AFL Library

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Details:

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Description:

Advanced MA system

I have tried hard for this and it gives very good results in the Greek Stock Market. Any recommendations or improvements are welcomed...

thanks

KingK

Formula:

/////////////////Optimize////////////////////
x = Optimize("B", 20, 1, 30, 1 );
y = Optimize("S", 20, 1, 30, 1 );
z = Optimize("L", 30, 2, 100, 2 );


/////////////////PercentR////////////////////
function PercentR( periods )
{
 return -100 * ( HHV( H, periods ) - C )/( HHV( H, periods ) - LLV( L, periods
) ); 
}

/////////////////TrendScore ////////////////////
TrendScore =
IIf(C>=Ref(C,-11),1,-1)+
IIf(C>=Ref(C,-12),1,-1)+
IIf(C>=Ref(C,-13),1,-1)+
IIf(C>=Ref(C,-14),1,-1)+
IIf(C>=Ref(C,-15),1,-1)+
IIf(C>=Ref(C,-16),1,-1)+
IIf(C>=Ref(C,-17),1,-1)+
IIf(C>=Ref(C,-18),1,-1)+
IIf(C>=Ref(C,-19),1,-1)+
IIf(C>=Ref(C,-20),1,-1);

/////////////////AROON////////////////////

Period = 14;
LLVBarsSince = LLVBars(L, Period) + 1;
HHVBarsSince = HHVBars(H, Period) + 1;

AroonDn = 100 * (Period - LLVBarsSince) / (Period - 1);
AroonUp   = 100 * (Period - HHVBarsSince) / (Period - 1);



/////////////////Basic////////////////////

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleLine); 
_SECTION_END();

_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 7, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();

_SECTION_BEGIN("EMA2");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();


_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();

_SECTION_BEGIN("Percent Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width%", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
CenterLine = EMA( P, Periods );
Plot( (1 + Width * 0.01) * CenterLine, "%EnvTop" + _PARAM_VALUES(), Color,
Style ); 
Plot( (1 - Width * 0.01) * CenterLine, "%EnvBot" + _PARAM_VALUES(), Color,
Style ); 
_SECTION_END();

_SECTION_BEGIN("Percent Bands1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width%", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
CenterLine = EMA( P, Periods );
Plot( (1 + Width * 0.01) * CenterLine, "%EnvTop" + _PARAM_VALUES(), Color,
Style ); 
Plot( (1 - Width * 0.01) * CenterLine, "%EnvBot" + _PARAM_VALUES(), Color,
Style ); 
_SECTION_END();

_SECTION_BEGIN("EMA3");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();

_SECTION_BEGIN("EMA4");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();



/////////////////Twiggs Money Flow////////////////////

periods = Param( "Periods", 21, 5, 200, 1 );
TRH=Max(Ref(C,-1),H);
TRL=Min(Ref(C,-1),L);
TR=TRH-TRL; 
ADV=V*((C-TRL)-(TRH-C))/ IIf(TR==0,9999999,TR);
WV=V+(Ref(V,-1)*0);
SmV= Wilders(WV,periods);
SmA= Wilders(ADV,periods);

TMF= IIf(SmV==0,0,SmA/SmV);




///////////////////////////Buy/////////////////////////////////

//PositionSize=1500;

Buy=IIf((ADX(14)>20 AND ADX(14)>Ref(ADX(14),-1)) OR V>EMA(V,20)
,EMA(C,5)>EMA(C,63) AND EMA(C,63)>Ref(EMA(C,63),-1) 
AND Close>Open 
//AND C>1 AND EMA(V,20)*EMA(C,20)>50000
AND AroonUp>70
//AND TMF>0
AND TSF(percentR(14),30)>-50
AND trendscore>5,0);
 


///////////////////////////Sell/////////////////////////////////

Sell=IIf ((ADX(14)>20 AND ADX(14)>Ref(ADX(14),-1)) OR V>EMA(V,20),
C<EMA(C,30) 
//AND Close<Open
//AND EMA(percentR(14),30)<-50
//AND trendscore<-5
AND TMF<0 //OR (TMF>0 AND C<0.97*EMA(C,30))
AND AroonDn>70
,(EMA(C,5)<0.97*EMA(C,63)) 
//AND Close<Open
//AND EMA(percentR(14),30)<-50
//AND AroonDn>70
//AND TMF<0

//AND trendscore<-5
)
;


Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
	
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High )
);
//GraphXSpace = 105;




///////////////////////////Filter/////////////////////////////////

Filter=C>5;
//EMA(V,20)*EMA(C,20)>50000;

AddColumn( ADX(14), "ADX", 1.2 );
AddColumn( C, "C", 1.2 );
AddColumn( V, "V", 1.2 );
AddColumn( EMA(V,20), "EMAV20", 1.2 );
AddColumn( EMA(V,20)*EMA(C,20), "V*C", 1.2 );

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