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    Sunday 7 September 2014

    Sử dụng Amibroker AFL for Commodity trading

    http://www.v2htrader.com/search/label/amibroker%20code




    code :

    TimeFrameSet(inDaily);
    DayHigh = LastValue(H);
    DayLow = LastValue(L);
    TimeFrameRestore();

    Title = EncodeColor(colorBlue)+ "Commodities Trading System" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorBlue) +
    " - " + Date() +" - "+"\n" +EncodeColor(colorBlue) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
    "Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+


    prev=AMA2(C,1,0);
    d=IIf(C>Ref(Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),-1),Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),
    IIf(C<Ref(Min(Min(L,Ref(L,-20)),Min(Ref(L,-10),Ref(L,-15))),-1),Max(Max(H,Ref(H,-20)),Max(Ref(H,-10),Ref(H,-15))),PREV));
    a=Cross(Close,d);
    b=Cross(d,Close);
    state=IIf(BarsSince(a)<BarsSince(b),1,0);
    s=state>Ref(state,-1);
    ss=state<Ref(state,-1);
    sss=state==Ref(state,-1);
    col=IIf(state == 1 ,51,IIf(state ==0,4,1));
    Plot(C,"",Col,64);
    Buy = s;
    Sell = ss;
    shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
    PlotShapes(shape, IIf(Buy,colorGreen,colorRed), 0, IIf(Buy,Low,High));
    PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-10);
    PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-20);
    PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-15);
    PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
    PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);
    PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);


    dist = 2.9*ATR(10);
    dist1= 2.9*ATR(10);
    for( i = 0; i < BarCount; i++ )
    {
    if( Buy[i] )
    {
    PlotText( "\nBuy:" + L[ i ] + "\nSL= " + (L[i]*0.9975), i, L[ i ]-dist[i], colorGreen, colorWhite );
    }
    if( Sell[i] )
    {
    PlotText( "Sell:" + H[ i ] + "\nSL= " + (H[i]*1.0025), i, H[ i ]+dist1[i], colorRed, colorWhite );
    }
    }



    _SECTION_BEGIN("swing1");
    no=20;
    res=HHV(H,no);
    sup=LLV(L,no);
    avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
    avn=ValueWhen(avd!=0,avd,1);
    supres=IIf(avn==1,sup,res);
    a=Cross(C,supres);
    b=Cross(supres,C);
    style = a * styleStaircase + b * styleStaircase;
    PlotShapes(a,style, IIf(a,colorGreen,colorRed), 0, IIf(a,Low,High));
    Plot(supres,"Swing",colorYellow,styleStaircase);
    _SECTION_END();



    _SECTION_BEGIN("trend");
    uptrend=PDI(20)>MDI(10)AND Signal(29)<MACD(13);
    downtrend=MDI(10)>PDI(20)AND Signal(29)>MACD(13);
    Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
    IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), /* choose color */
    styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
    _SECTION_END();

    Buy = s AND a AND uptrend ;
    Short = ss AND b AND downtrend ;
    Sell = ss AND b AND downtrend ;
    Cover = s AND a AND uptrend ;

    Buy=ExRem(Buy,Sell);
    Sell=ExRem(Sell,Buy);
    Cover=ExRem(Cover,Short);
    Short=ExRem(Short,Cover);

    Filter=Buy OR Sell;
    Filter= Cover OR Short;

    AddColumn( Buy, "Buy", 1);
    AddColumn(Sell, "Sell", 1);
    AddColumn(Close,"Close",1.2);
    AddColumn(Volume,"Volume",1.0);


    // Plot the Buy and Sell arrows.
    shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
    PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-10);
    PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-20);
    PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-15);
    PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
    PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);
    PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);


    //plot volume graph

    // set background gradient colours
    SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),ParamColor("BgBottom", ColorRGB( 102,136,187 )),ParamColor("titleblock",ColorRGB( 255,255,255 )));

    GraphXSpace = 5;

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