Những series bài hay về phần mềm phân tích kỹ thuật AmiBroker

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: 4% Model - Determine Stock Market Direction

Author/Uploader: MTR Investors Group - (email hidden)
Date/Time added: 2009-06-20 02:46:18
Origin: 4% Model discovered by Ned Davis. Used to determine the direction of the stock market. Only works on the Value Line Arithmetic Index. Yahoo! Symbol ^VAY. Enhanced Model at www.MTRIG.com updated daily
Keywords: 4% Model, Ned Davis, Martin Zweig, 4 Percent Model
Level: medium
Flags: system

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

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.

Formula:

/*-------------------------------------------------------------------------------------
MTR Investors Group - www.MTRIG.com

System: 4% 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.

NOTE: This formula is the classic model. To see daily automated results of an
enhanced version
of this formula stop by www.MTRIG.com.

How To Use:
1. This system works ONLY with the Value Line Arithmetic Index. In Yahoo! the
symbol is ^VAY. Try to run it on the NASDAQ, SP500, or the DOW the results are
poor.
2. Overlay the system to see BUY/SELL indicators on a ^VAY chart.
3. Run a back-test on the ^VAY symbol to test the results.

---------------------------------
Returns: 1/1/1998 to 6/20/2009
Net Risk Adjusted Return: 408.01%
Winners: 45.57%
---------------------------------

-------------------------------------------------------------------------------------*/
//VC = The Close of the Value Line Arithmetic Index
VC = Foreign("^VAY", "Close");

//Compute the percent change of the VAY week over week.
PCTChange = ((VC - Ref(VC,-5 ) ) / Ref(VC,-5 ) ) * 100;

//Look for 4% changes this week compared to last week.
PCT_B = 4;
PCT_S = 4;
PCT_S = PCT_S * -1;

// BUYS And SELLS
xBuy = PCTChange >= PCT_B;
xSell = PCTChange <= PCT_S;

PlotBuy = ExRem(xBuy ,xSell);
PlotSell = ExRem(xSell ,xBuy );

Buy = (PlotBuy);
Sell = (PlotSell );

Short=Sell;
Cover=Buy;

PlotShapes(shapeUpArrow * PlotBuy , colorGreen, 0,L);
PlotShapes(shapeDownArrow * PlotSell , colorRed, 0,H);

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: 52 Week New High-New Low Index

Author/Uploader: Dennis Skoblar - DennisAndLisa [at] sbcglobal.net
Date/Time added: 2005-07-11 10:14:58
Origin: Alexander Elder's book, "Trading For A Living"
Keywords: New Hi-New Low Index, 52 Week New Hi-New Low Index
Level: basic
Flags: exploration,indicator

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

Description:

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 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 click on chart window,
then > Parameters > Show MiddlLe Lines - NO > Levels > +-100. Compare against the SP-500, look for convergences, divergences. Read Elder's book "Trading For A Living" pp.194-200. The new symbol "~NewHiNewLoIndex" will be found in the Workspace > Symbol > All > at the end.

Formula:

// Calculates new 52 week High's vs new 52 week lows.
// The new symbol "~NewHiNewLoIndex" will be found in the Workspace > Symbol >
All > at the end.
// Input a Date 5 years back to the current Date in the Range section of the
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 click on chart window, then > Parameters > Show
MiddlLe Lines - NO > Levels > +-100.
// Compare against the SP-500, look for convergences, divergences. Read Elder's
book "Trading For A Living" pp.194-200.

H1 = High > Ref(HHV(High,260),-1);
L1 = Low < Ref(LLV(Low,260),-1);
HiLoDifference = H1 - L1;

Buy = 0;
Filter = 0;

AddToComposite( HiLoDifference , "~NewHiNewLoIndex", "X", atcFlagDefaults =
7);

GraphXSpace = 10;
Plot(Foreign("~NewHiNewLoIndex","C",1),"52 Week New High - New Low
Index",colorYellow,styleHistogram);

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: Absolute Breadth Index

Author/Uploader: Tomasz Janeczko - tj --at-- amibroker.com
Date/Time added: 2001-06-16 07:36:16
Origin: Originaly developed by Norman G. Fosback.
Keywords: breadth
Level: basic
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

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 index". High readings indicate market activity and change, while low readings indicate lack of change. In Mr. Fosback's book, Stock Market Logic, he indicates that historically, high values typically lead to higher prices three to twelve months later.

Formula:

/*
Absolute Breadth Index
AFL implementation by Tomasz Janeczko.

*/

graph0 = abs( AdvIssues() - DecIssues() );

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: AC+ acceleration
Author/Uploader: Steve Wiser - slwiserr [at] erols.com
Date/Time added: 2001-07-05 19:08:13
Origin:
Keywords:
Level: semi-advanced
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

Supports William's Alligator Trend Following system

Formula:

/* Exploration, System and Indicator */
Author: Steve Wiser
Email address: slwiserr@erols.com
May 5, 2001 */

outsidebar = outside();
insidebar = H <= Ref(H,-1) and L >= Ref(L,-1);
upbar = H > ref(H,-1) and L >= ref(L, -1);
downbar = L < ref(L,-1) and H <= ref(H,-1);
barcolor=iif(outsidebar, 1,
iif(downbar, 4,
iif(upbar, 5,
iif(insidebar,6, 0 ) ) ) );

var1=ma( A , 34);
var2=ma( A,5);
var3=var2-var1;
var4=var3-ma(var3,5);
Graph0=var4;
graph0style=2+4;
Graph1=wilders(var4,5);
Graph1Style=5;
Graph0Barcolor=Barcolor;

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: accum/dist mov avg crossover SAR
Author/Uploader: Jeff Parent - (email hidden)
Date/Time added: 2002-07-31 16:21:24
Origin:
Keywords: accumulation distribution volume SAR
Level: semi-advanced
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

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.

Formula:

EnableScript("vbscript");
<%
function jMA(jH,jL,A2,A2m,k)
dim result()
redim result(UBound(jH))

for i=k to UBound(jH)
n=i+1
if A2(i)<= A2m(i) then
do until n=0
n=n-1
if A2(n)>= A2m(i) then exit do
Loop
result(i)=jH(n)
else
do until n=0
n=n-1
if A2(n)<= A2m(i) then exit do
Loop
result(i)=jL(n)
end if
next
jMA=result
end function
%>

script=GetScriptObject();

n=60;
Graph0=script.jMA(H,L,AccDist(),EMA(AccDist(),n),n );

Graph1=C;
Graph1Style=128;
Graph2=IIf(C<MA(C,n),MA(H,n),MA(L,n));Graph2Style= 1;

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: AccuTrack

Author/Uploader: Salil V Gangal - salil_gangal [at] yahoo.com
Date/Time added: 2003-09-12 12:50:01
Origin: FastTrack
Keywords: AccuTrack
Level: basic
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

// AccuTrack Compares performance of two securities
// The basic idea is to switch between the two securities
// AccuTrack was developed by FastTrack (fasttrack.net)
Formula:

// AccuTrack Compares performance of two securities
// The basic idea is to switch between the two securities
// AccuTrack was developed by FastTrack (http://fasttrack.net)

// Following is the Indicator Builder Formula

fnd = Name();
ind = "FDRXX"; // FDRXX is money market fund, so the comparison is done
with cash.
fund = Foreign(fnd, "Close");
index = Foreign(ind, "Close");

fast = 6;
slow = 24;
RawAT = EMA((EMA(ROC(fund,1), slow) - EMA(ROC(index,1),slow)),fast);
tradeAccuTrack = RawAT * 265;
Plot(tradeAccuTrack, "tradeAccuTrack", colorBlue, styleLine);

Title = Date()
+ " Trade AccuTrack of "
+ fnd
+" / "
+ ind
+ " = " + WriteVal(tradeAccuTrack, 1.2) + " ";

GraphXSpace = 2;

[tradingpro8x]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: Adaptave Zones O/B & O/S Oscillator
Author/Uploader: Anthony Faragasso - ajf1111 [at] epix.net
Date/Time added: 2001-12-27 10:22:54
Origin:
Keywords:
Level: medium
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

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 the title as to what indicator is being studied.

A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);

Osc=C3; /*insert variable by Identifier*/

Further Improvements will be Added to Enhance.

Formula:

/*Adaptive Zones OB/OS OSCILLATOR*/
/*Automatically Adjusts the overbought and oversold levels based on past
performance*/
/*Interpreted and coded by Anthony Faragasso*/
/*Can be used with PrePackaged
indicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,*/
/*For ROC add the Close. ex.ROC(C,pds);*/

MaxGraph=10;
/*Input */
Lookback=60;
PerCent=95;
Pds =14;

/****Dimitri Code***********/
/*14-Day RSI of MACD()*/
//t=14; Replaced with pds= statement
Var=MACD();
Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
Ut=Wilders(Up,Pds);
Dt=Wilders(Dn,Pds);
RSIt=100*(Ut/(Ut+Dt));
/************End Code*************************/

/*******Variables******************/

A1=RSIt; B2=RSI(pds); C3=CCI(pds); D4=StochK(pds); E5=StochD(pds);
F6=MFI(pds); G7=Ultimate(pds); H8=ROC(C,pds);


Osc=C3; /*insert variable by Identifier*/

/*Value of Osc*/
Value1 = Osc;

/*Highest AND Lowest Values of Osc during Lookback Period*/
Value2 = HHV(Value1,Lookback);
Value3 = LLV(Value1,Lookback);

/*Range of Osc during Lookback Period*/
Value4 = Value2 - Value3;

/*Define PerCent of Range to determine OB AND OS levels*/
Value5 = Value4 * (PerCent / 100);

/*Calculate OB AND OS levels*/
Value6 = Value3 + Value5;
Value7 = Value2 - Value5;

baseline=IIf( Osc < 100 AND Osc > 10 ,50 ,IIf( Osc < 0 ,0,0));

Header=WriteIf(Osc==A1," RSI Of MACD",WriteIf(Osc==b2," RSI",WriteIf(Osc==C3,"
CCI",WriteIf(Osc==D4,"STOCHK",WriteIf(Osc==E5,"STO CHD",WriteIf(Osc==F6," MONEY
FLOW INDEX",WriteIf(Osc==G7," ULTIMATE",WriteIf(Osc==H8,"
ROC(CLOSE)",""))))))));

Plot(Value1, Header,6,1+4); /*BLUE*/
Plot(Value6," O/B",4,1+4); /*RED -TOP(SELL)*/
Plot(Value7," O/S",5,1+4); /*GREEN-BOT(BUY)*/
Plot(Baseline," Baseline",7,1+4); /* yellow*/

Vài dòng nhận xét:

*******Adaptive Zones OB/OS OSCILLATOR********
1. Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ).
The closer the lookback period ( ex. 25, which I like with the RSI ) the more responsive the Zones become.( short term trading ).
2. You can set the sensitivity of the Zones.( ex. 95, 85,80, etc.) Percent. Then interpret the signals as you would with other oscillators.
a) Buy when the oscillator falls below a specific level and then rises above that level.
b) Sell when the oscillator rises above a specific level and then falls below that level.
c) Look for Divergences. ( Ex. When prices are making a series of new highs and the oscillator is failing to surpass it previous highs.
3. Instead of the arbitrary ( 30,70 ) , ( 20,80 ) etc. The Adaptive Zones Automatically adjust the OverBought and OverSold Levels Based on past performance of
the derivitive , which is set with the Lookback Variable ( 60 or closer( 25), seems to give a good interpretation of
current market conditions ) and your Percent setting, giving optimal o/b and o/s levels.
A setting of percent=95, is extreme Buy and sell levels, When the oscillator touches the Top
zone and then Turn down ( Possible Sell ), and when the oscillator touches the Bottom Zone
and Turns up ( Possible Buy ).
4. If Oscillator is continually above the Baseline, market in an uptrend, If Oscillator is continually
Below the Baseline, Market in a Downtrend.

[tigeran]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: Adaptive Centre of Gravity
Author/Uploader: Robert Dunbar - (email hidden)
Date/Time added: 2012-07-16 08:45:48
Origin: London
Keywords: Adaptive Centre of Gravity, John Ehler
Level: medium
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

You can contact me at "info at coding4ab dot com"

Formula:

//==================================
//==================================
// From John Ehler's book ===
// Rocket Science for Traders ===
// ===
// AFL By Robert Dunbar ===
//==================================
//==================================

Arrows = ParamToggle( "Buy/Sell Arrows", "No|Yes", 1 );
PriceIn = ( ( H + L ) / 2 );
Alpha = Param( "Alpha", 0.07, 0.01, 0.4, 0.01, 0.01 );
CG = BullSig = BearSig = Trigger = Cycle = InstPeriod = Period = DeltaPhase =
0;

SmoothX = ( PriceIn + 2 * Ref( PriceIn, -1 ) + 2 * Ref( PriceIn, -2 ) + Ref(
PriceIn, -3 ) ) / 6;

for ( i = 10; i < BarCount; i++ )

Cycle[i] = ( ( 1 - 0.5 * alpha ) ^ 2 ) * ( SmoothX[ i ] - 2 * SmoothX[ i -
1 ] + SmoothX[ i - 2] ) + 2 * ( 1 - alpha ) * Cycle[ i - 1 ] - ( ( 1 - alpha ) ^
2 ) * Cycle[ i - 2 ];
Q1[i] = ( .0962 * cycle[i] + .5769 * cycle[i-2] - .5769 * cycle[i-4] -
.0962 * cycle[i-6] ) * ( .5 + .08 * InstPeriod[i-1] );
I1[i] = cycle[i-3];

if ( Q1[i] != 0 AND Q1[i-1] != 0 )
DeltaPhase[i] = ( I1[i] / Q1[i] - I1[i-1] / Q1[i-1] ) / ( 1 + I1[i] *
I1[i-1] / ( Q1[i] * Q1[i-1] ) );

if ( DeltaPhase[i] < 0.1 )
DeltaPhase[i] = 0.1;

if ( DeltaPhase[i] > 1.1 )
DeltaPhase[i] = 1.1;

mlen = 5;

for ( k = mlen - 1; k >= 0; k-- )

temparray[k] = DeltaPhase[i + k - ( mlen - 1 )];
}

temp = 0;

for ( k = mlen - 1; k > 0; k-- )

for ( j = mlen - 1; j > 0; j-- )

if ( temparray[j-1] > temparray[j] )

temp = temparray[j-1];
temparray[j-1] = temparray[j];
temparray[j] = temp;
}
}
}

MedianDelta[i] = temparray[mlen - 1 - ( mlen / 2 )];

if ( MedianDelta[i] == 0 )
DC[i] = 15;
else
DC[i] = 6.28318 / MedianDelta[i] + .5;

InstPeriod[i] = .33 * DC[i] + .67 * InstPeriod[i-1];

Period[i] = .15 * InstPeriod[i] + .85 * Period[i-1];

IntPeriod[i] = int( Period[i] / 2 );

num = 0;

denom = 0;

for ( j = 0; j < intPeriod[i]; j++ )

num = num + ( 1 + j ) * PriceIn[i - j];
denom = denom + PriceIn[i - j];
}

if ( denom != 0 )
CG[i] = -num / denom + ( IntPeriod[i] + 1 ) / 2;
}

Trigger = Ref( CG, -1 );

BullSig = IIf( Cross( CG, Trigger ), True, False );
BearSig = IIf( Cross( Trigger, CG ), True, False );


Plot( CG, "Adaptive_CG", colorLightBlue, styleLine );
Plot( Trigger, "Trigger", colorRed, styleLine );
Plot( 0 , "", colorWhite, styleDashed );

if ( Arrows )

PlotShapes( shapeUpArrow*BullSig, colorBrightGreen );
PlotShapes( shapeDownArrow*BearSig, colorRed );
}

[tigeran]

Đây là loạt bài AmiBroker AFL Library về phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:

Formula name: Adaptive Cyber Cycle
Author/Uploader: Robert Dunbar - (email hidden)
Date/Time added: 2012-07-16 08:46:42
Origin: London
Keywords: Adaptive Cyber Cycle, John Ehler
Level: medium
Flags: indicator
DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

You can contact me at "info at coding4ab dot com"

Formula:

//==================================
//==================================
// From John Ehler's book ===
// Rocket Science for Traders ===
// ===
// AFL By Robert Dunbar ===
//==================================
//==================================

Arrows = ParamToggle( "Buy/Sell Arrows", "No|Yes", 1 );
PriceIn = ( ( H + L ) / 2 );
alpha = Param( "Alpha", 0.07, 0.01, 0.4, 0.01, 0.01 );
Len = Param( "Length", 8, 1, 25, 1, 1 );
BullSig = BearSig = Trigger = Cycle = InstPeriod = Period = AdaptCycle =
DeltaPhase = 0;

SmoothX = ( PriceIn + 2 * Ref( PriceIn, -1 ) + 2 * Ref( PriceIn, -2 ) + Ref(
PriceIn, -3 ) ) / 6;


for ( i = 6; i < BarCount; i++ )

Cycle[i] = ( ( 1 - 0.5 * alpha ) ^ 2 ) * ( SmoothX[ i ] - 2 * SmoothX[ i -
1 ] + SmoothX[ i - 2] ) + 2 * ( 1 - alpha ) * Cycle[ i - 1 ] - ( ( 1 - alpha ) ^
2 ) * Cycle[ i - 2 ];
Q1[i] = ( .0962 * cycle[i] + .5769 * cycle[i-2] - .5769 * cycle[i-4] -
.0962 * cycle[i-6] ) * ( .5 + .08 * InstPeriod[i-1] );
I1[i] = cycle[i-3];

if ( Q1[i] != 0 AND Q1[i-1] != 0 )
DeltaPhase[i] = ( I1[i] / Q1[i] - I1[i-1] / Q1[i-1] ) / ( 1 + I1[i] *
I1[i-1] / ( Q1[i] * Q1[i-1] ) );

if ( DeltaPhase[i] < 0.1 )
DeltaPhase[i] = 0.1;

if ( DeltaPhase[i] > 1.1 )
DeltaPhase[i] = 1.1;


//----- Speed up the median calculation by placing it inline
mlen = 5;

for ( k = mlen - 1; k >= 0; k-- )

temparray[k] = DeltaPhase[i + k - ( mlen - 1 )];
}

temp = 0;

for ( k = mlen - 1; k > 0; k-- )

for ( j = mlen - 1; j > 0; j-- )

if ( temparray[j-1] > temparray[j] )

temp = temparray[j-1];
temparray[j-1] = temparray[j];
temparray[j] = temp;
}
}
}

MedianDelta[i] = temparray[mlen - 1 - ( mlen / 2 )];

if ( MedianDelta[i] == 0 )
DC[i] = 15;
else
DC[i] = 6.28318 / MedianDelta[i] + .5;

InstPeriod[i] = .33 * DC[i] + .67 * InstPeriod[i-1];

Period[i] = .15 * InstPeriod[i] + .85 * Period[i-1];

Alpha1[i] = 2 / ( Period[i] + 1 );

AdaptCycle[i] = ( 1 - 0.5 * Alpha1[i] ) * ( 1 - 0.5 * Alpha1[i] ) * (
SmoothX[i] - 2 * SmoothX[i-1] + SmoothX[i-2] ) + 2 * ( 1 - Alpha1[i] ) *
AdaptCycle[i-1] - ( 1 - Alpha1[i] ) * ( 1 - Alpha1[i] ) * AdaptCycle[i-2];
}

Trigger = Ref( AdaptCycle, -1 );

BullSig = IIf( Cross( AdaptCycle, Trigger ), True, False );
BearSig = IIf( Cross( Trigger, AdaptCycle ), True, False );


Plot( AdaptCycle, "AdaptCycle", colorLightBlue );
Plot( Trigger , "Trigger", colorRed );
Plot( 0 , "", colorWhite, styleDashed );

if ( Arrows )

PlotShapes( shapeUpArrow*BullSig, colorBrightGreen );
PlotShapes( shapeDownArrow*BearSig, colorRed );
}

[tigeran]

Giới thiệu các bác chỉ báo mới trong phần mềm phân tích kỹ thuật PTKT AmiBroker

Details:
Formula name: Adaptive Laguerre Filter, from John Ehlers
Author/Uploader: Mich -
Date/Time added: 2006-12-01 14:19:58
Origin:
Keywords:
Level: basic
Flags: indicator,function

DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas. If you believe that formula has an error - contact the AUTHOR directly, not us. If you believe that you have copyright on that work (i.e. you have written this particular code yourself) please send us proper DMCA takedown notice. Please note that mathematical ideas/concepts can not be copyrighted, only actual AFL code if you wrote it yourself.

Description:

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 name for Laguerre Filter and treats complex signals (use amplitude and phase)

Formula:

//
---------------------------------------------------------------------------------------------------------------
//
//
// Adaptive Laguerre Filter, from John Ehlers
// Link :
http://www.mesasoftware.com/Papers/T...e%20Travel.exe
// Another works from Ehlers : http://www.mesasoftware.com/technicalpapers.htm
//
// Description :
// 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 Name for Laguerre Filter AND treats complex
signals (use amplitude AND phase)
//
// Coding author: Mich.
//
//
---------------------------------------------------------------------------------------------------------------
//

function ALFilter(price, length, medianlong) **
result=price;
L0 = price;
L1 = price;
L2 = price;
L3 = price;
coef=0.5;
Diff=0;
HH=0.1;
LL=0;
alpha=0.5;

for(i = 1+length; i < BarCount; i++) **
Diff[i] = abs(price[i] - result[i-1]);
HH[i] = Diff[i];
LL[i] = Diff[i];

for(j = 0; j < (length-1); j++) **
if (Diff[i-j] > HH[i]) HH[i] = Diff[i-j];
if (Diff[i-j] < LL[i]) LL[i] = Diff[i-j];
}

if ( (i > length) AND (HH[i] - LL[i] != 0) ) **

// SLOW :
//coef = Median(((Diff - LL) / (HH - LL)), 5);

// FAST :
//----- Speed up the median calculation by placing it inline : Thanks to its
author "Not Too Swift"
coeftemp=(Diff - LL) / (HH - LL);
mlen = medianlong;
for(k = mlen - 1; k >= 0; k--) temparray[k] = coeftemp[i + k - (mlen - 1)];
temp=0;
for(k = mlen - 1; k > 0; k--) **
for (j = mlen - 1; j > 0; j--) **
if (temparray[j-1] > temparray[j]) **
temp = temparray[j-1];
temparray[j-1] = temparray[j];
temparray[j] = temp;
}
}
}
coef[i] = temparray[(mlen/2)-0.5];
//----- End median calculation
} // end main IF

alpha=coef[i];
L0[i] = alpha*price[i] + (1 - alpha)*L0[i-1];
L1[i] = -(1 - alpha)*L0[i] + L0[i-1] + (1 - alpha)*L1[i-1];
L2[i] = -(1 - alpha)*L1[i] + L1[i-1] + (1 - alpha)*L2[i-1];
L3[i] = -(1 - alpha)*L2[i] + L2[i-1] + (1 - alpha)*L3[i-1];
result[i] = (L0[i] + 2*L1[i] + 2*L2[i] + L3[i]) / 6;
} // end main FOR

return result;
}


/* DEMO */

SetBarsRequired(2000,2000);

P = ParamField("Price field",-1);
periods = Param( "Periods", 20, 1, 40, 1 );
periodsmedian = Param( "Periods Median", 5, 1, 40, 1 );

Plot( ALFilter(P,periods,periodsmedian), "Adaptive Laguerre Filter", ParamColor(
"Adaptive Laguerre Filter", colorCycle ), ParamStyle("Style") );

[traderviet]

Các bác không chỉ giỏi phân tích kỹ thuât mà giỏi cả chuyện lập trình nữa. Cao thủ

[thanhdatS2]

anh oi. sao em nhap code va tao file .afl roi, nhung ma vao phan Custom o muc Charts khong thay file .afl e vua tao. Anh chi nao giup dum e voi

[tigeran]

Bạn xài AmiBroker bản nào thể?

[tradingpro8x]

AmiBroker bản mới nhất chưa chắc đã tốt nhất đâu nhé

[tigeran]

cái này bản nào tốt nhất đấy

http://share.vn/PKD/AmiBroker.rar

Mình thấy bản này là ưng ý nhất

Cách cài vào như sau:

- Giải nén file AmiBroker.rar
- Copy thư mục vừa giải nén vào C:\Program Files
- Vào thư mục C:\Program Files\AmiBroker chuột phải vào Broker và chọn Send to\Desktop\Create shortcut
- Sau đó nhấn vào Shortcut trên Desktop và sử dụng

[dongphong19]

Những gì bạn nói có vẻ đúng. Cảm ơn bạn

[tigeran]

Dân VN mình thì xài cái gì cứ thích mới nhất, xịn nhất (không riêng gì phần mềm phân tích kỹ thuật) nhưng đôi khi nhu cầu chỉ ở mức sơ đẳng thui

Đấy là còn chưa kể lại toàn xài Win chùa nên các phần mềm mới quá chạy nó hay lỗi lắm

[Redami]

Mình thấy bản này là ưng ý nhất

Cách cài vào như sau:

- Giải nén file AmiBroker.rar
- Copy thư mục vừa giải nén vào C:\Program Files
- Vào thư mục C:\Program Files\AmiBroker chuột phải vào Broker và chọn Send to\Desktop\Create shortcut
- Sau đó nhấn vào Shortcut trên Desktop và sử dụng

Mình đã down về, cài & “vọc” thử, chạy OK, chưa thấy vấn đề gì. Nó là bản AmiBroker 5.20 rc1. Cám ơn bạn rất nhiều.