Intraday Advanced MA System
The Intraday Advanced MA System AFL likely revolves around a sophisticated moving average-based trading system for intraday trading. This AFL could incorporate advanced moving average strategies optimized for short-term trading scenarios. Using an Amibroker data feed, it computes and presents signals or trends based on advanced moving average calculations, aiding intraday traders in decision-making.
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/////////////////Optimize////////////////////
x = Optimize("B", 20, 1, 30, 1 );
y = Optimize("S", 20, 1, 30, 1 );
z = Optimize("L", 30, 2, 100, 2 );
/////////////////PercentR////////////////////
function PercentR( periods )
{
return -100 * ( HHV( H, periods ) - C )/( HHV( H, periods ) - LLV( L, periods ) );
}
/////////////////TrendScore ////////////////////
TrendScore =
IIf(C>=Ref(C,-11),1,-1)+
IIf(C>=Ref(C,-12),1,-1)+
IIf(C>=Ref(C,-13),1,-1)+
IIf(C>=Ref(C,-14),1,-1)+
IIf(C>=Ref(C,-15),1,-1)+
IIf(C>=Ref(C,-16),1,-1)+
IIf(C>=Ref(C,-17),1,-1)+
IIf(C>=Ref(C,-18),1,-1)+
IIf(C>=Ref(C,-19),1,-1)+
IIf(C>=Ref(C,-20),1,-1);
/////////////////AROON////////////////////
Period = 14;
LLVBarsSince = LLVBars(L, Period) + 1;
HHVBarsSince = HHVBars(H, Period) + 1;
AroonDn = 100 * (Period - LLVBarsSince) / (Period - 1);
AroonUp = 100 * (Period - HHVBarsSince) / (Period - 1);
/////////////////Basic////////////////////
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleLine);
_SECTION_END();
_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 7, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("EMA2");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("Percent Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width%", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
CenterLine = EMA( P, Periods );
Plot( (1 + Width * 0.01) * CenterLine, "%EnvTop" + _PARAM_VALUES(), Color, Style );
Plot( (1 - Width * 0.01) * CenterLine, "%EnvBot" + _PARAM_VALUES(), Color, Style );
_SECTION_END();
_SECTION_BEGIN("Percent Bands1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width%", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
CenterLine = EMA( P, Periods );
Plot( (1 + Width * 0.01) * CenterLine, "%EnvTop" + _PARAM_VALUES(), Color, Style );
Plot( (1 - Width * 0.01) * CenterLine, "%EnvBot" + _PARAM_VALUES(), Color, Style );
_SECTION_END();
_SECTION_BEGIN("EMA3");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("EMA4");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
/////////////////Twiggs Money Flow////////////////////
periods = Param( "Periods", 21, 5, 200, 1 );
TRH=Max(Ref(C,-1),H);
TRL=Min(Ref(C,-1),L);
TR=TRH-TRL;
ADV=V*((C-TRL)-(TRH-C))/ IIf(TR==0,9999999,TR);
WV=V+(Ref(V,-1)*0);
SmV= Wilders(WV,periods);
SmA= Wilders(ADV,periods);
TMF= IIf(SmV==0,0,SmA/SmV);
///////////////////////////Buy/////////////////////////////////
//PositionSize=1500;
Buy=IIf((ADX(14)>20 AND ADX(14)>Ref(ADX(14),-1)) OR V>EMA(V,20)
,EMA(C,5)>EMA(C,63) AND EMA(C,63)>Ref(EMA(C,63),-1)
AND Close>Open
AND C>1 AND EMA(V,20)*EMA(C,20)>50000
AND AroonUp>70
AND TMF>0
AND TSF(percentR(14),30)>-50
AND trendscore>5,0);
///////////////////////////Sell/////////////////////////////////
Sell=IIf ((ADX(14)>20 AND ADX(14)>Ref(ADX(14),-1)) OR V>EMA(V,20),
C0 AND C<0.97*EMA(C,30))
AND AroonDn>70
,(EMA(C,5)<0.97*EMA(C,63))
AND Close70
AND TMF<0
AND trendscore<-5
)
;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) );
//GraphXSpace = 105;
///////////////////////////Filter/////////////////////////////////
Filter=C>5;
//EMA(V,20)*EMA(C,20)>50000;
AddColumn( ADX(14), "ADX", 1.2 );
AddColumn( C, "C", 1.2 );
AddColumn( V, "V", 1.2 );
AddColumn( EMA(V,20), "EMAV20", 1.2 );
AddColumn( EMA(V,20)*EMA(C,20), "V*C", 1.2 );