Chỉ báo Super Trend (amibroker code)

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Chỉ báo Super Trend (amibroker code)

Chỉ báo SuperTrend là công cụ rất hữu hiệu để xác định xu hướngcủa thị trường ( hoặc cổ phiếu ).
 Trong chart này, chúng ta có thể trade với hai cách khác nhau : 
Trade với các tín hiệu mua bán : 
          – Mua nếu giá vượt lên trên trên đường xu hướng 
         – Bán nếu giá xuống phía dưới đường xu hướng 
Cài đặt :
* Chép code sau ( trong khung cuối bài ) . 
* Copy và dán vào Formular editor và lưu lại – Chương trình sẽ lưu theo mặc định :Program files\Amibroker\formulas\ Super Trend for Amibroker 
Code sử dụng : 
Chúc các Bạn thành công !

http://www.v2htrader.com/search/label/amibroker%20code

amibroker code :

——————————————————————————————————

_SECTION_BEGIN("SuperTrend");
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));
GfxSetBkMode(0);
GfxSetOverlayMode(1);
Clr=IIf(C>O,colorGreen,colorRed);
Plot( C, "Close", Clr, styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
SetTradeDelays(1,1,1,1);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Factor=Param("Factor",2,1,10,0.1);
Pd=Param("ATR Periods",11,1,100,1);
Up=(H+L)/2+(Factor*ATR(Pd));
Dn=(H+L)/2-(Factor*ATR(Pd));
iATR=ATR(Pd);
TrendUp=TrendDown=Null;
trend[0]=1;
changeOfTrend=0;
flag=flagh=0;

for (i = 1; i <BarCount-1; i++) {
TrendUp[i] = Null;
TrendDown[i] = Null;

trend[i]=1;
if (Close[i]>Up[i-1]) {
trend[i]=1;
if (trend[i-1] == -1) changeOfTrend = 1;

}
else if (Close[i]<Dn[i-1]) {
trend[i]=-1;
if (trend[i-1] == 1) changeOfTrend = 1;
}
else if (trend[i-1]==1) {
trend[i]=1;
changeOfTrend = 0;
}
else if (trend[i-1]==-1) {
trend[i]=-1;
changeOfTrend = 0;
}

if (trend[i]<0 && trend[i-1]>0) {
flag=1;
}
else {
flag=0;
}

if (trend[i]>0 && trend[i-1]<0) {
flagh=1;
}
else {
flagh=0;
}

if (trend[i]>0 && Dn[i]<Dn[i-1]){
Dn[i]=Dn[i-1];
}

if (trend[i]<0 && Up[i]>Up[i-1])
{ Up[i]=Up[i-1];
}

if (flag==1)
{ Up[i]=(H[i]+L[i])/2+(Factor*iATR[i]);;
}
if (flagh==1)
{ Dn[i]=(H[i]+L[i])/2-(Factor*iATR[i]);;
}
if (trend[i]==1) {
TrendUp[i]=Dn[i];
if (changeOfTrend == 1) {
TrendUp[i-1] = TrendDown[i-1];
changeOfTrend = 0;
}
}
else if (trend[i]==-1) {
TrendDown[i]=Up[i];
if (changeOfTrend == 1) {
TrendDown[i-1] = TrendUp[i-1];
changeOfTrend = 0;
}
}
}

Buy = trend==1;
Sell=trend==-1;

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

BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);
ShortPrice=ValueWhen(Short,C);
CoverPrice=ValueWhen(Cover,C);

Title = EncodeColor(colorWhite)+ "Trending Signal " + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorYellow)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");


TrendSL=IIf(trend==1,TrendUp,TrendDown);

for(i=BarCount-1;i>1;i--)
{
if(Buy[i] == 1)
{
entry = C[i];
sig = "BUY";
sl = TrendSL[i];
tar1 = entry + (entry * .0050);
tar2 = entry + (entry * .0092);
tar3 = entry + (entry * .0179);

bars = i;
i = 0;
}
if(Sell[i] == 1)
{
sig = "SELL";
entry = C[i];
sl = TrendSL[i];
tar1 = entry - (entry * .0050);
tar2 = entry - (entry * .0112);
tar3 = entry - (entry * .0212);


bars = i;
i = 0;
}
}
Offset = 20;
Clr = IIf(sig == "BUY", colorLime, colorRed);
ssl = IIf(bars == BarCount-1, TrendSL[BarCount-1], Ref(TrendSL, -1));
sl = ssl[BarCount-1];


messageboard = ParamToggle("Message Board","Show|Hide",1);
if (messageboard == 1 )
{
GfxSelectFont( "Tahoma", 13, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );

if ( sig =="BUY")
{
GfxSelectSolidBrush( colorBlue ); // this is the box background color
}
else
{
GfxSelectSolidBrush( colorRed ); // this is the box background color
}
pxHeight = Status( "pxchartheight" ) ;
xx = Status( "pxchartwidth");
Left = 1100;
width = 310;
x = 5;
x2 = 290;

y = pxHeight;

GfxSelectPen( colorGreen, 1); // broader color
GfxRoundRect( x, y - 98, x2, y , 7, 7 ) ;
GfxTextOut( ( "Trend Calls"),13,y-100);
GfxTextOut( (" "),27,y-100);
GfxTextOut( ("Last " + sig + " Signal came " + (BarCount-bars-1) * Interval()/60 + " mins ago"), 13, y-80) ; // The text format location
GfxTextOut( ("" + WriteIf(sig =="BUY",sig + " @ ",sig + " @") + " : " + entry + " | Price : " + C), 13, y-60);
GfxTextOut( ("Trailing SL : " + Ref(TrendSL,-1) + " (" + WriteVal(IIf(sig == "SELL",entry-sl,sl-entry), 2.2) + ")"), 13, y-40);
GfxTextOut( ("Current P/L : " + WriteVal(IIf(sig == "BUY",(C-entry),(entry-C)),2.2)), 13, y-22);;
}

function GetSecondNum()
{
Time = Now( 4 );
Seconds = int( Time % 100 );
Minutes = int( Time / 100 % 100 );
Hours = int( Time / 10000 % 100 );
SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
return SecondNum;
}
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo = TimeFrame - SecsLeft;

x=Param("xposn",50,0,1000,1);
y=Param("yposn",380,0,1000,1);

GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );
GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );
if ( NewPeriod )
{
GfxSelectSolidBrush( colorYellow );
GfxSelectPen( colorYellow, 2 );
}
//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );
//GfxSetBkMode(1);
GfxSelectFont( "Arial", 14, 700, False );
GfxSetTextColor( colorRed );
//GfxTextOut( "Time Left :"+SecsToGo+"", x, y );

//Generating Signals
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,L, Offset=-20);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,H, Offset=-20);

_SECTION_END();


_SECTION_BEGIN("AlertsMsg");
AlertIf( Buy, "", "Buy @ " + C ,1, 1+2+4+8 ,1);
AlertIf( Sell, "", "Sell @ " + C ,2, 1+2+4+8 ,1);
_SECTION_END();
_SECTION_BEGIN("Oz trail");
// E.M.Pottasch, Jan 2014

PersistentPath="C:\\Program Files\\AmiBroker64\\PersistentVariables\\";  // **** You need to create a directory to store the persistent variable ****

selectDate=ParamDate("Start date","08/01/2011",0);
per1=Param("Length ATR",20,1,150,1); // ATR length
fac1=Param("Chandelier Factor",2,1,10,0.1); // chandelier factor
tog1=ParamToggle("Trail value","Close|High&Low",1);
tog2=ParamToggle("Trail method","Chandelier|VSTOP",0);
trg1=ParamTrigger("Remove All Persistent Variables", "Click Here"); 

//persistant variables by Herman van Bergen
function PersistentVarSet( VarName, Number )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
String = NumToStr(Number);
fh = fopen( PersistentPath+VarName+".pva","w" );
if( fh )
{
fputs( String, fh );
fclose( fh );
}
return fh;
}
function PersistentVarGet( VarName )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
fh = fopen( PersistentPath+VarName+".pva","r" );
if( fh )
{
String = fgets( fh );
fclose( fh );
Number = StrToNum(String);
}
else Number = Null;
return Number;
}
function PersistentVarRemove( VarName )
{
VarName=VarName+Name()+GetChartID();
global PersistentPath;
Fn=PersistentPath + VarName + ".pva";
fh=fdelete( Fn ) ;
return fh;
}
function PersistentVarRemoveAll( VarName )
{
global PersistentPath;
Fn=PersistentPath + VarName + "*.*";
fh=fdelete( Fn ) ;
return fh;
}
if(trg1)
{
 PersistentVarRemoveAll( "ss" );
 //PersistentVarRemove( "ss" );
}

sdate=StaticVarGet("sdate");
sdatep=PersistentVarGet("ss");
"selectDate: " + WriteVal(selectdate);
"sdatep: " + WriteVal(sdatep); 
"sdate: " + WriteVal(sdate);

if(IsEmpty(sdatep) AND IsEmpty(sdate))
{
 StaticVarSet("sdate",selectdate);
 PersistentVarSet("ss",selectDate);
}
else if(!IsEmpty(sdatep) AND IsEmpty(sdate))
{
 StaticVarSet("sdate",selectdate);
}
else if(IsEmpty(sdatep) AND !IsEmpty(sdate))
{
 PersistentVarSet("ss",selectDate);
}
else if(sdate!=selectDate AND !IsEmpty(sdatep) AND !IsEmpty(sdate))
{
 StaticVarSet("sdate",selectdate);
 PersistentVarSet("ss",selectDate);
}

///////////// Chandelier code by E.M.Pottasch, adapted from Chuck Lebeau's code
function vstop_func(trBull,trBear,hl,per)
{
 trailArray=0;
 if(hl)
 {
  hh=H;
  ll=L;
 }
 else
 {
  hh=C;
  ll=C; 
 }
 for(i=per+1;i<BarCount;i++)
 {
  prev=trailArray[i-1];
 
  if (C[i]>=prev AND C[i-1]>=prev)//long continuation
  {
   trailArray[i]=Max(prev,hh[i]-trBull[i]);
  }
  else if (C[i]<=prev AND C[i-1]<=prev)//short continuation
  {
   trailArray[i]=Min(prev,ll[i]+trBear[i]);
  } 
  else if (C[i]>prev AND C[i-1]<=prev)//long trigger 
  {
   trailArray[i]=hh[i]-trBull[i];
  }
  else if (C[i]<prev AND C[i-1]>=prev)//short trigger
  {
   trailArray[i]=ll[i]+trBear[i]; 
  }
 }
 return trailArray;
}
///////////// end Chandelier code by E.M.Pottasch, adapted from Chuck Lebeau's code
///////////// Chandelier code by Geoff Mulhall
function aChandelierCl(AtrARRAY, AtrMult) {
// Skip empty values
i = 0;
do {result[i] = Null;
 i++;
 } 
while( i < BarCount AND (IsNull(O[i]) OR IsNull(H[i]) OR IsNull(L[i]) OR
IsNull(C[i]) ) ); 
First = i;

if (i < BarCount - 1) {
 HHC[First]    = C[First];
 LLC[First]    = C[First];

 if (C[First + 1] > HHC[First]) {
  HHC[First + 1] = C[First + 1];
  LLC[First + 1] = LLC[First];
  result[First] = C[First] - AtrMult * AtrARRAY[First];
  iTrade = "LT";
 }
 else {
  if (C[First + 1] < LLC[First]) {
   HHC[First = 1] = HHC[First];
   LLC[First + 1] = LLC[First + 1];
   result[First] = C[First] + AtrMult * AtrARRAY[First];
   iTrade = "ST";
  }
  else {
   HHC[First + 1] = C[First + 1];
   LLC[First + 1] = C[First + 1];
   result[First] = C[First] - AtrMult * AtrARRAY[First];
   iTrade = "LT";
  }
 }

 for( i = First; i < BarCount; i++ ) {
  if (iTrade == "LT") {
   if (C[i] >= result[i-1]) {        // Long Trade is continuing
    if (C[i] > C[i-1]) {
     HHC[i] = C[i];
    }
    else { 
     HHC[i] = HHC[i-1];
    }
    result[i] = HHC[i] - AtrMult * AtrARRAY[i];
    if (result[i] < result[i-1]) {
     result[i] = result[i-1];
    }
   }
   else {                            // Long trade Exit triggered
    iTrade = "ST";
    LLC[i] = C[i];
    result[i] = C[i] + AtrMult * AtrARRAY[i];
   }
  }
  else {                               // Short trade
   if (C[i] <= result[i-1]) {
    if (C[i] <= C[i-1]) {        // Short Trade is continuing
     LLC[i] = C[i];
    }
    else {
     LLC[i] = LLC[i-1];
    }
    result[i] = LLC[i] + AtrMult * AtrARRAY[i];
    if (result[i] > result[i-1]) {
     result[i] = result[i-1];
    }
   }
   else {                           //Short Trade Exit is triggered
    iTrade = "LT";
    HHC[i]  = C[i];
    result[i] = C[i] - AtrMult * AtrARRAY[i];
   }
  }
 }
}
return result;
}
function aChandelierHL(AtrARRAY, AtrMult) {
// Skip empty values
i = 0;
do {result[i] = Null;
 i++;
 } 
while( i < BarCount AND (IsNull(O[i]) OR IsNull(H[i]) OR IsNull(L[i]) OR
IsNull(C[i]) ) ); 
First = i;

if (i < BarCount - 1) {
 HHC[First]    = H[First];
 LLC[First]    = L[First];

 if (H[First + 1] > HHC[First]) {
  HHC[First + 1] = H[First + 1];
  LLC[First + 1] = LLC[First];
  result[First] = H[First] - AtrMult * AtrARRAY[First];
  iTrade = "LT";
 }
 else {
  if (L[First + 1] < LLC[First]) {
   HHC[First = 1] = HHC[First];
   LLC[First + 1] = LLC[First + 1];
   result[First] = L[First] + AtrMult * AtrARRAY[First];
   iTrade = "ST";
  }
  else {
   HHC[First + 1] = C[First + 1];
   LLC[First + 1] = C[First + 1];
   result[First] = H[First] - AtrMult * AtrARRAY[First];
   iTrade = "LT";
  }
 }

 for( i = First; i < BarCount; i++ ) {
  if (iTrade == "LT") {
   if (C[i] >= result[i-1]) {        // Long Trade is continuing
    if (H[i] > H[i-1]) {
     HHC[i] = H[i];
    }
    else { 
     HHC[i] = HHC[i-1];
    }
    result[i] = HHC[i] - AtrMult * AtrARRAY[i];
    if (result[i] < result[i-1]) {
     result[i] = result[i-1];
    }
   }
   else {                            // Long trade Exit triggered
    iTrade = "ST";
    LLC[i] = L[i];
    result[i] = L[i] + AtrMult * AtrARRAY[i];
   }
  }
  else {                               // Short trade
   if (C[i] <= result[i-1]) {
    if (L[i] <= L[i-1]) {        // Short Trade is continuing
     LLC[i] = L[i];
    }
    else {
     LLC[i] = LLC[i-1];
    }
    result[i] = LLC[i] + AtrMult * AtrARRAY[i];
    if (result[i] > result[i-1]) {
     result[i] = result[i-1];
    }
   }
   else {                           //Short Trade Exit is triggered
    iTrade = "LT";
    HHC[i]  = H[i];
    result[i] = H[i] - AtrMult * AtrARRAY[i];
   }
  }
 }
}
return result;
}
///////////// end Chandelier code by Geoff Mulhall

if(!tog2)
{
 if(tog1) trailArray=aChandelierHL(ATR(per1),fac1);
 else trailArray=aChandelierCl(ATR(per1),fac1);
}
else
{
 trBull=fac1*ATR(per1);
 trBear=fac1*ATR(per1);
 trailArray=vstop_func(trBull,trBear,tog1,per1);trailarray=IIf(trailarray==0,Null,trailarray);
}

tt=IIf(DateNum()>=sdatep,1,0);
trailArray=IIf(tt,trailArray,Null);

Plot(IIf(trailArray>C,trailArray,Null),"\ntrailShort",ParamColor("ColorTrailShort",ColorRGB(255,0,0)),styleStaircase);
Plot(IIf(trailArray<C,trailArray,Null),"\ntrailLong",ParamColor("ColorTrailLong",ColorRGB(0,255,0)),styleStaircase);
Plot(TSF(Low,100),"",colorWhite,styleThick);
_SECTION_END();

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