Join our facebook group for Amibroker afl code discussion https://www.facebook.com/groups/603980776889348

DMI Index Amibroker afl



DMI Index Amibroker afl
DMI Index Amibroker afl




//www.aflcode.com

Percent=3;
pds=PeakBars(C,Percent,2)-PeakBars(C,Percent,1);
pds=LastValue(pds);

/* the following code is for the consolidation periods or better know
as the sleeping Alligator */

var3= 5;
var4= 3;
var10=10;         
var0= Ref(Wilders(C,13),-8);
var1= Ref(Wilders(C,8),-5);
var2= Ref(Wilders(C,5),-3);
var5= MA((var0+var1+var2),var4) ;
angle=atan(var5-Ref(var5,-var3)/var3);
angle=IIf( angle >90,angle-360,angle);
hope=IIf( angle <20 AND angle>-20,1,0);
cry=((StDev(C,var3*2)   -  Ref(Wilders(StDev(C,var3*2),8),-5))/
       (Ref(Wilders(StDev(C,var3*2),8),-5)))<0;

/*  End of Sleeping Alligator which is an area of little or no volitlity or price movement.*/

SI=MA(PDI(pds)-MDI(pds),5);
Graph0=SI;  /* Spread Index */
Graph1=0;   /* Provides a zero based line of blue color */ 
Graph1Style=5;

Buy=Cross(SI,0) ;
     /* or PDI(14)>MDI(14) and ADX(14)>MDI(14) and (Hope and Cry)==0;*/
     /* Having PDI and ADX and (Hope and Cry) does not test as well */
Sell=Cross(0,SI) OR ADX(14)<MDI(14) AND PDI(14)<MDI(14);

Buy=ExRem(Buy,Sell);    /* this removes redundant buy/sell signals */
Sell=ExRem(Sell,Buy);

Short=Sell;
Cover=Buy;

/* The following code is the exploraiton code */

Filter=(  /*ref(Buy,-1)==0 and*/ (Buy==1)  );
NumColumns = 7;
Column0 =Ref(C+0.065,-1);
Column0Format = 1.2;
Column0Name = "Trigger Price";
Column1 = C;
Column1Name = "Close       ";
Column1Format = 1.2;
Column2 = MA(V,17);
Column2Name = "17 Ma Vol   ";
Column2Format = 1.0;
Column3 = MA(C,17)/MA(C,50);
Column3Name = "% 17/50 ";
Column3Format = 1.2;
Column3Format = 1.2;
Column4= MA(C,17);
Column4Name="17 C ma";
Column4Format = 1.2;
Column4= MA(C,50);
Column4Name="50 C ma";
Column4Format = 1.2;
Column5=SI;
Column5Name="DMI Index";
Column5Format=1.2;
Column6=ROC(SI,3);
Column6Name="ROC of SI";
Column6Format=1.2;
/*  End of Exploration Code. */

Previous
Next Post »