論壇 › AmiBroker討論區 › KAMAS system 1.0 for Amibroker

alexwang7777 發表於 10-6-11 16:22

KAMAS system 1.0 for Amibroker

_SECTION_BEGIN("BACK COLR");
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));

_SECTION_END();

// Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.
// Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points.

_SECTION_BEGIN("KAMA System 1.0");




SetChartOptions(0,chartShowArrows|chartShowDates);
Title = ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");


//{{VALUES}}"+ O+ H+ L+C);


//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));


// Buy adjustments
bs=Param("BUY Sensitivity",7,2,20,1);
bf=Param("BUY Finetune",2,0.1,20,0.1);

///uncommentf for optimization
//bs=Optimize("BUY Sensitivity",7,2,20,1);
//bf=Optimize("BUY Finetune",2,0.1,20,0.1);
// Sell Adjustments
ss=Param("SELL Sensitivity",5,2,20,1);
sf=Param("SELL Finetune",1,0.1,20,0.1);

///uncommentf for optimization
ss=Optimize("SELL Sensitivity",5,2,20,1);
sf=Optimize("SELL Finetune",1,0.1,20,0.1);


//stock selection parameters
MyCL = Param( "CL", 10, 10, 100, 10 );
MyVK = Param( "VK", 30, 10, 100, 10 );
MyTL = Param( "TL", 300, 100, 1000, 100 );
//stock selection
//TLM = EMA(C*V/100000,100) ;
//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ;

// common
fast = 2/(2+1);
slow = 2/(30+1);
//BUY part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb =( ERb*(fast-slow)+slow)^2;
xb = AMA( C, scb );
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);


//SELL part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs =( ERs*(fast-slow)+slow)^2;
xs = AMA( C, scs );
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;

Buy=Cross(j,flb) ;
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorLime,colorRed);
Plot( C, "Close", mycolor,styleNoTitle | styleCandle );
Plot(xb,"KAMA-BUY",colorRed,1);
Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;

PlotShapes( shape, IIf( Buy, colorLime, colorRed),0, IIf( Buy, Low, High ) );

GraphXSpace = 5;
dist = 1.5*ATR(20);

for( i = 0; i < BarCount; i++ )
{
if( Buy ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist, colorLime );
if( Sell ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist, colorRed );
}
Filter= Buy OR Sell;

PositionScore=100/C;
PositionSize = - 20;
SetBarsRequired(10000, 10000);
SetFormulaName("KAMA System");

_SECTION_END();

_SECTION_BEGIN("IIR2");
// IIR2.afl
//
// Documentation to describe what the function does.
// Second order smoother
// the function statement
function IIR2( input, f0, f1, f2 )
// the function body
{
result[ 0 ] = input[ 0 ];
result[ 1 ] = input[ 1 ];
for( i = 2; i < BarCount; i++ )
{
result = f0 * input + f1 * result + f2 * result;
}
// the function returns a single value and exits.
return result;
}
// The routine that calls the function.
SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );
//Plot( Close, "Price", 2, styleCandle );
Plot( SmoothedClose, "function example", colorRed );
//Figure 8.1 IIR2
_SECTION_END();

_SECTION_BEGIN("GSMA");
SetBarsRequired(100000,0);
PI = 3.1415926;

function jIIR2( input, f0, f1, f2 )
{
result[ 0 ] = input[ 0 ];
result[ 1 ] = input[ 1 ];

for( i = 2; i < BarCount; i++ )
{
result[ i ] = f0 * input[ i ] +
f1 * result[ i - 1 ] +
f2 * result[ i - 2 ];
}

return result;
}

function GSMA( input, Period )
{
N = 0;
an = 2 * PI / Period;
c0 = b0 = 1;
c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
beta1 = 2.415 * ( 1- cos( an ) );
alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
{
fo = alpha ^ 2;
f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
}


return jIIR2( input, fo,f1,f2);
}
period=Param("period",13,1,40,1);

//Plot( Close, "Price", colorBlack, styleCandle );
Plot( GSMA( C,period), "GSMA", colorLime );

// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below
// Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support
// Designed for use with AB 4.63 beta and above, using drag and drop feature.
// Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.
// 2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line.
// A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.


P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1);


// =============================== Math Formula =============================================================

x = Cum(1);
lastx = LastValue( x ) - shift;
aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );


// ==================Plot the Linear Regression Line ==========================================================


LRColor = ParamColor("LR Color", colorCycle );
LRStyle = ParamStyle("LR Style");

LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );

// ========================== Plot 1st SD Channel ===============================================================

SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;

width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;

SDColor = ParamColor("SD Color", colorCycle );
SDStyle = ParamStyle("SD Style");

Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );

// ========================== Plot 2d SD Channel ===============================================================

SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 = SDP2/2;

width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;

SDColor2 = ParamColor("2 SD Color", colorCycle );
SDStyle2 = ParamStyle("2 SD Style");

Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );
Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );

// ============================ End Indicator Code ==============================================================

//Fibonacci cluster

_SECTION_BEGIN("Background");
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("Outer panel",colorWhite)); // color of outer border
SetChartBkGradientFill( ParamColor("Inner panel upper",colorWhite),ParamColor("Inner panel lower",colorWhite));
tchoice=Param("Title Selection ",2,1,2,1);

//Plot(C, "", IIf(O>=C, colorOrange, colorGreen), ParamStyle("Price Style",styleCandle,maskPrice));
//////////////////////////////////////////////////////////////////
_SECTION_BEGIN("Fib Retracements");
fibs = ParamToggle("Plot Fibs","Off|On",1);
pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
Back = Param ("Extend Left = 2",1,1,500,1);
Fwd = Param("Plot Forward", 0, 0, 500, 1);
text = ParamToggle("Plot Text","Off|On",1);
hts = Param ("Text Shift", -33.5,-50,50,0.10);
style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp = PeakBars( H, pctH, 1) == 0;
yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
pSp = TroughBars( L, pctL, 1) == 0;
ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;

function fib(ret)
{
retval = (Delta * ret);
Fibval = IIf(ret < 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
AND xSp0 > xRp0, ySp0 + retval, Null))));
return FibVal;
}

x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
//////////////////////////////////////////////////////////////////
r236 = fib(0.236); r236I = LastValue (r236,1);
r382 = fib(0.382); r382I = LastValue (r382,1);
r050 = fib(0.50); r050I = LastValue (r050,1);
r618 = fib(0.618); r618I = LastValue (r618,1);
r786 = fib(0.786); r786I = LastValue (r786,1);
e127 = fib(1.27); e127I = LastValue (e127,1);
e162 = fib(1.62); e162I = LastValue (e162,1);
e200 = fib(2.00); e200I = LastValue (e200,1);
e262 = fib(2.62); e262I = LastValue (e262,1);
e424 = fib(4.24); e424I = LastValue (e424,1);
//////////////////////////////////////////////////////////////////
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
//////////////////////////////////////////////////////////////////
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
//////////////////////////////////////////////////////////////////
if(fibs==1)
{
Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
}
//////////////////////////////////////////////////////////////////
if(text==1)
{
PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
}
_SECTION_END();
//////////////////////////////////////////////////////////////////
if (tchoice==1 )
{
_N(Title = EncodeColor(colorBlack)+StrFormat(" {{NAME}} - {{INTERVAL}} {{DATE}} Open: %g, High: %g, Low: %g, Close: %g {{VALUES}}",O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
}
//////////////////////////////////////////////////////////////////
if (tchoice==2 )
{
Title = EncodeColor(colorBlack)+ Date() + " Tick = " + EncodeColor(5) + Interval()+
EncodeColor(colorBlack) + " Open = " + EncodeColor(colorBlack) + O +
EncodeColor(colorBlack) + " High = " + EncodeColor(5) + H +
EncodeColor(colorBlack) + " Low = " + EncodeColor(colorRed) + L +
EncodeColor(colorBlack) + " Close = " + EncodeColor(colorBlack) + C + "\n" +
EncodeColor( colorBlack) +"_______________"+"\n"+
EncodeColor( colorBlack) + "424% = " + EncodeColor(25)+ e424 + " " +"\n"+
EncodeColor( colorBlack) + "262% = " + EncodeColor(47)+ e262 + " " +"\n"+
EncodeColor( colorBlack) + "200% = " + EncodeColor(47)+ e200 + " " +"\n"+
EncodeColor( colorBlack) + "162% = " + EncodeColor(47)+ e162 + " " +"\n"+
EncodeColor( colorBlack) + "127% = " + EncodeColor(47)+ e127 + " " +"\n"+
EncodeColor( colorYellow) + " Res = " + EncodeColor(32)+ p100 + " " +"\n"+
EncodeColor( colorBlack) + " 78% = " + EncodeColor(42)+ r786 + " " +"\n"+
EncodeColor( colorBlack) + " 62% = " + EncodeColor(43)+ r618 + " " +"\n"+
EncodeColor( colorBlack) + " 50% = " + EncodeColor(41)+ r050 + " " +"\n"+
EncodeColor( colorBlack) + " 38% = " + EncodeColor(44)+ r382 + " " +"\n"+
EncodeColor( colorBlack) + " 23% = " + EncodeColor(45)+ r236+ " " +"\n"+
EncodeColor( colorYellow) + " Sup = " + EncodeColor(34)+ p00 + " " ;
}
GraphXSpace=5;

_SECTION_BEGIN("BACK COLR");
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
_SECTION_END();

金双盈 發表於 10-6-11 16:56

謝謝分享好東西

黃金切割率很多人很愛用

aaqqww93 發表於 10-6-11 19:49

GOOD~謝啦

mimi 發表於 10-6-16 20:51

好東西 ~~謝謝分享~{:4_209:}

koko2468 發表於 10-10-6 13:18

{:4_93:}如果能解釋一下最好

sjy039 發表於 10-12-27 13:50

好東西 ~~謝謝分享~

bbdcd 發表於 11-3-27 03:58

謝謝
謝謝分享
追求自由是唯一的路，我已經把一半的資金放到程式交易了。

calvinhorng 發表於 12-1-28 20:38

看起來是個好東西
謝謝分享{:4_89:}

bicar 發表於 12-2-22 13:43

謝謝分享，會寫程式真好…
能夠加一些原本軟體沒有的功能

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