue(PeakBars(H,p,i)),LastValue(dist,True)
+LastValue(Peak(H,p,i),False),colorGreen
);//colorWhite,colorDarkGreen
PlotText(""+LastValue(Trough(L,p,i),True),BarCount-2-
LastValue(TroughBars(L,p,i)),LastValue(Trough(L,p,i),False)-
LastValue(dist,True),colorRed
);//colorWhite,colorDarkRed
}
_SECTION_END();

/*
------------------------------------------------------------------------------
-------- */

_SECTION_BEGIN("Name");
GfxSetOverlayMode(1);
GfxSelectFont("Tahoma", Status("pxheight")/8 );
GfxSetTextAlign( 6 );// center alignment
GfxSetTextColor( ColorHSB( 42, 42, 42 ) );
GfxSetBkMode(0); // transparent
GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );
GfxSelectFont("Tahoma", Status("pxheight")/18 );
GfxTextOut( IndustryID(1), Status("pxwidth")/2, Status("pxheight")/4 );

GfxSelectFont("Tahoma", Status("pxheight")/18 );
GfxSelectFont("Tahoma", Status("pxheight")/36 );
GfxTextOut( "Buy/Sell Signals", Status("pxwidth")/2, Status("pxheight")/3 );
_SECTION_END();

/*
------------------------------------------------------------------------------
-------- */

SetChartBkColor(ParamColor("Outer panel color ",colorBlack)); // color of


outer border

SetChartBkGradientFill( ParamColor("Inner panel color upper half",


colorBlack),ParamColor("Inner panel color lower half",
colorBlack)); // color of inner panel

_SECTION_BEGIN("Elder Impulse");
/**************************************************************************
Name : Elder Impulse Indicator
Coded by : Lal
Date : 28.10.2005
Note : Please refer to Elder's "Come Into my Trading Room"
for full details

Update : 19.Jan.2006
Added Option to allow bars to be Colored as per Impulse

Added explorer section to display Impulse Status


along with Weekly AND Monthly Trends.

20. Jan.2006
Added ability to flexibly locate Weekly and Monthly
Ribbons

9.Feb.2006
Added option for use of TEMA and JMA
Added option to allow standard MACD params
******************************************************************************
/

EnableTextOutput(False);

// User-defined parameter for EMA periods

EMA_Type = Param("EMA-1, TEMA-2, JMA-3", 2, 1, 3, 1);


EMA_prds = Param("EMA_periods", 7, 1, 30, 1);
Std_MACD = Param("Standard MACD? No-0, Yes-1", 1, 0, 1, 1);
Plot_fashion = Param("Bar+Arrows-1, Impulse Bars-2", 2, 1, 2, 1);

// Allow user to define Weekly and Monthly Ribbon Location and Height
WR_P1 = Param("Weekly Ribbon Location", -10.5, -1000, 1000, 0.1);
WR_P2 = Param("Weekly Ribbon Height", 366.5, -0.001, 500, 0.1);

MR_P1 = Param("Monthly Ribbon Location", 5.2, -1000, 1000, 0.1);


MR_P2 = Param("Monthly Ribbon Height", 199, -0.001, 500, 0.1);

// Compute EMA and MACD Histogram


if(EMA_Type == 1)
{
DayEMA = EMA(Close, EMA_prds);
}
if (EMA_Type == 2)
{
DayEMA = TEMA(Close, EMA_prds);
}

if(EMA_Type == 3)
{
// Line below to be used with Jurik JMA
// DayEMA = JurikJMA(C, EMA_Prds);
}

Histogram = MACD() - Signal();

// Determine if we have an Impulse UP, DOWN or None


Impulse_Up = DayEMA > Ref(DayEMA, -1) AND Histogram > Ref(Histogram,
-1);
Impulse_Down = DayEMA < Ref(DayEMA, -1) AND Histogram < Ref(Histogram,
-1);
Impulse_None = (NOT Impulse_UP) AND (NOT Impulse_Down);

// Compute Weekly MACD and determine whether rising or falling


// Note: uses "non-standard" parameters!
TimeFrameSet(inWeekly);

if (Std_MACD == 0)
{
MACD_val = MACD(5, 8);
Signal_val = Signal(5, 8, 5);
}
else
{
MACD_val = MACD(12, 26);
Signal_val = Signal(12, 26, 9);
}

Hist_in_w = MACD_val - Signal_val;

wh_rising = Hist_in_w > Ref(Hist_in_w, -1);


wh_falling = Hist_in_w < Ref(Hist_in_w, -1);

TimeFrameRestore();

// Now get Monthly MACD Histogram....


TimeFrameSet(inMonthly);
MACD_val = MACD(5, 8);
Signal_val = Signal(5, 8, 5);
Hist_in_m = MACD_val - Signal_val;

mh_rising = Hist_in_m > Ref(Hist_in_m, -1);


mh_falling = Hist_in_m < Ref(Hist_in_m, -1);

TimeFrameRestore();

wh_rising = TimeFrameExpand( wh_rising, inWeekly, expandLast );


wh_falling = TimeFrameExpand( wh_falling, inWeekly, expandLast);
mh_rising = TimeFrameExpand(mh_rising, inMonthly, expandLast);
mh_falling = TimeFrameExpand(mh_falling, inMonthly, expandLast);

kol = IIf( wh_rising, colorGreen, IIf(wh_falling, colorRed,


colorLightGrey));
mkol = IIf( mh_rising, colorBlue, IIf(mh_falling, colorYellow,
colorLightGrey));

// Plot them all!


if (Plot_fashion == 1)
{
Plot(Close, "Close", colorTeal, styleBar);
PlotShapes(shapeUpArrow * Impulse_Up, colorBlue, 0, Low, -12);
PlotShapes(shapeDownArrow * Impulse_Down, colorRed, 0, High, -12);
PlotShapes(shapeSmallCircle * Impulse_None, colorWhite, 0, High, 5);
}
else
{
bar_kol = IIf(impulse_UP, colorBlue, IIf(impulse_Down, colorRed,
colorWhite));
Plot(C, "Close", bar_kol, styleBar);
}

Plot(10, "ribbon", kol, styleOwnScale|styleArea|styleNoLabel, WR_P1,


WR_P2);//Weekly trend

Plot(10, "ribbon", mkol, styleOwnScale|styleArea|styleNoLabel, MR_P1,


MR_P2); // Monthly Trend

// Explorer Section
// Determine if Impulse status is bullish, neutral or bearish. Display as
Text Column.

Impulse_State = WriteIf(Impulse_Up, "Bulllish", WriteIf(Impulse_Down,


"Bearish", "Neutral"));

// Set the background color for Impulse Status Column


Impulse_Col = IIf(Impulse_Up, colorGreen, IIf(Impulse_Down, colorRed,
colorLightGrey));

// Determine Weekly Trend. Display as Text Column


Weekly_Trend = WriteIf(wh_rising, "Rising", WriteIf(wh_falling,
"Falling",
"Flat!"));
Weekly_Col = IIf(wh_rising, colorGreen, IIf(wh_falling, colorRed,
colorLightGrey));

// Determine Monthly Trend. Display as Text Column


Monthly_Trend = WriteIf(mh_rising, "Rising", WriteIf(mh_falling,
"Falling",
"Flat!"));
Monthly_Col = IIf(mh_rising, colorGreen, IIf(mh_falling, colorRed,
colorLightGrey));

// Determine how many bars has the current state existed


bars_in_bull = Min(BarsSince(impulse_none), BarsSince(impulse_down));
bars_in_bear = Min(BarsSince(impulse_up), BarsSince(impulse_none));
bars_in_neut = Min(BarsSince(impulse_down), BarsSince(impulse_up));

// Set a single variable to show number of bars in current state depending


upon

// actual Impulse Status - Bullish, Bearish or Neutral


bars_in_state = IIf(Impulse_Up, bars_in_bull, IIf(Impulse_down,
bars_in_bear,
bars_in_neut));
// Columns for display in Explorer
AddTextColumn(Impulse_State, "Impulse Status", 1, colorWhite, Impulse_Col);
AddColumn(bars_in_state, "Bars in this state", 1, colorWhite, Impulse_col);
AddTextColumn(Weekly_Trend, "Weekly Trend", 1, colorWhite, Weekly_Col);
AddTextColumn(Monthly_Trend, "Monthly Trend", 1, colorWhite, Monthly_Col);

Filter = 1;

_SECTION_END();

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