| عضو مميز
تاريخ التسجيل: Jun 2011
المشاركات: 118
|  رد: هدية الانضمام
/**
*
http://www.myinvestmentmanager.com
Author : Nishant Kulkarni ((تم حذف الإيميل لأن عرضه مخالف لشروط المنتدى))
Intraday Fibonacii Trend Break System. This system is based on the double bottom and double top detection technique and fibonacii internal external by David K.
A line joining two tops when connected together and another line joining bottom line is connected together and when both line extended forms a funnel and
a break outside gives very strong break out.
It is recomended to have Heikin Ashi plot bellow main price plot as confirmation. Big heikin ashi candles confirm price movement.
Note: Use 1 Hour interval for more stable results.
Disclaimer – Trade with caution. Author does not take any responsibility. The system is to guide traders and does not
guaranty any performance. The system is used in Indian market condition. For other markets, may need to be altered slightly. However I am personally using this system and booking profit, hence contributing
this formula for community as give back.
The system also makes use of Fibonacci Internal and External Retracements formula by David K.
http://www.amibroker.com/library/detail.php?id=1084
Visit : http://www.myinvestmentmanager.com for investment tips in Indian market.
*/
_SECTION_BEGIN("INIT");
SetChartOptions(0,chartShowArrows|chartShowDates);
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
tchoice=Param("Title Selection ",2,1,2,1);
PlotCandle = ParamToggle("Plot Nifty Candle", "No,Yes", 0);
_SECTION_END();
_SECTION_BEGIN("Price");
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, _DEFAULT_NAME(), colorBlack , styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
_SECTION_BEGIN("Index_Compare");
IndexName = ParamList("IndexName ","^NSEI|^NSEBANK|^CNXIT|",0);
PlotForeign(IndexName,_DEFAULT_NAME(),colorBrightG reen , styleNoTitle | styleOwnScale | styleLine | styleThick );
_SECTION_END();
_SECTION_BEGIN("BBands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorLightGrey );
Style = ParamStyle("Style", styleNoRescale | styleNoTitle | styleNoLabel | styleThick);
BBTop = BBandTop( P, Periods, Width );
BBBot = BBandBot( P, Periods, Width );
BBMiddle = BBBot + ((BBTop-BBBot)/2);
Plot(BBTop , "BBTop" + _PARAM_VALUES(), Color, Style );
Plot(BBBot, "BBBot" + _PARAM_VALUES(), Color, Style );
Plot(BBMiddle , "BBMiddle" + _PARAM_VALUES(), Color, Style );
_SECTION_END();
_SECTION_BEGIN("Fib Retracements");
fibs = ParamToggle("Plot Fibs","Off|On",1);
pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
Back = Param ("Extend Left = 2",1,1,500,1);
Fwd = Param("Plot Forward", 0, 0, 500, 1);
text = ParamToggle("Plot Text","Off|On",1);
hts = Param ("Text Shift", -33.5,-50,50,0.10);
style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp = PeakBars( H, pctH, 1) == 0;
yRp0 = LastValue(ValueWhen( pRp, H, HiLB));
xRp0 = LastValue(ValueWhen( pRp, x, HiLB));
pSp = TroughBars( L, pctL, 1) == 0;
ySp0 = LastValue(ValueWhen( pSp, L, LoLB));
xSp0 = LastValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;
function fib(ret) {
retval = (Delta * ret);
Fibval = IIf(ret < 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
AND xSp0 > xRp0, ySp0 + retval, Null))));
return FibVal;
}
x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
//////////////////////////////////////////////////////////////////
r236 = fib(0.236); r236I = LastValue (r236,1);
r382 = fib(0.382); r382I = LastValue (r382,1);
r050 = fib(0.50); r050I = LastValue (r050,1);
r618 = fib(0.618); r618I = LastValue (r618,1);
r786 = fib(0.786); r786I = LastValue (r786,1);
e127 = fib(1.27); e127I = LastValue (e127,1);
e162 = fib(1.62); e162I = LastValue (e162,1);
e200 = fib(2.00); e200I = LastValue (e200,1);
e262 = fib(2.62); e262I = LastValue (e262,1);
e424 = fib(4.24); e424I = LastValue (e424,1);
//////////////////////////////////////////////////////////////////
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
//////////////////////////////////////////////////////////////////
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
//////////////////////////////////////////////////////////////////
if(fibs==1) {
Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,styleThick | styleNoRescale | styleNoLabel | styleNoTitle,Null, Null,Fwd);
Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27, styleThick | styleNoRescale | styleNoLabel | styleNoTitle,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",colorBlack,style|styleNo Rescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",colorBlack,style|styleNo Rescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",colorBlack,style|styleNo Rescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",colorBlack,style|styleNo Rescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",colorBlack,style|styleNo Rescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",colorBlack,style|sty leNoRescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",colorBlack,style|sty leNoRescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",colorBlack,style|sty leNoRescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",colorBlack,style|sty leNoRescale | styleNoLabel | styleDashed,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",colorBlack,style|sty leNoRescale | styleNoLabel | styleDashed,Null, Null,Fwd);
}
//////////////////////////////////////////////////////////////////
if(text==1) {
PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, colorBlack);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, colorBlack);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, colorBlack);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, colorBlack);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, colorBlack);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, colorBlack);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, colorBlack);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, colorBlack);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, colorBlack);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, colorBlack);
}
_SECTION_END();
_SECTION_BEGIN("Pivot");
YH = TimeFrameGetPrice("H", inDaily, -1); // yesterdays high
YL = TimeFrameGetPrice("L", inDaily, -1); // low
YC = TimeFrameGetPrice("C", inDaily, -1); // close
YO = TimeFrameGetPrice("O", inDaily); // current day open
//Normal Pivot
PP = (YH + YL + YC) / 3;
R1 = (2 * PP) - YL;
R2 = PP + (YH - YL);
R3 = YH + 2*(PP-YL);
S1 = (2 * PP) - YH;
S2 = PP - (YH - YL);
S3 = YL - 2*(YH - PP) ;
_SECTION_END();
_SECTION_BEGIN("TITLE");
//////////////////////////////////////////////////////////////////
if (tchoice==1 ) {
_N(Title = EncodeColor(colorWhite)+StrFormat(" {{NAME}} - {{INTERVAL}} {{DATE}} Open: %g, High: %g, Low: %g, Close: %g {{VALUES}}",O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
}
//////////////////////////////////////////////////////////////////WriteVal(HC ,fraction)
if (tchoice==2 ) {
Title = EncodeColor(colorBlack)+ Date() + " Close = " + EncodeColor(colorRed) +Close +
EncodeColor(colorBlack) + " Open = " + EncodeColor(colorBlack) + O +
EncodeColor(colorBlack) + " High = " + EncodeColor(5) + H +
EncodeColor(colorBlack) + " Low = " + EncodeColor(colorRed) + L +
EncodeColor(colorBlack) + " Volume = " + EncodeColor(colorBlack) + V + "\n\n"+
EncodeColor(colorBlack) + "Pivot Point= " + EncodeColor(colorBlack) + PP +
EncodeColor(colorBlack) + " Day's Open= " + EncodeColor(colorBlack) + YO +
EncodeColor(colorBlack) + " Nifty = " + EncodeColor(colorBlack) + Foreign("^NSEI","C") +"\n\n"+
EncodeColor(colorRed) + "R1= " + EncodeColor(colorBlack) + R1 +
EncodeColor(colorRed) + " R2= " + EncodeColor(colorBlack) + R2 +
EncodeColor(colorRed) + " R3= " + EncodeColor(colorBlack) + R3 +"\n"+
EncodeColor(colorGreen) + "S1= " + EncodeColor(colorBlack) + S1 +
EncodeColor(colorGreen) + " S2= " + EncodeColor(colorBlack) + S2 +
EncodeColor(colorGreen) + " S3= " + EncodeColor(colorBlack) + S3 +"\n"+
EncodeColor( colorBlack) +"_______________"+"\n"+
EncodeColor( colorBlack) + "424% = " + EncodeColor(25)+ e424 + " " +"\n"+
EncodeColor( colorBlack) + "262% = " + EncodeColor(47)+ e262 + " " +"\n"+
EncodeColor( colorBlack) + "200% = " + EncodeColor(47)+ e200 + " " +"\n"+
EncodeColor( colorBlack) + "162% = " + EncodeColor(47)+ e162 + " " +"\n"+
EncodeColor( colorBlack) + "127% = " + EncodeColor(47)+ e127 + " " +"\n"+
EncodeColor( colorRed) + "Res = " + EncodeColor(32)+ p100 + " "+"\n"+
EncodeColor( colorBlack) + "78% = " + EncodeColor(42)+ r786 + " " +"\n"+
EncodeColor( colorBlack) + "62% = " + EncodeColor(43)+ r618 + " "+"\n"+
EncodeColor( colorBlack) + "50% = " + EncodeColor(41)+ r050 + " "+"\n"+
EncodeColor( colorBlack) + "38% = " + EncodeColor(44)+ r382 + " "+"\n"+
EncodeColor( colorBlack) + "23% = " + EncodeColor(45)+ r236+ " " +"\n"+
EncodeColor( colorGreen) + "Sup = " + EncodeColor(34)+ p00 + " " ;
}
_SECTION_END();
_SECTION_BEGIN("Up Trend Line");
UTValue1=LastValue(Trough(L,1,2));
UTValue2=ySp0;
UTBar1=BarCount - 1 - LastValue(TroughBars(L,1,2));
price_utbar1=Close[UTBar1];
UTBar2=xSp0;
price_utbar2=Close[UTBar2];
UpTrendLine = LineArray( UTBar1, UTValue1, UTBar2,UTValue2, 1 );
UTLine = LineArray( UTBar1, UTValue1, UTBar2,UTValue2, 0 );
Plot( UpTrendLine , _DEFAULT_NAME(), colorGreen,styleDots | styleNoTitle | styleNoLabel);
Plot( UTLine , _DEFAULT_NAME(), colorGreen,styleDots | styleNoTitle | styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Down Trend Line");
DTValue1=LastValue(Peak(H,1,2));
DTValue2=yRp0;
DTBar1=BarCount - 1 - LastValue(PeakBars(H,1,2));
price_dtbar1=Close[DTBar1];
DTBar2=xRp0;
price_dtbar2=Close[DTBar2];
DownTrendLine = LineArray( DTBar1, DTValue1, DTBar2,DTValue2, 1 );
DTLine = LineArray( DTBar1, DTValue1, DTBar2,DTValue2, 0 );
Plot( DownTrendLine ,_DEFAULT_NAME(), colorRed,styleDots | styleNoTitle | styleNoLabel);
Plot( DTLine ,_DEFAULT_NAME(), colorRed,styleDots | styleNoTitle | styleNoLabel);
PlotOHLC( DownTrendLine , DownTrendLine , UpTrendLine , UpTrendLine , "", colorYellow, styleCloud | styleNoRescale);
DTLine = LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back);
UTLine = LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back);
CBuy = Cross(C,DownTrendLine );
CSell = Cross(UpTrendLine ,C);
baratcbuy = LastValue(ValueWhen(CBuy,BarIndex()));
baratcsell = LastValue(ValueWhen(CSell,BarIndex()));
CBuy = CBuy AND BarIndex() == baratcbuy ;
CSell = CSell AND BarIndex() == baratcsell ;
PlotShapes(shapeUpTriangle* CBuy ,colorBlue,O,L);
PlotShapes(shapeDownTriangle* CSell ,colorRed,O,H);
CBuy1 = Cross(C,DTLine );
CSell1 = Cross(UTLine ,C);
baratcbuy1 = LastValue(ValueWhen(CBuy1,BarIndex()));
baratcsell1 = LastValue(ValueWhen(CSell1,BarIndex()));
CBuy1 = CBuy1 AND BarIndex() == baratcbuy1 ;
CSell1 = CSell1 AND BarIndex() == baratcsell1 ;
PlotShapes(shapeHollowUpTriangle* CBuy1 ,colorBlue,O,L-1);
PlotShapes(shapeHollowDownTriangle* CSell1 ,colorRed,O,H-1);
_SECTION_END();
_SECTION_BEGIN("Auto");
ScanLookBack = Param("Scan Lookback", 1, 1, 25 );
Buy = ( CBuy OR CBuy1) AND ( (BarCount - baratcBuy )<=ScanLookBack OR (BarCount - baratcbuy1 )<=ScanLookBack);
Sell = ( CSell OR CSell1) AND ( (BarCount - baratcsell )<=ScanLookBack OR (BarCount - baratcsell1 )<=ScanLookBack ) ;
price = C[BarCount-1];
AlertIf(Buy,"","Buy @"+C+" Price @ Trigger="+price,1);
AlertIf(Sell,"","Sell @"+C+" Price @ Trigger="+price,2);
Filter = Buy OR Sell ;
Var = WriteIf(Buy,"BUY",WriteIf(Sell,"SELL",""));
AddTextColumn( Var , "Buy/Sell", 1.2 , colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(price ,"Price",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(C ,"Price @ Trigger",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
stoploss = IIf(Buy, (price * (1-0.01)) , IIf(Sell, (price * (1+0.01)),0));
target1per = IIf(Buy, (price * (1+0.01)) , IIf(Sell, (price * (1-0.01)),0));
target15per = IIf(Buy, (price * (1+0.015)) , IIf(Sell, (price * (1-0.015)),0));
target2per = IIf(Buy, (price * (1+0.02)) , IIf(Sell, (price * (1-0.02)),0));
AddColumn(stoploss ,"Stop Loss",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(target1per ,"1% Target",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(target15per ,"1.5% Target",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(target2per ,"2% Target",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
AddColumn(V ,"Volume",1.2,colorBlack, IIf( Buy, colorLime, IIf(Sell,colorOrange,colorWhite) ));
_SECTION_END();
GraphXSpace = 10 ; |
14-03-2013, 12:20 AM
