金融证券系统

开发平台：
Others

ekeko price chart.afl：源码内容
							//------------------------------------------------------------------------------
//
//  Formula Name:    ekeko price chart
//  Author/Uploader: RAFAEL GOMEZ 
//  E-mail:          
//  Date/Time Added: 2006-03-17 01:00:42
//  Origin:          Peru
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           system
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=598
//  Details URL:     http://www.amibroker.com/library/detail.php?id=598
//
//------------------------------------------------------------------------------
//
//  price chart with trade calls for aroon + sar signs
//
//------------------------------------------------------------------------------
ScriptVersion = " explorativo del Main al 12 de set 2005";
//////////////////// PRECIO //////////////////////////////////////////////
Plot(C,"",colorBlack,styleCandle|styleNoLabel);
Filter = Close > 10;
AddColumn(Close,"Close");
PositionSize = 100;
///////////////////////	MEDIAS MOVILES///////////////////
slope = Param("slope",2,2,100,1);
Color20= IIf(LinRegSlope(MA(C,20),slope)<0,colorRed,colorBrightGreen);
event1= LinRegSlope(MA(C,20),slope)<0;
Plot( MA( C,  20), "",Color20 , styleLine);
//Plot( event1, "", colorRose, styleArea|styleOwnScale);
Color50= IIf(LinRegSlope(MA(C,50),slope)<0,colorRed,colorBlue); 
Plot( MA( C, 50), "",Color50  , styleLine);
Color100= IIf(LinRegSlope(MA(C,100),slope)<0,colorRed,colorYellow);
Plot( MA( C,  100), "",Color100 , styleLine);
Color150= IIf(LinRegSlope(MA(C,150),slope)<0,colorRed,10); 
Plot( MA( C, 150), "",Color150  , styleLine);
event1=Cross(MA(C,20),MA(C,50));
PlotShapes( IIf(event1 ,shapeDigit1,0) ,5, 0, L,-30);
event2=Cross(MA(C,50),MA(C,100));
PlotShapes( IIf(event2 ,shapeDigit2,0) ,6, 0, L,-30);
event3=Cross(MA(C,100),MA(C,150));
PlotShapes( IIf(event3 ,shapeDigit3,0) ,7, 0, L,-30);
event4=Cross(MA(C,50),MA(C,20));
PlotShapes( IIf(event4 ,shapeDigit4,0) ,5, 0, H,30);
event5=Cross(MA(C,100),MA(C,50));
PlotShapes( IIf(event5 ,shapeDigit5,0) ,6, 0, H,30);
event6=Cross(MA(C,150),MA(C,100));
PlotShapes( IIf(event6 ,shapeDigit6,0) ,7, 0, H,30);
event7=Cross(MA(C,5),MA(C,20));
PlotShapes( IIf(event7 ,shapeDigit7,0) ,9, 0, L,-30);
//////////////////////////////////MACD///////////////////////////////////
MACDRequired=1; 
FAST = Param("FAST",12,0,100,1);
SLOW = Param("SLOW",26,0,100,1);
SIG  = Param("SIG",9,0,100,1);
MACDLine   = MACD(FAST,SLOW);
MACDSignal = Signal(FAST,SLOW,SIG);
MACDHisto  = MACDLine - MACDSignal;
MIN10=   Param("X MACD10", 5,1,30,step=0.1);
MIN60=   Param("X MACD60",10,1,30,step=0.1);
MACDBACKBARS=Param("Lookback MACD",1,1,30,step=1);
MinDir=      Param("DirChange",0.6,-5,5,step=0.01);
NOEXCESS=    Param("Remove Excess Signals",1,0,1,step=1);
if(Interval() <= 600 ) MACDRequired=MIN10;  // 10 minute +/-5 extreme
if(Interval() >= 3600) MACDRequired=MIN60;  // 60 minute +/- 10
/////////////////// HISTOGRAMA ////////////////////////////////
MACDHisto  = MACDLine - MACDSignal;
HistDivUp = Cross(LinRegSlope(MACDHisto,3),0);
HistDivDn = Cross(0,LinRegSlope(MACDHisto,3));
HBuy  = HistDivUp ;
HSell = HistDivDn ;
PlotShapes( IIf(HBuy ,3,0) ,colorBlue, 0,Graph0,-22 );
PlotShapes( IIf(HSell,4,0) ,colorYellow, 0,Graph0,-22);
//////////////////////       AROON       //////////////////////////////////
Period = Param("Aroon Period",14,1,100,1);
LLVBarsSince = LLVBars(L, Period) + 1;
HHVBarsSince = HHVBars(H, Period) + 1;
AD = 100 * (Period - LLVBarsSince) / (Period - 1);
AU   = 100 * (Period - HHVBarsSince) / (Period - 1);
AO  = AU - AD;
MINAROONOSC= Param("AO  ",45,0,100,step=0.1);
MINAROONSIG= Param("AV ",99.9,0,100,step=0.1);
MINAROONOSC= Optimize("Aroon Osc  ",MINAROONOSC,0,100,step=1);
MINAROONSIG= Optimize("Aroon Value",MINAROONSIG,0,100,step=1);
event1 =Cross(MINAROONSIG,AD) AND AO <= -MINAROONOSC;
event2=Cross(MINAROONSIG,AU)   AND AO >=  MINAROONOSC;
// Include MACD / Signal Cross
AroonMACD=MACD() >= Signal();
event3=Cross(MINAROONSIG,AU)   AND AO >=  MINAROONOSC AND AroonMACD > 0;
event4 =Cross(MINAROONSIG,AD) AND AO <= -MINAROONOSC ;
//if(AroonBuy[BarCount-1]) PlotShapes( ( AroonBuy OR AroonSell )+5 ,IIf( AroonBuy, colorPaleGreen, colorPink ), 0 );
event5=Cross(AO,0);
event6= Cross(0,AO); 
event7=Cross(AO,-50);
event8= Cross(0,AO);
event9= Cross(AU,AD); 
event10=Cross(AD,AU);
//Plot(AU  ,"AU" ,colorBrightGreen,styleLine); 
//Plot(AD,"AD" ,colorRed  ,styleLine); 
//Plot(AO ,"Osc",colorBlack,styleLine+styleOwnScale); 
AroonBuy= event9;
AroonSell=event10;
PlotShapes( IIf(AroonBuy ,5,0) ,colorBlue, 0,L);
PlotShapes( IIf(AroonSell,6,0) ,colorYellow, 0,H);
////////////////////////////////   DMI //////////////////////////////////
MACDLine   = MACD(FAST,SLOW);
range=Param("R ADX ",14,1,50,step=1);
//Prefs(49);
MINADX=      Param("X ADX ",30,1,50,step=0.1);
ADXBACKBARS= Param("LB ADX",3,1,30,step=1);
// Find the direction of ADX
ADXTipDirA  = LinRegSlope(ADX(range),2);  // Short term direction change
ADXTipDir   = LinRegSlope(ADXTipDirA*4,3);    // Short term direction change
ADXFastDir = LinRegSlope(ADX(range),3);  // Medium
ADXSlowDir = LinRegSlope(ADX(range),6);  // Longer
// Direction *CHANGE* of ADX at the 'extremes'
ADXSlopeUp = Cross(ADXTipDir,0) AND ADX(range)<20;
ADXSlopeDn = Cross(0,ADXTipDir) AND ADX(range)>MINADX;
ADXHistory = ADX(range);
ADXBuy1 =  ADXFastDir >0 AND ADX(range)> 20 AND ( PDI(range)>MDI(range)) AND MACDLine > 0;//TrendUp
ADXSell2 =  ADXFastDir >0 AND ADX(range)> 20 AND ( MDI(range)>PDI(range)) AND MACDLine < 0; //TrendDown
ADXBuy3=  ADXSlowDir >0; //AND ADX(range)< 20 AND ( PDI(range)>MDI(range));//WarnUp
ADXSell4=  ADXSlowDir >0; //AND ADX(range)< 20 AND ( MDI(range)>PDI(range));//WarnDn  
ADXBuy5=ADX(range)>MDI(range) AND MDI(range)>30;//MDIX
ADXSell6=ADX(range)>PDI(range) AND PDI(range)>30;//PDIX
ADXBuy7  = BarsSince(ADXTipDir<MinDIR)<BarsSince(ADXBuy1)+ADXBACKBARS AND ADX(range)>MINADX;
ADXSell8 = BarsSince(ADXTipDir<MinDIR)<BarsSince(ADXSell6)+ADXBACKBARS AND ADX(range)>MINADX;
ADXBuy9  = BarsSince(MACDLine < -MACDRequired)<MACDBACKBARS ;  // AND HistDivUp;
ADXSell10 = BarsSince(MACDLine >  MACDRequired)<MACDBACKBARS;  //  AND HistDivDn;
ADXBuy11  = ADXBuy5 AND ADXSlopeDn;
ADXSell12 = ADXSell6 AND ADXSlopeDn;
ADXBuy13  = ADXBuy5 AND ADXTipDir<0 AND Peak(ADXHistory,0.5,1)>ADX(range); //AND ADXSlopeDn;
ADXSell14 = ADXSell6 AND ADXTipDir<0 AND Peak(ADXHistory,0.5,1)>ADX(range); //AND ADXSlopeDn;
ADXBuy15  = ADXBuy5 AND ADXTipDir<0 AND ADXHistory[BarCount-10]<ADX(range); //AND ADXSlopeDn;
ADXSell16 = ADXSell6 AND ADXTipDir<0 AND ADXHistory[BarCount-10]<ADX(range); //AND ADXSlopeDn;
ADXBuy17  = ADXBuy5 AND ADXSlopeDn;
ADXBuy18=Cross(PDI(range),MDI(range));
ADXSell19=Cross(MDI(range),PDI(range));
ADXBuy=ADXBuy18;
ADXSell=ADXSell19;
// Remove excess Buy/Sell Signals from ADX Based Signals
if(NOEXCESS) ADXBuy  = ExRemSpan( ADXBuy, 5);
if(NOEXCESS) ADXSell = ExRemSpan( ADXSell, 5); 
PlotShapes( IIf(ADXBuy ,5,0) ,colorBlack, 0);
PlotShapes( IIf(ADXSell,6,0) ,colorWhite, 0);
//////////////////////  BOLLINGER BANDS ///////////////////////
TopBand = BBandTop(Close, 20, 2);
LowBand = BBandBot(Close, 20, 2);
dirup= (BarsSince(Low<LowBand)<5);
dirdn= (BarsSince(High>TopBand)<5);
BBBuy=0;
BBSell=0;
///////////////////// ORDEN DE COMPRA ////////////////////////////////////
//Buy = AroonBuy;
//Sell = AroonSell;
// Remove excess Buy/Sell Signals
//Short = Sell;
//Cover = Buy;
//if(NOEXCESS) Buy  = ExRemSpan( Buy, 1 );
//if(NOEXCESS) Sell = ExRemSpan( Sell, 1 ); 
//PlotShapes( IIf(Buy ,1,0) ,colorBlue, 0,Graph0,-18 );
//PlotShapes( IIf(Sell,2,0) ,colorYellow, 0,Graph0,-18 );
//////////////////REGRESION LINEAL ///////////////////////////////////
LookBack=Param("Lookback (RegressionChannel)",72,1,300);
NH = LastValue(HHVBars(High,LookBack));   // lookback period  - can be set by the user if necessary
NL = LastValue(LLVBars(Low ,LookBack));   // lookback period  - can be set by the user if necessary
N=0;
if(NL>NH) { N=NL; } else { N=NH; }
 
Start = 1;
X = Cum(Start);    // Set up the x cordinate array of the Linear Regression Line
Y = Close;         // Set the y co-ordinate of the Linear Regression line    
/* Calculate the slope (bconst) and the y intercept (aconst) of the line */
SUMX    = LastValue(Sum(X,N));
SUMY    = LastValue(Sum(Y,N));
SUMXY   = LastValue(Sum(X*Y,N));
SUMXSqd = LastValue(Sum(X*X,N));
SUMSqdX = LastValue(SUMX * SUMX);
bconst  = (N * SUMXY - SUMX * SUMY)/(N * SUMXSqd - SUMSqdX);
aconst  = (SUMY - bconst * (SUMX))/N;
/* Force the x value to be very negative so the graph does not apear before the
lookback period */
Domain =  IIf ( X > LastValue(X) - N, 1 , -1e10);   
Xvar = X * Domain;
/* Linear Regression Line */
Yvar = aconst + bconst * Xvar;
Plot(Yvar + LastValue(HHV(High - Yvar,N)),"Upper Channel",colorWhite,styleLine|styleNoLabel);
Plot(Yvar,"Middle Channel",colorWhite,styleLine|styleNoLabel);
Plot(Yvar - LastValue(HHV(Yvar - Low ,N)),"Lower Channel",colorWhite,styleLine|styleNoLabel);
/////////////////   SAR ////////////////////////////////////////////////
IAF = 0.02;       // acceleration factor
MaxAF = 0.2;     // max acceleration
psar = Close;		// initialize
long = 1;        // assume long for initial conditions
af = IAF;         // init acelleration factor
ep = Low[ 0 ];   // init extreme point
hp = High [ 0 ];
lp = Low [ 0 ];
for( i = 2; i < BarCount; i++ )
{
	if ( long )
	{
		psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
	}
	else
	{
		psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] );
	}
	reverse =  0;
	//check for reversal
	if ( long )
	{
		if ( Low [ i ] < psar [ i ]  )
		{
			long = 0; reverse = 1; // reverse position to Short
			psar [ i ] =  hp;       // SAR is High point in prev trade
			lp = Low [ i ];
			af = IAF;
		}
	}
	else
	{
		if ( High [ i ] > psar [ i ]  )
		{
			long = 1; reverse = 1;        //reverse position to long
			psar [ i ] =  lp;
			hp = High [ i ];
			af = IAF;
		}
	}
	if ( reverse == 0 )
	{
		if ( long )
		{
			if ( High [ i ] > hp ) 
			{
				hp = High [ i ]; 
				af = af + IAF; 
				if( af > MaxAF ) af = MaxAF; 
			}
             
			if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ];
			if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ];
		}
       else
		{
			if ( Low [ i ] < lp )  
			{ 
				lp = Low [ i ]; 
				af = af + IAF; 
				if( af > MaxAF ) af = MaxAF; 
			}	
				
			if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ];
			if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ];
		}
	}
}
Plot( psar, "SAR", colorSkyblue, styleDots | styleNoLine | styleThick );
///////////// COMENTARIOS DE INTERPRETACION ///////////////////
if( SelectedValue(ADXBuy1) OR SelectedValue(ADXSell2))
{ 
 if( SelectedValue(ADXBuy1)) { printf("We're in a uptrend."); };
 if( SelectedValue(ADXSell2)) { printf("We're in a downtrend."); };
}
else
{
 printf("Falling ADX - watch for MACD Histogram Divergence");
 if(SelectedValue(HistDivUp)) printf("(currently UP)");
 if(SelectedValue(HistDivDn)) printf("(currently DOWN)");
}
if( SelectedValue(ADXFastDir)>0 )
{
 if(SelectedValue(ADXBuy5)) printf("Wait for retest of low, and then ADX turn down");
 if(SelectedValue(ADXSell6)) printf("Wait for retest of high, and then ADX turn down");
}
WriteIf( BBBuy   ,"Bollinger Buy Signal  (usually good until 20EMA)","");
WriteIf( BBSell  ,"Bollinger Sell Signal (usually good until 20EMA)","");
WriteIf( ADXBuy3 ,"Watch out - could be a beginning uptrend.","");
WriteIf( ADXSell4 ,"Watch out - could be a beginning downtrend.","");
WriteIf( ADXBuy1 AND MACDLine <  1 AND HistDivDn, "*WARNING* Trend could fail to begin !","");
WriteIf( ADXSell2 AND MACDLine > -1 AND HistDivUp, "*WARNING* Trend could fail to begin !","");
WriteIf( ADX(range) < 20 , "Trading range, weak direction - watch for Histogram Divergences","");
WriteIf( True ," ------- DEBUG -------","");
WriteIf( HistDivUp  ,"Histogram divergence up  ","Hup wait");
WriteIf( HistDivDn  ,"Histogram divergence down","Hdn wait");
WriteIf( ADXSlopeUp  ,"ADX Up ","Aup wait");
WriteIf( ADXSlopeDn  ,"ADX Dn ","Adn wait");
WriteIf( MDI(range)>30  ,"MDI","DMI wait");
WriteIf( PDI(range)>30  ,"PDI","DMI wait");
WriteIf( ADXBuy5 ,"MDI-X","DMI wait");
WriteIf( ADXSell6 ,"PDI-X","DMI wait");

						