Future babaloo chapora
Future Babaloo Chapora involves forecasting future price movements using Autoregressive models. Within Amibroker AFL, traders can develop predictive models based on historical data. Integrating Amibroker data feed enables continuous model refinement and real-time forecasting, aiding traders in making informed predictions about future price movements.
/_SECTION_BEGIN("Price ADX");
function PercentR( periods )
{ return -100 * ( HHV( H, periods ) - C )/( HHV( H, periods ) - LLV( L, periods
) ); }
range = Param("Periods", 14, 2, 200, 1 );
ADX(range);
PDI(range) ;
MDI(range);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C,
SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", IIf( PDI(range) > MDI(range), ParamColor("Up Color",
colorGreen ), ParamColor("Down Color", colorRed ) ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() );
Bull_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )> -30);
Bear_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )< -70);
Ribbon_kol=IIf( Bull_Trend, colorGreen, IIf(Bear_Trend, colorRed,colorYellow))
;
Plot(6, "ribbon", Ribbon_kol, styleOwnScale| styleArea|
styleNoLabel,-0.5,100);
_SECTION_END();
_SECTION_BEGIN("DispMA");
P = ParamField("Field");
Type = ParamList("Type", "Simple,Exponential,Double Exponential,Tripple
Exponential,Wilders,Weighted");
Periods = Param("Periods", 30, 2, 100 );
Displacement = Param("Displacement", 15, -50, 50 );
SL= (HHV(H,13)+LLV(L,13))/2;
TL= (HHV(H,9)+LLV(L,9))/2;
m = Ref((SL+TL)/2,-2);
if( Type == "Simple" ) m = MA( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Weighted" ) m = WMA( P, Periods );
Plot( m, _DEFAULT_NAME(), IIf( C > m, ParamColor("Up Color", colorGreen ),
ParamColor("Down Color", colorRed ) ), styleLine, 0, 0, Displacement );
_SECTION_END();
/* **********************************
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.
Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",
H: " + High + ", L: " + Low + ", C: " + Close;
// -- Plot basic candle chart
PlotOHLC(Open, High, Low, Close,
"BIdx = " + BarIndex() +
"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
+ "\n"+"C ",
colorBlack, styleCandle);
GraphXSpace=7;
// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
// -- More for future use, not necessary for basic plotting
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;
// -- looking back from the current bar, how many bars
// back were the hhv and llv values of the previous
// n bars, etc.?
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of
// _Trace output will show a value of 0
aVisBars = Status("barvisible");
nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
_TRACE("Last visible bar: " + nLastVisBar);
// -- Initialize value of curTrend
curBar = (BarCount-1);
curTrend = "";
if (aLLVBars[curBar] <
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}
// -- Loop through bars. Search for
// entirely array-based approach
// in future version
for (i=0; i lastHPIdx) {
// -- Bar and price info for candidate pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aHPivs[candIdx] = 1;
// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aLPivs[candIdx] = 1;
// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j