ATR Volume Adjusted Momentum |
//www.aflcode.com _SECTION_BEGIN(" ATR & Volume Adjusted Momentum"); SetBarsRequired(sbrAll); SetChartBkColor(colorBlack); p1=Param("First period",5,2,14,1); p2=Param("Second Period",30,14,60,1); momp=Param("Momentum Period",5,3,14,1); Mtm = (C - Ref (C, -momp ))/ATR(momp);/// changed AbsMtm = (abs ( mtm)+ abs(V-Ref(V,-momp))); //changed ///=============================================== Num_E = EMA ( EMA ( Mtm, P1 ), P2 );//changed Den_E = EMA ( EMA ( AbsMtm, P1 ), p2 );//changed ///=============================================== Bensu = 100 * Nz ( Num_E / Den_E); ////Sude= (Bensu+(2*Ref(Bensu,-1))+(2*Ref(Bensu,-2))+Ref(Bensu,-3))/6; AA1=C/Ref(C,-8)*100; AA2=C/Ref(C,-13)*100; AA3=C/Ref(C,-21)*100; a1=EMA(AA1,1); a2=EMA(AA2,1); a3=EMA(AA3,1); b1=StDev(a1,8); b2=StDev(a2,13); b3=StDev(a3,21); RMOV=((a1*b1)+(a2*b2)+(a3*b3))/(b1+b2+b3); KK=EMA(EMA(RMOV,3),3); _SECTION_END(); //////////////////////////////////////////////////////////////////////////// _SECTION_BEGIN(""); upcolor=ParamColor("UpCandleColor",colorBlack ); downcolor=ParamColor("DownCandleColor",colorBlack ); //Volume Change Volwma=WMA(Bensu,13); Volchange=(((Bensu-Volwma)/Volwma)*100); Vol=(ROC(Bensu,1)); GraphXSpace = Param("Xspace", 10, 2, 20, 1); // vol with std LBP = Param("Look Back", 15, 0, 150,1 ); Mean = MA(ln(Bensu),LBP); StD = StDev(ln(Bensu),LBP); xp3 = exp(mean + 2*std); //3 band xp2 = exp(mean + 1.5*std); //2 nd band xp1 = exp(mean + 1*std); // 1st band xm = exp(mean); // avg xn1 = exp(mean - 1*std); // -1 band xn2 = exp(mean - 1.5*std); //-2 band VolColor=IIf(KK>100,colorGold,colorRed); Plot(Volwma, "VOLUME ADJUSTED MOMENTUM", VolColor,ParamStyle("AvgStyle",styleLine|styleThick|styleDots,maskAll),1|4096); //ParamColor( "AvgColor", colorGold ),ParamStyle("AvgStyle",styleLine|styleThick|style Dots,maskAll),1|4096); Plot(xn1,"",colorBlue,1|4096); Plot(xn2,"", 1,1|4096); upbar = Bensu > Ref(Bensu,-1); downbar = Bensu< Ref(Bensu,-1); barcolor2=IIf(downbar,colorRed, IIf(upbar, 2,19) ); upbar = Bensu > Ref(Bensu,-1); downbar =Bensu< Ref(Bensu,-1); O = IIf(downbar, Bensu, 0); C = IIf(downbar, 0,Bensu); L=0; H = Bensu; ColorHighliter = IIf(upbar, upcolor,IIf(downbar, downcolor,colorDarkGreen)); SetBarFillColor( ColorHighliter ); pds = 10; V1 = Bensu/MA(Bensu,13); V2 = Bensu/MA(Bensu,21); V3 = Bensu/MA(Bensu,34); barcolor = IIf(Bensu<MA(Bensu,pds),colorRed,colorWhite); SetBarFillColor( barcolor ); PlotOHLC( O,H,L,C, "", barColor2, ParamStyle("CandleStyle",styleCandle,maskAll)); //GfxTextOut( "VOLUME ADJUSTED MOMENTUM", Status("pxwidth")/2, Status("pxheight")/3 ); _SECTION_END(); _SECTION_BEGIN("Centered-StochRSI Line"); x=(( RSI(21) - LLV(RSI(21) ,21)) / ((HHV(RSI(21 ) ,21)) - LLV(RSI(21),21)))*100; Value1=0.1*((x)-50); Value2=WMA(Value1,7); KK4=(exp(Value2)-1)/(exp(Value2)+1); Plot(0,"",IIf(EMA(KK4,3)>0.50,colorBrightGreen,colorRed) ,4+styleNoLabel); //===================================================================== //background stock name (works only on Amibroker version 5.00 onwards. //===================================================================== _SECTION_BEGIN("Name"); GfxSetOverlayMode(1); GfxSelectFont("Tahoma", Status("pxheight")/6 ); GfxSetTextAlign( 6 );// center alignment //GfxSetTextColor( ColorRGB( 200, 200, 200 ) ); GfxSetTextColor( ColorHSB( 41, 41, 41 ) ); GfxSetBkMode(0); // transparent GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 ); GfxSelectFont("Tahoma", Status("pxheight")/12 ); GfxTextOut( "kargocu AFL", Status("pxwidth")/2, Status("pxheight")/3 ); GfxSelectFont("Tahoma", Status("pxheight")/36 ); GfxTextOut( "Dedicated to ZULTAN...Enjoy it...Special AFL ", Status("pxwidth")/2, Status("pxheight")/2 ); _SECTION_END();
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