Elder safe Zone Long + short.afl
上传用户:shiqiang
上传日期:2009-06-12
资源大小:1289k
文件大小:4k
源码类别:
金融证券系统
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- //------------------------------------------------------------------------------
- //
- // Formula Name: Elder safe Zone Long + short
- // Author/Uploader: Boodha
- // E-mail: boodha@focale.us
- // Date/Time Added: 2005-10-16 19:35:37
- // Origin: A. ELDER
- // Keywords: Trailing stop
- // Level: semi-advanced
- // Flags: indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=569
- // Details URL: http://www.amibroker.com/library/detail.php?id=569
- //
- //------------------------------------------------------------------------------
- //
- // Trailing stop m閠hod
- //
- //------------------------------------------------------------------------------
- _SECTION_BEGIN("Elder safe Zone Long + short");
- L1=Ref(L,-1);
- H1=Ref(H,-1);
- Pd=Param("Period",10,1,50,1);
- DnPen=IIf(L<L1,L1-L,0);
- UpPen=IIf(H>H1,H-H1,0);
- DnPenSum=Sum(DnPen,Pd);
- UpPenSum=Sum(UpPen,Pd);
- DnPenCount=Sum(L<L1,Pd);
- UpPenCount=Sum(H>H1,Pd);
- AvgDnPen=IIf(DnPenCount>0,DnPenSum/DnPenCount,0.01);
- AvgUpPen=IIf(UpPenCount>0,UpPenSum/UpPenCount,0.01);
- AvgDnPenMult=Param("Multiplier",2,1,4,0.1);
- AvgUpPenMult=Param("Multiplier",2,1,4,0.1);
- DaysInTrade=Param("Days in trade",1,1,50,1);
- StopLong=L-(AvgDnPen*AvgDnPenMult);
- StopShort=H+(AvgUpPen*AvgUpPenMult);
- SafeZoneStopLong=HHV(StopLong,DaysInTrade);
- SafeZoneStopShort=LLV(StopShort,DaysInTrade);
- MilieuCorps = (C+O)/2;
- Plot( C, "Close", ParamColor("Couleur ", colorBlack ), styleNoTitle | ParamStyle("Style") | styleCandle|styleThick);
- ShortStop=BeginValue(C);
- LongStop=BeginValue(C);
- i=1;
- for (i=1;i < BarCount; i++)
- {
- if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
- ShortStop[i] = SafeZoneStopShort[i] ;
- if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
- ShortStop[i] = ShortStop[i-1];
- if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
- ShortStop[i] = SafeZoneStopShort[i] ;
- if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
- ShortStop[i] = ShortStop[i-1];
- if (IsEmpty(SafeZoneStopShort[i]))
- ShortStop[i] = SafeZoneStopShort[i] ;
- if (ShortStop[i] >= SafeZoneStopShort[i])
- ShortStop[i] = SafeZoneStopShort[i] ;
- if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
- LongStop[i] = SafeZoneStopLong[i] ;
- if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
- LongStop[i] = LongStop[i-1];
- if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
- LongStop[i] = SafeZoneStopLong[i] ;
- if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
- LongStop[i] = LongStop[i-1];
- if (IsEmpty(SafeZoneStopLong[i]))
- LongStop[i] = SafeZoneStopLong[i] ;
- if (LongStop[i] <= SafeZoneStopLong[i])
- LongStop[i] = SafeZoneStopLong[i] ;
- }
- PlotShapes(IIf(ShortStop>Ref(ShortStop,-1), shapeHollowSmallDownTriangle, shapeNone), colorRed, 0, ShortStop, Offset=-15);
- PlotShapes(IIf(LongStop<Ref(LongStop,-1), shapeHollowSmallUpTriangle, shapeNone), colorGreen, 0, LongStop, Offset=-15);
- Plot(SafeZoneStopShort,"Safe Zone Short", ParamColor("Couleur Safe Zone Short", colorRed ),ParamStyle("Style Safe Zone Short",styleDots|styleNoLine) );
- Plot(SafeZoneStopLong,"Safe zone Long", ParamColor("Couleur Stop Long", colorGreen ),ParamStyle("Safe zone Long",styleDots|styleNoLine) );
- Plot(ShortStop,"Stop Short", IIf(ShortStop>Ref(ShortStop,-1),colorCustom1,colorBlue),ParamStyle("Style Stop Short",styleLine|styleLine) );
- Plot(LongStop,"Stop Long", IIf(LongStop<Ref(LongStop,-1),colorCustom1,colorRed),ParamStyle("Style Stop Long",styleLine|styleLine) );
- _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)n - Elder SafeZone long-Short pour trades apr鑣 le "+Date()+"n {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
- Title= Title
- +"n\c56Periode: \c56"
- +WriteVal(Pd,1.0)
- +"\c56 - Multiplicateur Long : \c56"
- +WriteVal(AvgDnPenMult,1.1)
- +"\c56 - Multiplicateur Short : \c56"
- +WriteVal(AvgUpPenMult,1.1)
- +"\c56 - Jour en position(inclus): \c56"
- +WriteVal(DaysInTrade,1.0)
- +"n\c56Milieu corps : \c56"
- +WriteVal(MilieuCorps,1.2 )
- +": \c56 - N