CCI Panel Trading System

CCI Panel Trading System


CCI Panel Trading System
CCI Panel Trading System


//www.aflcode.com
_SECTION_BEGIN("CCI Panel for Amibroker");
/////////////////////////////// 
// CCI Panel for Amibroker
// Codded/Added by Dennis, Kris, Wring, Santacs
// Last Update: 1/02/2008
/////////////////////////////// 
// Go to www.woodiescciclub.com to learn everything about this system.
// You must be a registered user to see the images and downloads.
/////////////////////////////// 
// Setup Axes and Grid section (right click on chart panel, click on Parameters):
// Scaling: Custom , Min=-250  Max=250
// Show Date Axis = Yes , Show Middle Lines = No
/////////////////////////////// 
// To activate the timer properly, make sure the following is set:
// click on Tools==>Preferences==>Intraday....
// make sure "Allign minute bars to market hours" is checked...
// make sure "Start time of interval" is checked...
// make sure "Override: Weekly/monthly bars use day of last trade" is checked.
/////////////////////////////// 
// Tic/PIP values: YM=1.0, ER2=0.10, NQ=0.25, EUR/USD=.0001, USD/JPY=0.01, Stocks=0.01
///////////////////////////////
// Rangebar Settings :
// ER2 1.50 
// YM 25  
// ES 3 
// NQ 3.75 
// DAX 5  
// ZG 1.5  
/////////////////////////////// 
// Discalimer: For educational purposes only. Trade at your own risk.
/////////////////////////////// 

// Timer

TTMperiod = 6; 
Low_ma = EMA(L, TTMperiod); 
High_ma = EMA(H, TTMperiod); 
Low_third = (High_ma - Low_ma) / 3 + Low_ma; 
High_third = 2 * (High_ma - Low_ma) / 3 + Low_ma; 
tempnum = Now( 4 ) - TimeNum(); 
TimeRem = Interval() - ((int(tempnum[BarCount - 1] / 100) * 60) + (tempnum[BarCount - 1] - int(tempnum[BarCount - 1] / 100) * 100)); 
if (TimeRem[BarCount - 1] < 0) TimeRem = 0; 
MinuteVar = int(TimeRem / 60); 
SecondsVar = int(frac(TimeRem / 60) * 60); 
if (TimeRem[BarCount - 1] > 60) 
{ 
TitleTimeRem = EncodeColor(colorWhite) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") +  SecondsVar; 
} 
else if (TimeRem[BarCount - 1] > 20) 
{ 
TitleTimeRem =  EncodeColor(colorYellow) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") + SecondsVar; 
} 
else 
{ 
TitleTimeRem = EncodeColor(colorRed) + MinuteVar + ":" + WriteIf(SecondsVar > 9, "", "0") +  SecondsVar; 
} 

// Background color

SetChartBkColor(ParamColor("Panel color ",colorPaleBlue)); 

// CCI colors

zcolor= ParamColor("WCCI color",colorBlack);
z6color= ParamColor("TCCI color",colorCustom12);

// CCI periods

zperiod=Param("WCCI period",14,0,100);
z = CCI(zperiod); 
z6period=Param("TCCI period",6,0,1000);
z6 = CCI(z6period); 









// Tic/PIP value

TicMult= Param("Tic multiplier(ER2=10,YM=1,ES=4,FOREX=1)",1,0,1000000);
TicDiv= Param("Tic or PIP value(ER2=0.1,YM=1,FOREX=1)",1,0,1000000);

// Rangebar interval

rbint= Param("Rangebar interval:(YM=25.0,AB=1.5,NQ=3.75,ES=3.0)",1.0,0.25,1000000);

// Rangebar counter

rbcounter= round(((rbint-(H-L))) * ticmult);
rbcounterpercent= round((rbcounter/(rbint * ticmult))*100);

// Timer/counter title

timercode= Param("Timer:(minutes=1,rangebar=2)",1,1,2);
timetitle= WriteIf(timercode==1,TitleTimeRem, EncodeColor(colorWhite) + "Countdown  " + rbcounter + "  (" + rbcounterpercent + "%)"); 

// Spread

spread= Param("Spread (included in stop)",0,0,1000000); 

// Stop value

stopval= Param("Stop above/below entry bar",2,0,1000000); 

// Plot grids

PlotTheGrids = ParamToggle("Plot grids","No|Yes",0); 
if (PlotTheGrids ==1) 
{ 
PlotGrid(0); 
PlotGrid(-100); 
PlotGrid(100);
PlotGrid(-200); 
PlotGrid(200); 
} 

// Angle variables

PI = atan(1.00) * 4; 
periods = 30; 
HighHigh = HHV(H, periods); 
LowLow = LLV(L, periods); 
range = 25 / (HighHigh - LowLow) * LowLow;

// EMA34 Angle

EMA34 = EMA(C,34);
x1_EMA34 = 0; 
x2_EMA34 = 1; 
y1_EMA34 = 0; 
y2_EMA34 = (Ref(EMA34, -1) - EMA34) / Avg * range; 
c_EMA34 = sqrt((x2_EMA34 - x1_EMA34)*(x2_EMA34 - x1_EMA34) + (y2_EMA34 - y1_EMA34)*(y2_EMA34 - y1_EMA34)); 
angle_EMA34 = round(180 * acos((x2_EMA34 - x1_EMA34)/c_EMA34) / PI); 
angle_EMA34 = IIf(y2_EMA34 > 0, - angle_EMA34, angle_EMA34); 

// LSMA25 Angle

LSMA25 = LinearReg(C, 25 ); 
x1_LSMA25 = 0; 
x2_LSMA25 = 1; 
y1_LSMA25 = 0; 
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range; 
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25)); 
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI); 
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25); 

// Color the bars for Woodies Trend Following 

function Consecutive( array ) 
{ 
return BarsSince( NOT( array ) ); 
} 
function Occurrences( array , period ) 
{ 
return Sum( array, period ); 
} 
array = z; 
HighBars = Consecutive( array > 0 ); 
LowBars = Consecutive( array < 0 ); 
UpCondition = BarsSince( HighBars >= 6 AND Occurrences( array > 100 , 5 ) > 0 ); 
DnCondition = BarsSince( LowBars >= 6 AND Occurrences( array < -100 , 5 ) > 0 ); 
UpTrend = ( array > 0 ) AND ( UpCondition < DnCondition ); 
DnTrend = ( array < 0 ) AND ( UpCondition > DnCondition ); 
TrTrend = ( HighBars >= 5 AND NOT UpTrend ) OR ( LowBars >= 5 AND NOT DnTrend ); 
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorRed, IIf( TrTrend, colorYellow, colorGrey40 ) ) );  


///////////////////////////////////////////  pband  //////////////////////////////////////////////////
_SECTION_BEGIN("5-35 OSCILLATOR");

PLUS=IIf(Z>0,Z,0);
MINUS=IIf(Z<0,Z,0);

PD=periods = Param( "PB Slope", 15, 1, 200, 1 );

X=EMA(PLUS,PD);
Y=EMA(MINUS,PD);

DIFF=Param( "PB Thickness", 0.02, 0.01, 10, 1 );

XP=X+HHV(X,100)*DIFF;
XM=X-HHV(X,100)*DIFF;

YP=Y+HHV(X,100)*DIFF;
YM=Y-HHV(X,100)*DIFF;


//////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////









// CCI Line 

///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////PLOT FOR THICKLINE CCI////////////////////////////////////////////////////////////////////////
function PlotThickLine(Startpoint, DrawColor)
{
Thickness =Param("Thickness",40,1,10,0.1);
//Offset =Param("Offset",0.01,0.01,0.5,0.01);
// set your desired thickness here
ST = Name();
Offset = 0.25;  // default offset for arbitrary symbol, e.g. stocks

//  Specific offsets for defined symbols
if (ST == "ER"){Offset = .001;}
if (ST == "YM"){Offset = .3;}
if ((ST == "EU") OR ST == "FG" OR ST == "AU" OR ST == "GB"){Offset = .000001;}

//   Draw the exact plot
Plot(Startpoint, "", DrawColor, 5);
//  Draw multiple extra plots to create thickness effect
for( idx = 1; idx < Thickness; idx++ ){
 Plot(Startpoint + (idx * Offset), "", DrawColor, 5+4096); 
//   plot just above
Plot(Startpoint - (idx * Offset), "", DrawColor, 5+4096); 
//   plot just below
}
}





//_SECTION_BEGIN("CCI 14");
//P = ParamField("Price field",-1);
//Periods = Param("Periods", 15, 2, 200, 1, 10 );
PlotThickLine( Z, colorBlack);
_SECTION_END();

///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////











//Plot(round(z),"WCCI", zcolor, styleLine | styleThick); 
z = CCI(zperiod);
//zh=z+X+EMA(PLUS,200)*DIFF;
//zl=z-EMA(PLUS,200)*DIFF;
//zh=z+X+1;
//zl=z-1;

//PlotOHLC( zh, zh, zl , zl , "",zcolor, styleCloud | styleNoLabel);


// Turbo CCI 

Plot(round(z6),"TCCI", z6color, styleThick); 


// CCI Histogram 

Plot( array, "", colorDefault, styleLine | styleThick | styleNoLabel); 
Plot( array, "", Color, styleHistogram | styleThick| styleNoLabel); 


///////////////////////////////////////////  pband  //////////////////////////////////////////////////


PlotOHLC( XP, XP, XM , XM , "",colorYellow, styleCloud | styleNoLabel);
PlotOHLC( YP, YP, YM , YM , "",colorYellow, styleCloud | styleNoLabel);

PlotOHLC( X, X, Y , Y , "",colorDarkYellow, styleCloud | styleNoLabel);
//////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////









// CCI Histogram 

Plot( array, "", colorDefault, styleLine | styleThick | styleNoLabel); 
Plot( array, "", Color, styleHistogram | styleThick| styleNoLabel); 

// Zero line 25lsma 

Plot(0,"", IIf(C > LSMA25,colorBrightGreen,IIf(C < LSMA25,colorRed,colorTeal)), styleLine | styleThick | styleNoLabel); 

// Plot the Mock CZI on the 100s 

ColorANGLE_EMA = IIf(angle_EMA34 >=5,colorTurquoise,
IIf(angle_EMA34 <5 AND angle_EMA34 >=3.57,colorDarkGreen,
IIf(angle_EMA34 <3.57 AND angle_EMA34 >=2.14,colorPaleGreen,
IIf(angle_EMA34 <2.14 AND angle_EMA34 >=.71,colorLime,
IIf(angle_EMA34 <=-1*5,colorDarkRed,
IIf(angle_EMA34 >-1*5 AND angle_EMA34 <=-1*3.57,colorRed,
IIf(angle_EMA34 >-1*3.57 AND angle_EMA34 <=-1*2.14,colorOrange,
IIf(angle_EMA34 >-1*2.14 AND angle_EMA34 <=-1*.71,colorLightOrange,colorYellow))))))));
Plot(100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 
Plot(-100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 

// Plot the Mock Sidewinder on the 200s

SW = IIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 + angle_LSMA25) >= 50), IIf(angle_LSMA25 > 0, 2, -2), 
IIf((abs(angle_EMA34) >= 0) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >= 0)) OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 + angle_LSMA25) >= 5), IIf(angle_LSMA25 > 0, 1, -1), 0)); 
ColorSW = IIf(abs(SW) == 2, colorBrightGreen, 
IIf(abs(SW) == 1, colorYellow, colorRed)); 
Plot(200,"", ColorSW, styleLine | styleThick | styleNoLabel); 
Plot(-200,"", ColorSW, styleLine | styleThick | styleNoLabel);

// CCI Points

CCipointmove= z-Ref(z,-1);
CCIpointmovetitle= WriteIf(abs(CCipointmove)<15,EncodeColor(colorRed) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)),WriteIf(abs(CCipointmove)>=15 AND abs(CCipointmove)<20,EncodeColor(colorYellow) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)),WriteIf(abs(CCIpointmove)>=20,EncodeColor(colorBrightGreen) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)),"")));

// Price Panel

Lastpricetitlehi= WriteIf(H>Ref(H,-1),EncodeColor(colorBrightGreen) + Ref(H,-1) + "  " + H , EncodeColor(colorWhite)+ Ref(H,-1) + "  " + H);
Lastpricetitlelo= WriteIf(L<Ref(L,-1),EncodeColor(colorRed) + Ref(L,-1) + "  " + L , EncodeColor(colorWhite) + Ref(L,-1) + "  " + L);
Closecolor=WriteIf(C==H AND H>Ref(H,-1),EncodeColor(colorBrightGreen),WriteIf(C==L AND L<Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorWhite)));

// Stop in

Longbar= L+rbint;
Shortbar= H-rbint;
sstoptitle=WriteIf(timercode==2, EncodeColor(colorBlue) + "\n" + "Stop In Long  " + Longbar + EncodeColor(colorRed) + "\n" + "Stop In Short  " + Shortbar + "\n","");

// Stop out

stopCode=ParamToggle("Display stop-out ","No|Yes",0); 
StopLong1= C -(L - (stopval*ticdiv) - (spread*ticdiv));
stoplong1c=C-stoplong1;
stoplong= round(StopLong1/ticdiv);
StopShort1= (H + (stopval*ticdiv) + (spread*ticdiv)) - C;
stopshortc= C+StopShort1;
StopShort= round(StopShort1/ticdiv);
stoptitle= WriteIf(stopcode==1,EncodeColor(colorBlue) + "\n" + "Stop Out Long  " + stoplong1c + "   " + stoplong + "\n" +
EncodeColor(colorRed) + "Stop Out Short  " + stopshortc + "   " + stopshort  + "\n","");

// Title

Title = "\n" + "" + EncodeColor(colorWhite) + Date() + "\n" + "\n" +
timetitle + "\n" + "\n" + Lastpricetitlehi + "\n" + Closecolor + C +   
"\n" + Lastpricetitlelo + "\n" +  CCIpointmovetitle + "\n" + sstoptitle + stoptitle;


//////////////////////////// EXPLORATION //////////////////////////////////////////

Buy=Cross(Z,Y) AND Y>Ref(Y,-2);
Sell=Cross(X,Z) AND X<Ref(X,-2);

Filter=Buy OR Sell;

AddColumn( IIf(Buy,1,IIf(Sell,-1,0)) ,"W",1.0,colorBlack,IIf(Buy,colorGreen,IIf(Sell,colorRed,colorBlack)));

_SECTION_END();

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