Mabiuts K-S
Mabiuts K-S AFL employs the Kolmogorov-Smirnov test, in conjunction with amibroker data feed, to evaluate the distribution of price data. Integrated with real-time data feeds, this AFL assists traders in analyzing the statistical significance of price movements, offering insights into market behavior and trends.
/
_SECTION_BEGIN("MABIUTS");
SetChartOptions(0,chartShowArrows|chartShowDates);
Title = ("Mabiuts - " + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");
Buy= EMA(C,13)>EMA(EMA(C,13),9) AND Cross (C,Peak(C,5,1)) ;
Sell=Cross (EMA(EMA(C,13),9),EMA(C,13));
Short=EMA(C,13)<EMA(EMA(C,13),9) AND Cross (Trough(C,5,1),C) ; Cover =Cross (EMA(C,13),EMA(EMA(C,13),9));// OR Cross (C,Peak(C,2,1)) ; Short = ExRem(Short,Cover); Cover = ExRem(Cover,Short); Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); MYcolor = IIf( EMA(C,13)>EMA(EMA(C,13),9) AND C>Peak(C,2,1), colorLime, IIf(EMA(C,13)>EMA(EMA(C,13),9) AND C<Peak(C,2,1),colorBlue, colorRed));
PlotOHLC( Open, High, Low, Close, "", Mycolor, styleBar|styleThick );
shape = Buy * shapeUpArrow + Sell * shapeDownArrow + Short * shapeDownTriangle + Cover * shapeUpTriangle;
PlotShapes( shape, IIf( Buy, colorGreen, IIf(Short, colorYellow ,IIf(Cover, colorTurquoise,colorRed ))),0, IIf( Buy, Low, High ) );
GraphXSpace = 5;
dist = 1.5*ATR(10);
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorGreen );
if( Sell[i] ) PlotText( "Sell\n@" + C[ i ], i, H[ i ]+dist[i], colorRed);
if( Short[i] ) PlotText( "Short\n@" + C[ i ], i, H[ i ]+dist[i], colorYellow);
if( Cover[i] ) PlotText( "cover\n@" + C[ i ], i, H[ i ]+dist[i], colorTurquoise);
}
_SECTION_BEGIN("Volume");
Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorLavender ), styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick | styleNoLabel, maskHistogram ), 2 );
_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("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();