Tuyệt Chiêu AmiBroker

[tradingpro8x]

Vấn đề độ chính xác cũng không phải quá quan trọng> mình nghĩ điều quan trọng nhất khi xài chỉ báo (indicator) kỹ thuật là phải hiểu rõ nó. Chứ nếu không thì hết sức nguy hiểm

[tigeran]

Điều này thì chắc chắn rồi. Bác nào có thêm kinh nghiệm gì đặc sắc thì chỉ cho mình với

[tradingpro8x]

Cái chỉ báo phân tích kỹ thuật này khá hay đấy. Các bác dùng thử nhé

/* ABKP Benchmark Bar
the Benchmark Bar Up must exceed the High of the prior two bars AND
close above the high of the prior two bars. And, naturally
Fast 2 must be blue to confirm the momentum strength of the
POWER BAR.
the Benchmark Bar Down must exceed the low of the prior two bars AND
close below the low of the prior two bars. And, naturally
Fast 2 must be red to confirm the momentum strength of the
POWER BAR.

Note: not mentioned in the PDF is the requirement that there
be a change in color in for the Power Bar. For an up Power Bar then
you can have Red|Yellow, Red|Blue, or Yellow|Blue. For the down
Power Bar you can have Blue|Yellow, Blue|Red, or Yellow Red.

*/
parmPowerBarUpColor = ParamColor("Power Bar Up color", colorAqua);
parmPowerBarDnColor = ParamColor("Power Bar Dn color", colorPink);
parmFast2Confirm = ParamToggle("Fast2 confirm", "No|Yes", 0);
parmA900Confirm = ParamToggle("A900 confirm", "No|Yes", 1);
parmPRange = ParamToggle("Confirm % Range", "No|Yes", 0);
parmRibbon = ParamToggle("Plot as ribbon", "No|Yes" , 0);
parmRibbonSize = Param("Ribbon size", 1, 0.5, 10, 0.5);
parmThreshold = Param("SC Threshold", 5, -5, 5, 1);
parmVoice = ParamToggle("Voice", "No|Yes", 0);
parmPlotTargets = ParamToggle("Plot targets", "No|Yes", 0);
parmDebug = ParamToggle("Debug", "No|Yes", 0);
SetBarsRequired(350, -1);
// constants
_N(APaneName = Name() + Interval(2) + _SECTION_NAME());
_N(ANewBarName = "NewBar" + APaneName);

//functions
function ANewBar()
**
PrevDT = StaticVarGet( ANewBarName);
DT = LastValue(DateTime());
StaticVarSet( ANewBarName,DT);
return DT != PrevDT;
}
function MRound2(Number, Multiple )
**
if(Multiple == 0 )
**

xMultiple = 0.01; }
else
**
xMultiple = Multiple;
}
Divided = Number / xMultiple;
intDivided = int(Divided);
intDivided = intDivided + round(Divided - intDivided);
return intDivided * xMultiple;
}

ObjAB = CreateObject("Broker.Application");
ticker = objAB.Stocks(Name() );

// KP indicators
Ctmpl = E_TSKPCOLORTMPL(Open,High,Low,Close,Volume);
total = 0;
total = total + IIf(tskp_colortmplcnd0 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd1 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd2 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd3 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd4 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd5 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd6 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd7 > 0, 1, -1);
KPScoreCard = total + IIf(tskp_colortmplcnd8 > 0, 1, -1);
dummy = E_TSKPFAST2(Open,High,Low,Close,Volume);

// calculations
Range = H -L;
RangePercent = (C - L) / Range;

PriorHHScoreCard = Ref(HHV(KPScoreCard, 1), -1);
PriorLLScoreCard = Ref(LLV(KPScoreCard, 1), -1);
ChangeInBarColor = ((KPScoreCard >= parmThreshold AND PriorHHScoreCard < parmThreshold) OR (KPScoreCard >= -(parmThreshold-1) AND PriorHHScoreCard <= -parmThreshold))
OR ((KPScoreCard <= -parmThreshold AND PriorHHScoreCard > -parmThreshold) OR (KPScoreCard <= (parmThreshold-1) AND PriorHHScoreCard >= parmThreshold));
PriorHHV = Ref(HHV(H, 2) , -1); //highest high of the 2 prior bars
PriorLLV = Ref(LLV(L, 2) , -1); //lowest low of the 2 prior bars
if(parmDebug == 1)
**
printf("PHHScoreCard: %g% \nPLLScoreCard: %g%\nChgInBar: %g%\nKPScoreCard: %g%\n", PriorHHScoreCard, PriorLLScoreCard, ChangeInBarColor, KPScoreCard);
}
if(parmFast2Confirm == 0)
**
BBarUp = H > PriorHHV AND C > PriorHHV AND ChangeInBarColor;
BBarDn = L < PriorLLV AND C < PriorLLV AND ChangeInBarColor;
}
else //confirm with Fast2
**
KPFast21 = tskp_Fast2val1;
KPFast22 = tskp_Fast2val2;
if(parmDebug == 1)
**
printf("KPFast21: %g%\nKPFast22: %g%\n", KPFast21, KPFast22);
}
BBarUp = H > PriorHHV AND C > PriorHHV AND ChangeInBarColor AND KPFast21 == 1;
BBarDn = L < PriorLLV AND C < PriorLLV AND ChangeInBarColor AND KPFast22 == -1;
}
if(parmA900Confirm == 1);
{a 5 period simple moving average
KPA900 = E_TSKPA900(Close);
BBarUp = BBarUp AND C > KPA900;
BBarDn = BBarDn AND C < KPA900;

}
if(parmPRange == 1)
**
BBarUp = BBarUp AND RangePercent >= 0.7;
BBarDn = BBarDn AND rangePercent <= 0.4;
}

//paint the pane
if(parmDebug == 1)
**
printf("BBarUp: %g%\nBBarDn: %g%\n", BBarUp, BBarDn);
}
if(parmRibbon == 0)
**
PlotShapes(IIf(BBarUp , shapeHollowStar, shapeNone), parmPowerBarUpColor, 0, L, -8);
PlotShapes(IIf(BBarDn , shapeHollowStar, shapeNone), parmPowerBarDnColor, 0, H, 8);
}
else Plot( IIf(BBarUp OR BBarDn, parmRibbonSize, 0), "" , IIf(BBarUp, parmPowerBarUpColor, IIf(BBarDn, parmPowerBarDnColor, Null)) , styleArea | styleNoLabel | styleOwnScale , 0, 10);
//voice
ANewBarSignal = ANewBar();
if(parmVoice == 1)
**
if(ANewBarSignal)
**
if(LastValue(Ref(BBarUp, -1)) ) Say(Interval(2) + " Benchmark bar: up. Stop at " + NumToStr(Ref(L, -1) - ticker.TickSize, 1.2) + ".");
if(LastValue(Ref(BBarDn, -1)) ) Say(Interval(2) + " Benchmark bar: down. Stop at " + NumToStr(Ref(H, -1) + ticker.TickSize, 1.2) + ".");
}
}
//plot targets
if(parmPlotTargets == 1)
**
RangeAvg = MRound2(Ref(MA(H-L, 5), -1) , ticker.ticksize ) ;
BBarUpSince = BarsSince(BBarUp);
BBarDnSince = BarsSince(BBarDn);
PT = IIf( BBarUpSince <= BBarDnSince, Ref(O, - BBarUpSince + 1 ) + Ref(RangeAvg, -BBarUpSince -1), Ref(O, - BBarDnSince + 1) - Ref(RangeAvg, -BBarDnSince -1) );
Stop = IIf( BBarUpSince <= BBarDnSince, Ref(L, - BBarUpSince) - ticker.TickSize, Ref(H, - BBarDnSince) + ticker.TickSize);
Plot(Stop, "Stop", colorRed, styleLine | styleStaircase);
Plot(PT, "Target", colorGreen, styleLine | styleStaircase);
}

[tigeran]

Bác lấy đâu ra cái chỉ báo phân tích kỹ thuật kinh thế. Nhìn muốn loạn chưởng luôn.

Cho cái hướng dẫn đầu tư chứng khoán theo nó cái bác ơi

[1nightdream]

Cái chỉ báo phân tích kỹ thuật này thuộc nhóm trend và momentum đấy

/// Chaloke Reaction Trend System ///

XX=(H+L+C)/3;
BB=2*XX-H;
SS=2*XX-L;
HBOP=2*XX-2*L+H;
LBOP=2*XX-2*H+L;
color=IIf(BarsSince(Cross(H,Ref(HBOP,-1)))>
BarsSince(Cross(Ref(LBOP,-1),L)),colorRed , colorBrightGreen);
Plot(C,"",Color,64);
Plot(XX,"",colorYellow);
Plot(BB,"",colorLime);
Plot(SS,"",colorPink);
Plot(HBOP,"",colorGreen);
Plot(LBOP,"",colorDarkRed);

Title=Name()+" "+Date()+" "+EncodeColor(colorSkyblue)+" Chaloke RTS System "+EncodeColor(colorYellow)+" Vol="+NumToStr(Volume,1.0)+" "+" O="+Open+" H="+HHV(H,1)+" L="+LLV(L,1)+"
Close="+ Close+""+"("+numtostr((Close-ref(C,-1))/ref(c,-1)*100,1.2)+" %)";

[tradingpro8x]

Hệ thống phân tích kỹ thuật này cũng hay lắm

//|------------------------------------------------------------------
//|SECTION 21 - default buy, sell, short and cover rules. They are added to the PatternExplorer signals.
//|------------------------------------------------------------------
def_Buy = 1;
def_Sell = 1;
def_Short = 1;
def_Cover = 1;
//|------------------------------------------------------------------


//|------------------------------------------------------------------
//|SECTION 22 - Use Param from Chart
//|------------------------------------------------------------------
// NOT all parameters are possible. Currently only sensitivity is possible.
def_UseFromChart = 1;
//|------------------------------------------------------------------


//-------------------------------------------------------------------------------------------------------------------------------------
//SECTION 23 - Add custom code before PatternExplorer code.
//-------------------------------------------------------------------------------------------------------------------------------------
//The following code allows you to add any custom code to any tool. Just use the Formula names as displayed in the workspace.

procedure AddCustomCodeBeforePE()
**
if(FormulaName == "PE - SI Relative Strength")
**
def_Filter = 1;//Filter set to 1 because common filter conditions are mostly not useful in the composite indicators. }
}
else
if(FormulaName == "PE - SI Trend")
**
def_Filter = 1;//Filter set to 1 because common filter conditions are mostly not useful in the composite indicators.
}
else
if(FormulaName == "PE - Candlesticks")
**
// AddColumn(MA(C, 5) > MA(C, 20), "MA(C, 5) > MA(C, 20)", 1.0);// Example to add a column before all the PatternExplorer columns, only in the Candlestick tool.
// Plot(PeTaio(), "PeTaio", colorBlue, 1+styleOwnScale, -100, 100);//Example to overlay the TAIO indicator over the Price Chart in the Candlestick tool.
}
else
**
// do anything
}
}
//-------------------------------------------------------------------------------------------------------------------------------------


// -------------------------------------------------------------------------------------------------------------------------------------
// SECTION 24 - Add custom code after PatternExplorer code.
// -------------------------------------------------------------------------------------------------------------------------------------
procedure AddCustomCodeAfterPE()
**
if(FormulaName == "PE - Alert 1 - Price")
**
// AddColumn(H == HHV(H, 20), "H == HHV(H, 20)", 1.0);// Example to add a column after PatternExplorer columns in PE - Alert 1 - Price.
}
// AddColumn(RSI() < 30, "RSI() < 30");// Example to add a column after PatternExplorer columns in all tools.
}
//-------------------------------------------------------------------------------------------------------------------------------------


//V3 - End of settings - Caution: Never change or remove this line !

[1nightdream]

Cho thêm cái hướng dẫn cho cái hệ thống phân tích kỹ thuật này đi cụ. Thế này thì ai mà biết xài

[tigeran]

Mình thấy những bác già già thường khoái xài MetaStock hơn vì nó đơn giản. AmiBroker chắc chỉ thích hợp với những tay phân tích kỹ thuật còn trẻ

[1nightdream]

Cũng chưa chắc đâu bác. Tùy quan điểm mỗi người thôi

[tigeran]

AmiBroker có đặc tính show theo Template nên không cần mày mò nhiều còn MetaStock thì mở hơn nên cần xài lâu mới biết

[1nightdream]

Bác nào rành AmiBroker giải thích giúp em cái đoạn code của cái chỉ báo này với

Plot( E_TSKPMODSPLIT(High,Low,Close) , _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style", style=styleNoLabel) );

[tigeran]

Cái này nhìn có vẻ giống một bộ lọc trong AmiBroker. Bác kiếm được ở đâu thế

[tradingpro8x]

Có cao nhân nào biết công thức của hệ thống giao dịch phân tích kỹ thuật RMO Trade Mode trên AmiBroker không chỉ giúp em với

[tigeran]

Mình thấy có cái công thức này nè bác, phân tích ra cũng gần gần như RMO Trade Mode bên MetaStock đấy


//////
_SECTION_BEGIN("RMO");
SwingTrd1 = 100 * (Close - ((MA(C,2)+
MA(MA(C,2),2)+
MA(MA(MA(C,2),2),2) +
MA(MA(MA(MA(C,2),2),2),2) +
MA(MA(MA(MA(MA(C,2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2), 2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2), 2),2),2),2))/10))/(HHV(C,10)-LLV(C,10));
SwingTrd2=EMA(SwingTrd1,30);
SwingTrd3=EMA(SwingTrd2,30);
RMO= EMA(SwingTrd1,81);
Buy=Cross(SwingTrd2,SwingTrd3);
Sell=Cross(SwingTrd3,SwingTrd2);
Bull_Trend=EMA(SwingTrd1,81)>0;
Bear_Trend=EMA(SwingTrd1,81)<0;
Ribbon_kol=IIf(Bull_Trend,colorGreen, IIf(Bear_Trend,colorRed, colorBlack));
Plot(4, "ribbon", Ribbon_kol, styleOwnScale|styleArea|styleNoLabel, -0.5,100);
Impulse_UP= EMA(SwingTrd1,30) > 0;
Impulse_Down= EMA(SwingTrd1,81) < 0;
bar_kol=IIf(impulse_UP, colorBlue, IIf(impulse_Down, colorRed,IIf(Bull_Trend, colorRed, colorBlue)));
Plot(Close,"Close",bar_kol,styleBar | styleThick );
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ),0, IIf( Buy, Low, High ) );
_SECTION_END();
/////

[1nightdream]

THật ra mình thấy cũng không cần quá nhiều "tuyệt chiêu" làm gì. Cứ mấy cái Template của AmiBroker là xài mệt nghỉ rùi

[tigeran]

Có cái chỉ báo phân tích kỹ thuật AmiBroker khá hay nè các bác

Weekly Price Graph

weeklyopen = TimeFrameGetPrice("O",inWeekly);
weeklyhigh = TimeFrameGetPrice("H",inWeekly);
weeklylow = TimeFrameGetPrice("L",inWeekly);
weeklyclose = TimeFrameGetPrice("C",inWeekly);

weeklyOpen = TimeFrameCompress( weeklyOpen, inWeekly );weeklyHigh = TimeFrameCompress( weeklyHigh, inWeekly );weeklyLow = TimeFrameCompress( weeklyLow, inWeekly );weeklyClose = TimeFrameCompress( weeklyClose, inWeekly );

PlotOHLC(weeklyopen,weeklyhigh,weeklylow,weeklyclo se,"WEEK",colorBlack,styleCandle);

[tigeran]

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

Optimization Iteration Reload (OIR) for AmiBroker

One of the (few) notable hardships of using AmiBroker is the inability to view a single optimization iteration result in a backtest or on a chart without having to manually re-enter each of the (who knows how many ...) individual strategy parameters - once thru all of them to setup a backtest, then once thru all of them again to visualize on a chart, and then all of this all over again for every single optimization iteration you want to examine.

CodeForTraders is very pleased to offer our solution to this chore - Optimization Iteration Reload for AmiBroker.

What It Is
Optimization Iteration Reload for AmiBroker is an Excel VBA application, and a process for using it, that allows you to quickly browse optimization results and choose any iteration you wish for quick, "no typing required" reloading into the AA Window parameter set or your chart parameter set.

The only modification needed to your code is the addition of a #include line, which results in the loading of the product output.

How It Works

There are just a few steps involved:

Prep your strategy code by adding the #include line
After your optimization, do a File -> Export of the AA Window results to a .csv file
Open the .csv file in Excel, and highlight the parameters for your chosen iteration
Use Alt-F8 (or your own hotkey) to invoke Optimization Iteration Reload
Return to your chart and use the Parameter Dialog reset button, or
Return to the AA Window, use the Parameter Dialog reset button, and run a backtest
The whole process takes mere seconds.

What It Looks Like

Bim, Bam, Boom - you can now easily browse any iteration of any optimization, choosing it for generation of a complete backtest report with performance graphs - NO TYPING REQUIRED !

Take a look at how it's done:

http://www.screencast.com/t/ajppho5f

[1nightdream]

Có hai đoạn code của phần mềm phân tích kỹ thuật AmiBroker khá hay nhờ các cao thủ cho ý kiến

Đoạn 1:

// Zig-Hi-Zag-Lo and Zig on Close formula
VolON = ParamToggle( \"Plot Volume\", \"Off|On\", 1 );
ZigON = ParamToggle( \"Plot ZigHiLo\", \"Off|On\", 1 );
pr = Param( \"ZigZag change\", 0.15, 0.01, 20, 0.01 );
CloseORhilo = ParamToggle( \"ZigOnClose\", \"ZigOnHiLo\", 1 );

if ( CloseORhilo == 1 )
**
pk = PeakBars( C, pr ) == 0;// PeakBars( H, pr ) == 0
tr = TroughBars( C, pr ) == 0;// TroughBars( L, pr ) == 0

zzHi = Zig( C, pr );// Zig( H, pr )
zzLo = Zig( C, pr );// Zig( L, pr )
Avg = ( zzHi + zzLo ) / 2;

x = IIf( pk, zzHi, IIf( tr, zzLo, IIf( Avg > Ref( Avg, -1 ), C, C ) ) );// Ref( Avg, -1 ), H, L ) ) )
}
else
**
pk = PeakBars( H, pr ) == 0;// PeakBars( H, pr ) == 0
tr = TroughBars( L, pr ) == 0;// TroughBars( L, pr ) == 0

zzHi = Zig( H, pr );// Zig( H, pr )
zzLo = Zig( L, pr );// Zig( L, pr )
Avg = ( zzHi + zzLo ) / 2;

x = IIf( pk, zzHi, IIf( tr, zzLo, IIf( Avg > Ref( Avg, -1 ), H, L ) ) );// Ref( Avg, -1 ), H, L ) ) )
}

zzHiLo = Zig( x, pr );

zzup = zzHiLo > Ref( zzHiLo, -1 ) ;
zzdn = zzHiLo < Ref( zzHiLo, -1 );
ribboncol = IIf( zzup , colorWhite, colorBlack );
Plot ( 3, \"\", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 );// Plot the Zig ribbon

if ( ZigON == 1 )
Plot( zzHiLo, \"\", ribboncol , styleNoLabel );

//Swing Volume
Volswing = Sum( V, BarsSince( zzup != Ref( zzup, -1 ) ) + 1 );

SwingBar = BarsSince( zzHiLo != Ref( zzHiLo, -1 ) );

// plot Volume at X % from peak and trough
percent = Param( \"PositTextVol%\", 5, 2, 90, 0.5 );

xshift = Param( \"xshift %\", 1.5, 1, 90, 0.5 );

yshift = Param( \"yshift %\", 5, 1, 90, 0.5 );

Miny = Status( \"axisminy\" );

Maxy = Status( \"axismaxy\" );

y = Miny + ( Maxy - Miny ) * percent / 100;

FirstVisibleBar = Status( \"FirstVisibleBar\" );

Lastvisiblebar = Status( \"LastVisibleBar\" );

if ( VolON == 1 )
**
for ( i = Firstvisiblebar + 1; i <= Lastvisiblebar AND i < BarCount - 1; i++ )
**
if ( zzup [i] AND zzup [ i+1] == 0 )
**
PlotText( \"\" + Volswing [ i] , i - xshift , H[i] + yshift , colorWhite );
}

if ( zzup [i] == 0 AND zzup [ i+1] == 1 )
**
PlotText( \"\" + Volswing [ i] , i - xshift , L[i] - yshift , colorBlack );
}
}

PlotText( \"\" + Volswing , i + 2 , zzHiLo[BarCount-1], LastValue( ribboncol ) );
}

Đoạn 2:


PriceAtBuy = 0;
HighSinceBuy = 0;
Exit = 0;

for( i=0; i< BarCount; i++)
**
if(PriceAtBuy == 0 AND Buy[i])
**
PriceAtBuy = BuyPrice[i];
}
if(PriceAtBuy > 0)
**
HighSinceBuy = Max(High[i], HighSinceBuy);
if(Exit == 0 AND Buy[i] AND (Close[i] < BuyPrice[i-2] ))
**
Sell[i] = 1;
SellPrice[i] = Min(Open[i+1],(Close[i] < BuyPrice[i-2]));
Buy[i] = 0;
}
if(Exit == 0 AND Close[i] > PriceAtBuy AND HighSinceBuy AND (Close[i] < HighSinceBuy[i-2]))
**
Sell[i] = 1;
SellPrice[i] = Min(Open[i+1],(Close[i] <HighSinceBuy[i-2]));
Buy[i] = 0;
PriceAtBuy = 0;
HighSinceBuy = 0;
}
}
}

[1nightdream]

Đây là đoạn AFL Code trong phần mềm phân tích kỹ thuật AmiBroker về một Hítogram của hai chỉ báo MA 35 và MA 5 ngày

//histogram for long MA(35) & short MA(5) by microprocessor

Long_MA=MA(Close,35);
Short_MA=MA(Close,5);
Plot(Long_MA,"",colorRed);//can omit this line
Plot(Long_MA,"long moving avg",colorRed,styleHistogram);
Plot(Short_MA,"",colorBlue);//can omit this line
Plot(Short_MA,"short moving avg",colorBlue,styleHistogram);

[tronghoangfi]

Cái chỉ báo phân tích kỹ thuật này khá hay đấy. Các bác dùng thử nhé

ABKP Benchmark Bar

Bác vui lòng hướng dẫn add code này vào Ami! Em add nó báo lỗi nên không xem được. Cảm ơn bác đã chia sẻ!