AFL Library

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Details:

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Description:

A volatility trading system.

Formula:

  /*Developed by Tudor Marcelin - Art Invest
Este un sistem care genereaza semnale pentru ziua urmatoare.*/
 
  k=1; /* factor de multiplicare*/
    
/*R rezistenta pentru ziua curenta*/
    R = Ref(Close, -1)+k*Ref(ATR(10),-1); 
/*S rezistenta pentru ziua curenta*/ 
    S = Ref(Close, -1)-k*Ref(ATR(10),-1);

Buy=Close>R;
Sell=Close<S;

Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);

Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorGreen,styleDots|styleNoLine);
Plot(S, "Sup:",colorRed,styleDots|styleNoLine);


Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;

PlotShapes( fig, IIf( Cump, colorPaleGreen  , colorPink), 0, IIf( Cump, Low-50,
High+50)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-50,
High+50)); 

AlertIf( Buy, "", "ATR 10-1 Sistem", 1 );
AlertIf( Sell, "", "ATR 10-1 Sistem",2);

GraphXSpace = 3;

Title=EncodeColor(colorBlue)+"Sistem ATR 10-1 "+EncodeColor(colorBlack)+ "
Open:"+O+" High:"+H+" Low:"+L+" Close:"+C+EncodeColor(colorGreen)+"
Rez:"+R+EncodeColor(colorRed)+" Sup:"+S+EncodeColor(colorBlue)+
	" \nDate: "+EncodeColor(colorRed)+Date();

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