Two Days Breakout System |
//www.aflcode.com _SECTION_BEGIN("2daybrkOut"); SetChartOptions(0,chartShowArrows|chartShowDates); LClose = Close; // Calculations for Buy and Sell Signals DC1=TimeFrameGetPrice( "C", inDaily, -1); DC2=TimeFrameGetPrice( "C", inDaily, -2); DH1=TimeFrameGetPrice( "H", inDaily, -1); DH2=TimeFrameGetPrice( "H", inDaily, -2); DL1=TimeFrameGetPrice( "L", inDaily, -1); DL2=TimeFrameGetPrice( "L", inDaily, -2); DO1=TimeFrameGetPrice( "O", inDaily, -1); DO2=TimeFrameGetPrice( "O", inDaily, -2); MaxH=Max(DH1,DH2); MinL=Min(DL1,DL2); Plot(MaxH,"2 Day High",colorGreen,styleLine); Plot(MinL,"2 Day Low",colorRed,styleLine); Plot_Range1 = (TimeNum() >= 091500 AND TimeNum()<= 153000) AND (DateNum()==LastValue(DateNum())); mf = Param("Percentage",0.5,0.1,5,0.1); wDay = Param("Scan Day",LastValue(Day()),1,31,1); ORhigh = MaxH*(1-mf/100); ORlow = MinL*(1+mf/100); BreakOut = IIf(LClose>=ORhigh, LClose, 0); breakDown = IIf(LClose<=ORlow, LClose, 0); COL=IIf(BreakOut,colorGreen,IIf(breakDOWN,colorRed,Null)); Plot(C,"",COL,64); //_SECTION_BEGIN("Volume"); Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorLavender ), styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick | styleNoLabel, maskHistogram ), 2 ); //_SECTION_END(); //vr=ParamToggle("Plot Daily High/Low","Yes|No" ,1); //if(VR == 0) //{ //Plot(FourDayHigh,"High Breakout", ParamColor("Hi Color",colorBlue)); //Plot(FourDayLow,"Low Breakout", ParamColor("Low Color",colorRed)); //Plot(ORHigh,"ORH", ParamColor("ORHi Color",colorBlue),32); //Plot(ORLow,"ORL", ParamColor("ORLow Color",colorRed),32); //Plot(P,"PIVOT", ParamColor("P Color",colorTan),8); //Plot(R1,"", ParamColor("R1 Color",colorGreen),1); //Plot(R2,"", ParamColor("R2 Color",colorGreen),1); //Plot(S1,"", ParamColor("S1 Color",colorLightOrange),1); //Plot(S2,"", ParamColor("S2 Color",colorLightOrange),1); //} //Bprice=IIf(Buy,LClose,0); //Buying Price //Sprice=IIf(Sell,LClose,0); //Selling Price // Output of Exploration results and Alert of Buy and Sell Signals and Plotting of breakout and breakdown levels //AddColumn(Bprice,"Buy price"); //AddColumn(BTarget1,"BT 1"); //AddColumn(BTarget2,"BT 2"); //AddColumn(sprice,"Sell price"); //AddColumn(STarget1,"ST 1"); //AddColumn(STarget2,"ST 2"); /*AddColumn(LClose,"CMP"); AddColumn(TwoDayHigh,"New High",1.2,colorDefault,colorDefault,90); AddColumn(TwoDayLow,"New Low",1.2,colorDefault,colorDefault,90); AddColumn(TodayHigh,"Today High",1.2,colorDefault,colorDefault,90); AddColumn(TodayLow,"Today Low",1.2,colorDefault,colorDefault,90); AddColumn(P,"Pivot",1.2,colorDefault,colorDefault,90); AddColumn(ORHigh,"OR High",1.2,colorDefault,colorDefault,90); AddColumn(ORLow,"OR Low",1.2,colorDefault,colorDefault,90); AddColumn(Now(format=4),"Time Now",1.2,colorDefault,colorDefault,90); AddColumn(TimeNum(),"Time Then",1.2,colorDefault,colorDefault,90); AddColumn(Now(format=4)-TimeNum(),"Diff",1.2,colorDefault,colorDefault,90);*/ //AlertIf(Buy,"","Buy " + Name() + " above " + FourDayHigh + ", CMP: " + C + ", SL " + Prec(P,2) + ", Targets " + Prec(BTarget1,2) +","+Prec(BTarget2,2) + "," +Prec(BTarget3,2), 1); //AlertIf(Sell,"","Sell " + Name() + " below " + FourDayLow + ", CMP: " + C + ", SL " + Prec(P,2) + ", Targets " + Prec(STarget1,2) +","+Prec(STarget2,2) + "," +Prec(STarget3,2), 2); //Title = EncodeColor(colorBlue)+ "Two Day BreakOut( "+mf+")%" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorBlue) + // " - " + Date() +" - "+"\n" +EncodeColor(colorGreen) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+ //"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+EncodeColor(colorDarkRed) +"-----------------------------system says----------------------------------------"+"\n"; //EncodeColor(colorDarkGreen)+ //WriteIf (Buy , "GO LONG / cover at ="+C+"\n"+EncodeColor(colorRed) +"Stop- toadys low ="+DL+"\n"+ //EncodeColor(colorDarkRed)); //WriteIf (Short ,"EXIT LONG / short at "+C+"\n"+EncodeColor(colorRed) +"Stop-todays high "+DH+"\n"); _SECTION_END(); //**************************************************************************************************************************************// _SECTION_BEGIN("ATR Intraday Swing Trade"); period = Param("Period", 20, 1, 240, 1); mult = Param("Multiplier",3.3 , 1, 240, 0.1); // ATR Trading for 5 Minutes // TimeFrameSet(in5Minute); f=ATR(period); VS[0] = Close[0]; trend[0] = 0; HighC[0]=0; Lowc[0]=0; for( i = period+1; i < BarCount; i++ ) { vs[i] = vs[i-1]; trend[i] = trend[i-1]; highC[i] = HighC[i-1]; lowc[i] = lowc[i-1]; if ((trend[i]>=0) && ( C[i] <VS[i] )) { trend[i] =-1; HighC[i] = C[i]; lowc[i] = C[i]; } if ((trend[i]<=0) && (C[i] >VS[i])) { trend[i]=1; HighC[i] = C[i]; lowc[i] = C[i]; } if (trend[i]==-1) { if (C[i]<lowc[i]) lowc[i] = C[i]; VS[i]= lowc[i]+ (mult*f[i]); } if (trend[i]==1) { if (C[i]>HighC[i]) HighC[i] = C[i]; VS[i]= HighC[i]-(mult*f[i]); } } TimeFrameRestore(); ////////////////////////////////////////////////////////////////////////////////////////////////////////////////// _SECTION_BEGIN("default"); TimeFrameSet(inHourly); HaClose =EMA((O+H+L+C)/4,6); HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); TimeFrameRestore(); HAopenf=TimeFrameExpand( Haopen, inHourly); Haclosef=TimeFrameExpand( Haclose, inHourly); HaHighf=TimeFrameExpand( Hahigh, inHourly); HaLowf=TimeFrameExpand( Halow, inHourly); Color = IIf( Haopenf > Haclosef,4, IIf( Haopenf == Haclosef,colorYellow, 6)); _SECTION_END(); _SECTION_BEGIN("4"); Compress4= Param("Compression4",6,1,12,1); TimeFrameSet(Compress4* Interval()); HaClose4 =EMA((O+H+L+C)/4,6); HaOpen4 = AMA( Ref( HaClose4, -1 ), 0.5 ); HaHigh4 = Max( H, Max( HaClose4, HaOpen4 ) ); HaLow4 = Min( L, Min( HaClose4, HaOpen4 ) ); TimeFrameRestore(); HAopen4f=TimeFrameExpand( Haopen4, Compress4* Interval()); Haclose4f=TimeFrameExpand( Haclose4, Compress4* Interval()); HaHigh4f=TimeFrameExpand( Hahigh4, Compress4* Interval()); HaLow4f=TimeFrameExpand( Halow4, Compress4* Interval()); Color4 = IIf( Haopen4f > Haclose4f,4, IIf( Haopen4f == Haclose4f ,colorYellow, 6)); _SECTION_END(); _SECTION_BEGIN("5minute"); TimeFrameSet(in5Minute); HaClose5 =EMA((O+H+L+C)/4,6); HaOpen5 = AMA( Ref( HaClose5, -1 ), 0.5 ); HaHigh5 = Max( H, Max( HaClose5, HaOpen5 ) ); HaLow5 = Min( L, Min( HaClose5, HaOpen5 ) ); TimeFrameRestore(); HAopen5f=TimeFrameExpand( Haopen5, in5Minute); Haclose5f=TimeFrameExpand( Haclose5, in5Minute); HaHigh5f=TimeFrameExpand( Hahigh5, in5Minute); HaLow5f=TimeFrameExpand( Halow5, in5Minute); Color5 = IIf( Haopen5f > Haclose5f,colorRed, IIf( Haopen5f == Haclose5f,colorYellow, colorGreen)); _SECTION_END(); Plot(VS, "Stop Loss",IIf(trend==1,10,11 ),styleThick); mkol = IIf( Trend==1, colorGreen, colorRed); Plot(2,"", Color5, styleOwnScale|styleArea|styleNoLabel, -0.5, 100); Plot(2,"", Color4, styleHistogram+styleThick|styleOwnScale|styleNoLabel, -2, 100 ); Plot(2,"", Color, styleOwnScale|styleArea|styleNoLabel, -4, 100 ); //Title = EncodeColor(colorBlue)+"Shiv Intraday ATR Trading System :-"+" "+ Name() + " "+ EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorBlue) + // " - " + Date() + " MACD : "+ MACD() + ", Signal : " + Signal() + "Current : " + LongExit +"," + ShortExit +"\n" + //"Buy : "+ValueWhen(Buy,Close,1)+" Sell : "+ValueWhen(Short,Close,1) +" Signals : " + LongPrice + " " + ShrtPrice + //EncodeColor(colorRed)+ //WriteIf (Buy , " GO LONG at "+C+" ","")+ //WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+ //WriteIf (Short , " GO SHORT at "+C+" ","")+ //WriteIf (Cover , " EXIT SHORT / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorBlue)+ //WriteIf(Buy , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+ //WriteIf(Short , "Total Profit/Loss for the Last trade Rs."+(ShortPrice-C)+"","")+ //WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+ //WriteIf(shrt AND NOT Short, "Trade : Short - Entry price Rs."+(ShortPrice),"")+"\n"+ //WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+ //WriteIf(Shrt AND NOT Short, "Current Profit/Loss Rs."+(ShortPrice-C)+"",""); _SECTION_END(); ///////////////////////////////// Trend Indicator on Background //////////////////////////////////////// function ZeroLagTEMA( array, period ) { TMA1 = TEMA( array, period ); TMA2 = TEMA( TMA1, period ); Diff = TMA1 - TMA2; return TMA1 + Diff ; } ///////////////////// // Heikin-Ashi code HaClose = (O+H+L+C)/4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); avp = Param("Up TEMA avg", 34, 1, 100 ); avpdn = Param("Dn TEMA avg", 34, 1, 100 ); // Velvoort is using not original, but modified Heikin-Ashi close HaClose = ( HaClose + HaOpen + Max( H, HaOpen ) + Min( L, HaOpen ) )/4; // up average ZlHa = ZeroLagTEMA( HaClose, avp ); ZlCl = ZeroLagTEMA( ( H + L ) / 2, avp ); ZlDif = ZlCl - ZlHa; keep1 = Hold( HaClose >= HaOpen, 2 ); keep2 = ZlDif >= 0; keeping = keep1 OR keep2; keepall = keeping OR ( Ref( keeping, -1 ) AND ( C > O ) OR C >= Ref( C, -1 ) ); keep3 = abs( C - O ) < ( H - L ) * 0.35 AND H >= Ref( L, -1 ); utr = keepall OR ( Ref( keepall, -1 ) AND keep3 ); // dn average ZlHa = ZeroLagTEMA( HaClose, avpdn ); ZlCl = ZeroLagTEMA( ( H + L ) / 2, avpdn ); ZlDif = ZlCl - ZlHa; keep1 = Hold( HaClose < HaOpen, 2 ); keep2 = ZlDif < 0; keeping = keep1 OR keep2; keepall = keeping OR ( Ref( keeping, -1 ) AND ( C < O ) OR C < Ref( C, -1 ) ); keep3 = abs( C - O ) < ( H - L ) * 0.35 AND L <= Ref( H, -1 ); dtr = keepall OR ( Ref( keepall, -1 ) AND keep3 ); upw = dtr == 0 AND Ref( dtr, -1 ) AND utr; dnw = utr == 0 AND Ref( utr, -1 ) AND dtr; Haco = Flip( upw, dnw ); if( ParamToggle("Trend Indicator in Background ?", "Yes / No")) { if( ParamToggle("Chart Type", "Price with color back|HACO wave" ) ) { Plot( Haco, "Haco", colorRed ); } else { //Plot( C, "Close", colorBlack, // ParamStyle( "Style", styleCandle, maskPrice ) ); Plot( 1, "", IIf( Haco , colorPaleGreen, colorRose ),styleArea | styleOwnScale, 0, 1 ); } } else { Plot( C, "Close", colorBlack,ParamStyle( "Style", styleCandle, maskPrice ) ); } // **************************************************** Buy & Sell ************************************* Buy = (LClose >= MaxH) AND (LClose > VS) AND LastValue(Day())==wDay; Short =(LClose <= MinL) AND (LClose < VS) AND LastValue(Day())==wDay; // Calculation of Stop Loss and Exit points BuyPrice=ValueWhen(Buy,C,1); ShortPrice=ValueWhen(Short,C,1); BuyExit=BuyPrice*(1-1/100); ShortExit=ShortPrice*(1+1/100); Sell = (LClose < VS); Cover = (LClose > VS); Buy=ExRem(Buy, Sell); Sell=ExRem(Sell, Buy); Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); PlotShapes(Buy*shapeUpArrow,5,0,L,-15); PlotShapes(Sell*shapeHollowDownArrow,5,0,H,-15); PlotShapes(Short*shapeDownArrow,4,0,H,-15); PlotShapes(Cover*shapeHollowUpArrow,4,0,L,-15); Filter=Buy OR Short OR Sell OR Cover; AddColumn(IIf(Buy,66,43),"New Trade Bar", formatChar, colorWhite, bkcolor =IIf(Buy, colorGreen,2)); AddColumn(IIf(Short,83,43),"New Trade Bar", formatChar, colorWhite, bkcolor =IIf(Short, colorRed,2));
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