Advanced stock charting and analysis program

#### AFL Library

FormulaShort information
Pivots And Prices And Swing Volumereinsley2010-04-21 03:54:16Level: basic
indicator
Details
// Volume cum // cumulate the volume for each swing // by reinsley // Following the S&C \"Price+Volume=Price movement by Tom ORD // S&C\'s document is stored in Yahoo! Group files and // posted in user\'s list // Mod of Pivots And Prices formula...
% B of Bollinger Bands With Adaptive ZonesAnthony Faragasso2001-12-20 14:22:02Level: basic
indicator
Details
%B of Bollinger Bands With Adaptive Zones. The % B raw figure Gives Percentage of where the close is in relation to the bands. High reading ( Upper band ) , Low reading (Lower band ) I have added the Adaptive Zones oscillator to help pinpoint possible Buy and sell areas. ...
%b indicator - related bollinger bandsajay2007-03-30 09:10:11Level: medium
indicator
Details
%b - indicator in relation to bollinger bands. With this we can easily detect patterns like 'W' 'M' patterns, the main use of this indicator is - divergence detection between price and indicator - such as unconfirmed low / high. Some times RSI is not detecting divergence but %b will do this....
system,indicator
Details
/* 'R' Channel */ /*Author Marc Valley */ Var = 4; M1 = MA(Max(H,Var ),2); L1 = MA(Min(L,Var ),2); K = M1 - L1; Num1 = sqrt(K); Dem1 = sqrt(1.00+K); H1 = (Num1/Dem1)/2; Num2 = sqrt(1.0); Dem2 = sqrt(1+K); H2 = ((Num2/Dem2)/2) *C; H3 =(H1 + H2) ; MAH2MA =MA(L - (H2/100),Var ); MAH3M...
10-20 IndicatorDennis Skoblar2005-06-14 04:09:34Level: basic
indicator
Details
Shows how many points the stock has gone in a 20 day (one month) period. The ideal would be for a stock to move 10 points in a 20 day period....
2 Timeframes Candlestick Bar ChartJorgen Wallgren2009-07-07 02:27:54Level: medium
indicator
Details
Specially designed for use in day trading AND to save chart space. This chart will displays 2 sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute. The higher timeframe candlestick bars are created by using gfx Low-level graphics and will display according ...
3 Price BreakBhcombo2004-12-05 17:16:00Level: medium
indicator
Details
3 Price Break can be used to verify trend and to set trailing stops. This is a work in progress. I pefer to see the 3PB lines graphed against a candlestick chart versus the traditional 3PB representation. This will graph the price break line as green in an uptrend and red in a down trend. There a...
30 Week Hi Indicator - CalculateGeoff Mulhall2003-05-03 22:12:35Level: semi-advanced
exploration,indicator
Details
Just as the advance decline line gives an indication of the overall strength of the market, so does the number or stocks makeing new 30 week high's. Refer Weinstein's "The Secret of Profiting in Bull and Bear Markets". The attached scan ( _s.afl file) calculates two indices. The first index calcu...
30 Week Hi Indicator - DisplayGeoff Mulhall2003-05-03 22:17:05Level: semi-advanced
indicator
Details
Refer 30 Week High Indicator - Calculate The attached indicator builder afl ( _i.afl file ) plots the indicator calculated by the ( _s.afl file ). ...
3TF Candlestick Bar ChartJorgen Wallgren2010-09-19 21:12:01Level: semi-advanced
indicator
Details
Specially designed for use in day trading AND to save chart space. This chart will display 3 sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute. The higher timeframe candlestick bars are created by using gfx Low-level graphics and will display according to ...
4% Model - Determine Stock Market DirectionMTR Investors Group2009-06-20 02:46:18Level: medium
system
Details
Model discovered by Ned Davis. This is used to determine the direction of the stock Market. Once you know the direction the go LONG/SHORT an index ETF or your Favorite stock. This model was made know by Martin Zweig in his book Winning on Wall Street. ...
52 Week New High-New Low IndexDennis Skoblar2005-07-11 10:14:58Level: basic
exploration,indicator
Details
Calculates new 52 week High's vs new 52 week lows. Input a Date 5 years back to the current Date in the Range section of the Analysis Window AND click the From button. In the Apply To section, click the Use Filter button AND click the Define > Include > Group > Stock to scan stocks ONLY. Right clic...
Absolute Breadth IndexTomasz Janeczko2001-06-16 07:36:16Level: basic
indicator
Details
The Absolute Breadth Index (ABI) is a market momentum indicator that was developed by Norman G. Fosback. The ABI shows how much activity, volatility, and change is taking place on the New York Stock Exchange while ignoring the direction prices are headed. You can think of the ABI as an "activity ind...
indicator
Details
Supports William's Alligator Trend Following system...
accum/dist mov avg crossover SARJeff Parent2002-07-31 16:21:24Level: semi-advanced
indicator
Details
Similar to a volume weighted price support/resistance line, uses the accumulation / distribution indicator to set stop line. vbscript required to calculate variable lookback period....
AccuTrackSalil V Gangal2003-09-12 12:50:01Level: basic
indicator
Details
// AccuTrack Compares performance of two securities // The basic idea is to switch between the two securities // AccuTrack was developed by FastTrack (fasttrack.net) ...
Adaptave Zones O/B & O/S OscillatorAnthony Faragasso2001-12-27 10:22:54Level: medium
indicator
Details
Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ). Set up to be used with AmiBroker PrePackaged indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,ROC, Also, Added RSI of MACD indicator. User Friendly, Set with Vairable Identifiers and information in th...
Adaptive Centre of GravityRobert Dunbar2012-07-16 08:45:48Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Adaptive Cyber CycleRobert Dunbar2012-07-16 08:46:42Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Adaptive Laguerre Filter, from John EhlersMich2006-12-01 14:19:58Level: basic
indicator,function
Details
Laguerre Filtering, in its adaptive version (alpha is automaticaly adapted depending the error of filtering). Can be apply to RSI or any other datas like the another Laguerre version on that AFL library : http://www.amibroker.com/library/detail.php?id=450 To do : - Kautz Filter, they are generic...
Adaptive Price ChannelDenis Dube2004-04-29 12:32:15Level: medium
indicator
Details
This price channel starts with a lookback period of 20. The lookback period changes according to volatility, measured by a 30 period standard deviation of prices. A maximum and a minimum lookback period are defined. ...
Adaptive Relative Vigour IndexRobert Dunbar2012-07-16 08:47:29Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
system
Details
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 ...
indicator
Details
Trend lines and Support and resistance based on previous lows and Highs....
Adverse Move RatioDanny Van den Berghe2014-03-18 11:36:45Level: medium
indicator
Details
A simple indicator that helps to avoid bear markets. A bear market is signaled when the Adverse Move Ratio (AMR) drops below 1. When it rises back above 1 it is usually a good opportunity to do some long term buying....
Advisory NRx price chart display.TohMz2008-05-26 00:44:11Level: basic
indicator
Details
Consolidate all NR1(Inside Day), NR4 and NR7 ideas from Amibroker & Metastock from all forums. So far most of the formular do the exploration for you, but no charting display on NR1 and NR4 OR NR7 had done ...
ADX Indicator - ColoredTommy Beard2005-01-25 00:12:58Level: basic
indicator
Details
Easily see rise or fall of the ADX with this colored ADX Line. The period default is 10 but easily adjusted using the parameter feature....
system
Details
indicator
Details
Developed by Wells Wilder ADXR is a component of the Directional Movement System. The indicator is used to determine if the market under study is trending or consolidating. According to Wilder values greater than 25 indicate the use of Trend following systems or indicators. Values less than 25 may b...
commentary
Details
A excellent (free) programmers editor called ConTEXT is available from http://www.fixedsys.com/context/ For a large AFL programming task this is very useful since ConTEXT can be made AFL sensitive by copying the attached file to c:\program files\context\highlighters. Keywords, functions ar...
AFL ExampleGraham Kavanagh2005-08-12 03:45:59Level: basic
exploration,indicator
Details
There are many questions from beginners. I have tried to create a sample system that incorporates basic and useful items. This is an AFL for Chart, Scan, Backtest and Explore The system for Buy/Sell is just off the top of the head as an example only....
AFL Example - EnhancedBrian Fenske2005-08-14 15:02:31Level: basic
system,exploration,indicator,commentary
Details
Graham did a nice job of capturing much of the essence of a basic script. In working with a group of programmers we've come up with some enhancements to his formula that makes it useful in the Automatic Analysis (AA) component....
AFL highlighter for ConTEXT (free editor)Dave Merrill2004-02-07 22:41:26Level: semi-advanced
system,exploration,indicator,commentary,function
Details
ConTEXT is a really good freeware programmer's editor, available at http://www.fixedsys.com/context. This file teaches it AFL's keywords, so it can color and format them like AmiBroker does. I often keep my standard AFL #include file open in it while working in AB. Since there doesn't appear to b...
AFL highlighter for ConTEXT (free editor)Dave Merrill2004-02-14 08:19:59Level: semi-advanced
system,exploration,indicator,commentary,function
Details
ConTEXT is a really good freeware programmer's editor, available at http://www.fixedsys.com/context. This file teaches it AFL's keywords, so it can color and format them like AmiBroker does. I often keep my standard AFL #include file open in it while working in AB. Since there doesn't appear to b...
AFL Syntax Highlighting for Notepad++RiseT2012-12-07 16:42:31Level: basic
commentary
Details
I\'ve updated the (rather old) original code with all new AFL keywords up to AmiBroker version 5.60.3. Usage: 1.) Copy the code into a text editor (Notepad++...? ;-) ) and save it in a file with the file extension *.xml 2.) Import that file into Notepad++ via the menu item \"Languages/Define ...
AFL Timing functionsHerman van den bergen2005-02-19 11:48:19Level: semi-advanced
function
Details
Tested with AmiBroker 4.69.0 beta. A few Second-timing functions for general use: GetSecondNum(), GetElapesedSeconds and GetBarsSecsLeft. Copy to indicator, Insert, and open the Param window to test the elapsed time function....
showemail,function
Details
The AFL documentation shows how AFL may be linked to external programs using the COM (common object model). An example is provided for implementing the IIF (infinite impulse filter) in Visual Basic and then calling the method from AFL. Python is a modern object oriented language with extensive su...
exploration
Details
This example show how to control Excel directly from the AFL script via OLE-Automation interface. In this script I count %DD and plot Equity and %DD charts in Excel. In script there is commentary in polish - sorry ;-)...
commentary
Details
Release#5 Template and string functions Put this database text file ( AFL_Glossary_1.afl ) into a folder called AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...
commentary
Details
Release#5 AFL operators Put this database text file ( AFL_Glossary_2.afl ) into a folder called AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...
commentary
Details
Release#5 AFL keywords Put this database text file ( AFL_Glossary_3.afl ) into a folder called AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...
indicator,commentary
Details
Release #5. This AFL program is to aid in the AFL Glossary Project. Generates formated TXT or RTF Documents from Glossary database files. Will also sort and filter entries. #5 Adds a Functional Hierarchical Listing Option. Put database text files listed into a folder called AFL_Glossary in yo...
commentary
Details
Release#5 Glossary Functional Groups Hierarchy Put this database text file ( AFL_Glossary_Groups.afl ) into a folder called AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...
Against all oddshostyle2001-06-20 13:49:09Level: medium
system,exploration,commentary
Details
Against all odds. Written by Thierry HUITEL. Based on Jim Varney's work-- CANDLESTOCHASTICS-- , and all the amibroker group :-).This Exploration is a scan for 24 different buy or sell signals that selects days when several bullish or bearish indicators are triggered at the same time. ...
AJDX systemJaco Jonker2001-06-18 05:06:17Level: basic
system
Details
This is a trading system based on the ADX line and should only be used as a basic exploration to determine the direction of a trend. The Buy indicator is of most value and changes to fixed variables can be done to fit different markets....
Alert Output As Quick Rewiev3N2003-04-14 15:56:13Level: basic
exploration
Details
ALJEHANIMACD_ ALJEHANI2007-10-08 13:59:25Level: basic
indicator
Details
_SECTION_BEGIN("MACD"); r1 = Param( "Fast avg", 12, 2, 200, 1 ); r2 = Param( "Slow avg", 26, 2, 200, 1 ); r3 = Param( "Signal avg", 9, 2, 200, 1 ); Plot( ml = MACD(r1, r2), StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2), ParamColor("MACD color", colorRed ), ParamStyle("MACD style") ); Plot( sl = ...
Alpha and Beta and R_Squared IndicatorAnthony Faragasso2002-02-12 13:38:37Level: semi-advanced
indicator
Details
Alpha, Beta and R_Squared, Indicator plots the Alpha and Beta and produces a read out of values in the title bar of the Alpha, Beta and R_Squared. If you want to Plot the R_Squared remove the slashes // in front of all Graph2 references.......
Alternative ZIG functionEdward Pottasch2012-10-24 03:20:25Level: medium
indicator
Details
This code displays a ZIG type function which is based on ATR and VSTOP instead of a fixed percentage. You can display the ZIG and the VSTOp function and also the pivots...
Alternative ZIG type function, multi TFEdward Pottasch2012-10-28 12:47:03Level: medium
indicator
Details
second version of an Alternative ZIG type function which is based on the ATR and the VSTOP function. This code adds the option to use multiple timeframes. So for instance you can display your data in the 5 Minute time frame and calculate the ZIG type function using the 1 hour timeframe (use the para...
An n bar Reversal IndicatorBrian Wild2006-10-15 04:40:12Level: basic
indicator
Details
An n Bar Reversal Program The theory says that this indicator gives reliable signals of strong trends. Its disadvantage is that the signal can be a little late, but is offset by its reliability. An uptrend is assumed to be in place if todays high is higher than those of the previous n days,and a...
indicator
Details
RSI is an interesting transformation and may be applied to any variable, not only internally supposed Close. For this purpose we give here the analytic code for RSI. To obtain an RSI transformation of another variable Var, just replace C with Var. Example: To find the 14-day RSI of Stochd(14):...
indicator
Details
Uses Peak() & Trough() to determine 3 pivot points to use in plotting Andrews Pitchfork. Params: zig pct for peak and trough, look back before using peak/trough, no. of bars to extend pitchfork, shift to move pitchfork up/down, angle limit to filter out steep pitchforks, background and pitchfork co...
indicator
Details
Compared to the original Andrews this version corrects a < vs <= bug and determines when a Zig() peak/trough is actually known instead of using a fixed look back period....
Animated BackGroundSkyBlue2008-11-14 00:41:34Level: basic
function
Details
This a pretty basic codes, recently I made using Amibroker help file,I don\'t know whether you already have it! The codes can be added in any AFL for changing the Chart\'s background color every second. Regards....
Animated BackGround 1.1SkyBlue2008-12-01 16:50:34Level: basic
function
Details
This a pretty basic codes, recently I made using Amibroker help file,I don\'t know whether you already have it! The codes can be added in any AFL for changing the Chart\'s background color every second. Again, I have added a Parameter code by which You can adjust the Brightness of the background ...
Another FIb LevelSggin2006-02-06 10:29:54Level: basic
indicator
Details
Based on Aron Pipa's formula "Automatic Fib Levels" , December, 11, 2005 I changed the formula around a little so u can select the fib lines in a large timeframes , eg daily, and see them in smaller times frames like 5 min, so you can see major retracement levels, ...
AO+ Momentum indicatorSteve Wiser2001-07-05 19:06:27Level: semi-advanced
indicator
Details
Supports the William's Alligator Trend following system...
indicator
Details
Awesome oscillator+Momentum for Williams Alligator system II...
Appel's ROC or The Triple Momentum Timing ModelMubashar Virk2007-01-31 04:00:28Level: basic
exploration,indicator
Details
This is a buy & Hold indicator. I have coded Mr. Appels indicator as per his book. However, I have added BUY and Sell conditions as a point of reference only. Personally, I would use it as a exploration to identify possible long positions. Mr. Appel advice is, "There is only one buy rule and only on...
Application of Ehler filtergoldfreaz2004-01-05 12:58:20Level: semi-advanced
indicator
Details
Ehler filter using volume, momentum, rate of momentum for weighting....
Arnaud Legoux Moving Average (ALMA)hiscores2010-11-07 13:54:28Level: medium
indicator
Details
My version of the Arnaud Legoux Moving Average a low-lag Gaussian weighted moving average. Made as an easy to cut and paste function for system development. This is a naive implementation and could probably be sped up significantly. Comments welcome...
AroonTomasz Janeczko2001-06-16 07:42:21Level: medium
indicator
Details
Aroon is Sanskrit word meaning "dawn's early light" or the change from night to day. The Aroon indicator allows you to anticipate changes in security prices from trending to trading range. The indicator uses two lines: Aroon Up and Aroon Down. Aroon Down is a measure of how close the current bar is ...
Aroon IndicatorsMarek Chlopek2001-12-20 03:36:38Level: basic
indicator
Details
A time price oscillator....
indicator
Details
// Aroon Indicator // The Advisor october-8-2007 _SECTION_BEGIN("Aroon"); if( ParamToggle("Tooltip Shows", "Aroon|Prices" ) ) { ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 ))); } Aroonswitch = ParamTogg...
AR_Prediction.aflMich.2006-11-18 20:09:10Level: basic
indicator,function
Details
AR MODELING (Burg and Yule-Walker method are implemented) Main features : - Prediction : calculate future datas based on past data, past volume and past low/high - Spectral analysis : compute sharp and clean spectrum of the data and plot it in Decibels - Find up to 10 or more dominant cycles fro...
ASX Maintenance ToolsGeoff Mulhall2007-04-23 19:26:41Level: medium
showemail,function
Details
I've created 3 Excel macros with a single easy GUI interface for the following 1. End of Day Data Load - to be used in an emergency when your usual data supplier has a problem 2. Industry Update - to ensure each stock is correctly assigned to the correct Sector and Industry 3. Non Trading ...
ATR Studysteve wiser2001-11-23 18:09:31Level: medium
system,exploration,indicator
Details
This was simply a study at seeing how I could use the ATR function in a trading system. System settings: 25 \$ per trade Buy and sell on signal one day delay for both Start equity of \$10000 Long trades only on daily selection Stops controlled by code ...
Auto Analysis Closing Price ReversalLarry Lovrencic2001-09-04 01:54:33Level: basic
exploration
Details
Find Closing Price Reversals using automatic analysis...
Auto Analysis Hook ReversalLarry Lovrencic2001-09-04 01:50:18Level: basic
exploration
Details
Find Hook Reversals using automatic analysis ...
Auto Analysis Island ReversalLarry Lovrencic2001-09-09 20:28:18Level: basic
exploration
Details
Find Island Reversals using automatic analysis...
Auto Analysis Key ReversalLarry Lovrencic2001-09-04 01:51:44Level: basic
exploration
Details
Find Key Reversals using automatic analysis...
Auto Analysis Open/Close ReversalLarry Lovrencic2001-09-04 01:53:15Level: basic
exploration
Details
Find Open/Close Reversals using automatic analysis...
Auto Analysis Pivot Point ReversalLarry Lovrencic2001-09-04 02:39:26Level: basic
exploration
Details
Find Pivot Point Reversals using automatic analysis...
Auto Analysis Short-term Reversals ExplorationLarry Lovrencic2001-09-09 20:35:25Level: basic
exploration
Details
Find Short Term Reversals - Closing Price, Hook, Island, Key, Open-Close and Pivot Point Reversals using automatic analysis...
Auto Export to GifRohit Bhuravane2006-12-08 12:19:43Level: basic
function
Details
this is a javascript which when double clicked will export symbol in current active window to a gif file on ur c drive...
Auto Trade Step by StepReinsley2008-10-02 13:34:02Level: basic
showemail,function
Details
Auto trade Buttons to send orders to IB paper account and send trade log to text file Buy, Sell, Short, Cover, Reversal, CloseAll Control Market Open and Market Close to place orders and Week End...
system,exploration,function
Details
this is a backtest framework that continously and automatically optimizes settings for a trading rule you provide. it chooses settings that measure best over a selectable lookback period. this re-optimization can be done every bar, at a user-definable interval, or once at the start of trading. it re...
Automatic Linear Trend ChannelAnderson Wilson2012-07-29 11:44:59Level: semi-advanced
indicator
Details
Automatic Linear Trend Channel original author Edward Pottasch Trend is defined using code found on the net see also: http://www.youtube.com/watch?v=HWPSqwEkN64 Amibroker AFL code by Edward Pottasch, November 2011 edited by Anderson Wilson some symbols makes yybull and yybear infinite, add...
Automatic Linear Trend Channel 2Edward Pottasch2011-11-21 04:36:09Level: semi-advanced
indicator
Details
requested was the code of this video: http://www.youtube.com/watch?v=HWPSqwEkN64...
Automatic trading scripting toolHans2004-10-30 08:36:26Level: basic
system,function
Details
This is not an indicator, but a tool useful for automatic trading. I hope you will find it useful http://www.autoitscript.com/autoit3/ link to support forum http://www.autoitscript.com/forum/index.php?s=&showforum=2...
Automatic trend channelEdward Pottasch2011-11-20 05:09:43Level: semi-advanced
indicator
Details
code calculates automatic trend channels based on your trend definition. As an example I use MA(cp,100) to define the trend. see video: http://www.youtube.com/watch?v=HWPSqwEkN64...
Automatic Trend-lineTomasz Janeczko2001-06-16 07:56:58Level: medium
indicator
Details
A trend line is a sloping line drawn between two prominent points on a chart. Rising trend lines are usually drawn between two troughs (low points) to illustrate price support while falling trend lines are usually drawn between two peaks (high points) to illustrate upside price resistance. The conse...
automatic trendlines using fractal patternsEdward Pottasch2010-09-29 03:43:32Level: semi-advanced
indicator
Details
Pivots are calculated using fractal patterns. Once a possible pivot is found it starts drawing the trendline. The color is light grey in dots. This means the trendline is not yet confirmed. Once it starts drawing orange or green dots this means the trendline is confirmed and will no longer change. A...
Automatic Trendlines using multiple timeframesEdward Pottasch2011-11-13 03:00:10Level: semi-advanced
indicator
Details
code draws automatic trendlines which are based on fractal patterns. The patterns can be calculated in any timeframe. This allows you to use for instance a 10 minute timeframe to base your trendlines upon while you display 1 minute data....
exploration
Details
This AFL file shows how to create an AutoTrade system in an Exploration, as an alternative to trading within a Chart Indicator. The advantage is the ability to apply the rules to a watchlist or complete database in a single AFL formula. It is a skeleton only, the actual trading rules are dummies....
system
Details
I corrected some errors but didn\'t add any function. I don\'t plan to add function to this program. It is placed here for training purposes only and as a basis for your further development. This version is set to trade stocks. For futures and Forex changes will be needed and you must understand the...
showemail,function
Details
Updated version This is a fully functional auto trading program for use with Interactive Brokers TWS. It is designed to trade futures contracts but can be modified, by you, for any ticker. It is provided as is and without support. Expect bugs! See the setup instructions at the bottom of the progr...
Average Dollar Price Volatility ExplorationAviator332008-02-07 04:06:42Level: basic
exploration
Details
Simple exploration showing the Average Dollar Price Volatility (ADVP) of slected stocks. Calculations are only based on high/low relationships so is mostly suited for intraday trading. For swing or position trading a similar exploration using ATR or similar volatility indicator should be used as i...
Average Price CrossoverBobby Kular2007-04-21 03:40:00Level: basic
indicator
Details
This AFL consists of all good averages known to me. It is an indicator in which price becomes green when price crosses above average and vica versa. The name of average also tells the time period setting on 60 min time frame. ...
Awsome OscilatorHDK2009-06-04 04:28:57Level: basic
system,indicator
Details
Awsome Oscilator formula with basic signals as on www.metaquotes.net...
babaloo chaporababaloo2009-08-17 09:20:19Level: basic
system
Details
i use to do intra day trading in Indian stocks & commodity market....
Bad Tick Trim on 5 sec databaseDennis Brown2007-08-11 19:58:46Level: medium
indicator
Details
This chart is used to generate clean data for another chart. Link this chart to another one. This runs on a 5 second database to trim bad ticks. Clean data is saved to "~SA_Clean" ATC ticker every pass. Linked chart must replace OHLCV arrays. Place the following AFL at the beginning of the lin...
Balance of PowerNot Too Swift2005-05-14 23:17:21Level: medium
indicator
Details
The balance of power (BOP) indicator measures the strength of the bulls vs. the bears by assessing the ability of each to push price to an extreme level....
balance of powerabdula2005-11-18 10:36:43Level: basic
indicator
Details
54...
Baseline Relative Performance Watchlist charts V2Michael.S.G.2003-08-06 02:10:25Level: basic
indicator
Details
A Slightly more streamline version of the original. This revision uses the currently selected ticker as the baseline. Watchlist May be selected via CTRL-R Param Dialog. This example plots lines for each entry in watchlist. ...
indicator
Details
showemail,function
Details
A Web based form and .vbs AB/AA automation processor for running batches of jobs (AFL's) ... Output is all web based on your PC. Detailed page includes the relevant chart and results from the AA window. Several levels above this also exist including a Job Log, Job Signals and a Batch Summary. ...
indicator
Details
This is a volatility indicator. It can be used to determine the periods of extremes of low volatility which usually followed by big moves. Indicator does not show direction of the trade, only timing. Some other aspects of technical/fundamental analysis should be employed for direction. There is a...
BEANS-Summary of HoldingsKen Close2008-09-21 09:06:51Level: medium
indicator
Details
The BEANS module will display a list of your holdings and associated statistics. It uses string manipulations and gfx formulas to display the data in a graphics title statement. Total value of the holdings may be plotted....
Better Bollinger BandsTomasz Janeczko2009-02-15 04:01:11Level: basic
indicator
Details
In the Futures Magazine, October 1998, Dennis McNicholl describesthe use of Bollinger Bands and provides a means of making them tighter whenmarkets are trending. He calls them Better Bollinger Bands....
Bid Vs Ask DashboardRajandran R2014-08-18 09:59:30Level: basic
indicator
Details
Here is a little Bid Vs Ask Dashboard for Amibroker users which helps to monitor the Bid-Ask Spread during live trading. In a highly liquid market the Bid Ask spread difference will be very thin whereas in a illiquid script the Bid-Ask spread get wider due to less number of buyers and sellers. ...
Binary to Decimal ConverterMichael.S.G2007-03-10 03:43:04Level: basic
showemail,function
Details
Binary to Decimal Converter Can take any length Binary in string format and convert to decimal....
Black Scholes Option PricingAnthony Faragasso2005-03-20 13:19:39Level: advanced
exploration
Details
Black Scholes Option Pricing returns the Fair Value of call and put options....
system,indicator
Details
This is a modified version of the Heikin-Ashi HaDiffCO indicator. This modification gives interesting results which are still being examined. The best signals seem to come from weekly stock charts. Other investment products have not yet been thoroughly tested. Please post any improvements to this...
BMTRIX Intermediate Term Market Trend IndicatorBrian Mitchell2003-09-24 08:48:40Level: basic
indicator,commentary
Details
This is a variation of the trix. I'm using a TEMA instead of an EMA like in the original formula. I use a 45 day version, as it tends to call the intermediate term trends fairly well. Above 0 is a bull trend, below 0 is a bear trend....
indicator
Details
Bollinger - Keltner BandsPrakash Shenoi2006-08-13 09:40:02Level: basic
indicator
Details
Although Volatility-based Bollinger Bands and Keltner Bands share many similarities, they differ in their construction. While Bollinger Bands rely on Std Deviation calculations, Keltner Band uses Average True Range, in representing volatility. Like Bollinger bands, Keltner Band signals are produced...
exploration
Details
BbandGap - How to Make Money Shorting Stocks in Up and Down Markets ...
Bollinger band normalizationVic Huebner2002-06-03 14:44:50Level: medium
indicator
Details
The position of various indicators within Bollinger bands are used as the start of a trading system. Trends and oscillations can be easily seen. Most of the usual indicators can be back-tested for profitability....
Bollinger Band WidthR.V.Koushik2007-01-09 11:18:23Level: basic
indicator
Details
Refer to Bollinger of Bolliner bands...
Bollinger Fibonacci BandsBeachie412004-11-28 12:34:20Level: basic
indicator
Details
Boll-Fib bands as used on the VT Forex trading platform...
Bollinger oscillatorTomasz Janeczko2001-06-16 08:01:18Level: basic
indicator
Details
A simple example of using StDev function...
bonlinger bandsbabaloo2009-08-17 10:04:54Level: basic
system
Details
bolinger band toshow \' buy and sell\' signals...
Bottom Fisher ExplorationAviator332008-02-07 04:31:58Level: basic
exploration
Details
The Bottom Fisher Scan filters the entire market searching for stocks that have traded down for at least three consecutive trading sessions and are currently trading higher and signaling that a potential short-term bottom might have been formed. Based on swing trading methodology. It can be...
Bow tiedtholz2002-02-28 00:06:30Level: basic
exploration
Details
/* Boe Tie - AFL Implementation by Geoff Mulhall 12-5-2001 ...
indicator
Details
The Breadth Thrust indicator is a market momentum indicator developed by Dr. Martin Zweig. The Breadth Thrust is calculated by taking a 10-day exponential moving average of the advancing issues divided by the advancing plus declining issues. According to Dr. Zweig a Breadth Thrust occurs when, durin...
Brian WildBrian Wild2008-06-24 01:33:25Level: medium
indicator
Details
An Ichimoku chart showing all component plot plus strong, medium and weak buy and sell signals....
bubbleSort_segmentOdysseus the Shrewd2012-05-12 15:06:04Level: basic
showemail,function
Details
Sorts in ascending order the part of the array \"AR\" included between index1 and index2 (zero based)....
Buff Volume Weighted Moving AveragesPrakash Shenoi2006-08-19 12:36:37Level: basic
indicator
Details
Buff's volume-weighted average function has three inputs, price, vol and length. The Fast and slow period inputs represents the number of bars to use in the volume-weighted average calculation. Trader use a combination of 5 and 20 representing Fast and Slow periods respectively....
Bull Fear / Bear FearMarek Chlopek2002-01-24 09:58:19Level: basic
system
Details
Bull/Bear VolumeNick Molchanoff2004-09-29 22:12:49Level: basic
indicator
Details
An approximation of the average Bull Volume component versus the average Bear Volume component of total Volume. Displays an interesting and helpful view of the ebb and flow of Bull and Bear Volume pressure in the market. Shows what the bears are up to while the bulls are in control and vice versa....
Bullish Percent IndexGraham Kavanagh2003-01-05 06:18:41Level: semi-advanced
indicator
Details
Produce composite of the group of stocks you want with scan file, then use the P&F indicator to view the result. The files are attached. So set the AA filter to the group of stocks and set last quotations n=1. Run Scan and the composite will have ticker "~BPI" in market253 Put the PFchart in the i...
Bullish Percent Index 2 files combinedGraham Kavanagh2003-01-05 16:53:46Level: semi-advanced
indicator
Details
The first loaded file was in zipped format to combine 2 formula. I have put both into a single file and they will need to be split back into 2 files. see the first upload for instruction on use...
Bullish Percent Index 2004Graham Kavanagh2004-07-20 19:53:56Level: semi-advanced
indicator
Details
Replaces the previous BPI I placed here Creates a composite of the Bullish signals for a group of stocks. The file here is 3 parts combined - Create composite - Plot line chart - Plot P&F of BPI Change the Box sizings to suit your market stocks. ...
system
Details
An indicator that allows buying and selling stocks or futures contracts via ABs auto trading interface. It is not automatic but allows the user to enter their formula and press a button when the buy or sell signal appears. ...
Buyer Seller ForceMichael Jordan2009-06-20 18:14:05Level: basic
indicator
Details
This indicator is designed to show the force on the equity of buyers/sellers...
Calculate composites for tickers in list filesMark H.2006-09-15 23:46:12Level: semi-advanced
exploration,function
Details
Notes: 1. All list files are in folder C:\Program Files\AmiBroker\MyLists and have file name as ListName.tls. 2. The composite results use ticker ~Comp~ListName. 3. The AFL formula is C:\Program Files\AmiBroker\Formulas\Custom\ListComp.afl 4. Save the following text in a JScript file named Lists...
CAMSLIM Cup and Handle Pattern AFLJerry Tyliczka2003-11-15 14:57:03Level: medium
exploration
Details
CAMSLIM cup and handle pattern emploration. Code is based on the following article: http://www.haikulabs.com/mh.htm...
Candle IdentificationHerman van den Bergen2005-01-28 16:37:15Level: medium
indicator
Details
Click on any Candle in the price chart and the Title will identify the selected Candle pattern(s). The Candle definitions were gathered from various sources and accuracy is not garanteed. Add your own patterns to the CandlePattern function....
Candle Pattern FunctionHerman van den Bergen2005-01-28 17:30:27Level: medium
showemail,function
Details
This function allows you to scan for about 40 popular Candle patterns. Add your custom Candle Pattern to the function....
Candle Stick AnalysisHerman van den Bergen2005-01-28 17:04:11Level: medium
indicator
Details
This indicator allows you to select Candlestick patterns, mark their occurrence on the chart, and display their frequency and profit-prediction value. Use param() to select the Candle pattern. Click on the candle following the pattern to see next-bar profits. Add your own metrics....
Candle Stick DemoHerman van den Bergen2005-01-28 16:27:56Level: medium
indicator
Details
This program takes a segment from your price chart and substitutes the last bar visible with a representative Candle stick for the period selected. It allows you to observe how candles are formed and how loss of synchronization of the Candle period, or using different time frames, can result in tota...
candlestick chart for Volume/RSI/OBVRahul Yadav2011-01-19 03:29:03Level: medium
indicator
Details
Till now candlestick chart is use for prices(O,H,L,C). now it is usefull for Volume, RSI,OBV....
CandleStick Comentary--Help neededindecent2006-11-30 12:51:24Level: medium
commentary
Details
Can anyone transfer to afl language??? --------- Review of () as of {To use the expert, see the instructions on the Name page.}\ WriteIf(Open,{We have non-zero open, check for close-only data} "WriteIf((High=Close and Low=Close) and (Ref(High,-1)=Ref(Close,-...
Candlestick CommentaryDale Butkowski2002-01-12 09:46:54Level: basic
commentary
Details
Strickly a commentary file I developed to help me locate candlestick patterns. Load file into the Commentary window. Red arrows indicate bearish candles, green arrows indicate bullish candles. Scroll down commentary to find comments....
Candlestick Commentary ModifiedAbdulKareem2006-11-15 09:45:56Level: basic
commentary
Details
A small changes to the formula to clarify the result displayed....
commentary
Details
I modified the previous Candlestick Commentary. Adding heading and formatting to the output. Now the output window can be shrunk down to minimum size and you can still see all the comments....
Candlestick Volume Bars with Moving AverageMr. Valley2001-10-27 22:29:03Level: basic
indicator
Details
Candlestick Volume Bars with a 16 period moving average of volume...
CandleStochasticsJim Varney2001-06-19 01:31:57Level: medium
exploration
Details
"CandleStochastics" is an Exploration that combines Stochastics with a scan for 7 different candlestick patterns (Dark Cloud Cover, Piercing Line, Morning and Evening Doji Stars, Hammer, and Engulfing). A Buy signal occurs when the 14-4 Stochastic is at or below 20 and at least one bullish candle pa...
CCI 14 DrBobStyleDennis Skoblar2007-12-05 22:03:37Level: basic
system,indicator
Details
This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this system using Amibroker. Consequently, I do this only so ot...
CCI 50 DrBob StyleDennis Skoblar2007-11-29 21:42:15Level: basic
system,indicator
Details
This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this system using Amibroker. Consequently, I do this only so ...
CCI Woodies StyleLarry Jameson2004-11-16 18:13:49Level: semi-advanced
indicator
Details
This CCI chart incorporates some of the features seen on a Woodies CCI Chart....
CCI(20) Divergence IndicatorDennis Skoblar2006-02-12 09:28:43Level: semi-advanced
indicator
Details
This is a diveregence indeicator for the CCI(20)...I did not write this excellent program and take no credit for it. I just modified the params a bit to work with the cci. Thank you to the author for the excellent work!...
CCI/DI+- COMBO indicatorMark Richter2002-08-19 03:52:05Level: basic
indicator
Details
This is a long term Buy/Sell indicator. Based on a MA of the CCI indicator and the DI+ and DI- indicators. ...
CCT Bollinger Band OscillatorTomasz Janeczko2001-07-20 09:44:39Level: medium
indicator
Details
Steve Karnish wrote: "Bollinger Bands were developed by John Bollinger and are envelopes that are plotted at two (2) standard deviation levels above and below a moving average. The CCT Bollinger Band Oscillator reconfigures the classic bands. The new indicator constructs two (2) parallel lines in...
CCT Coppock CurvePeter Gialames2001-07-20 12:09:23Level: basic
indicator
Details
The CCT Coppock Curve is a formula that was introduced in Barron’s in 1962. It was devised by a San Antonio, TX –based technician named Edwin Sedgwick Coppock. Since then, the Coppock momentum oscillator has been adopted and adapted by technicians around the world. ...
CCT FibAccordionTomasz Janeczko2001-07-20 09:49:12Level: basic
indicator
Details
Steve Karnish wrote: "The FibAccordion is the difference between two moving averages that are assigned fibonacci numbers. Try building your own by taking any two moving averages with different fibonacci numbers and subtracting one from another and plotting the results. Use either a simple or expo...
CCT KaleidoscopeTomasz Janeczko2001-07-20 09:57:34Level: medium
indicator
Details
Steve Karnish wrote: "The CCT Kaleidoscope is an interesting combination of three separate momentum oscillators. I’ve combined the MetaStock LinRegSlope indicator with the Stochastic Momentum Indicator and added the True Strength Index. As always, I have "tweaked" the formula numbers to va...
CCT StochasticRSITomasz Janeczko2001-07-20 10:03:37Level: basic
indicator
Details
Steve Karnish wrote: "Roger Altman, William Blau, Stanley Kroll, and Tushar Chande have all improved on J. Welles Wilder’s Relative Strength Index. I believe the best of these derivative indicators is the Stochastic RSI. [...] This version is just one of many I use. I like substituting the...
Centre of GravityRobert Dunbar2012-07-16 08:48:15Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Chaikin Money FlowTomasz Janeczko2001-06-16 08:07:10Level: basic
indicator
Details
Chaikin Money Flow Indicator Appeared in the January 94 issue of Stocks & Commodities magazine Like the popular Chaikin A/D Oscillator developed by Marc Chaikin, the Chaikin Money Flow indicator is based on the Accumulation/Distribution line. It is created by summing the values of the Accumulation/D...
Chaikin Volume AccumulationTomasz Janeczko2001-06-16 08:15:07Level: basic
indicator
Details
A simple example of using HHV, LLV functions...
Chaikin's VolatilityTomasz Janeczko2001-06-16 08:09:22Level: basic
indicator
Details
Chaikin's Volatility indicator compares the spread between a security's high and low prices. This is done by first calculating a moving average of the difference between the daily high and low prices and then calculating the rate of change of that moving average. For more information please check Am...
Chande Momentum OscillatorJayson Casavant2002-12-09 01:34:00Level: basic
indicator
Details
The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder’s RSI, yet it differs in several ways. For a nice description of the indicator and interpretation vis...
Chande's Trend ScoreBen Letto2005-03-04 13:42:00Level: medium
indicator
Details
I just found this code in a Visual Trader site and transfered it into AFL....
indicator,function
Details
This is the afl code behind the Chandelier plugin which I originally wrote in C using the Amibroker Developers Kit. This code needs to be stored in a say "C:\Program Files\Amibroker\AFL\Include" and referenced in your formula via an include statement #include "c:\Program Files\Amibroker\AFL\Includ...
system,indicator
Details
These two forms of the same indicator are designed to act as the Chandelier Exit stop loss as described by Barbara Rockefeller in "Technical Analysis for Dummies", and is written especially for use with AmiBroker. She describes the Chandelier exit as a dataset of "the highest high or the highest clo...
Chandelier ExitRAC2008-12-13 18:31:07Level: basic
indicator
Details
An improved and easier to understand version of Chuck Lebeau\'s chandelier exit. ...
Chandelier Exit or Advanced Trailing StopRob Duff2006-09-27 19:33:33Level: medium
indicator
Details
Chandelier Exit v2 by Geoff Mulhall Modified 1-Feb-2003 to take advantage of Ami 2.5 Param Functionality and to allow for Short Trades as well as Long Trades. The Chandelier Exit is a Volatility based exit. Refer to http://www.traderclub.com/discus/board.html Bulletin 35 Trailing Stops - The Chande...
system,exploration,indicator
Details
CHANDELIER EXIT Geoff Mulhall 24 Oct 2004 ----------------------------------------- The plugin is downloadable from http://finance.groups.yahoo.com/group/amibroker/files/ OR http://www.amibroker.org/3rdparty/ Look for chandelier.zip Vers 1.02 - Improvements to problem data handling. Thks...
changing period moving avaragerahul yadav2014-11-17 06:06:06Level: medium
indicator
Details
Changing Period Moving Average Afl ----dear All uptill now you are using moving average of some period like-15,30,55 etc which is fixed through, now I am giving you a------------ moving average who's period changes as number of candle changes----(period of MA= 1-number of candle)-for. eg if 5 candle...
indicator
Details
Least Squares Channel Indicator Indicator updates at end of each bar or when parameters are adjusted Else press "Force Calculation" in parameter window ...
Channel/S&R and trendlinesEdward Pottasch2012-12-02 06:26:21Level: semi-advanced
indicator
Details
code displays a few indicators like a channel, S&R and trendlines. Use the parameter window to chose the indicator you wish to use....
Chart ZoomJorgen Wallgren2009-03-07 06:29:43Level: basic
showemail,function
Details
A software zoom which will zoom from the current/last time/date and as many days back as specified. The zoom is independent of your period setting- e.g. 1 day zoom with 5 min periods will show a total of 78 bars, and in 1 Min periods a total of 390 bars. Below you enter the number of Blank Bars you ...
system
Details
Coin Toss model , it has nothing to do with Technical OR Fundamental Analysis It has nothing to do with entry or exit rules. Here One books profits and losses at a predefined percent....
ColeMarek Chlopek2001-10-17 02:53:15Level: basic
system,indicator
Details
Cole Trading Method Rally, Reaction, Inside, Outside and Rally with Volume, Reaction with Volume formulas...
Color Coded Short Term Reversal SignalsLarry Lovrencic2001-09-26 21:04:08Level: basic
indicator
Details
Find Short Term Reversals - Closing Price, Hook, Island, Key, Open-Close and Pivot Point Reversals highlighted on your bar chart. The bars of the reversals may be highlighted by any color you wish. Just change the numbers for the colors in the formula. This has been coded for a white backgroun...
Color Display.aflbill barnard2003-12-15 10:56:15Level: medium
indicator
Details
Displays Amibroker color choices when run in IB. All colors are shown in a color bar at the bottom of the plot. a click on one of the colors will produce histogram and line plots and a title line in the selected color. The title gives the full name and the number of the color, to aid in coding. The ...
Color MACD Histogram ChangesMTR Investors Group2009-06-26 22:18:04Level: basic
indicator
Details
Use on weekly charts to determine Trend Changes. If the Weekly Bars are Green check the daily bars for LONG entries, if the Weekly Bars on Red check the daily for SHORT entires. ...
Color Price Bar - Impulse SystemMTR Investors Group2009-06-27 11:39:20Level: basic
system
Details
When the MACD Histogram is up and EMA(21) is up Price bars are green. When MACD Histogram is down and EMA(21) is down price bars are red. If the MACD Histogram and EMA(21) are moving in two different directions the price bars are blue. \"When the impulse system is Green you may go long or stand a...
Color Price Bars with MACD Histogram ChangesMTR Investors Group2009-06-26 22:17:20Level: basic
indicator
Details
Use on weekly charts to determine Trend Changes. If the Weekly Bars are Green check the daily bars for LONG entries, if the Weekly Bars on Red check the daily for SHORT entires. ...
colored CCITom Supera2001-07-20 15:46:27Level: basic
indicator
Details
CCI is a trend-indicator. In my formula i use the original, but with colored bars. So you can faster see, if there's a uptrend, downtrend, or trading-range. red bars : downtrend green bars: uptrend blue bars : trading-range...
indicator
Details
Colorfull Price of Bars...
system
Details
_SECTION_BEGIN("ABU 3TTA ((com-out))"); //------------------------------------------------------------------------------ // // Formula Name: Application of Ehler filter // Author/Uploader: goldfreaz // E-mail: ahmad_h1402@hotmail.com // Date/Time Added: 2004-01-05 12:58:20 //...
exploration,indicator
Details
Excuse my English. Text is write for programme PC TRANSLATOR.This indicator not given clear purchase and selling signals. Signals is necessary take only like possible turning point. Already long time investigation different indicator and get I am to findings, that movement stock isn't forward poss...
Commodity Channel IndexTomasz Janeczko2001-06-16 08:55:42Level: medium
system,commentary
Details
CCI measures price excursions from the mean price as a statistical variation. The indicator works quite well with commodities, stocks and mutual funds. It keeps trades neutral in a sideways moving market, and helps get in the market when a breakout occurs. This sample commentary shows how to use...
Commodity Selection Index (CSI)mike_052009-11-13 11:57:20Level: medium
indicator
Details
Commodity Selection Index (CSI) is developed by Wilder. This indicator is an extension of DMI. This indicator can help traders to properly select instruments for investment. The selection is based on DMI indicator with considering of capital, leverage, and comission fee....
Compare Sectors against Tickersgoldfreaz2002-05-09 13:44:50Level: advanced
exploration
Details
Compares relative strength, StochRSI, relative volume, and RSI. Good stocks must be assigned to the right sectors...garbage in / garbage out. Scan the enclosed AFL then set up the indicators that follow. ...
Composite IndexDavid Lee2010-11-21 19:15:28Level: basic
indicator
Details
Composite Index by Constance Brown. Formula can be found in the book origin. Details on use can be found also in \" Technical Analysis for the Trading Professional\" by Constance Brown....
Congestions detectionOdysseus the Shrewd2012-06-10 03:13:41Level: semi-advanced
showemail,function
Details
It detects and marks (colors) congestion areas. It does NOT deal with breakouts....
Connors TPSPaul2012-07-02 14:31:33Level: medium
system
Details
Based on \"High Probability ETF Trading\" Larry Connors and Cesar Alvarez, page 87 This is a mean reversion system Scale in as RSI falls below entry point during an uptrend, up to three times after initial entry Connors tested 01/01/1993 through 31/12/2008 on a group of 20 liquid ETFs ...
ConnorsRSIRob Angerer2012-12-29 22:41:03Level: medium
indicator,function
Details
Connors RSI is a composite indicator consisting of the mathematical summation of 3 components: 1. Price Momentum: By default, ConnorsRSI uses a standard 3 period Wilder RSI for the 1st component. 2. Duration of Up Trend vs. Down Trend “Streak” days: Connors research shows that the lo...
Constant Trendline PlotRob Holloway2005-02-07 17:12:00Level: basic
indicator
Details
THIS IS A TECHNIQUE FOR DRAWING TRENDLINES EVERYWHERE ON A CHART WITHOUT A LOOPING FORMULA. I developed this technique because, as far as I could tell, the trendline methods made readily available in Amibroker (e.g. the example in the LinReg formula in AFL reference section of help), are limited in...
Continuous Contract RolloverDennis Brown2008-07-02 16:45:21Level: semi-advanced
indicator
Details
This chart is used to generate a Continious Contract Rollover ticker It merges actual contract prices of two tickers The rollover date is selected via paramater Volumes of both tickers are shown to verify the rollover time Older contract prices are adjusted down by the premium and appended to ...
Controlling Height of Volume BarsLaNard2008-11-28 17:37:42Level: basic
indicator
Details
I can not take the credit for this very useful indicator, Mr. Ara Kaloustian deserves the recognition. It allows a user defined volume histogram overlay in your price pane. Many traders may find it useful by conserving real estate on the chart windows. Also, can some of our fine amibroker\'s code w...
Coppock CurveTomasz Janeczko2001-06-16 08:17:23Level: basic
indicator
Details
The Coppock Curve was developed by Edwin Sedgwick Coppock in 1962. It was featured in the November 94 issue of Technical Analysis of Stocks & Commodities, in the article "The Coppock Curve", written by Elliot Middleton.: Taken from Stocks & Commodities, V. 12:11 (459-462): The Coppock Curve by...
Coppock HistogramBill Dodd2007-12-19 21:16:23Level: medium
indicator
Details
The Coppock indicator was designed to indicate the and of the bear market and identify an early entry to the new bull market. Coppock designed it to be used only on the monthly index charts but it is an excellent contrarian indicator and can be used on charts of very liquid stocks. The present i...
Coppock Trade Signal on Price Chartrcef882009-01-27 13:12:18Level: medium
indicator
Details
Based on Edwin Sedgwick Coppock\'s original work to generate Buy and Sell signals on price chart. All the parameters are, however, adjustable including the Coppock Filter to filter out the market noise....
Coppock Trade Signal v1.1rcef882009-01-27 13:07:31Level: medium
indicator
Details
Based on Edwin Sedgwick Coppock\'s original work to generate Buy and Sell signals. All the parameters are, however, adjustable including the Coppock Filter to filter out the market noise....
correlerrorPartha Sen2014-02-19 10:38:42Level: basic
indicator
Details
A ratio is created using H,L,C,O and V. Then error is calculated using regression and correlation is calculated using that ratio and error free part. The change of correlation was proved to indicate a good return in test. ...
COT REPORTJohn Sphinx2009-10-25 03:08:47Level: basic
indicator,function
Details
COT Report/Commitment of Traders for Amibroker. If you have a different EOD provider then You will need to go into the include folder, cot symbol and change the symbol according to what the market is. You can download the data every week at http://exhd.com/cot/cot-data and also download the amibroke...
Count Tickers in WatchlistAnthony Faragasso2003-07-05 09:27:55Level: medium
showemail,function
Details
This function will output the number of tickers in a selected watchlist...
system,exploration,indicator,function
Details
This function calculates beta for any stock against an index or another stock. Caution... beta calculations typically have long lookback periods. This could eat a lot of your data prior to generating any values. Most data providers use a five year lookback (1225 days). I think you can have meani...
system,exploration,indicator,function
Details
A "work in progress" library of mathematical functions. This first posting is purely to get things going. More functions will be added regularly. Users may cut and paste functions into their own code. This version includes: crLinearCorrelation (bars) crRSquare (bars)...
Customised Avg. Profit %, Avg. Loss % etcPaul Ho2006-09-28 08:54:39Level: medium
system
Details
With the current definition of Avg. Profit %, Avg. Loss % and Avg. Profit/Loss %, it is possible to have a negative Avg. profit/loss % even though the Avg. profit/loss is positive. An alternative defintion is being implemented through the custom backtest procedure. Avg. Profit/loss %is to be equal ...
CVR--severe filterPartha Sen2014-04-01 06:56:28Level: basic
exploration
Details
This code for FILTERING;based on trend,no gap open,breakout, positive return and higher return to risk ratio.Name CVR indicates the focus in 'C'losing price, 'V'olume and 'R'isk/'R'eturn based ratios as input...
Cyber CycleRobert Dunbar2012-07-16 08:48:54Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Cybernertic Hilbert Sine WaveRobert Dunbar2012-07-16 08:49:49Level: semi-advanced
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Cycle HighlighterAndy Davidson2006-10-11 04:09:26Level: medium
indicator
Details
Derived from Millard's "Tribute to J M Hurst" book, using centred MAs to visualise the cyclic components and a 'best fit' sine wave (red) to extrapolate to the right-hand edge. The sine wave is anchored at the most recent trough or peak in the cycle highlighter line. The red and blue spikes show ...
Cycle Highlighter (auto best-fit)Andy Davidson2006-10-23 05:28:49Level: medium
indicator
Details
As per the cycle highlighter but uses a loop function (which makes it quite slow) to automatically find one possible cycle period 'solution'. A best-fit between the sine wave and the cycle highlighter (or price if option chosen) is found by determining the highest positive correlation coefficients w...
Cycle PeriodRobert Dunbar2012-07-16 08:50:35Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Dahl Oscillator modifiedHans2004-09-18 03:24:24Level: basic
system,indicator
Details
Modified formula from original DAHL(55) with 14 simple average. Used TEMA instead of simple MA, added parameters and optimization. Good also for trading system (as indicator to be used with 10 and 90 levels also).....
indicator
Details
this indicator is help full for day trader as it will show you todays high and low in advance as day starts.along with daily pivot....
system
Details
this furmula try to simulate the danningham penetration method, using vbscript inside it. if you find a way to improve it, you can send the improvment back to me :) ...
DateNum_DateStrStephane Carrasset2004-12-18 12:21:49Level: basic
commentary,function
Details
Function changes DateNum ex:1040928 en String ddmmyyyy ex:28/09/2004 ( only > 2000 year ) Returns in Interpretation every date when occurs an Events. Example of StrFormat; StrToNum; NumToStr; printf; StaticVarSetText; ...
Date_To_Num(), Time_To_Num()Antonio Marra2004-07-20 06:36:17Level: basic
showemail,function
Details
These functions will convert a quotation date or a quotation time in correct DateNum() and TimeNum() format....
Dave Landry PullBack ScanDennis Skoblar2005-07-27 05:30:05Level: medium
system,exploration
Details
This is the Dave Landry PullBack Scan as developed by him and taken from his two books, "Dave Landry On Swing Trading" and "Dave Landry's 10 Best Swing Trading Patterns And Strategies". The scan searches for stocks making a pullback from their most recent 20 day highs or 20 day lows. This is best us...
Dave Landry PullbacksDaniel Ervi2001-11-06 22:05:47Level: medium
exploration
Details
A rough implementation of the setup criteria that Dave Landry uses to trades pullbacks in an established trend. A buy (sell) stop is placed above (below) todays high (low) to enter the position. A trailing stop is then used to capture any gains. He recommends placing your stop loss below the near...
Days to Third FridayEd Cottrell2006-03-17 14:10:39Level: medium
showemail,function
Details
A function to determine the number of days left until the third Friday of the month, when U.S. options expire. By default, the function counts down to zero (on the third Friday), then starts counting down to the third Friday of the next month. Instructions on how to change this behavior (e.g., to ma...
De Mark's Range ProjectionPrakash Shenoi2006-08-09 06:59:19Level: basic
indicator,commentary
Details
De Mark's Range Projection based on market structure High, Low and close, takes into calculation the position of close in relation to Open and projects likely range of the High and Low for the next session. ...
DEBAJDebaj2007-09-27 19:11:16Level: medium
indicator
Details
I MIXED BETWEEN TOW INDECATORS..ONE OF THEM IS AVERGE CROSS OVER Modified by Bobby Kular..AND I ADD WTITH THIS INDECATOR TIME SERIES FORCAST MA WITH 2 DAYS PERIOD. I GET A VERY GOOD SIGNALS.. BUY WHEN TSF CROSS UP ACO AND SELL WHEN TSF CROSS DOWN ACO. I TEST THIS MIXED FORMULA MANY TIMES IN INT...
Demand IndexSteve Wiser2001-07-05 19:12:36Level: medium
system,exploration,indicator
Details
Uses the demand index for a system test....
Demand IndexPaul Ho2007-03-18 03:51:24Level: basic
indicator
Details
Converted it from tradstation, It is quite close to the formula that was posted by Stev wiser. A number of parameters setting was available this is also discussed in some details in http://forum.equis.com/forums/thread/21109.aspx...
DeMarkerTomasz Janeczko2001-06-16 08:19:53Level: basic
indicator
Details
The DeMarker indicator is an attempt to overcome the shortcomings of classical overbought / oversold indicators. The DeMarker Indicator identifies potential price bottoms and tops. It accomplishes this by making price comparisons from one bar to the next and measuring the level of price demand. For ...
Derivative OscillatorDan2003-03-15 12:22:53Level: basic
indicator
Details
Derivative Oscillator as mentioned in Constance Brown's book Technical Analysys for Trading Professional. ...
Detailed Equity CurveDubi2010-07-30 01:19:08Level: medium
commentary
Details
While equity curve line and equity curve area graphs are on a trade by trade basis the detailed equity graphs is on a bar-by-bar basis. You see the original equity curve and the accumulated MAE, MFE as a low or high of a new equity curve. So you see that drawdowns intraday could be much higher....
indicator
Details
Digital indicators - FATL, SATL, RFTL, RSTL. *Note = I got this from Net , and i am not sure , are this the same indicators which are available for MetaTrader ? . Waiting for reviews from our senior members. ...
DiNapoli Detrended OscillatorTohMz2008-06-02 11:45:38Level: medium
indicator
Details
Based on "Joe DiNapoli - The Practical Application of Fibonacci Analysis to Investment Markets" - Chapter 7...
Dinapoli Guru CommentaryGrayesso2003-12-10 14:06:39Level: basic
commentary
Details
Dinapoli Guru Commentari + MACD optimise + Stochastic optimise = Trade system...
indicator
Details
The purpose is to accurately create the indicator. Althrough the indicator can use MACD(8,17) & Signal(8,17,9)to represent it....
Dinapoli Perferred StochasticTohMz2008-06-02 11:25:15Level: basic
indicator
Details
Based on "Joe DiNapoli - The Practical Application of Fibonacci Analysis to Investment Markets" - APPENDIX E Formula description AND Derived from given eSignal formula suggested by LaNard ...
DiNapolis 3x Displaced Moving AveragesTohMz2008-05-27 01:20:41Level: medium
indicator
Details
The DiNapoli 3 x Displaced Moving Averages Based on "Joe DiNapoli - The Practical Application of Fibonacci Analysis to Investment Markets" ...
Distance Coefficient Ehlers FilterChris Yeoh2004-11-14 23:50:02Level: medium
indicator
Details
Taken from the article in TASC's April 2001 Issue....
Divergence indicatorM.Lauronen2004-07-30 11:50:32Level: medium
indicator
Details
Here is an indicator which calculates divergencies between the price and RSI. You can use another strenght/momentum indicator simple by changing one line of code. Remember to tune the 'period' and 'numChg' Indicator gives you the buy/sell signal when you see green/red vertical line on the p...
exploration
Details
Exploration for Relative Slope or Stochastic Divergence, bullish or bearish. For Indicator Builder Use you may see RELATIVE SLOPE BULLISH DIV, yellow spike STOCHASTIC BULLISH DIV, red spike RELATIVE SLOPE BEARISH DIV, yellow bar STOCHASTIC BEARISH DIV, red bar The only purpose of BUY, SELL, SH...
DMI Spread IndexSteve Wiser2001-07-05 19:13:58Level: basic
system,exploration,indicator
Details
Uses DMI Spread Index as a system, indicator and exploration...
Dominant Cycle PhaseRobert Dunbar2012-07-16 08:51:21Level: semi-advanced
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Donchian ChannelR. Bertematto2003-06-09 22:58:40Level: basic
indicator
Details
This plots a Donchian Channel, similar to a Bollinger Band but based on highs and lows. Good for support/resistance....
Double Smoothed Stochastic from W.BressertTom Supera2001-07-20 15:39:11Level: basic
indicator
Details
This is an Overbought/Oversold Indicator. It works very well, but never use this indicator alone. you always need a trend indicator. Values about 80 shows overbought, under 20 shows oversold. Formula: title = "127-3 DSS" + " " + fullname() + " " + Date( ) ; Slw = 4; Pds = 4;...
Double top detectionTomasz Janeczko2001-06-16 08:45:38Level: semi-advanced
commentary
Details
Detecting patterns is somewhat tricky thing mainly because you can be sure about that only if the pattern is complete. This implies delay in detecting patterns and/or formations and limits usefulness of automatic detection formulas. Anyway I will try to show you how to write pattern recognition form...
DPO with shadingBill Halliday2006-12-07 11:18:03Level: basic
indicator
Details
A customized version of the 'DPO - Detrended Price Oscillator' Indicator that displays a shaded plot using styleCloud ...
indicator
Details
The very known indicator created by Robert Miner based on StochRSI. Use it as a Stochastic or to help you counting waves. Set MAType=1 if you want the simple version, or MAType=2 for exponential....
Dynamic Momentum Indexjayson casavant2003-08-07 17:26:56Level: medium
indicator
Details
Description The Dynamic Momentum Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator is covered in detail in their book The New Technical Trader. The DMI is identical to Welles Wilder’s Relative Strength Index except the number of periods is variable rather than ...
Dynamic Momentum Indexjayson casavant2003-08-07 17:28:26Level: medium
indicator
Details
Description The Dynamic Momentum Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator is covered in detail in their book The New Technical Trader. The DMI is identical to Welles Wilder’s Relative Strength Index except the number of periods is variable rather than ...
Dynamtic Momentum IndexWesley Bush2007-10-16 17:31:10Level: basic
indicator
Details
Dynamtic Momentum Index based on the RSI formula with a variable length....
Ed Seykota's TSP: EMA Crossover SystemMark H.2006-09-15 11:12:58Level: basic
system
Details
This is the code for the EMA Crossover System of Ed Seykota's Trading System Project at http://www.seykota.com/tribe/TSP/index.htm. I have tested it and got identical results to the dime compared to those at Seykota's website. I can't get it identical to cents due to rounding errors. ...
Ed Seykota's TSP: Support and ResistanceMark H.2006-10-08 01:48:31Level: semi-advanced
system,exploration,indicator
Details
This is an implementation of Seykota's TSP S-R system. See http://www.seykota.com/tribe/TSP/SR/index.htm for details. I have tested it and got identical results (well there is 2-cent difference due to rounding)....
Effective Swing IndicatorBrian Oliver2009-09-23 23:24:21Level: basic
system,indicator
Details
This indicator is meant to be added below a price chart. It is made to locate BIG turning points. The idea is to allow for entry points (and exits) where there is a definite turn instead of generating signals in regions that are essentially flat without any trend. I also use stops, both in backte...
Ehler's filters and indicatorselvf2005-08-07 20:35:13Level: medium
function
Details
I put together several functions, implementing Ehler's filters and indicators into one include file....
Ehlers Center of Gravity OscillatorNot Too Swift2005-06-25 01:14:08Level: medium
indicator
Details
Ehlers Center of Gravity Oscillator is from Cybernetic Analysis for Stocks and Futures. Wiley. 2004. This indicator represents the center of gravity of prices over the window of observation....
Ehlers CyberCycleNot Too Swift2005-03-19 23:35:31Level: medium
indicator
Details
Ehlers CyberCycle is an indicator listed in "Cybernetic Analysis for Stocks and Futures," by John Ehlers. This is a slightly modified version of the code I found at: http://www.traders.com/Documentation/FEEDbk_docs/Archive/052004/TradersTips/TradersTips.html#amibroker...
Ehlers Dominant Cycle PeriodNot Too Swift2005-04-23 00:31:49Level: semi-advanced
indicator
Details
This is another calculation from Ehlers's "Cybernetic Analysis for Stocks and Futures." It returns the dominant period length. This code is not elegant. I would greatly appreciate help in making it more transparent and elegant....
Ehlers Fisher TransformNot Too Swift2005-03-26 23:33:11Level: medium
indicator
Details
The Fisher Transform converts price data to a nearly Gaussian probability density function. The result is an indicator that reverses very sharply when a trend changes....
Ehlers Instantaneous TrendNot Too Swift2005-03-20 00:25:13Level: medium
indicator
Details
This is a zero lag trend indicator with an interesting predictive trigger....
Ehlers Laguerre RSINot Too Swift2005-03-28 23:00:59Level: medium
indicator
Details
The Laguerre transform provides a time warp such that the low frequency components are delayed much more than the high frequency components. This enables very smooth filters to be built using a short amount of data. The Laguerre RSI operates on four data points and is smoother than an RSI(4)....
ekeko price chartRAFAEL GOMEZ2006-03-17 01:00:42Level: semi-advanced
system
Details
price chart with trade calls for aroon + sar signs...
system
Details
SAR EVENTS WITH SPECIAL PARAMETERS FOR MULTI FRAMES 1 MINUTE, 30 MINUTES (MARKET PROFILE), DAILY, WEEKLY, MOUNTHLY SUCESS GUYS ...
Elder Bear PowerRob Stewart2001-08-10 19:00:38Level: semi-advanced
indicator
Details
Elder-ray combine the best features of trend-following indicators and oscilators. It includes an exponential moving average, which is a trend-following indicator. Its Bull Power and Bear Power components are oscillators. See also Elder-ray.alf and Elder Bull Power.alf ...
Elder Bull PowerRob Stewart2001-08-10 18:59:53Level: semi-advanced
indicator
Details
Elder-ray combine the best features of trend-following indicators and oscilators. It includes an exponential moving average, which is a trend-following indicator. Its Bull Power and Bear Power components are oscillators. See also Elder-ray.alf and Elder Bear Power.alf ...
Elder Impulse IndicatorLal2005-10-28 18:01:49Level: medium
indicator
Details
Detects an "impulse" in price and plots up/down arrows accordingly along with Close bars....
Elder Impulse Indicator V2Lal2006-02-09 17:33:09Level: medium
exploration,indicator
Details
Elder's Impulse Indicator with exploration ...
Elder Ray - Bull BearNoor_Doodie2006-02-23 12:10:44Level: basic
indicator
Details
I have constructed it in color and joined the two lines together instead. Violet = Bull, Orange = Bear. If im not wrong, Dr. Elder's teaching goes like this: In uptrends, use Elder Ray-Bull(Violet) In Downtrends, use Elder Ray-Bear(Orange) Pls correct me if im wrong....
Elder Ray Oscillator with MAPavan2009-07-27 08:58:42Level: basic
indicator
Details
Oscillator that combines both bull,bear power and plots it as a moving average....
Elder safe Zone Long + shortBoodha2005-10-16 19:35:37Level: semi-advanced
indicator
Details
Trailing stop méthod...
Elder Triple Screen Trading SystemDennis Skoblar2007-09-30 11:49:08Level: basic
system,exploration,indicator
Details
This scan finds candidates by the Weekly MACD Historgam slope, and the Daily 2 Period Force Index dipping above or below it's Zero Line. Plot a Weekly 26 Period EMA to help confirm the weekly direction. It should be rising along with an uptick on the Weekly MACD Histogram to go long. However, Elde...
Elder's Market ThermometerNoor_Doodie2006-02-23 12:04:31Level: medium
indicator
Details
Juast another ad on to ur evergrowing Elder Library. Hope this works for you guys, tweak it if you need to....
Elder's SafeZone Stopsloughbridge2003-10-16 00:12:05Level: medium
indicator
Details
This indicator sets a Stop beneath the range of expected downside fluctuations during an uptrend. ...
commentary
Details
Elder-ray combine the best features of trend-following indicators and oscilators. It includes an exponential moving average, which is a trend-following indicator. Its Bull Power and Bear Power components are oscillators. See also Elder Bear Power.alf and Elder Bull Power.alf ...
ElderSafeZoneStopLongLeon Nedbalek2003-12-30 18:30:18Level: medium
indicator
Details
According to my tests this provides the same results as the Excel spreadsheet detailed in the Trading Room book, with one modification. Instead of giving today's stop using the data from the previous day, it provides tomorrow's stop using today's end-of-day data. If you need the stop for today, clic...
ElderSafeZoneStopShortLeon Nedbalek2003-12-30 18:39:36Level: medium
indicator
Details
Provides results identical to the Excel spreadsheet discussed in the Trading Room book, except that it gives tomorrow's recommended stop from today's end-of-day data instead of today's stop from yesterday's data. To get today's stop, click on yesterday's date in the chart. For short positions only. ...
Elliott Wave Oscillatorkellahd2007-02-16 11:01:30Level: basic
indicator
Details
_SECTION_BEGIN("Elliotte Wave"); Plot( (EMA(C,5)-EMA(C,35)), _DEFAULT_NAME(), IIf( C > O, ParamColor("Up Color", colorRed ), ParamColor("Down Color", colorRed ) ), ParamStyle( "Style", styleHistogram | styleThick, maskHistogram ) ); _SECTION_END(); ...
Ema bandsdtholz2002-03-11 04:00:54Level: basic
exploration,indicator
Details
ema offset bands easy to change 5 bands and ema period indicator and AA scan . this produced excellent results on the ASX ( aussie exchange) ...
EMA CrossoverDavid McMillin2004-08-13 10:50:12Level: medium
system
Details
The formula is meant to work with Buystops and Sellstops at the previous days's 7d-ema crossovers. Appears to work well with long trades in about 20% of the SPX. Designed for weekly traders....
EMA Crossover PriceTommy Beard2005-08-12 14:11:35Level: basic
indicator
Details
The Title of this Graph shows the Price needed to generate an EMA Crossover. It is useful in predicting an Entry or Exit Price if you use EMA Crossovers. The default EMAs are 5 and 10 Periods. The layout is simple and can easily be worked into your own favorite graphs. ...
End Of Year Tradingcemays2006-07-09 13:29:46Level: basic
system
Details
Trade only Dow Industrial Stocks at the end of year and only buy those stocks that have lost the most the previous year. Doing backtest over from Jan 1, 1995 to Dec 31, 2005 shows a 3 stock portfolio would do the be with a 25% annual gain but had a system drawdown of 38%....
Envelope SystemPete Rast2015-05-22 12:31:51Level: medium
system
Details
Here's another take on the 'bands' approach. Similar to Bollinger Bands, this system creates moving average bands on either side of the price. It then buys when the close price moves below the lower band, then sells when it crosses above the upper band. The system is Long only, and was designed f...
Ergodic OscillatorPrakash Shenoi2006-08-10 10:08:00Level: basic
indicator
Details
Ergodic Oscillator uses a double-smoothed ratio of the difference between the Close and Open prices and the difference between High and Low. The default periods of average1 is between 11 and 32 and the default of average2 ranges between 4 and 13, which can be varied by right clicking the Param fun...
Evaluating Candle Patterns in a trading systemHerman van den Bergen2005-01-28 17:54:38Level: medium
system
Details
A simple example program to show how one can evaluate candle patterns in a simple trading system. Use the AA param() to select Long or Short only mode and to set the profit period after the pattern. Run in Optimize on stock or watchlist....
Expiry day/days - Last thursday of monthAbnash Singh2012-12-26 09:02:22Level: medium
showemail,function
Details
In Indian stock markets the last Thursday of a month is the expiry date for Futures and derivatives contracts on the National Stock Exchange. The AFL is a function which return expiry day information as follows: Month = 0 will return data for the current month, 1 for next month and n for n mon...
Expiry Thursday for Indian marketsAjay Joglekar2005-05-14 15:39:52Level: semi-advanced
indicator
Details
This indicator will give a white arrow pointing the last thursday of every month. This is the monthly expiry day in the indian markets.It is useful to note changes in prices of futures and options....
Export All Daily Data to TXT with MS import formatKhalid Mirza2008-01-05 06:17:23Level: basic
showemail,function
Details
this formula will export all tickers to a text file formatted with Metastock Import Format, after export you can use hte downloader or any other utility to convert the TEXT file to MS format...
Export EOD or Intraday to .csv fileBarry Scarborough2008-08-30 16:10:54Level: medium
indicator
Details
An indicator that allows dumping large files to C:\AmiBackup. It can export EOD or intraday data up to 375,000 Excel lines. Large files, over 65500 lines will be broken into multiple files with a suffix of A, B, C or D. Follow the instruction in the header of the indicator file....
Export Intraday DataGraham Kavanagh2004-02-05 05:15:52Level: basic
showemail,function
Details
AFL for AA window, exports to TXT file for each ticker. Set the timeframe in AA settings window...
Fast Refreshed KAGI Swing Charts (Price Swing)A student of the markets2007-02-15 18:56:54Level: medium
indicator
Details
I present here a smart solution to overcome the slowness of "FOR cycles" and build high quality and fast-refresh swing charts in Amibroker. (read more about the trick below) ABOUT PRICE SWING CHARTS KAGI SWING Charts also knowns as PRICE SWING CHARTS are built in time-independent squared charts,...
indicator
Details
Just an enhacement to the display and control of colors....
Fib CMOmleonsprint2004-07-20 01:31:01Level: basic
indicator
Details
Here is the "fib CMO" formula which was first shown by Uncle Steve, I cooked it up with all kinds of parameter functions Enjoy =)...
Fib Fan Based on ZZsoni2012-11-04 01:31:21Level: basic
indicator
Details
This is combination of Zig Zag Indicator with Valid Entry AND Exit Points -Tomasz J and speed resistance - ABDULKAREEM This will Automatically plot , Fib fan [ speed resistance] from peak-bottom . to trade this set up , one needs to wait for peak-bottom confirmation bar [ confimation bar is...
Fibonacci Calculations & Speed ResistanceABDULKAREEM2012-03-22 18:42:31Level: semi-advanced
system,indicator
Details
-Fibonacci retracements, Fan, Time Zones and Time Extensions. - Speed resistance...
Fibonacci Internal and External RetracementsDavid K2008-05-11 22:31:30Level: basic
indicator
Details
AB version 5.08 is used with this formula - please check your version to insure there are no conflicts with new features. This formula uses Peaks/Troughs to identify pivots for calculations. Pivots may also be identifed by using your mouse to select any point in the chart. Pivots will be located ...
Fibonacci Moving averagesLokanath2006-04-08 14:18:42Level: basic
indicator
Details
displays some fibo moving averages...
FirstBarIndex(), LastBarIndex()Antonio Marra2004-07-20 06:38:08Level: basic
showemail,function
Details
It retrieve the first or the last BarIndex() Value when a given condition is true....
Fisher Centre of GravityRobert Dunbar2012-07-16 08:52:01Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Fisher Cyber CycleRobert Dunbar2012-07-16 08:52:35Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Fisher OscillatorRobert Dunbar2012-07-16 08:53:10Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Fisher Relative Vigour IndexRobert Dunbar2012-07-16 08:53:51Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
fishnetwolfgang mrazek2004-03-29 04:23:35Level: basic
indicator
Details
This is a simle fishnet. I'm surprised that no one else has added this but maybe coz it's so simple... This one looks very "sticky" in chart. Maybe you can show a better one? ...
system
Details
This follows institutional investing by using volume as an indicator....
Force indexThomas Youssef2005-02-22 02:07:19Level: basic
indicator
Details
Alexander Elder´s classic force index indicator I use them on swedish stocks, weekly. The rules are easy: If the indicator is below zero AND there is a bullish divergence, then go LONG If the indicator is above zero AND there is a bearish divergence, then go SHORT Works well when you ha...
indicator
Details
TD Sequential version Perl...
Frequency distribution of returnsJeff2008-08-30 03:17:25Level: basic
indicator
Details
Plots the frequency distribution of percent. You can choose the time period for obsevation and the bin size. If you want, you can use "percent" to be any array you want. The only improvement I can see is you have the chart at the selected value....
Fund ScreenerDima Rasnitsyn2001-10-13 12:58:30Level: medium
exploration
Details
Rank mutual funds [or securities] based on their rates of change (or smoothed ROCs), and see how much time passed since buy/sell signals generated by various systems. ...
Future MA ProjectionOzFalcon2006-10-02 18:12:20Level: basic
indicator
Details
A very basic example of Future Projection using various shift functionality of Amibroker. This example projects a Simple MA. ...
Future Plotting of Time and PriceDavid K.2009-06-29 20:28:45Level: medium
showemail,function
Details
This formula plots time and price in the blank space on the right of the chart. To use this you must make sure that \"Preferences\" > \"Charting\" > Blank bars in right margin is set to a value of greater than 0. An example is provided at the bottom of the chart for plotting lines with starting ar...
Future Plotting of Time and Pricewooziwog2009-06-29 20:30:30Level: medium
showemail,function
Details
This formula plots time and price in the blank space on the right of the chart. To use this you must make sure that \"Preferences\" > \"Charting\" > Blank bars in right margin is set to a value of greater than 0. An example is provided at the bottom of the chart for plotting lines with starting ar...
Futures - Dollar Move IndicatorTommy Beard2005-05-23 04:53:11Level: basic
indicator
Details
This AFL Code offers the same feature as Track N Trade Pro which allows quickly seeing the Dollar Amount of a move in a Futures Contract. The time period is selected by left clicking twice on the graph to select the beginng date and doing the same to select the end date. The time period is also di...
Futures - Dollar Move Today IndicatorTommy Beard2005-05-24 05:30:06Level: basic
indicator
Details
This AFL for Futures Contracts will show the Percent Change, Point Change, and Dollar Movement compared to the Prior Day. Click on any bar and you will see the values in the title. Symbols used in formula are those of BriteFutures which is free data and downloadable into Amibroker....
Gabriel Linear Regression Angle IndicatorLuxor2015-04-10 09:23:42Level: basic
indicator
Details
This idea originally appeared in MTA Journal Issue 48. It was coded by a member of Amibroker boards. I added the arctan of the slope to make it an angle, as described in the article ...
Gann Five Day pullbackSteve Wiser2001-07-05 19:24:18Level: basic
system,exploration
Details
Uses Gann Five day pull back for buy signal....
Gann HiLo Indicator and SystemSteve Wiser2001-07-05 19:17:42Level: basic
showemail
Details
Uses a Gann HiLo Indicator to build a system for testing....
Gann level plotterengr sameer2007-12-19 11:18:56Level: basic
system,exploration,indicator,commentary,function
Details
The formula plots the latest three gann levels, It changes automatically when the level is breached. you can change the parameters to suit the stock. ...
Gann Swing ChartGeoff Mulhall2001-06-25 05:13:31Level: semi-advanced
indicator
Details
A Gann Swing Chart is similar to a Kanji chart but uses high and low instead of open and close. Refer Beyond Candlesticks by Steve Nison. ...
Gann Swing chart v41212talal2008-01-23 13:36:31Level: advanced
system,exploration,indicator,commentary,function
Details
_SECTION_BEGIN("Gann Swing chart v4 "); /* Gann Swing chart v4 */ /* Last modified 24 Feb 2001 */ /* AFL implementation by */ /* (C)2001 Tomasz Janeczko */ /* one and two - bar reversal version */ /* Change this to 1 for two-bar mode */ twobarmode = 0; outsidebar = Outside(); insidebar...
Gann Swing Charts in 3 modes with textOzTraderGuy2013-01-24 19:06:19Level: medium
indicator
Details
Mode 1 - A swing chart that is not overlaid on a price chart but instead has \"equal width\" swings. Mode 2 - A low Level GFX swing chart Mode 3 - A regular swing chart Text and moving averages can be applied to the swing chart via parameters....
Gap and CircuitRavi S Ghosh2008-02-25 08:16:50Level: medium
exploration
Details
It is an exploration that scans those scrips that open and close above earlier day's price for 2 consecutive days thus forming a bullish pattern (long candidates) or those scrips open and close below earlier day's price for 2 consecutive days thus forming a bearish pattern (shorting candidates). Usu...
Gartley 222 Pattern IndicatorDaniel Ervi2004-04-09 17:07:48Level: semi-advanced
indicator
Details
A port of the Wealth-Lab code posted by Mark Conway to the Wealth-Lab forums. It has been adapted to an AFL indicator, but with a little work it could be made into a scan or even a trading system....
garythompsonGary Thompson2005-04-07 06:29:05Level: basic
indicator
Details
Bill Williams Awesome Oscillator ( a momentum Oscillatr) based on the profitunity trading approach. See "Trading Chaos" Bill williams for full description...
garythompsonGary Thompson2005-04-07 06:30:20Level: basic
indicator
Details
Bill Williams Awesome Oscillator ( a momentum Oscillator) based on the profitunity trading approach. See "Trading Chaos" by Bill williams for full description and useage - good for wave counting...
GFX ToolTipPanagiotis Boufardeas2011-11-22 09:58:54Level: basic
indicator
Details
GFX TootTip, prices appears when the mouse is hovered over the top of the bars in the chart panel this is a Drag & Drop AFL, there are two small Buttons enable/disable the tooltip, R= remove and T= ToolTip Link for foto http://bit.ly/oEwSxY...
system,exploration,indicator
Details
Both indicator and exploration code for combination of fibonacci retracements identified in "Fibonacci for the Active Trader" by Derrik Hobbes. Determines pivots, draws retracements, and explores for them....
Graphical sector analysisPaul Moore2010-04-22 17:46:03Level: medium
exploration,indicator
Details
This AFL allows a number of symbols to be graphically compared by normalising them and referencing them to a reference point in the past. The technique is typically used for sector rotation trading, where stocks from the strongest sectors are considered as trade candidates. The AFL selects the fi...
Graphical sector stock amalysisPaul Moore2010-04-29 04:07:32Level: medium
indicator
Details
This is a corrollory of my earlier \"Graphical sector analysis\" AFL. This code allows you to specify a TC2000 MG group, and visually observe the strongest stocks in that sector....
Guppy moving averagesTomasz Janeczko2001-06-16 08:38:56Level: basic
indicator
Details
A set of moving averages of different periods. An example on using multiple graphs in single indicator window....
half-automated Trading SystemThomas Zmuck2001-12-21 16:45:47Level: basic
system,exploration
Details
This System finds stocks, where the price reached a support or resistance line, that you have manually drawn. You must give every line any of these 6 predifined StudyID's (RE,SU,UP,DN,RI,ST). The system automaticaly detects, if the line is currently a support or resistance line. There are two m...
system,indicator,function
Details
Finds all Harmonic Patterns. Please note that the percentage used are the minimum in patterns. Use percentage to find the last active pattern. use back for historical pattern....
hassanhassan2005-12-02 06:52:18Level: basic
system
Details
guru commentay.afl Balance of Power.afl ...
Head & Shoulders PatternDimitris Tsokakis2002-02-27 05:27:02Level: medium
exploration
Details
For a short description of Head & Shoulders Pattern you may see at http://www.chartpattern.com/head_sholuders.html http://www.chartpatterns.com/headandshoulderschartsstocks.htm etc. Paste the formula in Automatic Analysis and Explore for n last quotations, n=1. Paste the same formula in Indicat...
Heatmap V1Jorgen Wallgren2009-03-07 06:13:40Level: medium
exploration,indicator
Details
This Heatmap let you to display and sort data for 4 up to 100 symbols at one time. The code allows you to change the sort options, such as Change %, Volume, ADX Trend etc, and will display the data with the result and color coding. Using it with a RT connection will give you an immediate update ...
Heikin Ashi CandlesJF Derzi2012-12-19 12:06:55Level: basic
indicator
Details
This AFL calculates Heikin Ashi with no use of AMA(), using a loop code. It uses the EXACT Heikin Ashi formula. ...
Heikin Ashi DeltaJF Derzi2012-12-19 12:15:26Level: medium
indicator
Details
I believe it is the same as proposed on www.educofin.com This indicator shows the \"Heikin Ashi\" strength and trend reversal. There are two main ways to use: the Y axis crossovers and Line x Signal crossovers. I add some new ideas, see the commented text (EMA, Histogram Increase/Decrease, ...
Heikin-Ashi(Koma-Ashi) with Moving AverageTOBY2008-08-01 01:33:34Level: basic
indicator
Details
This is AFL of Heikin-Ashi(Koma-Ashi)with Moving Average. It's smoothly Heikin-Ashi derivative indicator, and prevent to collapse a graph for first bars. ---- TOBY http://tobysoft.net/...
Heinkin-AshiDennis Skoblar2007-07-16 22:44:50Level: basic
indicator
Details
Heinkin-Ashi...
HermanHerman van den Bergen2010-03-27 09:48:47Level: advanced
showemail,function
Details
// This is a quick hack: I welcome suggestions on how to improve it. // Using an inlude file this code will auto save all afl revsions. // For easy use copy the above code to an include file named // AFLRevisionInclude.afl // and insert the #include at the top of each formula you want // trac...
HH-LL-PriceBarRene Nederhand2008-01-20 17:18:45Level: basic
indicator
Details
This is the Amibroker version of the HH-LL-Pricebar (higher high, lower low pricebar) from eSignal. It shows the usual candlesticks in three distinct colors: If the closing price is above the previous high (higher high) the outline of the candle will be green; if the closing price is below the pre...
Hilbert Sine WaveRobert Dunbar2012-07-16 08:44:02Level: semi-advanced
indicator
Details
I am reposting this with appropriate comment header. You can contact me at \"info at coding4ab dot com\"...
Hilbert Sine Wave Support & ResistanceRobert Dunbar2012-07-16 08:55:46Level: advanced
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Hilbert Sine Wave with Hull Moving AverageRobert Dunbar2012-07-16 08:54:46Level: semi-advanced
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
system,indicator
Details
Using the Hilbert Metastock code, my interpetation of this indicator that indicates whether a stock is trending or not. This is set up as a system buying in at the start of a trend....
Historical Volatility IndexPete Rast2015-06-05 13:52:34Level: advanced
indicator
Details
The HVI gives a count of how many times the price has moved up and down x% over the last n bars. For example, if the price has moved up and down 7 times over the last 60 bars, the HVI will be 7. To be clear, each up or down movement is counted as 1, so an upward movement of 5% followed by a downward...
Historical Volotility Scan - 6/100Dennis Skoblar2005-06-15 16:30:22Level: basic
indicator
Details
The is the 6/100 Historical Volotality Indicator as described in the book "Dave Landry On Swing Trading". The stock is poised to move when the 6/100 Indicator reading is equal to or below .50 (50%)...
Historical Volotility Scan - 50 DayDennis Skoblar2005-06-14 04:02:32Level: basic
indicator
Details
Shows how volotile the stock is over a a 1 year period. A reading of 40 or above is ideal for "where the action is."...
indicator
Details
Even in 1 minute data high and low value has different spread, this spread is used here to get an indicator through Z score. This indicator is used with closing price to get buy and sell line differently. Later that indicator can be used to get Buy and Sell points on average closing price. This code...
Hook ReversalsLarry Lovrencic2001-09-04 01:47:26Level: basic
exploration
Details
Find Hook reversals using automatic analysis /*Hook Reversals Automatic Analysis by Larry Lovrencic*/ buy=O<(L+0.2*(H-L)) AND C>(H-0.2*(H-L)) AND Href(L,-1); sell=O>(L+0.8*(H-L)) AND C<(H-0.8*(H-L)) AND Href(L,-1);...
Hull Moving Averageavi b a2007-01-01 14:21:41Level: basic
indicator
Details
The Hull Moving Average solves the age old dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness....
Hull Multiple Moving AveragesTerry Dactil2008-09-19 00:14:28Level: basic
indicator
Details
The MMAs used in Alan Hull's "Active Investing"...
Hull Range IndicatorJulian Bunko2007-12-04 08:18:19Level: basic
indicator
Details
Alan Hull's Range Indicator for weekly charts. From his book "Active Investing". ...
Hull Rate of Return IndicatorJulian Bunko2007-12-04 07:58:30Level: basic
indicator
Details
The formula for the Rate of Return Indicator for weekly charts. From Alan Hull's excellent book "Active Investing" (published in Australia by Wrightbooks). ...
Hull with DEMANicolas Janin2007-02-26 18:20:34Level: medium
indicator
Details
This is a simple variant on the Hull mobile average. It simply uses Double Exponential MA instead of weighted MA, and thus, it is more reactive than the popular version. function HullDEMA(series, p) { return DEMA( 2*DEMA(series,int(p/2))- DEMA(series,p),int(sqrt(p))); } If you put the above...
Hurst "Like" DEFred Tonetti2006-10-16 09:50:22Level: medium
indicator
Details
Hurst "Like" DE's using Millard style CMA's and nth Order Polynomial Fit for extrapolation to the selected bar and possibly beyond....
Hurst ConstantSteve Wiser2001-07-05 19:30:48Level: basic
indicator
Details
This indicator is an interesting study in chaos theory. Just look up the title in any web search engine and start reading. This indicator is fails to calculate for some stocks. It requires at least 600 hundred quotes to work....
IB BackfillerBarry Scarborough2008-09-12 15:35:31Level: basic
indicator
Details
A formula that will back fill all the symbols and plot the results. Create a file with all your tickers by using AmiQuote and inporting the symbols. Save the symbol list to a txt or csv file and then import that to watch list 40. If you use another watchlist you will have to change the watchlist ass...
IBD relative strength database rankerAlex Chambers2013-02-18 07:44:18Level: medium
exploration
Details
This will rank all the stocks in your database according to 6 relative strength parameters: - IBD RS (as used by Investors Business Daily) - 12month RS - 6,3,2 and 1 month RS The rankings can be displayed numerically (eg: 100% RS in 12 months), or as comparative symbols against other symbol...
IBD relative strength database ViewerAlex Chambers2013-02-18 08:17:25Level: medium
indicator
Details
This is the rankings viewer file for the ranker I wrote at: http://www.amibroker.com/members/library/formula.php?id=1421 It will show the rankings for all stocks previously ranked according to 6 relative strength parameters: - IBD RS (as used by Investors Business Daily) - 12month RS - 6...
Ichimoku ChartPrakash Shenoi2006-08-11 12:30:12Level: medium
system,indicator
Details
Ichimoku Chart is a trend following system similar to Moving averages. Time spans of 9, 26 and 52 are used. According to Ken Muranaka, Ichimoku charts depicts market timing, resistance/support,and possibly false break outs, all in one chart, in one panoramic view. For more details, check this link...
Ichimoku chartsTomasz Janeczko2001-06-16 08:25:56Level: medium
indicator
Details
Ichimoku charts - yet another Japanese charting technique is enjoying new wave of popularity. Just a few months ago, in the October 2000 issue of Technical Analysis of Stocks and Commodities (TASC) magazine an article covering this charting method was presented. I will not dig into details - they ar...
Ichimoku Kinko Hyoal3lka2011-12-27 00:15:35Level: basic
indicator
Details
Ichimoku Kinko Hyo (Ichimoku Cloud)with displacement for Leading span and Laaging Span as described in chart school.com. I found that Ichimoku Cloud in AFL library are not mathematically correct and with no displacement for leading and lagging span. Hope this first AFL of mine can correct that and u...
system,exploration,indicator,commentary
Details
ICHIMOKU SIGNAL TRADER These ICHIMOKU signal are from the site: IchimokuTrader.com The Chart can be changed to either the short 9,18,52 range or the longer range 18,52,104 Optimized of all Ichimoku Signals Exploration to find specific Ichimoku signals ...
Ichimoku with plot mofified to use cloud functionMisha Nathani2008-02-15 23:09:43Level: basic
indicator
Details
This formula is the original Prakash Senoi formula with the plot function modified to use the new cloud funtion. The cloud as green shows uptrend support, and as red shows resistance above downtrend. I haven't worked out how to allow plotting of the cloud out ahead of today, as is done in a number ...
IchimokuBrianViorelROViorel CRISTEA2009-06-18 01:59:30Level: medium
system,indicator
Details
Ichimoku from Brian with some improvments....
IFT of RSI - Multiple TimeFramesBrian Richard2004-07-30 23:43:41Level: semi-advanced
indicator
Details
This is the Inverse Fisher Transform (IFT) of the Relative Strength Index (RSI), across multiple timeframes. It only shows two timeframes at any given time -- the currrent chart time frame, and the next largest time frame (see code for details). Hourly chart: When the IFT is oversold on the daily...
Improved NH-NH scan / indicatorPaul2012-03-25 06:12:54Level: basic
exploration,indicator
Details
Calculates new 52 week new highs - new lows. Use SCAN to create the indicator. Improvements on previous versions: - works on daily, weekly amd monthly timeframes - correctly displays indicator when a period has elapsed since last scan ...
In Watch ListBill Schmidt2008-09-13 14:26:01Level: basic
indicator
Details
This program lists in a chart pane all the watch lists that the current symbol belongs to....
Index and ETF tradingscienide2009-05-26 18:18:06Level: medium
system
Details
The system is designed to trade equity ETFs and indices. Weekly ADX is used to determine long-term trend, whereas daily Stochastic triggers the entry. The exits are conditioned by crossovers of EMAs. Your comments and critique are more than welcome....
Index of 30 Wk Highs Vs LowsGeoff Mulhall2002-11-08 22:47:11Level: semi-advanced
exploration,indicator
Details
The number of stocks making new 30 week highs vs the number making new 30 week lows is a useful adjunct to the Advance Decline line, especially when both are compared to a market index (eg XAO Australian All Ords or NYSE Composite). Attached is both an exploration to create the 2 indices, and ind...
Indicator Explorer (ZigZag)Michael.S.G.2003-08-05 21:49:32Level: medium
indicator
Details
This example show how you can "Explore" an indicator, This is usefull for displaying the effects of pattern detection functions on Signals. A simple example of this, As show by this AFL, Is the ZigZag indicator. Use CTRL-R to bring up the Parameters Dialog to Explore. ...
Inside BarShiva2014-12-13 02:51:36Level: basic
indicator
Details
A simple code to identify inside bar - can be extended to ousidebar also...
Inside BarShiva2014-12-13 02:51:37Level: basic
indicator
Details
A simple code to identify inside bar - can be extended to ousidebar also...
Instantaneous Trend LineRobert Dunbar2012-07-16 08:56:43Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Inter-market Yield Linear Regression DivergenceJonathan DeGange2012-05-16 16:12:02Level: medium
indicator
Details
Used to make prediction of values of security to be predicted (dependent var) based on correlation with other security. Only can take yields/returns as args. Output is then normalized with \"inter-market momentum oscillator\" to account for scaling differences between the two securities. ...
interactively test discretionary tradingDD2009-03-08 11:15:28Level: medium
system,indicator,function
Details
Add manual buy/short signals. Useful to test your performance as a discretionary trader, or to get a feeling of the behavior of indicators [since by looking at the chart, one is being misled by the future bars]. Insert this formula into your favorite chart setup, then either select the last visible...
Intraday Average VolumeBill Schmidt2008-09-11 14:15:08Level: basic
indicator
Details
This indicator calculates intraday average volume by averaging each bar with the same bar for x number of previous days....
system,exploration,indicator
Details
http://www.myinvestmentmanager.com Author : Nishant Kulkarni (nishantndk@yahoo.com) Intraday Fibonacii Trend Break System. This system is based on the double bottom and double top detection technique and fibonacii internal external by David K. A line joining two tops when connected together a...
system
Details
commentary,function
Details
Marks on an intraday chart the bar that is most likely to be the real open for the day (based on the sudden increase in volume that should occur at the real open, compared to the volume during the pre-open). Avoids the problems of using time functions to find the open that occurs after the pre-open ...
Intraday Range and Periods Framerbluueskyy2009-08-13 21:47:31Level: medium
indicator
Details
This script will draw horizontal lines for the following items: - Previous day close (red dashed line) - Today open (pink dotted line) - Today high and low (pink lines) - Premarket range 8:30am to 9:30am EST (blue dashed lines) - 5 min opening range (dark green lines) - 30 mintue opening ran...
system,indicator
Details
It is useful line study for intraday treading to decide the strength of a stock. it will divide the stock movement in to three zone. precises in upper zone indicate bullishness. precises in middle zone indicate no tread zone(sideways market). precises in lower zone indicate bearish zone....
Intraday Trend Break SystemNishant Kulkarni2010-06-27 13:28:19Level: basic
system,exploration,indicator
Details
########################### Intraday Trend Break System ##################### Author : Nishant Kulkarni (nishantndk@yahoo.com) Intraday Trend Break System. This system is based on the double bottom and double top detection technique. A line joining two tops when connec...
indicator
Details
Calculates intraday volume EMA and compares result to intraday value. Cumulative mode supported. ...
Inverted Plotted Volume Overlay IndicatorJorgen Wallgren2009-03-25 04:37:23Level: medium
indicator
Details
This is an inverted plotted volume, displayed at the upper part of the main chart. Just drag and drop this code into your main chart, adjust the moving average and height to your preference. ...
IO ... An Intelligent Optimization Driver for ABFred Tonetti2007-03-11 15:08:08Level: advanced
indicator,function
Details
v2.2 See the doc...
JEEVAN'S SRI CHAKRAM.J.JEEVAN LAL2009-05-22 18:44:55Level: basic
system
Details
I HAVE SLIGHTLY ALTERED GRAHAM\'S P&F CHART FOR MY CONVENIANCE -- TRY THIS...
Jesse Livermore Secret Market KeyKH Tang2009-08-22 10:15:27Level: advanced
indicator
Details
Jesse Livermore Secret Market Key, in his original book, was break into a 6 column chart. Namely \"Up Trend\", \"Natural Rally\", \"Secondary Rally\", \"Down Trend\", \"Natural Reaction\", and \"Secondary Reaction\". When put into flow chart, it work pretty much as the Point and Figure method, b...
indicator
Details
Hilbert Sinewave adapted from John Ehler\'s book...
Kagi ChartGraham Kavanagh2002-11-29 05:12:31Level: medium
system,indicator
Details
Kagi swing chart with change based on share price. Swing ranges from 3 to 5%. Place in indicator builder....
Kairi Relative IndexMubashar Virk2010-09-16 16:14:59Level: basic
indicator
Details
http://www.investopedia.com/articles/forex/09/kairi-relative-strength-index.asp The Kairi Relative Index is considered an oscillator as well as a leading indicator. The Index calculates a deviation of the current price from its simple moving average as a percentage of the moving average. By re...
Kelly criterionWagner Mesquita2014-08-25 09:50:58Level: basic
exploration,indicator
Details
Defined by Ernie Chan in the article "how much leverage shouldnt you use?" http://epchan.blogspot.com.br/2006/10/how-much-leverage-should-you-use.html ...
Keltner ChannelAra Kaloustian2002-05-21 04:24:18Level: medium
indicator
Details
Keltner Channels are similar to Bollinger bands in that they create an envelope around prices in order to indicate oversold / overbought conditions. Bollinger Bands use standard deviation to measure volatility, while Keltner channels use ATR (Average True Range). Keltner Channels provide a smo...
Kiss and Touch with the Modified True Range Rajandran R2015-03-16 11:00:47Level: medium
indicator
Details
In the February 2015 STOCKS & COMMODITIES article “Kiss & Touch With The Modified True Range,” author Chris Lindgren describes an indicator to help estimate the probability of an option’s underlying touching or reaching a certain price any time before expiration. Lindgren describes...
Know Sure ThingTomasz Janeczko2001-06-16 08:42:59Level: basic
indicator
Details
Daily, Short-time Know Sure Thing indicator. This is smoothed version of classical rate-of-change indicator. ...
Lagging MA-XoverThomas Heyen2006-06-08 05:27:49Level: medium
system
Details
Fast DEMA crossing its same period lagging EMA....
Larry William's Volatility ChannelsPrakash Shenoi2006-08-08 09:47:28Level: basic
indicator
Details
Volatility channels (or bands) move with the stock, quickly adjusting to price movements. When a security trends outside the volatility channel, it adds strength to a high probability long trade . Look out for a stock to "trend" outside these bands to catch the momentum. When the swing increases, th...
showemail,function
Details
Here is simple visualization to look into the past five trades result and plot the values over the chart which gives a quick view on how the strategy performed in the last five trades. In this AFL example we had created the dashboard for simple MACD crossover. And the dashboard doesnt include curren...
lastNDaysBeforeDateDiscusLorraine2006-11-18 10:48:58Level: basic
showemail,function
Details
Function that returns the closing prices of the bars belonging the n previous trading days before a given date (expressed in DateNum() format). The resulting array contains Null cells everywhere except for the bars within the chosen interval. I find it useful with intraday data to retrieve the pr...
Least Squares Channel IndicatorEdward Pottasch2015-10-26 05:27:36Level: semi-advanced
indicator
Details
Same as prior channel indicator but in this code I use the latest matrix functions added in beta version 6.01.0 Code takes quite some time to load but then is pretty fast doing calculations. If you don't see anything try pressing "force calculation" in the param window. ...
Linear Regression Line & BandsGeoff Mulhall2002-05-27 06:31:34Level: semi-advanced
indicator
Details
A linear regression line plots the a least squares line of best fit through the closing price. In this case bands are also plotted above and below the central linear regression line to indicate the maximum excursion of the stock from the line....
Linear Regression Line w/ Std Deviation ChannelsPatrick Hargus2005-03-07 00:58:06Level: medium
indicator
Details
Plot a linear regression line of any price field available on a chart for a period determined by the user. 2 Channels are plotted above and below based on standard deviations of the linear regression line as determined by the user. A look back feature is also provided for examining how the indicat...
showemail,function
Details
launch amibroker thro commandline. you can pass parameters that take the database path...
Log Time ScaleJeff Parent2004-04-23 10:03:05Level: medium
function
Details
Uses Param feature to adjust increaasing time compression as chart moves back in time. A bit like looking at multiple time frame charts, except its all in one chart....
LSMAIvanov Denis2009-10-01 02:34:26Level: medium
indicator
Details
This indicator is used in conjunction with the trading system WCCI...
Luna PhaseOzFalcon2006-08-31 23:36:11Level: basic
indicator
Details
This program helps anyone who needs to know the Moon's phase, age, distance, and position along the ecliptic on any date within several thousand years in the past or future. The age of the moon in days as well as its visual phase are given. The Moon's ecliptic longitude is calculated as well as the ...
Lunar Phases - originalJose Silva2013-06-04 04:54:54Level: medium
indicator
Details
Plots accurate Full/New/Q1/Q3 Moon phases. Ported from original MetaStock formula - beware of outdated and plagiarized copies. ...
LunarPhaseMarcelin Tudor2006-09-03 10:02:09Level: basic
exploration
Details
Plot Full Moon and New Moon on your chart. Simply and easy....
MA Difference 20 PeriodLarry Lovrencic2001-09-02 21:06:20Level: basic
indicator
Details
This indicator displays how far the closing price is above or below a 20 period moving average in % terms. It is displayed as a histogram and the bars are green if the closing price is above the MA and red if the closing price is below the MA. T may be changed to alter the MA period. ie Change T=...
MACD and histogram divergence detectionrami esor2008-05-15 05:54:22Level: advanced
system,indicator
Details
MACD and histogram divergence detection...
MACD commentaryTomasz Janeczko2001-06-16 08:54:12Level: medium
system,commentary
Details
This sample commentary shows how to use WriteVal() and WriteIf functions. May be also used as a simple trading system....
MACD Histogram - Change in Directioncrash2006-05-03 07:33:26Level: basic
indicator
Details
This indicator shows the value of tomorrow's Closing Price in order for the slope of the MACD Histogram to change Direction. (ie. changing from a positive slope to a negative slope or changing from a negative slope to a positive slope)...
MACD indicator displayPaul Moore2006-05-21 19:36:21Level: medium
indicator
Details
Sometimes, it can be difficult to view the MACD histogram bars when the MACD lines are very close together, causing the bars to be very short. This indicator automatically adjusts the scaling of the MACD histogram bars such that they occupy the maximum area in its indicator pane....
showemail,function
Details
MACD (12,26,9 - 5,34,5 <==> by default - by Bill Williams...
Main price chart with Rainbow & SARChih-chiang Chen2001-11-04 21:55:45Level: basic
indicator
Details
The price chart will change color according to sar(). The red line= 20ma and Blue line = 50MA For better visual effect. Could someone add volume chart in this chart(like the original price chart does)?...
MAMSalil V Gangal2002-11-10 23:19:20Level: medium
indicator
Details
MAM - Most Anchored Momentum. This indicator is similar to FastTrack Rank, except it has *much* less noise. This indicator is also similar in looks (on chart) to RSI. However, this is *unbounded*, so it does not flatten out at the extremes. The author of this indicator has create PDF documen...
system
Details
This formula allows testing bracket orders sent to TWS. This will help users see how bracket orders are handled by TWS and help users design their bracket orders for auto trading....
Market Breadth Chart-In-ChartJorgen Wallgren2009-04-07 05:05:49Level: medium
indicator
Details
In order to save chart space, I created this gfx code which gives a \"chart-in-chart\" feature. Drag and drop this file into your price chart and adjust the location and size of this chart. Since this indicator is decribed in an article with copyright, for usage please refer to the original article ...
indicator
Details
Market direction is described through 3 composite tickers, based on Relative slope values. You may read on daily basis the % distribution of bullish, congestive and bearish phase of the Market. ...
Market Facilitation Index VS VolumeNick2007-10-22 09:34:35Level: basic
exploration,indicator
Details
Market Facilitation Index VS Volume .Thanks to Frikkie...
Market Profilenoname2008-06-21 18:19:40Level: basic
indicator
Details
Market Profile with Low-level graphics...
McClellan OscillatorTomasz Janeczko2001-06-16 08:26:59Level: basic
indicator
Details
The McClellan Oscillator, developed by Sherman and Marian McClellan, is a market breadth indicator that is based on the smoothed difference between the number of advancing and declining issues on the New York Stock Exchange. The McClellan Oscillator is one of the most popular breadth indicators. Buy...
McClellan Summation IndexTomasz Janeczko2001-06-16 08:27:58Level: basic
indicator
Details
The McClellan Summation Index is a market breadth indicator developed by Sherman and Marian McClellan. It is a long-term version of the McClellan Oscillator and its interpretation is similar to that of the McClellan Oscillator except that it is more suited to major trend reversals. For more extensiv...
MDYtoXLSerialDays and XLSerialDaysToDateNumPaul D2010-09-30 16:56:43Level: semi-advanced
function
Details
This converts a 2 digit month, a 2 digit day of month, and a 4 digit year to the exact Serial date number used by Microsoft Excel. You might use this to help you add or subtract a specified number of *CALENDAR* days to a specified date. You can add and subtract the serial numbers that are returne...
Meu Sistema de Trading - versão 1.0João Alexandre2007-02-26 18:54:19Level: basic
system
Details
Baseado no livro "Come Into My Trading Room" de Dr.Alexander Elder, meu sistema plota um envelope, linhas de maxima e minima historica e pontos de compra e venda baseados no cruzamento de MACD com a linha de sinal....
system,indicator
Details
calculate mfe and mae. plot trades as indicator....
mfimacdabosliman2005m2007-07-02 18:30:27Level: basic
commentary
Details
aa...
exploration
Details
help...
indicator
Details
Average Directional Index (ADX): -------------------------------- the Average Directional Index (ADX) in order to evaluate the strength of the current trend, be it up or down. It's important to determine whether the market is trending or trading (moving sideways), because certain indicators give m...
MOCSJean-Luc Saillard2009-10-01 11:09:01Level: basic
indicator
Details
Formula based on an article of Technical Analysis of S&C (August 2008) \"Relative Strength as a selling tool\" by Michael J. Carr This indicator is meant to calculate the RS of a stock as compared to the S&P 500...
Model FourXavier Vetticappallil2012-06-02 10:00:30Level: basic
system
Details
Four Model by Martin Zweig\'s See Zweig Book: Martin Zweig\'s Winning with New IRAs, pages 117-128 Model was designed to be applied to a weekly chart of the Value Line Composite index ( VLCI) Program uses a the weekly close of the VLCI to initate trades Buy if the weekly close of the VLCI rises...
Modified Head & Shoulder PatternWells2007-08-08 00:44:18Level: medium
exploration
Details
I made some changes to Dimitris Tsokakis's Head & Shoulder recognition program. Added price and volume filters. It will scan for penetration of the neckline. This type of code are not capable of backtesting. Anybody has a way to backtest it, let me know....
Modified Momentum Finder DDT-NBFrank Snay2002-01-03 15:34:58Level: basic
exploration
Details
A Ranking System for stocks or mutual funds that uses Rate of Change (momentum) for three time frames and Rate of Change of Rate of Change (acceleration) for two time frames. The system uses weighted Rate of Changes with the most recent periods having more weight. Combined with non-weighted accele...
indicator
Details
It is modified daily volume indicator which shows active buyer or seller at an instant. basically useful for intraday trading. blue line indicate buyers, and red line indicate seller....
MomentumGeoff Mulhall2002-05-25 07:36:40Level: basic
indicator
Details
This is a simple momentum formulae. In his book Bernstein provides a simple but effective trading system based on momentum. Can be used for both short and long trades and provides simple, clear entry and exit criteria....
Momentumali2006-09-28 18:10:13Level: basic
exploration
Details
Momentum .afl...
Monthly bar chartGraham Kavanagh2003-01-01 22:47:12Level: medium
indicator
Details
Weekly chart to be shown in indicator window. This is for fixed months starting at first trading day of each month....
Monthly Coppock GuideBrett Forrester2001-06-27 21:53:51Level: basic
indicator
Details
One of the best megaphones of market action is the Coppock guide, a long-term price momentum indicator that effectively filters out short-term and intermediate-term market swings to issue a clear message on the market's underlying long-term trend. Tim Hayes of Ned Davis Research reports on the s...
Moving Average "Crash" TestDimitris Tsokakis2001-09-09 11:20:39Level: basic
indicator
Details
3 basic model functions, useful to examine the response of various moving averages. The "step" model, gaps from 10 to 20 in one day, stays at 20 the next 19 days and gaps to 10 again. The "linear" model increases and decreases in linear mode. The "sinusoidal" approximates the reality, presen...
Moving Averages NoXThomas Heyen2006-06-07 17:14:52Level: medium
system
Details
Instead of using Crossover of Moving Averages, this model will follow reversals of a short term Moving Average. A long term Moving Average is used for general trend determination....
Moving Trend Bands (MTB)Uenal Mutlu2003-04-08 21:00:27Level: basic
indicator
Details
Around the Moving Trend Average an upper and lower band similar to Bollinger Bands is implemented. Maybe this is even better than BB (?)....
MO_CrashZoneFrancisco2012-07-08 03:07:35Level: basic
indicator
Details
This indicator shows expected Targets for the Week, calculated from prior weeks ranges. Discussion about this indicator can be found at http://kreslik.com/forums/viewtopic.php?t=2406 Thanks to MO and Marcin Gorzynski (Amibroker.com Technical Support)...
MS Darvas Box with ExplorationTohMz2008-06-05 08:45:28Level: basic
system,exploration
Details
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 m...
indicator
Details
This looks at four different cyclic indicators together at one time. When three oscillators synchronize, this signals a strong buy or sell. The white dotted line is the Volume Flow Indicator, or VFI. If the VFI is above the zero line, look for synchronized oscillators rising out of an oversold c...
Multiple Ribbon DemoJorgen Wallgren2009-03-17 22:46:37Level: medium
indicator
Details
I was inspired by Dennis Brown\'s great looking chart, and here is one of the results: This demo code comes with a ready to use Multiple Ribbon code and a FillColor Function which will return the different shades of the color according to your specifications. You plot a Ribbon by calling the functi...
Multiple sinus noisedMich.2006-11-18 20:47:52Level: basic
showemail,function
Details
Just to create multiple sinus added (all are in phase and frequency did'nt vary). Possibility to add trend, noise and bias (a mean). Purpose is to test how perform prediction and spectral analysis on basic signal....
Murrey Math Price LinesJozsef Toth2008-03-29 18:05:18Level: basic
indicator
Details
http://www.murreymath.com/ http://mysite.verizon.net/bonniehill/pages/murrey.html http://mysite.verizon.net/bonniehill/pages/w.d.gann.html LastVisibleIndex error fixed....
N Line Break ChartEdward Pottasch2010-11-07 05:30:40Level: semi-advanced
indicator
Details
After Steve Nison’s book: Beyond Candlesticks, Chapter 6: three line break charts. Option 1: turn time axis on/off, Option 2: N-line break instead of 3-line break....
N-period candlesticks (time compression)Junya Ho2002-12-24 03:02:05Level: basic
indicator
Details
Construct n-period candlesticks while viewing any price chart. E.g. n=5 is ~ weekly, n=20 ~monthly. This saves you from creating multiple windows or switching between daily/weekly/monthly views. ...
NASDAQ 100 VolumeJorgen Wallgren2009-03-07 06:19:27Level: basic
indicator
Details
This code is an add-on to my Heatmap code and to be used if you trade NASDAQ 100 Stocks. In the Heatmap program, you have to enable \"Create Composite\". The Heatmap will then collect the required information for this indicator and display the total NASDAQ 100 traded Volume. Please keep in mind that...
Neural Network Powered Smooth/Predictive RSI V2Paul Rudiger2010-08-15 04:59:34Level: advanced
indicator
Details
The following formula was create using the new version of the WiseTrader Toolbox which can compile trained neural networks to AFL. This is the 14 day neural network powered predictive RSI. It is both smooth and has slightly less lag. It is posted here to demonstrate the ability to compile neural ...
Next Date FormatXiaofei Zheng2010-09-03 11:45:24Level: basic
function
Details
following is next day format(input today\'s day, you can input Now(3) instead). If you orders go to next day, you may need it for the date strings. Although it is awkward, it works after I tried. ...
NickNick2007-08-28 06:28:11Level: basic
indicator
Details
Airbag against Drunken Market...
niftyprakash2007-01-01 05:38:14Level: basic
exploration,indicator
Details
lost for nifty tel ome now...
nikhilng2005-06-12 17:43:16Level: basic
indicator
Details
I am a student.Recently started trading and wanna learn how to use trading systems....
Non-repaitning Zigzag lineRich Bertematti2013-11-28 15:37:54Level: medium
indicator
Details
This is an improved version of the Zig indicator that does not repaint....
Nonlinear Ehlers FilterChris Yeoh2004-11-14 23:52:20Level: medium
indicator
Details
Taken from TASC's April 2001 Issue....
Noor_DoodieNoor_Doodie2006-02-23 11:59:33Level: medium
indicator
Details
Elder's Market Thermometer: Use this to measure market inertia....
Notepad++ syntax highlights for AFLMark H.2007-02-06 00:44:31Level: basic
indicator
Details
showemail,function
Details
Prior to getting into the technical configuration it is good to know little about PushBullet Service. Pushbullet connects your devices, making it easy and automatic to share almost anything between the devices and between friends devices. Here is the little intro video about what PushBullet is capab...
NR4 Historical Volatility SystemDaniel Ervi2001-09-08 17:28:09Level: medium
exploration
Details
Connors and Raschke NR4 Historical Volatility System. Compares the 6 day volatility to the 100 day volatility. When this ratio drops below 50%, a buy stop and sell stop bracket the current price, expecting historical volatility to revert to the mean. Four day Narrow-Range (NR4) and Inside Day pat...
NRx ExplorationTohMz2008-05-31 03:25:01Level: basic
exploration
Details
NR1, NR4, NR7 Exploration for Narrow Range Bar Parameters Options: - Scan NR1: Yes/No - Scan NR4: Yes/No - Scan NR7: Yes/No - Min Volatility_Ratio: 0.5 default...
nth ( 1 - 8 ) Order Polynomial FitFred Tonetti2006-10-03 18:18:42Level: medium
showemail,function
Details
nth ( 1 - 8 ) Order Polynomial Fit of data using Gaussian Elimination for simultaneous solution of multiple linear equations. It can extrapolate forward and/or backwards...
OBV with Linear RegressionPete Rast2015-05-29 12:34:15Level: medium
system
Details
Here's a pretty nice system based on the combination of On Balance Volume and Linear Regression Intercept. This is a simple system with just a couple basic indicators, but it shows that great things can happen with the proper combination of indicators. Running against the S&P 500 Index Stocks fro...
Optimal WeightsVangelisM.2012-01-11 12:31:17Level: medium
system
Details
Given x assets in a Watchlist, what are the \"optimal\" weights for each asset, historically, for a buy and hold strategy? (example: 20% Google, 30% IBM, 50% TLT)....
OptimizationBatch.jsRick Charon2004-08-11 17:47:19Level: medium
showemail,function
Details
This is a JavaScript that batchs up Optimizations on a list of stocks. (You provide the optimization routine in the call to LoadFormula). The optimization will be run on each stock in the watch list and results saved to a csv file....
Option Calls, Puts and days till third friday.Vladimir Gaitanoff2006-05-06 14:09:53Level: medium
indicator
Details
// Initialization _SECTION_BEGIN("Option Parameters"); StrikePrice = Param("Strike Price", 45, 0, 10000, 0.01); InterestRate = Param("Interest Rate %", 6, 0, 100, 0.05); //DaysToExpiration = Param("Days To Expiration", 30, 1, 365, 1); Volatility = Param("Volatility", 0.3, 0, 1, 0.05); _SECTI...
Ord VolumePeter Bjarheim2007-12-14 15:56:33Level: medium
exploration,indicator
Details
Ord Volume indicator as described on http://www.ord-oracle.com/. I have not found any exact description, so I am using the built in Zig function to pick the swings. This formula is designed to pick out the swings in a stock and then measure the force between the swings. The force is the amount o...
Overbought issues, Oversold issuesDimitris Tsokakis2002-03-24 14:42:36Level: advanced
indicator
Details
Definitions 1. Overbought issues (OBI) The population of overbought stocks, under any overbought criteria, calculated as a variable on daily basis. Extension may be considered on weekly or monthly or yearly basis. 2. Oversold issues(OSI) The population of oversold stocks, under any oversol...
P&F Chart - High/Low prices Sept2003Graham Kavanagh2003-10-01 02:44:23Level: semi-advanced
indicator
Details
Supersedes other P&F versions in this and yahoo files. P&F chart for V4.40 and above. Based on close prices. Problem resolved with boxes not being created at right prices due to the 9 decimal place inaccuracies for numbers with decimals. This was causing a problem creating the rising and falling b...
P&F chart with range box sizesGraham Kavanagh2003-01-31 22:52:18Level: semi-advanced
indicator
Details
Box values are set to be same between set price ranges. The screen image of the box is a single unit (cent) regardless of the box value....
Parabolic SAR in JScriptTomasz Janeczko2002-12-18 07:09:46Level: medium
indicator
Details
This sample code shows parabolic SAR re-implemented in JScript. Note that SAR is built-in function in AFL and this code is provided as an example of AmiBroker scripting capabilities....
Parabolic SAR in native AFL (v.4.31.1 required)Tomasz Janeczko2003-04-13 10:42:45Level: semi-advanced
indicator
Details
Here is a sample code that shows how to use for/if/else control statements introduced in AmiBroker 4.31.x BETA. The code re-implements Parabolic Stop-And-Reverse system/indicator. The code is quite similar to JScript version....
Parabolic SAR in VBScriptTomasz Janeczko2002-12-18 07:09:00Level: medium
indicator
Details
This sample code shows parabolic SAR re-implemented in VBScript. Note that SAR is built-in function in AFL and this code is provided as an example of AmiBroker scripting capabilities....
ParabXOThomas Ludwig2005-03-21 15:19:39Level: medium
indicator
Details
This is an enhancement of the famous Parabolic SAR indicator by Welles Wilder. For more details see the remarks below....
Parametric Chande TrendscoreBMM2011-12-24 04:20:52Level: basic
indicator
Details
Useful indicator to identify trends, default parameters values are the one proposed by Chande...
Pattern - Rectangle Base Breakout on High VolJitu Telang2003-09-06 18:20:33Level: medium
showemail,function
Details
Detects an upwards breakout from a rectangular base formation on a high volume....
Pattern Recognition ExplorationDimitris Tsokakis2001-09-03 14:03:35Level: medium
exploration
Details
Paste the code in Automatic Analysis and Explore All Stocks for the last date of your data. In Results click twice a label , for example "a TR" and you will collect all ascending Triangles marked with an "1". This Exploration recognizes the following patterns: +Ascending Wedges "aW" +Descending ...
Pattern_-_Rectangle_Base_Breakout_on_High_Vol 2TohMz2008-05-28 19:06:00Level: basic
exploration
Details
A powerful script that that the author created the function but did not create the exploration. It had put on the shelf for 5 years since 2003 till now. Not a lot people understand it and know how to script it to make it operatable. Run Analysis, click "Scan" or "Explore" will do. Click on "...
Percentage Price Oscillatorkirubanandan2008-06-28 09:30:55Level: basic
indicator
Details
Percentage Price Oscillator using two EMA's and a signal line. The first parameter value is an n-period EMA that is subtracted from another n-period EMA (the second parameter). The third parameter overlays an EMA of the PPO for use as a signal line. The standard 12, 26, 9 is automatically entered by...
system
Details
This is a simple script that uses Amibroker\'s non-exhaustive Optimizer(s) in order to train 3 linear perceptrons to trade....
Performance CheckFrank Snay2001-07-14 16:02:56Level: basic
exploration
Details
/* A Daily Performance Check of your Buy signal. Corrected and revised on 7/14/01. Use to: 1. Help set Stop Losses, in percentages. 2. See if increase in rate of return levels off within the first 20 days. 3. See if signal is a "leading" indicator, and by how many days. This is a different...
PetersonMarek Chlopek2001-10-17 02:55:21Level: basic
system
Details
PF Chart - Close - April 2004Graham Kavanagh2004-04-19 09:03:31Level: semi-advanced
indicator
Details
P&F chart based on closing price. Dates and bar numbers added for reference when the columns started and ended. Load file into IB. Box size based on ATR of close price. Reverse = 3. ...
Pivot CalculatorJonas Stock2012-01-10 17:09:23Level: medium
indicator
Details
This version calculates and shows price pivots, based on my own formula. I\'ve compared it against other charting software and found that price pivots are faily close. ** Warning ** Pivots are calculated over past bars, by looking at future bars. ...
Pivot End Of Day Trading SystemAnil2013-08-21 04:47:36Level: medium
system
Details
Traditional usage of Pivots has been to use it on intraday basis by observing the behavior of price between P, R1, R2, S1, S2 and R3,S3, R4, S4. However, I have modified this to use it on End of Day Basis. This way simple Pivot trading technique can be used for positional trading. Rules for trading ...
indicator
Details
/* ********************************** Code to automatically identify pivots ********************************** */ // -- what will be our lookback range for the hh and ll? farback=Param("How Far back to go",100,50,5000,10); nBars = Param("Number of bars", 12, 5, 40); // -- Title. T...
Pivot Point and Support and Resistance PointsAnthony Faragasso2002-04-25 09:04:53Level: basic
commentary
Details
Guru Commentary, provides Pivot and support and resistance points for the Next trading day....
Pivot Point GraphTiziano Fogliata2001-06-23 13:30:29Level: medium
indicator
Details
This indicator, using data from the previous trading day, calculates the next day's pivot point as well as support and resistance levels. High, Low, and Close data are needed. ...
Pivot Point with S/R Trendlinesandrew kaufmann2004-11-08 08:13:56Level: basic
indicator,function
Details
On charts less then an hour -e.g. 5 min chart, will plot the daily Pivot point and the hourly pivot point as a Line. In, addition, there are 3 adjustable support and resistance trendlines drawn using highs and the lows , % change is adjustable in the parameters....
Pivots And Pricesreinsley2010-01-02 13:12:09Level: basic
indicator
Details
// pivots and prices // based on Pramod\'s comments http://www.amibroker.com/library/detail.php?id=617 // adapted by Reinsley : Plot Prices on Pivot and ajustable digits # // mod by Sanjiv Bansal : take care of Highs or Lows when two adjacent bars are equal // does not reference to future...
Pivots for Intraday Forex ChartsRon Boles2005-03-19 22:13:50Level: basic
indicator
Details
Heikin Ashi chart + pivots for intraday forex charting. You can select 1 or 3 different pivot calculations....
Plot the Equity Curve without Backtesting?Rajandran R2014-05-28 08:07:29Level: medium
system
Details
In Amibroker the general way of computing the Equity curve is to backtest the given trading system and the report computes the equity curve, drawdown…etc results for you. And to compute the equity curve you have to push the backtest button every time which makes you little uncomfortable if you...
plot tomorrows pivots on an intraday databasepatrickdoherty2008-03-30 00:57:26Level: medium
indicator
Details
I had been struggling with the code to plot todays pivots from yesterdays price when using an intraday database. There were none available in the Amibroker library which plotted correctly the pivots for tomorrow on a intraday database. I checked the Amibroker forum and found the following. Thank you...
Plot visual stop / target ratio.Wagner Mesquita2014-07-01 17:54:28Level: basic
indicator
Details
Plot a line in the graph, properties / Study ID: add CV This will be the line's entry point. Place the desired color. Plot a second line in the graph, properties / Study ID: This will stop the line. Appear on the chart a third line, the target. In the graph/parameters Add Profit/Loss ratio. ...
Point & figure Chart India SecuritiesMandeep Singh2009-01-05 16:11:16Level: advanced
indicator
Details
_SECTION_BEGIN( \"Point & Figure w Values adj\" ); //mandeep Singh 05-Jan-2009 GfxSetBkColor(colorBlack); GfxSetTextColor( colorOrange ); GfxSelectFont(\"Times New Roman\", 10, 700, True ); GfxTextOut(\"man4urheart.blogspot.com\", 10 , 0 ); GraphXSpace = 5; SetChartBkColor( ParamColor( ...
Polarized Fractal Efficiencyjparent2002-02-24 22:15:45Level: medium
indicator
Details
vbscript function to calculate PFE indicator for your array...
Polarized Fractal EfficiencyJayson Casavant2002-11-07 01:31:31Level: medium
indicator
Details
The January 1994 issue of Stocks & Commodities featured an article by Hans Hannula on Polarized Fractal Efficiency. Here is the custom formula for creating the five-period smoothed 10-Day PFE. Interpretation Drawing upon the pioneering works of mathematician Benoit Mendelbrot, Mr. Hannula deve...
Position Sizer vers2, stocks and CFDsskittlebup2008-05-10 05:41:00Level: basic
system,exploration
Details
This revised version corrects a serious error (reversing the first condition in the first IIF statement), and now allows input values to be varied using PARAM fields. May be used both as an indicator and as an exploration. The exploration ADDCOLUMNS give a bit more data....
Position Sizing and Risk Price GraphTommy Beard2004-11-29 02:11:39Level: basic
system,indicator,commentary
Details
Position Sizing and Risk Price Graph The Position Sizing Price Graph Bar allows one to automatically view how many shares should be purchased based upon a 1% Risk Management Rule while using Average True Range as a basis for stop losses. This is covered in Van Tharp's book, "Trade Your Way to Fi...
Position Sizing and Risk Price Graph - 2Tommy Beard2005-04-21 04:03:17Level: basic
system,indicator
Details
This is the same as the first version except you may adjust the portfolio values and risk values with the parameter feature. The Position Sizing Price Graph Bar allows one to automatically view how many shares should be purchased based upon a 1% or 2% Risk Management Rule while using Average True Ra...
Positive Bars PercentageRajandran R2014-05-20 07:20:28Level: medium
indicator
Details
Here the Goal is to use Amibroker AFL to find the Percentage Number of bars which have closed higher then the previous bar out of total number of bars for a day in a selected time frame on Intraday basis. Positive Bars Percentage is generally a breath indicator used to gauge the Intraday Sentiment o...
prakashprakash2007-01-01 05:37:37Level: basic
indicator
Details
PrashanthPrashanth2007-12-24 08:14:04Level: basic
indicator
Details
Plots Candlestick Chart for Calendar Year Bar's (1st of Trading day in Year to last trading day in Year). Entirely adapted from Graham's Monthly Chart...
Price Chart - FundamentalMTR Investors Group - MTRIG.com2010-04-03 10:55:23Level: basic
indicator
Details
Price charts with PE, EPS, EPS Yield Dividend and Dividend Yield...
Price PersistencyAnthony Faragasso2002-12-29 18:20:39Level: basic
exploration
Details
Interested in measuring a short-term Trend ? Price persistency is the number of days that a market continues to close either up or down. It's another term for a market run. The usefulness of Price Persistency is based on the theory of runs..It is the idea that, given the market has moved in a part...
Price with Woodies PivotsLarry Jameson2004-11-16 18:19:36Level: semi-advanced
indicator
Details
Produces a price chart with Woodies Pivots. Only the pivots within a specified range are displayed to prevent autoscaling problems...
Price-Volume RankTomasz Janeczko2001-06-16 08:29:55Level: basic
indicator
Details
A Price Volume Rank. Buy/Sell at 5/10-day crossovers. Buy when fast line crosses below 2.5. Sell when fast line crosses above 2.5. Use turn-around points cautiously. Remember that a climbing PVR line indicates a weakening market. Make another indicator using a double-smoothing to use a less volatile...
commentary
Details
To be used in the Guru Commentary Window. Provides Support for Options and Derivatives. By using Probability theory, you are letting the market find the trades for you that are likely to be consistent winners....
Probability Density & Gaussian DistributionSean2009-08-24 17:37:00Level: advanced
indicator,function
Details
Plots a custom graph of the probability distribution of the log returns independent of Amibroker\'s chart time scale. Many thanks to Adheer Pai for this cool contribution....
Projection OscillatorHans2004-03-14 17:37:56Level: medium
system,indicator
Details
Developed by Mel Widner, Ph.D., the Projection Oscillator is a by-product of his Projection Bands (see Projection Bands). The Projection Oscillator is basically a slope-adjusted Stochastic. Where the Stochastic Oscillator (see Stochastic Oscillator) shows the relationship of the current price to its...
Pullback System No. 1Jerry Coopmans2001-06-16 22:58:37Level: medium
system
Details
This is a short term pullback system that in only long. It buys on the open following a higher high after two lower closes and when the close is above the 50 day simple average. The sell is on the day after a profit at the open or stopped after breaking the two day low. ...
PVT Trend DeciderRAKESH SOLANKI2014-08-24 03:40:43Level: semi-advanced
system
Details
The formula uses PVT indicator and its general direction to decide main trend of the stock. It is not optimized, so user can optimize it to match any market and time frame. Main trend is identified by color of ribbon in lower side of chart. This system does not used future data....
QP2 Float AnalysisSteve Wiser2001-08-12 11:06:29Level: basic
exploration,indicator
Details
As an exploration this looks for the most recent peak or trough and from that point calculates the amount of volume that has traded. Taking this volume and dividing this be the amount of float (shares available for trading that are not held by insiders) to get a percentage of the total float ...
qp2 industry charts as a panel in the stocks chartmurthy suresh2007-08-24 21:44:47Level: basic
indicator
Details
qp2 industry charts as a panel in the stock charts....
QStickLee2005-01-23 14:18:13Level: basic
indicator
Details
QStick from Tushar Chande. This indicator measures intraday momentum by using the distance between the open and close of price over "n periods". It is set at the default ( 8 ) periods that Chande suggest. ...
Quotes Plus Industry IndexDennis2005-09-20 16:12:16Level: basic
function
Details
This will add the IRL Indexes to the right Industry/Sector folder. You also need to create a formats file and save it in the AB formats folder. You can find this file also here at the AFL Library search for: Quotes Plus Industry Index Format file...
Quotes Plus Industry Index Format fileDennis2005-09-20 16:20:34Level: basic
function
Details
This is the format file to import the Quotes Plus Industry Index You have to add follwing line to the import.types file Location: AmiBroker\Formats\import.types and save this file in the same folder...
R-SquaredJayson Casavant2002-11-10 16:33:47Level: medium
indicator,commentary
Details
R-2 attempts to measure a percentage of a stocks movement that can be attributed to Linear Regression. When used in combination with Slope you have a tool that can aid in trend detection. To determine if the trend is statistically significant for a given x-period linear regression line, Plot the ...
Rainbow ChartsAnthony Faragasso2001-08-13 21:47:59Level: basic
indicator
Details
Produce colorful Charts with 10 moving averages....
Rainbow OscillatorAnthony Faragasso2001-08-13 21:42:30Level: medium
indicator
Details
Very Good Visual with colored bars . Imediately Identify Underlying Trend Of the Market. ...
rajeshrajesh2015-09-05 11:14:36Level: basic
system
Details
finalafl...
Random WalkMich2006-12-07 21:29:27Level: basic
exploration,indicator,commentary,function
Details
Random Walk generator : - RW with drift or without drift - choose starting value - choose variance - fix random number serie if you want Can be plotted for RW vs Price watching comparaison. Intraday Price seems to follow a Random Walk if you cut the EOD gap... ...
Random Walk IndexBman2007-10-11 00:32:30Level: medium
indicator
Details
This is the random walk index with some smoothing. ...
Random Walk Index, base formula includedBman2008-08-26 14:26:33Level: medium
indicator
Details
Random Walk Index, base formula included. Crossovers signal buys and sells....
Randomize()Antonio Marra2004-07-20 06:40:47Level: basic
showemail,function
Details
This function will generate random numbers included in a given numeric interval....
Range Expansion IndexTomasz Janeczko2001-06-16 08:32:31Level: medium
indicator
Details
The DeMark Range Expansion Index is a market-timing oscillator described in DeMark on Day Trading Options, by T.R. DeMark and T.R. Demark, Jr., McGraw Hill, 1999. The oscillator is arithmetically calculated and is designed to overcome problems with exponentially calculated oscillators, like MACD. Th...
rank functionwalt schwarz2003-05-26 17:15:01Level: medium
showemail,function
Details
will return the percent ranking of an item within a sorted array. (see "sort" function)...
Ranking and sorting stocksHerman van en Bergen2005-03-01 06:33:36Level: semi-advanced
function
Details
A function to rank stocks according to your scoring formula. The top-tickers can be listed on a chart for demo or the tickers/scores strings can be read by your code for other use. Slow on large watchlists! ...
Ranking Ticker WatchListnenapacwanfr2004-12-05 13:54:05Level: basic
indicator
Details
/* returns the Rank of a ticker in a WL for a given indicator if the ticker is outside the WL the rank is empty UNFORTUNATELY if the WL contains many tickers the formula is slowwwwww */...
Rapid Prototyping Method for System Developmentmmike2008-08-01 12:44:11Level: medium
system
Details
Hi, here is a pretty tricky approach to use optimizer for trading system development. Description in the Breakout Bulletin Newsletter March 2005 by Mike Bryant - http://www.breakoutfutures.com/Newsletters/Newsletter0305.htm Be careful the script takes 3^7=2187 optimization steps! But amibroker i...
indicator
Details
This ADX formula uses input variable for the periods and uses Wilders and ATR in its calculation....
Rea Time Daily Price LevelsAra Kaloustian2005-10-10 01:40:26Level: medium
indicator
Details
This program computes and plots prices levels fir real time data, for following parameters: Toda's Open, Prior Day Open, Clode, High, Low, First hour High, Low. ...
Rebalancing Backtest avoiding leveragedubi2012-08-15 03:26:42Level: advanced
exploration
Details
This is a system for backtesting which trades the stocks of e.g. S&P 500, Russell 1000 etc. At the beginning it should trade 5% position size if signals are generated. But as leverage is limited to 100% of equity more than 20 stocks would have to be sized down. This system resize equaly all position...
regavgPartha Sen2014-02-20 13:04:47Level: basic
exploration,indicator
Details
Resulted prices are different from slow and fast moving average of closing, intercept and slope. Those two prices are applied to get crossover points. These crossovers were used in the exploration test. ...
Regression Analysis LineFrank Snay2001-09-03 15:36:58Level: basic
indicator
Details
Graphical Display of Regression Analysis Line. User can set the length of the RA line, the percent above and below said RA line for parallel lines, and a "DaysBack" user described variable for historical study and display of the RA line....
Relative Momentum Index (RMI)Prakash Shenoi2008-08-10 12:57:44Level: basic
exploration,indicator
Details
Relative Momentum Index is a “normalized” momentum oscillator similar to RSI and ranges between 0 and 100. It is intended to help determine the strength of price trends and also to highlight potential short-term market overbought and oversold levels. When the markets are in strong trend,...
exploration
Details
Comparative relative strength scoring/ranking. I use this to compare sectors in tc2000, but it could be used for just about anything. Point it at a watchlist (make sure to set watchlistnum variable appropriately) and it will rank everything in the watchlist relative to one another....
Relative strength comparison with moving averageDon McKay2004-01-15 09:30:50Level: basic
indicator
Details
Compare current stock against another with a moving average. ...
Relative Strength IndexTomasz Janeczko2001-06-16 08:50:34Level: medium
system,commentary
Details
Sample commentary using RSI showing how to use WriteIF() and WriteVal() functions. May be also used as a simple trading system....
Relative Strength Multichart of up to 10 tickersFrederick M Miller2004-02-09 23:46:38Level: medium
indicator
Details
A modified indicator to function like the FastTrack total return charts normalizing up to 10 tickers for relative strength comparison. This indicator supports the date pole and date markers. Tickers are loaded using Parameters or [CNTRL]R Colors are selected for a black screen, but are easily ...
Relative Vigour IndexStefan Bondorowicz2002-01-18 11:17:19Level: basic
indicator
Details
Relative Vigour Index described in an article by John Ehlers in the January 2002 edition of TASC....
Relative Vigour IndexRobert Dunbar2012-07-16 08:57:21Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Remove EOD data from intraday databaseBarry Scarborough2015-05-02 15:21:16Level: medium
showemail,function
Details
This is a java script program and should go in the scripts folder in AmiBroker. The name of the program is Delete Daily In Intraday.js Then you will need to add a command to run it. Go to Customize > Tools Click New New Item will appear. Edit that to add a descriptive name to the item. Th...
exploration
Details
I like to be able to make a exploration of the outcome of this formula. Anybody knows how to do this?...
indicator
Details
Plot renko chart. Error in plotting will occur if the box and/or reversal values are too small causing the number of renko bars exceeding the underlying stock normal price bars...
Reverse EMA functionDimitris Tsokakis2003-06-13 03:44:35Level: basic
indicator
Details
EMA is a function of todays Close and yesterdays EMA. The mechanism is analytically described in AFL>AFL Scripting Host>Examples>a) Indicator example - Exponential moving average After the math transormation, we may solve for C and get the Reverse EMA function. I will call it CLOSEviaEMA to be mo...
Reverse MFI CrossoverPete Rast2015-05-15 13:02:32Level: basic
system
Details
Here's a pretty nice starting point to a complete EOD system. It was intended to be run against the S&P 500 Index stocks, and has an annual return of about 18% from 1995 into 2015. The only years it wasn't profitable were 1998, 2002, and 2008. Max system drawdown was about 44% in 1998 and 30% in 200...
system
Details
Check this auto-trading system developed using SAR. Most useful in trnding market. Optimised for 1 hour time frame but works with any time frame in trending market. Also generates sound alerts alongwith Buy / Sell (arrow) signals. Try this out & any suggestions/ comments most welcome....
Robert AntonyRobert Antony2008-12-29 06:26:36Level: medium
system,exploration,indicator,commentary
Details
ROC of MACD WeeklyFrank Snay2002-04-04 15:46:25Level: basic
indicator
Details
Using the Weekly icon on the side toolbar, this indicator will give a visual presentation of the trend of a stock. The title will also give values and a text description of the trend...
RSI + AvgsTohMz2008-05-25 18:57:17Level: basic
indicator
Details
Again Based on the book "Technical Analysis for the Trading Professional by Author: Constance Brown Translate from the Trade Station Formala in the Appendix D ...
RSI Double-BottomJim Varney2002-09-08 13:36:15Level: basic
system
Details
Rising double bottom in RSI is a fairly reliable buy signal (given a reasonably healthy market). Using a backtest database of 50 stocks (137,500 bars) diversified across industries, beta, net return, and capitalization, the backtest gives the following results: Percent profitable: 77.0% Ratio ...
RSI indicator with Upper & Lower Zone BarsTohMz2008-05-23 21:51:31Level: medium
indicator
Details
Based on the book "Technical Analysis for the Trading Professional Author: Constance Brown "... The mainstream believes that the oscillators generally travel between a scale of 0 to 100. Generally 20(or 30) and below is viewed as oversold, and 80 (Or 70) and above is viewed as ove...
RSI of Weekly Price ArrayAnthony Faragasso2002-09-21 20:27:56Level: medium
indicator
Details
Plot the RSI of Weekly Price Arrays,Enter ( t ) variable in Multiples of 5 for weekly....
indicator
Details
This is a nice indicator. It combines moving averages, Stochastic D, and RSI. It is inverted and a single peak into the 30/70 range indicates buy or sell. It leads the market and is easy to manipulate. An easy way to alter it for different time frames is just to change the "Period" variable....
RSI styleClipMinMaxGeoff Lamb2007-08-16 09:59:18Level: basic
indicator
Details
Plots RSI using styleClipMinMax to get graph above and below values coloured in....
RSI Trendlines and WedgesDimitris Tsokakis2003-06-16 06:29:06Level: medium
exploration,indicator
Details
The formula plots recent [or previous] RSI trendlines in Indicator Builder mode. In Automatic Analysis mode, explore for the n=1 last quotations for Ascending or Descending Wedges and the respective probable bearish or bullish breakouts. It may be combined with OHLC trendlines [http://www.amibroke...
RSISAnonymous2002-01-29 06:47:03Level: medium
system,indicator
Details
Overbought/Oversold Indicator, same as normaly RSI, but with special moving and low whipsaws. scale goes from ~ -20 to ~110, this could be changed by your adjustment. buy methods as every other overbought/oversold Indicator. I've added my buy method, which gives sometimes very good signals, but i...
RUTVOL timing signal with BB Scoring routineGary Serkhoshian2003-11-18 15:05:44Level: semi-advanced
system
Details
RUVOL signal was developed by Werner Gansz who was kind enough to share it with the FT-Talk community. RUTVOL is an intermediate-term signal, and in this code example it is coupled with a Bollinger Band scoring routine as a selection methodology for stocks....
Sainath SidgiddiSainath2004-11-07 06:32:34Level: basic
exploration,indicator
Details
SNiper trading emphasizes on day of week trading, rather than trading every day.Good stuff for those int in day trading and taking positions....
indicator
Details
I want to use SAR indicator to calculate the stop to set for the next trading day after the close of today. Because there is as yet no bar for next day, the built in SAR indicator can't be used this way. I'm only using this for long positions, and just to set the next day's stop. Most of this is ...
system
Details
The sole purpose of this code is to back test different trading strategy\'s that incorporate a scale out technique. This code can also be used to optimize system entries and exits utilizing a scale out strategy as long as the system has optimizable parameters. If you have any questions or ideas for...
Scan New High and New LowTohMz2008-06-15 11:47:31Level: basic
exploration
Details
Scan OR exploration which can find any futures OR stock that has reached Break New High AND New Low : User choose on "Scan by Day/Week/Month" option. 1. User input if scan by Day 2. User input if scan by Week (Default) 3. User input if scan by Month Created by TohMZ on June...
indicator
Details
Variation on Andrew's Pitchfork. Uses the midpoint between the left 2 peak/trough points instead of the leftmost peak/trough to determine the slope of the lines. ...
Second-order Infinite impulse response filterTomasz Janeczko2003-04-30 15:43:03Level: semi-advanced
indicator,function
Details
This code demonstrates new looping and user-definable functions....
Sector TrackingAra Kaloustian2002-04-07 14:40:40Level: medium
indicator
Details
Tracks normalized relative performance of the most heavily traded sectors 4 sectors (XLE, XLK, XLB, XLF). Performance is tracked by comparing the daily performance of the sector to the daily performance of the S&P500, then a 13 day exp moving average and finally the sum of 9 days to smooth out th...
system
Details
Scan looks for stocks that have low RSI but turning up. Also, checks for composite to be in agreement. Run in the scan mode to establish composite. Then run in the backtest mode to find the winners. Paste all the winner from the results into their own separate group. Repeat the above on this el...
SF Entry,Stop, PT IndicatorStefan-Georg Fuchs2001-10-13 08:59:11Level: basic
indicator
Details
//For use with STO MACD Buy signals with Moneymanagement maxgraph = 5; graph0 = close; graph0style=64; graph0color=2; graph1 = ema(CLOSE,5)-(ema(ATR(1),10)*1.50); graph2 = ema(close,5)+(ema(ATR(1),10)*2.5); graph2style = 1; graph2color=3; graph3 = ema(CLOSE,5)+(ema(ATR(1),10)/4); graph3s...
shailu luniashailu lunia2009-06-05 14:39:34Level: basic
indicator
Details
Shares To Buy Price GraphTommy Beard2004-12-02 17:08:43Level: basic
system,indicator
Details
The Shares to Buy Price Graph allows one to automatically see the number of shares that can be purchased based on the current price when the amount of money to be invested is already known. This is useful when using Dollar Weighted Positions such as investing 2000 Dollars in each position. It elimin...
Signal to NoiseRobert Dunbar2012-07-16 08:57:58Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Simple Candle ExplorationHerman van den Bergen2005-01-28 17:33:59Level: medium
exploration
Details
Exploration to find and list Candle patterns. Requires CandleFunctionsInclude.afl (in this library) to be in your include folder. Modify to suit your needs....
Simple MomentumAlex Fler2005-08-06 22:46:26Level: basic
indicator
Details
The momentum of a security is the ratio of today's price compared to the price x-time periods ago. Similar to what you'll find in Metastock ,Trade Station 2000i or Advanced Get ...
Sine Wave IndicatorSony Chauhan2007-11-04 23:52:46Level: basic
system,indicator
Details
Sine Wave Indicator: I got this going, based on other people's work and the dominant cycle code already on the site, it took me a while, but I think it looks correct now. I am not sure why DTR and RTD are used, but someone had a piece of code on this which I copied and then it finally started ...
indicator
Details
/* Elders SIROC Indicator */ /* Set Scaling to Automatic, Show dates On, Percent On, Middle On */ graph0 = roc(ema(c,13),21); graph0style = 1; graph0color = 9; ...
Smoothed Adaptive MomentumRobert Dunbar2012-07-16 08:58:38Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
indicator
Details
Ehlers Adaptive Stochatic Indicator Cyber Cycle. Modified from original cyber cycle indicator code according to Ehlers book....
sort functionwalt schwarz2003-05-26 17:11:16Level: medium
showemail,function
Details
will return the passed array in sorted order...
indicator
Details
Produces automatic trend channels based on a SINGLE bar....
Standard Error Bandsjparent2002-02-24 22:14:38Level: medium
indicator
Details
vbscript functions to calculate band top and bottom of your array...
Standard Error Bands (Native AFL)William Peters2003-12-20 19:04:15Level: medium
indicator
Details
Description: Standard Error Bands are a type of envelope developed by Jon Andersen. They are similar to Bollinger Bands in appearance, but they are calculated and interpreted quite differently. Where Bollinger Bands are plotted at standard deviation levels above and below a moving average, Standa...
STARC BandsPrakash Shenoi2006-08-11 07:18:13Level: basic
indicator
Details
STARC Bands developed by Manning Stoller consist of a channel surrounding a Simple Moving Average of typical Price. The width of the channel created vary with the period of the average range. Like Bollinger Bands, STARC Bands tighten in steady or low volatility markets and widen as volatility goes u...
STD_STK MultiWillem Jan2002-02-24 03:34:07Level: medium
system,exploration,indicator
Details
Based on Stochastics this formula delivers quite promising, reliable and consistent results in terms of net profit. Compared with the STD_STK Single this formula will take care of a group of selected tickers/shares. For optimisation my setting are range 120 days. For testing etc. my settings are: ...
Steve Woods' Cum. Vol. Float + Cum. Vol. ChannelsEric Tangen2002-07-12 08:51:23Level: advanced
indicator
Details
This file contains two of Steve Woods' indicators: his Cumulative-Volume 'Float' indicator and his Cumulative-Volume 'Channel' indicator. The Cumulative-Volume 'Float' indicator is a channel of the high/close and lowest low/close during a period of time where the cumulative volume of shares trad...
Steve Woods' Cumulative Vol. Percentage IndicatorEric Tangen2002-07-12 08:47:28Level: medium
indicator
Details
This is the third of Steve Woods' indicators - his Cumulative Volume 'Percentage' indicator. It is a sawtooth histogram of volume summation normalized to a fraction of one float. When the fraction becomes one float, the summation is reset - hence the sawtooth appearance. The theory is that signifi...
Steve Woods' Float Channel LinesEric Tangen2001-12-28 15:47:58Level: medium
indicator
Details
Channel lines define the highest high/close and lowest low/close during a period of time where the cumulative volume of shares traded equaled the float. Implemented entirely in vbScript...is there an easier way to code this using AFL?...
exploration
Details
// This exploration looks for simple Stochastics and MACD buy signals // to inialize long trades. // Money-, Risk and Positionmanagment is more important for // successful trading than having only good entries and exits. // Therefore, I combined these signals with strict trade-, // money-manage...
Stochastic %J - KDJBarry Scarborough2008-09-20 11:24:23Level: basic
indicator
Details
The KDJ indicator is a form of the Stochastic. The difference is an extra line called the %J line. The %J line is the divergence of the %D value from the %K. The value of %J can go beyond 0 or 100 for %K and %D lines on the chart. Trading Signals: A negative value of %J with %K and %D at the bot...
Stochastic Centre of GravityRobert Dunbar2012-07-16 08:59:20Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Stochastic Cyber CycleRobert Dunbar2012-07-16 09:00:10Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Stochastic Divergence, negativeDimitris Tsokakis2001-07-04 04:30:59Level: semi-advanced
indicator
Details
A negative Stochastic divergence occurs when the tangent of Stochastic oscillator's graph is descending, whereas the tangent of price's graph is ascending for the same time interval . The occurrence of a negative stochastic divergence in overbought area, usually signals a trend reversal, especiall...
Stochastic Divergence, positiveDimitris Tsokakis2001-07-04 03:55:54Level: semi-advanced
indicator
Details
A positive stochastic divergence occurs when the tangent of Stochastic oscillator's graph is ascending, whereas the tangent of price's graph is descending for the same time interval . The occurrence of a positive stochastic divergence in oversold area, usually signals a trend reversal, especially ...
Stochastic Divergences, PDI, NDIDimitris Tsokakis2002-03-25 04:12:25Level: advanced
indicator
Details
Definitions. 1. Positive Stochastic Divergence Issues (PDI) is the population of stocks that presented a positive stochastic divergence, calculated on daily basis. 2. Negative Stochastic Divergence Issues (NDI) is the population of stocks that presented a negative stochastic divergence, calc...
Stochastic Fast%K and FullBrian2002-09-06 18:12:51Level: basic
system,indicator
Details
Originally Developed by George C. Lane...
Stochastic OBV and Price FilterFrank Snay2001-06-24 19:25:04Level: basic
exploration
Details
/* Stochastic OBV and Price Filter - No graphing included. User Set Stochastic OBV and Stochastic Price periods Recommended Use - "Explore", Apply to "all stocks", Range, n last days n = 0 StochasticOBV is the stochastic of OBV for the user set periods StochasticPrice is stochk() for user set p...
Stochastic of Weekly Price ArrayAnthony Faragasso2002-09-21 20:03:31Level: medium
indicator
Details
Plot the Stochastic of Weekly Price array , while staying in Daily mode....
showemail,function
Details
Optimize for Stochastic (8,3,3 - 14,5,5 == by DiNapoli - by default for Amibroker)...
Stochastic OscillatorStoox2013-02-26 08:32:19Level: basic
indicator
Details
\"1-click ready to use\" Stochastic oscillator with OB/OS zone....
Stochastic OSI & OBIDimitris Tsokakis2002-03-24 14:28:53Level: advanced
indicator
Details
An example Of Overbought Issues (OBI) and Oversold Issues(OSI), based on Stochastic(14), smoothed, complementary to RSIobi and RSIosi. ...
Stochastic Relative Vigour IndexRobert Dunbar2012-07-16 09:00:54Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Stochastic RSIRobert Dunbar2012-07-16 09:01:29Level: medium
indicator
Details
You can contact me at \"info at coding4ab dot com\"...
Stochastics TrendlinesDimitris Tsokakis2001-08-27 11:43:42Level: basic
indicator
Details
Slow Stochastic (14) with cross information on the title and its recent trendlines. ...
StochD_StochK Single.aflWillem Jan2002-02-24 02:13:08Level: medium
system,exploration,indicator
Details
Based on Stochastics this formula delivers quite promising, reliable and consistent results in terms of net profit. For optimisation my setting are range 120 days. For testing etc. my settings are: commission 0.5%, long only (althouhg long short can be used withour problems), buy and sell on openin...
Stock price AlertIfAnthony van Rooyen2004-07-28 12:39:53Level: basic
exploration
Details
If you want to be alerted to a stock reaching a certain price in "Alert Output" under "view" in Amibroker. Simply add the stock code, were the XYZ is. To set the price simply add it where \$\$\$ is. Cut and past if you have lots of stocks that you want to be alerted to. Then just run the scan. ...
Stop-loss Indicator bandsPrakash Shenoi2008-06-22 11:01:53Level: basic
indicator
Details
Simple stop-loss bands calculated by ATR periods (Variable) with highest high and lowest Low value over (variable) the preceding periods. Stop loss level for short positions deduced from highest high value periods and Stop Loss for longs fm Lowest low value periods. ...
Stops Implementation in AFSMarek Chlopek2001-11-29 16:03:15Level: medium
system,exploration
Details
Please find attached afl script with stops implementation directly as a afl code without using ApplyStop formula. This implementation gives possibility to get arrows on the chart. Also please note this stops have been split into two parts - for long and short trades. Also activation level is de...
Stops on percentagesChris2008-09-07 07:28:24Level: basic
indicator
Details
Stops on percentages can be set to low,high,close and open on the bars for long and short stops....
Strength and WeaknessEric Paradis2006-02-14 00:57:08Level: basic
exploration
Details
Measures the strength in a stock over a 20 day period, generates a 20-day rate of change and a yearly rate of change. ...
Stress with SuperSmootherModdi2015-02-05 06:41:10Level: medium
system,exploration,indicator
Details
/*** I modified the original indicator by adding Mr. Ehlers SuperSmoother because I think it requires a smoother curve. Mr. Ehlers believes that anything less than 10-bars is noise. His SuperSmoother adds a 2-bar delay so entry/exit is recommended when the indicator dips IN and NOT OUT of the ...
indicator
Details
Modification of Ichimoku Chart For Long term investors and short term traders....
SUPER PIVOT POINTSAvi ben a2006-11-09 14:15:19Level: basic
indicator
Details
hi all SUPER PIVOT POINTS can by used in 2 ways: if you choose daily, the pivots are calculated from the previous day, this can be used for daily charts. the second option is next day for EOD charts. for all the options available right click on the chart parameters. to utilize all the program ...
Super Trend IndicatorRajandran R2012-05-25 12:52:36Level: medium
system
Details
Super trend is a very popular forex trading strategy using ATR stop loss levels. converted for the use of intraday amibroker Traders ...
Support and ResistancePrakash Shenoi2006-09-19 11:06:24Level: basic
indicator
Details
Simple support and resistance indicator with lookback variable input....
Support Resistance levelsGraham Kavanagh2003-05-22 22:25:51Level: medium
indicator
Details
Indicator to show support and resistance levels based on RSI indicator reversals...
indicator
Details
i always wanted to plot my trades against a chart and see how it performed. now i did it. it takes the trade info as a set of static values and plots it. included in code is defaulted sbux StaticVarSetText( "TradeType" , "Stocks" ); //Stocks|Forex StaticVarSetText( "forexSymbol" , "SBUX" ); //...
SWIM INDEXKailash K Pareek ( Johnny )2001-10-11 09:31:20Level: semi-advanced
indicator
Details
SWIM INDEX coded by KAILASH K PAREEK - INDIA . As the name of indicator explains it self, It measures the swim of Price. Day Trader may find it very useful as it gives trend reversal in next 2-3 trading. INTERPATION: Expect trend reversal or at least consolidation when SI Spikes higher...
swing chartRAVIKANT RAUT2007-07-08 11:59:44Level: medium
exploration,indicator
Details
provide you a marvellous trading point...
T3dale Butkowski2001-08-05 09:47:23Level: basic
system
Details
Trading system based on cubing of function (1+a)-ax^2 where a is the amplification ( 0 < a < 1.0, I use 0.7) and en is the exponentially smoothed average of the closing price....
showemail,function
Details
In filter theory parlance, T3 is a six-pole non-linear Kalman filter. Kalman filters are ones which use the error (in this case (time series - EMA(n)) to correct themselves. In Technical Analysis, these are called Adaptive Moving Averages; they track the time series more aggressively when it is maki...
TAZ Trading Method ExplorationTommy Beard2006-11-05 17:54:24Level: basic
exploration
Details
Explore and find stocks meeting the criteria for the TAZ Swing Trading Method which is explained at http://www.swing-trade-stocks.com...
TD Channel-1milostea2009-02-28 16:53:42Level: basic
indicator
Details
TD channel type I....
TD Channel-2milostea2009-02-28 16:54:15Level: basic
indicator
Details
TD channel type 2...
TD Moving Average 2milostea2009-02-28 16:57:05Level: basic
indicator
Details
TD\'s moving average type 2...
TD Moving Average Imilostea2009-03-03 14:54:58Level: basic
indicator
Details
TD\'s moving average I...
TD REImilostea2009-02-28 16:55:31Level: basic
indicator
Details
TD range expansion index (REI). Indicator was posted by another user. I have modified it to follow TD\'s rules. See my comments in the code for further info.....
TD sequentials.carrasset2004-11-02 04:57:37Level: basic
system
Details
Td sequential...
system
Details
TD Sequential. TD Points. TD Setup Trends....
testing multiple system simulataneouslyPaul Ho2009-05-13 07:53:58Level: medium
system
Details
testing multiple system simulataneously...
Textpad Editor codes for AFL syntax (Revised)...dingo2004-02-09 23:50:08Level: basic
system,exploration,indicator,commentary,function
Details
Textpad Editor codes for AFL syntax (Revised)......
The D_oscillatorDimitris Tsokakis2003-06-30 04:12:16Level: medium
system,indicator
Details
The body of a candle C-O is divided by H+L to create a body to size ratio. To avoid any noise apply repetitive DEMA smoothing. Finally apply the RSI transformation to create the D_oscillator. The ^NDX OHLC data are used to produce Buy/Sell signals with interesting results for US stocks and the main...
The Fibonaccian behaviorDimitris Tsokakis2006-11-27 05:56:47Level: medium
indicator
Details
This code will easily check the history of the Fibonaccian behavior of a stock/index. If the white line falls "near" the blue Fibonacci levels, then this behavior may be repeated in the future. For n0=2 we will have the main Fibonacci sequence 0.381, 0.618, 1, 1.618, 2.618 For n0=3 we will have ...
The Mean RSItDimitris Tsokakis2002-03-17 14:34:12Level: advanced
indicator
Details
The RSIt Indicator, defined from Var=MACD(); Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0); Dn=IIf(Var
The Mean RSIt (variations)Dimitris Tsokakis2002-03-14 07:36:32Level: advanced
indicator
Details
Variations of the Mean RSIt used in trading systems design. Paste the formula in Automatic Analysis window, select All stocks (or a sector or a group or a watch list), all quotations and scan. Select View->Refresh All and then Save. Data should be clean and without missing dates (holes). To ...
The Relative SlopeDimitris Tsokakis2001-07-02 11:46:37Level: basic
indicator
Details
Definition: For a variable X, the difference of two cascade values of X, devided by their sum. For scaling purposes,this quotient may be multiplied by a numerical coefficient. Example: The Relative Slope of exponential moving average of "typical price" A variable independent of specific stock v...
The Relative Slope PivotsDimitris Tsokakis2002-03-25 04:30:18Level: advanced
indicator
Details
Definitions: "RS up pivot" (RSUP) is the population of stocks presenting a bearish turning point (bearish pivot) over a certain (positive) level of their Relative Slope value. "RS down pivot" (RSDP) is the population of stocks presenting a bullish turning point (bullish pivot) below a certai...
The Saturation Indicator D_satDimitris Tsokakis2002-12-01 14:38:17Level: medium
indicator
Details
There are some discrete phases for a bullish trend. The beginning is usually sharp, the market changes direction quickly, Short positions are covered with rush, Long entries may be obliged to follow gap ups etc. The rate of change is becoming slower, premature profit taking appears as long as new...
The Stochastic CCIDimitris Tsokakis2002-08-11 04:09:59Level: basic
indicator
Details
The Stochastic CCI was defined and presented at http://groups.yahoo.com/group/amibroker/message/2394. For more details you may take a look at http://groups.yahoo.com/group/amibroker/message/21618 and an excellent work by Herman van den Bergen, available at http://www.amibroker.com/support.html...
The Three Day ReversalPrashanth2005-08-30 23:42:41Level: basic
system
Details
The three day reversal is a very simple pattern. When the trend is Up or Long – The Three Day Drop and When the trend is Down or Short – The 3 Day Rise....
Three Day Balance PointLal2007-09-29 07:36:45Level: basic
exploration,indicator
Details
Finds the mid-point of a three-day price range and determines bullishness/bearishness...
Three Line Break - TLBLaurent2005-08-18 16:18:00Level: medium
indicator
Details
same family as Kagi and Renko. ...
Three Pole ButterworthVinicius2014-08-29 20:35:33Level: basic
indicator
Details
I did a little modification that is the indicator color(green/red) change according to the trend....
Time Frame Weekly BarsAnthony Faragasso2002-09-21 19:57:33Level: medium
indicator
Details
WEEKLY PRICE ARRAY : The close is the close of the last day of the week: (WeeklyClose) The open is the open of the first day of the week: (WeeklyOpen) The high is the highest high of the week : (WeeklyHigh) The low is the lowest low of the week : (WeeklyLow ) The volume is the sum of the volume f...
Time Left in BarAra Kaloustian2005-09-23 20:55:32Level: medium
indicator
Details
This code computes the amount of time left in a bar. To display you need to include "TimeLeft" variable in your chart title. Code is designed for eSignal or similar data feed. Data feed uses exchange timestamp and must be synchronized with PC clock. See eSignal data manager for synchronizing opti...
Time Left to Current BarJiri Cipr2007-05-06 03:03:51Level: basic
commentary
Details
Time Left to Current Bar...
Time segment valuentk982004-05-22 17:34:18Level: basic
indicator
Details
TJ has helped me translate the metastock formula of TSV(Time segment value) into AB language. I thought I should share this formulas with other. This indicator uses volume and price, like OBV, but seems to be more reliable indicator then OBV. In courtesy of The Wordens brothers I like to post ...
Tom DeMark Trend LinesS M Jones2006-03-12 21:08:20Level: basic
indicator
Details
Just include this code in your chart that has your HLOC graph and adjust the percent field and it will draw TD Trend Lines, in any time frame. I started with the example code I found in the help section for "LineArray"....
indicator,function
Details
Prediction AR (Auto-regressive) - With Least Square / Durbin-Levinson / Gaussian Elimination - Autocorrelation function estimator biased and not biased - Denoising by centered T3 moving average - Detrending by derivation TO DO: - some problem of stability - check optimum order for AR - che...
Tracking ErrorJeff Teza2011-01-27 18:19:34Level: medium
indicator,function
Details
This code plots the \"tracking error\" between two securities. It can be used to see how effective an ETF/ETN or Mutual Fund tracks a specific index or commodity. It can also be used to create a Information Ratio....
Tracking ErrorJeff Teza2011-01-28 14:17:56Level: medium
indicator,function
Details
Added 2 new parameters, one to invert the index (check tracking of short ETF\'s) another to leverage the index (compare tracking of \"ultra\" ETF\'s)....
Trade day of monthPaul Moore2009-11-04 13:16:00Level: basic
function
Details
I needed this for one of my backtests. I couldn\'t find this anywhere else, and I thought it might be useful to others here. This one-line AFL simply returns the trade day of the month. For example, if the month days/dates are Wed=1st, Thu=2nd, Fri=3rd, Mon=6th, Tue=7th, Wed=8th, etc, then Tue co...
system
Details
Trailing Stop Lossmarcus2009-09-20 05:22:08Level: basic
indicator
Details
The problem with the previous code for the trailing stop loss in my opinion was that the exit did not happen directly at the exit arrow. This codes solves this problem. Just drag the formula into the chart and you are all set :-) ...
system,commentary
Details
This Expert Advisor uses trend following indicators to show buy and sell signals. A 200-period exponential moving average of the close determines the current long term trend. Signals are only generated if they agree with the long term trend. An additional filter is used for the short to intermedi...
Trend Continuation FactorDale butkowski2002-02-24 11:18:35Level: basic
system
Details
System to identify trend and its direction....
Trend DetectionGraham Kavanagh2005-01-10 18:55:44Level: medium
indicator
Details
Plots coloured bars for direction of current trend, green for rising, red for falling. Exploration included to find first bar of new direction. Param included to vary the number of periods for detecting small to long term trends. I am using beta version 4.66.2, but believe this will work with last...
Trend exploration with multiple timeframesMarcus Davidsson2006-09-30 20:31:21Level: medium
exploration
Details
I started experimenting with Tradestations Radarscreen when it struck me that Amibroker have the same function "Exploration" but 100000\$ much cheaper. The formula is quite simple just load it in to Amibroker and go to automatic analysis and push explore. The formula will scan multiple movi...
Trend Exploration: Count Number of New Highsmarcus2009-07-25 11:46:46Level: basic
exploration
Details
This exploration identify price trends by counting the number of new highs (or lows) that a stock has made during the last 50 days and sort the result in descending order. ...
Trend Exploration: Slope Moving Averagemarcus2009-09-20 06:38:06Level: basic
exploration
Details
This exploration uses a lot of color and the slope of a moving averages to rank and filter out securities in the exploration window. ...
Trend Following Systemmarcus2009-09-20 05:58:13Level: basic
system
Details
This is a simple long only trend following system. Just load it into the \"Automatic Analysis\" window and push \"Scan\", \"Back test\" and \"Report\" to view the result....
Trend Lines from 2 pointsandersondiaswilson2013-10-27 16:22:06Level: medium
indicator,function
Details
My method for drawing trend lines between 2 points 1- select first point in chart and click F12 (Begin Value) 2- select second point in chart and click SHIFT+F12 (End Value) video explaining the method - http://youtu.be/2aB2Mmn7oVU video showing the AFL working - http://youtu.be/C1EadhxikG8 ...
Trend Trigger FactorKelly Griffiths2004-11-10 01:35:58Level: basic
system,indicator,function
Details
Allows you to follow the trend....
indicator
Details
Know which stage of market you are currently in. 1) Recovery 2) Accumulation 3) Bullish 4) Warning 5) Distribution 6)Bearish ...
indicator
Details
We have here a simple tool, useful to detect if the Market is trending (bullish or bearish) or trading (moving sideways), based on macd and its signal. Values of "bull" above 70, signal the beginning of a bullish period for the Market as a whole. Values between 30 and 70 indicate a trading period (c...
Trending RibbonJim Wiehe2006-07-17 06:22:25Level: basic
indicator
Details
This uses the nifty ribbon function in Amibroker. I use this in most of my price charts because it reduces the clutter with too many indicators on the screen. So if the ribbon is green both the MACD and ADX have started trending up. If the ribbon is red both the MACD and ADX are trending down....
system
Details
Triangle exploration using P&F ChartGraham Kavanagh2002-12-01 01:51:11Level: semi-advanced
exploration
Details
This is exploration for charts making triangle patterns. The chart is for the P&F chart using High/Low prices....
Triangle searchG Kavanagh2002-07-15 21:54:53Level: basic
exploration
Details
Triangle search using HHV and LLV. I vary the length of the search to locate different size triangles. d1 & d2 are either 10 & 2, 20 & 4, 40 & 10....
Triangle Search ExtendedBrian Wild2007-02-11 01:02:36Level: medium
exploration
Details
An extended version of th etriangle search by G Kavanagh...
Triangular Moving AverageAnthony Faragasso2002-12-14 11:47:32Level: basic
indicator
Details
A Triangular moving average is similar to exponential and weighted moving averages except a different weighting scheme is used. Exponential and Weighted averages assign the majority of the weight to the most recent data. Simple moving averages assign the weight equally across all the data. With...
Triangular Moving Average newali2006-09-09 09:03:23Level: basic
system
Details
//Triangular Moving average //Anthony Faragasso //December, 2002 /* A Triangular moving average is similar to exponential AND weighted moving averages except A different weighting scheme is used. Exponential AND Weighted averages assign the majority of the weight to the most recent data. Si...
Trigonometric Fit - TrigFit with AR for cos / sinMich2006-12-06 20:18:38Level: medium
indicator,function
Details
Trigonometric Fit Based on : - AR MODELING (Burg AND Yule-Walker method are implemented) for frequency estimation - Generalized Least Square Error to compute Amplitudes and Phases (because AR estimate of the amplitudes on the spectrum are bad)...
TRIXCharlie Ehm2002-07-12 19:17:38Level: basic
indicator
Details
A home-brew version of Amibroker's built-in TRIX indicator, plus minimal trading rules. ...
Trix Bars numberreinsley2009-03-03 05:41:29Level: basic
indicator
Details
Count Trix Bars for each swing. Plot a ribbon with the bar number for up and down swings. Colored swing. Adjustable Scale PlotText above the ribbon : courtesy by Aron. It helps to decipher a trend-countertrend-trend. An easy count A-B-C or 1-2-3. A serie of trix green segments longer than red...
indicator
Details
Short term indicator: buy when indicator is upper 0 line and cross signal up, sell when indicator falling down ...
TTM SqueezeLevent Pancuk2008-03-22 19:09:32Level: basic
indicator
Details
Bollinger Bands AND Keltner Channel define the market conditions, i.e. when BB is narrower than KC then we have a market squeeze. When BB break Outside the KC then trade in the direction of the smoothed Momentum(12). ...
Tushar Chande's Projected RangePrakash Shenoi2006-08-13 12:14:03Level: basic
indicator
Details
Plots projected price targets for the next day....
Twiggs Money FlowStock_Alchemist2006-04-12 12:39:27Level: medium
indicator
Details
Twiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is in turn derived from the Accumulation Distribution line. However, Twiggs Money Flow makes two basic improvements to the Chaikin Money Flow formula: To solve the problem with gaps, Twiggs Money Flow uses true range, rather...
Twiggs money flow weeklyChris2008-08-31 10:30:04Level: basic
indicator
Details
I added the weekly time frame to the code byStock_Alchemist Rayloom [at] yahoo.com This weekly time frame can be drop&drag onto the Twiggs Money Flow in the daily time frame Twiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is in turn derived from the Accumulation Distribu...
TWS auto-export Executions-file parserHerman van den Bergen2005-04-10 18:00:26Level: advanced
function
Details
Intended for real-time traders using the Interactive Brokers TWS. This function converts the auto-exported trade executions file from the TWS to csv format, creates an AmiBroker compatible format for further processing, and plots real trades at execution prices on your chart. This is experimental co...
system
Details
Ultimate plusD o j i * ABU REHAB2006-04-11 13:39:56Level: basic
system
Details
Ultimate plus wthe line to sell and buy under 30 is buy up 65 is sell...
UltraEdit editor highlight wordfileDave Merrill2004-11-15 13:57:33Level: semi-advanced
system,exploration,indicator,commentary,function
Details
UltraEdit is a full-featured shareware programmer's editor. This file teaches it AFL's keywords, so it can color, format, captitalize, and auto-complete them like AmiBroker does. I think it's up to date as of AmiBroker version 4.63.1 Beta. I often keep my standard AFL #include file open in it whi...
Updated Renko ChartMark Huang2015-07-04 11:19:53Level: semi-advanced
indicator
Details
Now the formula can handle any box size. If there is not enough space on the X-Axis, oldest data will be truncated. Please note that if the box size is super small, it will take more time to process and the chart will be less responsive. ...
Using From and To dates from Auto Analysis in CodeBruce M. Moore2005-06-06 22:40:53Level: semi-advanced
exploration
Details
This code illustrates how to use the "From" and "To" date settings from Automatic Analyzer in AFL code. It is far faster to do it this way than to run your code from "0 to Barcount-1". This method of extracting the dates and converting them to bar counts is rather convoluted, as you will see. I...
ValueChartBHCombo2007-12-13 00:02:25Level: medium
indicator
Details
Very Interesting oscillator developed at Landmark Asset Management landmarkassetmanagement.com....
VAMAkysiek2006-07-05 12:20:34Level: basic
indicator
Details
VarexlistJaco Jonker2001-07-06 04:30:40Level: medium
system,indicator
Details
This is a basic exploration list I developed for the US markets. It has no fancy script, just plain widely used indicators setup in a logical format, with some unconventional combinations. It is a medium term system with excellent results in the past 5 years on the Dow Jones and Nasdaq 100, but the ...
Vertical Horizontal FilterTomasz Janeczko2001-06-16 08:34:26Level: basic
indicator
Details
Vertical Horizontal Filter indicator. This filter identifies when a stock is trending and when it is in a congestion phase so the analyst can apply the correct type of analysis indicator, such as moving average for trends or stochastics for congestion. VHF readings above 0.3 to 0.38 indicate a trend...
Vertical Horizontal Filter (VHF)Jayson2002-11-03 03:05:47Level: basic
indicator,commentary
Details
A trend Measuring Indicator...
Vic HuebnerVic Huebner2002-02-23 10:57:10Level: basic
indicator
Details
This is an elementary display of Inside, Outside, and Key reversal bars. These sometimes are used to signal short term reversals....
Vikram's Floor Pivot Intraday SystemSunando Ghosal2008-10-19 02:14:02Level: basic
system
Details
Simple intraday trading with floor pivot levels with optional Hikin Ashi candle formations....
system
Details
From Comments - See script for how to use it. This Amibroker Script is for educational purposes only. I cannot guarantee it's accuracy nor take any responsibility for your use of it. Use at your own risk. This is not an automated trading interface - it is strictly a interactive interface. If...
Visible Min and Max Value DemoJorgen Wallgren2009-03-07 06:46:03Level: basic
showemail,function
Details
Demo of 2 fuctions I wrote, which will find the Maximum and Minimum value in the visible horizontal chart area. Can be used for many different reasons and this is only an example. Inpiration came from several different codes I have seen, but can\'t at this moment find out who created them. Thanks an...
Visualization of stoploses and profit in chartMarcus Davidsson2006-07-31 09:09:04Level: basic
system,exploration,indicator,commentary,function
Details
Clear visualization of stoplosses, ordinary entry/exit signals, profit and closing prices in the chart !!! Takes the analytical part of the backtesting to an entire new level in my opion (reduces the importance of backtesting...
Vivek JainVivek Jain2010-11-14 02:37:42Level: basic
system
Details
Have been trying to get a better hit ratio with combination of some trend following indicators. Most trend following indicators have worked well in India only on the long side, was trying to come up with some combination that works on the short side as well. Have tried various combinations target...
VolatilityAvi ben a2009-01-28 02:22:11Level: basic
indicator
Details
simple Volatility indicator based on Standard Deviation. you can find potential breaks when the std cross above its EMA. also try different periods for breakout and STD....
Volatility Breakout with Bollinger BandsJoachim Feseck2003-01-19 07:49:55Level: medium
system,exploration
Details
This Tradingsystem gives buy and short signals when after Bollinger Bands got very narrow they spread out and the Close touches the band (top or bottom). Additionally the MFI has to confirm this volatility breakout. But please be carefull because some stock suddenly change direction and in this case...
Volatility Quality IndexVic Huebner2002-07-13 16:31:48Level: medium
indicator
Details
Plots the volatility quality index. I added a trend detector as a simple buy-sell indicator....
Volatility SystemEd2004-10-18 05:46:18Level: medium
system
Details
The Volatility System after Welles Wilder Jr Book: New concepts in technical trading systems, 1978 Simple stop and reverse system. Did not see one single system designed by Wilder that actually works. We are so lucky having Amibroker and todays power of desktop computers....
Volume - compared with Moving Avg (100%)Anonymous2002-07-15 17:12:30Level: basic
exploration,indicator
Details
This is principle only another view of the volume. It shows you the difference from the current volume to the moving Volume in percent. I like it, because it is easier to analyze. you dont need to compare the volume with the moving, which has everyday another value. In this formula you see, for e...
Volume ChartsAron Pipa2014-01-09 09:13:34Level: medium
indicator
Details
GFX implementation of CandleVolume and EquiVolume charts....
Volume Color with Dynamic Limitbluueskyy2009-08-24 14:15:01Level: basic
indicator
Details
NOTE: This script ONLY WORKS properly on N-minute based charts including hourly. Range, tick, and volume based charts will default to the standard volume value. Limit the max height of volume bars to some fraction of the average daily volume from the previous X number of days. Useful for d...
indicator
Details
In this indicator u can get the volume oscillator with moving average....
Volume OscillatorSteve Wiser2001-07-05 19:19:04Level: basic
system,exploration,indicator
Details
Uses Volume oscillator to build a system test and indicator....
Volume Weighted Moving AverageJack Kutzer2002-07-10 11:23:59Level: basic
indicator
Details
Conversion of the Volume Weighted Moving Average from Neuro Dimensions Tading Solutions to AFL....
Volume wieghted moving averageRadek2009-08-09 10:56:20Level: basic
system,indicator
Details
The best moving average weighted volume....
VSTOP (2)Edward Pottasch2010-07-13 07:26:18Level: medium
indicator
Details
posted VSTOP earlier but this is code translated from Metastock and looks much nicer. Gives same result....
VSTOP (3)Edward Pottasch2010-07-19 04:15:12Level: medium
indicator
Details
thanks to feedback I received from Ton Sieverding, who noted that downward and upward moving markets need to be handled separately, I adjusted to code accordingly....
VWAP - Volume Weighted Average PriceBrian2007-07-02 16:59:03Level: basic
indicator
Details
The VWAP for a stock is calculated by adding the dollars traded for every transaction in that stock ("price" x "number of shares traded") and dividing the total shares traded. A VWAP is computed from the Open of the market to the market Close, AND is calculated by Volume weighting all transactions d...
VWAP versus Average PriceEdward Pottasch2010-03-06 07:20:13Level: medium
indicator
Details
you need intraday data for this code to display, for instance intraday ES data. The chart will show the VWAP and the Average price inside the price chart. I started calculating this to be able to use the result to adjust daily pivot lines (which are calculated using price only). This is test code I ...
VWAP with standard deviation bandslarry jag2009-06-09 09:24:42Level: medium
indicator
Details
Here is my version of VWAP with standard deviation bands. The code is very slow because there is one LARGE loop and then a smaller loop in it to calculate the variance+stddev. If anyone knows how to speed it up, please comment on it. Note you need to have the setbarsrequired(10000,0) line or el...
Weekly chartGraham Kavanagh2003-01-01 22:46:10Level: medium
indicator
Details
Weekly chart to be shown in indicator window. This is for fixed weeks Monday to Friday....
Weekly Trend in Daily GraphFrank Snay2002-04-04 19:16:47Level: basic
indicator
Details
A text description in the Title Line of a daily graph giving the weekly trend. Just add this code to any of your daily graphs....
Weighted IndexGerard2005-09-08 04:49:25Level: basic
exploration
Details
Weighted Index using AddToComposite and Foreign functions....
Weinberg's The Range IndicatorMarek Chlopek2001-10-17 02:51:46Level: basic
indicator
Details
From S&C V13:6 (238-242)...
William's Alligator System IITohMz2008-06-09 18:33:55Level: semi-advanced
system,exploration
Details
To get a real picture of this go to the web site www.profitunity.com and download the demo software Investors Dream and see how this code compares. You really need to read the book to get a picture of what is going on. This is a good read. You can get the Williams books on his web site as wil...
Williams Alligator systemSteve Wiser2001-08-13 19:53:30Level: semi-advanced
system,indicator
Details
This code attempts to do most of the Williams Alligator sytem where the terms fractal up and fractal down are used. Along with terms like Alligators month, lips, etc. To get a real picture of this go to the web site www.profitunity.com and download the demo software Investors Dream and see h...
WILSON RELATIVE PRICE CHANNELTohMz2008-06-02 01:10:24Level: basic
system
Details
Implement from: http://www.traders.com/Documentation/FEEDbk_docs/Archive/072006/TradersTips/TradersTips.html -- Script Creaded By Tomasz Janeczko, AmiBroker.com Saw that this price channel is a part of metastock software, feel that it should below into this database. So that need not search ...
WLBuildProcessFred Tonetti2006-09-16 05:30:39Level: basic
exploration,function
Details
Builds a user designated working watchlist using the tickers from an external file, processes the users formula and adds to a composite which is stored in the final watchlist. Any number of files can be processed...
indicator
Details
// WolfeWave-V1.01.afl // Author: Mac Johnson // Date: 28aug2005 // with blank bar ajust : mod by Joris Schuller Version(4.70); // works from this version onwards...
Woodie's CCI Panel BasicDennis Skoblar2008-01-08 18:19:10Level: basic
system,indicator
Details
New cci time bar format. This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this system using Amibroker. Conseq...
Woodie's CCI Panel Full StatsDennis Skoblar2008-10-19 10:15:29Level: medium
system,indicator
Details
This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this system using Amibroker. Consequently, I do this only so ot...
Woodie's Heikin-Ashi PanelDennis Skoblar2007-12-17 22:59:46Level: basic
system,indicator
Details
New ammended mock sidewinder code and updated display. This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this ...
Woodie's Price Panel With Woodie's PivotsDennis Skoblar2007-12-17 22:58:59Level: basic
system,indicator
Details
This panel is updated periodicaly to help others learn and use this system using Amibroker. I am not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoy improving and sharing the code needed to learn this system using Amibroker. Consequently, I do this only so ...
Woodies CCIMark2004-10-30 20:39:54Level: basic
indicator
Details
I didn't see it on the list so here is what I coded up, enjoy! Thanks Woodie!!...
z-distance from vwapnasta2011-04-23 12:02:55Level: basic
indicator
Details
calculates normal distance from vwap. Use to identify overstretch and possible turning points....
Z-Score IndicatorMTR Investors Group2009-06-28 08:59:01Level: medium
indicator
Details
MTR Investors Group - www.MTRIG.com Statistical Z-Score Indicator: Tracks how many standard deviations the price is from the mean. Interesting to note that Z-Score and RSI follow a very similar path. Use the Z-Score as an oscillator. For more information on this indicator see the links below...
ZeroLag MACD(p,q,r)Nand Kishor2003-04-27 01:33:18Level: medium
indicator
Details
Here is ZeroLag MACD(12,26,9). U can use the parameter capability to tweak the periods. In comparison to AB's built in MACD(12,26,9), ZeroLagMACD signals show up a few days earlier, and divergences are quite pronounced....
Zig ExplorerMichael.S.G.2003-08-05 15:21:45Level: basic
indicator
Details
/* Historical ZigZag Explorer. *Use the Parameters Popup to "Look Back" in history & watch the Zig adapt as you progress through. (Hit "CTRL-R" to bring up the Parameters Dialog.) OzFalcon. */...
Zig ZagJeff2005-06-14 22:15:57Level: medium
indicator
Details
normal zig zag with following differences: - uses log difference instead of percentage - has trigger point indicating when highs and /lows were detected log difference is better because it is symmetrical, log(5/10) and log(10/5) has same absolute value, whereas 5/10 and 10/5 have different valu...
Zig Zag Indicator with Valid Entry and Exit PointsEric Tangen2004-04-21 21:37:30Level: basic
indicator
Details
The Zig Zag indicator identifies pivot points but looks into the future - (beyond the right edge of the chart) to do this. This indicator plots a dot at the pivot point and an arrow at the bar when the pivot becomes known. The price bars are colored red for a pivot downtrend, green for a pivot uptre...
Zig-Hi Zap-LoTohMz2008-05-29 19:11:05Level: basic
indicator
Details
To plot the Peak High and Trough Low instead of using close price. ...
ZigZag filter rewrited from scratch in AFLTintin922004-12-28 17:42:50Level: medium
indicator
Details
ZigZag filter rewrited from scratch in AFL...
ZigZag Hi Lo Barcountreinsley2011-12-23 04:13:09Level: basic
indicator
Details
This is a modified zp to reduce occasional erroneous Pk/Tr connections at very small ZigPerc values. Bars Count for each swing, ribbon...