AFL Library

This is read-only version of AFL library entry. Ability to add user formulas and comment is only available from members-only area.

Details:

DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

Translate from http://trader.online.pl/MSZ/e-w-Darvis_Box.html

- Improve scripting
* Allow Darvas Box Color/Style Changing
- Exploration

Filter:
Scan Price From X To Y

Buy: Today Buy Volume must be > N time of Buy MAV
AND The previous Day High must be below the
Darvas Top and Today must close above Darvas
Top

Sell: Today Sell Volume must be > N time of Sell MAV
AND The previous Day Low must be above the
Darvas bottom and Today must close below
Darvas Bottom


....etc

Formula:

/*
  MS Darvas Box with Exploration
  ==============================

  
  Translate from http://trader.online.pl/MSZ/e-w-Darvis_Box.html
  
  - Improve scripting
      * Allow Darvas Box Color/Style Changing
  - Exploration
      * Scan Price From .. To
*/
SetChartOptions( 0, chartShowArrows|chartShowDates ); 

_SECTION_BEGIN("Price Chart");

_N(Title = StrFormat("{{NAME}}- {{INTERVAL}} {{DATE}} O= %g, H= %g, L= %g, C=
%g (%.1f%%) V= " +WriteVal( V, 1.0 ) +"\n{{VALUES}}", O, H, L, C, SelectedValue(
ROC( C, 1 )) ));
PriceStyle = GetPriceStyle();
PriceStyleOpt = ParamStyle("Price Style")|PriceStyle;

if (PriceStyle==styleCandle)
   Plot( C, "", colorBlack,  PriceStyleOpt); 
else
   Plot( C, "", IIf( Close >= Ref(C, -1), colorBlue, colorRed ),
PriceStyleOpt);

_SECTION_END();

_SECTION_BEGIN("Darvas Box");

Periods= Param("Darvas Periods",5,5,260); 

boxHigh = Ref(H,-3)>=Ref(HHV(H,Periods),-4) AND 
                  Ref(H,-3)>Ref(H,-2) AND Ref(H,-3)>Ref(H,-1) AND Ref(H,-3)>H;

Topbox=ValueWhen(boxHigh, Ref(H,-3)); 
Botbox=ValueWhen(boxHigh,LLV(L,4)); 
 

/*=========================
  - Allow color change
  - Style change 
 ==========================*/
Plot(TopBox, "Top", ParamColor("Box Top Color",  colorRed),    ParamStyle("Box
Top Style"));
Plot(Botbox, "Bot", ParamColor("Box Bottom Color",colorBlue),  ParamStyle("Box
Bottom Style"));

_SECTION_END();

_SECTION_BEGIN("Exploration");

//== Price Increment Value - depend on different country
Inc = 0.1;  


//== Set the Price Range for stock to scan
PriceFrom = Param("Price From:", 5,   0.1, 200, Inc); 
PriceTo   = Param("Price To:",   100, 0.1, 200, Inc); 

/*
   MAV - Moving Average of Volume
    Buy  - Default 20 days  
    Sell - default 10 days

  Filter:
   Buy:  Today Buy Volume must be > N time of Buy MAV. 
         (Buy Up required Huge push force)
         The previous Day High must be below the Darvas Top and Today must
close above Darvas Top 

   Sell: Today Sell Volume must be > N time of Sell MAV
         (Sell Down required small pull force)
         The previous Day Low must be above the Darvas bottom and Today must
close below Darvas Low 

*/
Buy_MAPds  = Param("Buy: MAV. Periods",  20, 1, 260); 
Buy_VxMAV  = Param("Buy: V > NxMAV",  2, 0, 20, 0.1); 
Sell_MAPds = Param("Sell: MAV. Periods",  10, 1, 260); 
Sell_VxMAV = Param("Sell: V > NxMAV",  1, 0, 20, 0.1); 

BuyMAV = MA(V, Buy_MAPds);
SellMAV = MA(V, Sell_MAPds);

/* Rule to Filter
   - 
   - The previous Day High must be inside the Darvas Top and Today must close
above Darvas Top 

*/
Buy = Ref(H, -1) <=TopBox AND C>TopBox  AND (V>Buy_VxMAV*BuyMAV); 
Sell = Ref(L, -1) >=Botbox AND C<Botbox AND (V>Sell_VxMAV*SellMAV); 


Filter  = (Buy OR Sell) AND (C>=PriceFrom AND C<=PriceTo);

AddTextColumn(FullName(), "Security", 1.0, colorDefault, colorDefault, 200); 
AddTextColumn(WriteIf(Buy, "Buy", WriteIf(Sell, "Sell", "-")), "Trade", 1.0, 
                      colorYellow,
                      IIf(Buy, colorGreen, IIf(Sell, colorRed, colorDefault)), 
50);
AddColumn(C, "Price", 0.3, colorDefault, colorDefault, 60); 
AddColumn(V, "Volume", 1.0, colorDefault, colorDefault,80); 

_SECTION_END();

Comments: