KAMAS system 1.0 for Amibroker

alexwang7777

1. _SECTION_BEGIN("BACK COLR");
   
2. SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),
   
3. 
   
4. ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
   
5. 
   
6. _SECTION_END();
   
7. 
   
8. // Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.
   
9. // Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points.
   
10. 
    
11. _SECTION_BEGIN("KAMA System 1.0");
    
12. 
    
13. 
    
14. 
    
15. 
    
16. SetChartOptions(0,chartShowArrows|chartShowDates);
    
17. Title = ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");
    
18. 
    
19. 
    
20. //{{VALUES}}"+ O+ H+ L+C);
    
21. 
    
22. 
    
23. //_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
    
24. 
    
25. 
    
26. // Buy adjustments
    
27. bs=Param("BUY Sensitivity",7,2,20,1);
    
28. bf=Param("BUY Finetune",2,0.1,20,0.1);
    
29. 
    
30. ///uncommentf for optimization
    
31. //bs=Optimize("BUY Sensitivity",7,2,20,1);
    
32. //bf=Optimize("BUY Finetune",2,0.1,20,0.1);
    
33. // Sell Adjustments
    
34. ss=Param("SELL Sensitivity",5,2,20,1);
    
35. sf=Param("SELL Finetune",1,0.1,20,0.1);
    
36. 
    
37. ///uncommentf for optimization
    
38. ss=Optimize("SELL Sensitivity",5,2,20,1);
    
39. sf=Optimize("SELL Finetune",1,0.1,20,0.1);
    
40. 
    
41. 
    
42. //stock selection parameters
    
43. MyCL = Param( "CL", 10, 10, 100, 10 );
    
44. MyVK = Param( "VK", 30, 10, 100, 10 );
    
45. MyTL = Param( "TL", 300, 100, 1000, 100 );
    
46. //stock selection
    
47. //TLM = EMA(C*V/100000,100) ;
    
48. //include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ;
    
49. 
    
50. // common
    
51. fast = 2/(2+1);
    
52. slow = 2/(30+1);
    
53. //BUY part
    
54. dirb=abs(Close-Ref(Close,-bs));
    
55. volb=Sum(abs(Close-Ref(Close,-1)),bs);
    
56. ERb=dirb/volb;
    
57. scb =( ERb*(fast-slow)+slow)^2;
    
58. xb = AMA( C, scb );
    
59. flb=bf*StDev(xb-Ref(xb,-1),20);
    
60. j=xb-Ref(xb,-3);
    
61. 
    
62. 
    
63. //SELL part
    
64. dirs=abs(Close-Ref(Close,-ss));
    
65. vols=Sum(abs(Close-Ref(Close,-1)),ss);
    
66. ERs=dirs/vols;
    
67. scs =( ERs*(fast-slow)+slow)^2;
    
68. xs = AMA( C, scs );
    
69. fls=sf*StDev(xs-Ref(xs,-1),20);
    
70. k=Ref(Xs,-3)-Xs;
    
71. 
    
72. Buy=Cross(j,flb) ;
    
73. Sell=Cross(k,fls);
    
74. mycolor=IIf(C>xb,colorLime,colorRed);
    
75. Plot( C, "Close", mycolor,styleNoTitle | styleCandle );
    
76. Plot(xb,"KAMA-BUY",colorRed,1);
    
77. Plot(xs,"KAMA-SELL",colorOrange,1);
    
78. Buy = ExRem(Buy,Sell);
    
79. Sell = ExRem(Sell,Buy);
    
80. 
    
81. shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;
    
82. 
    
83. PlotShapes( shape, IIf( Buy, colorLime, colorRed),0, IIf( Buy, Low, High ) );
    
84. 
    
85. GraphXSpace = 5;
    
86. dist = 1.5*ATR(20);
    
87. 
    
88. for( i = 0; i < BarCount; i++ )
    
89. {
    
90. if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime );
    
91. if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorRed );
    
92. }
    
93. Filter= Buy OR Sell;
    
94. 
    
95. PositionScore=100/C;
    
96. PositionSize = - 20;
    
97. SetBarsRequired(10000, 10000);
    
98. SetFormulaName("KAMA System");
    
99. 
    
100. _SECTION_END();
     
101. 
     
102. _SECTION_BEGIN("IIR2");
     
103. // IIR2.afl
     
104. //
     
105. // Documentation to describe what the function does.
     
106. // Second order smoother
     
107. // the function statement
     
108. function IIR2( input, f0, f1, f2 )
     
109. // the function body
     
110. {
     
111. result[ 0 ] = input[ 0 ];
     
112. result[ 1 ] = input[ 1 ];
     
113. for( i = 2; i < BarCount; i++ )
     
114. {
     
115. result[i] = f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];
     
116. }
     
117. // the function returns a single value and exits.
     
118. return result;
     
119. }
     
120. // The routine that calls the function.
     
121. SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );
     
122. //Plot( Close, "Price", 2, styleCandle );
     
123. Plot( SmoothedClose, "function example", colorRed );
     
124. //Figure 8.1 IIR2
     
125. _SECTION_END();
     
126. 
     
127. _SECTION_BEGIN("GSMA");
     
128. SetBarsRequired(100000,0);
     
129. PI = 3.1415926;
     
130. 
     
131. function jIIR2( input, f0, f1, f2 )
     
132. {
     
133. result[ 0 ] = input[ 0 ];
     
134. result[ 1 ] = input[ 1 ];
     
135. 
     
136. for( i = 2; i < BarCount; i++ )
     
137. {
     
138. result[ i ] = f0 * input[ i ] +
     
139. f1 * result[ i - 1 ] +
     
140. f2 * result[ i - 2 ];
     
141. }
     
142. 
     
143. return result;
     
144. }
     
145. 
     
146. function GSMA( input, Period )
     
147. {
     
148. N = 0;
     
149. an = 2 * PI / Period;
     
150. c0 = b0 = 1;
     
151. c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
     
152. beta1 = 2.415 * ( 1- cos( an ) );
     
153. alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
     
154. alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
     
155. {
     
156. fo = alpha ^ 2;
     
157. f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
     
158. }
     
159. 
     
160. 
     
161. return jIIR2( input, fo,f1,f2);
     
162. }
     
163. period=Param("period",13,1,40,1);
     
164. 
     
165. //Plot( Close, "Price", colorBlack, styleCandle );
     
166. Plot( GSMA( C,period), "GSMA", colorLime );
     
167. 
     
168. // Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below
     
169. // Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support
     
170. // Designed for use with AB 4.63 beta and above, using drag and drop feature.
     
171. // Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.
     
172. // 2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line.
     
173. // A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.
     
174. 
     
175. 
     
176. P = ParamField("Price field",-1);
     
177. Daysback = Param("Period for Liner Regression Line",21,1,240,1);
     
178. shift = Param("Look back period",0,0,240,1);
     
179. 
     
180. 
     
181. // =============================== Math Formula =============================================================
     
182. 
     
183. x = Cum(1);
     
184. lastx = LastValue( x ) - shift;
     
185. aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
     
186. bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
     
187. y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );
     
188. 
     
189. 
     
190. // ==================Plot the Linear Regression Line ==========================================================
     
191. 
     
192. 
     
193. LRColor = ParamColor("LR Color", colorCycle );
     
194. LRStyle = ParamStyle("LR Style");
     
195. 
     
196. LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
     
197. Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );
     
198. 
     
199. // ========================== Plot 1st SD Channel ===============================================================
     
200. 
     
201. SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
     
202. SD = SDP/2;
     
203. 
     
204. width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
     
205. SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
     
206. SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;
     
207. 
     
208. SDColor = ParamColor("SD Color", colorCycle );
     
209. SDStyle = ParamStyle("SD Style");
     
210. 
     
211. Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );
     
212. Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );
     
213. 
     
214. // ========================== Plot 2d SD Channel ===============================================================
     
215. 
     
216. SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
     
217. SD2 = SDP2/2;
     
218. 
     
219. width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
     
220. SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
     
221. SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;
     
222. 
     
223. SDColor2 = ParamColor("2 SD Color", colorCycle );
     
224. SDStyle2 = ParamStyle("2 SD Style");
     
225. 
     
226. Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );
     
227. Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );
     
228. 
     
229. // ============================ End Indicator Code ==============================================================
     
230. 
     
231. //Fibonacci cluster
     
232. 
     
233. _SECTION_BEGIN("Background");
     
234. SetChartOptions(0,chartShowArrows|chartShowDates);
     
235. SetChartBkColor(ParamColor("Outer panel",colorWhite)); // color of outer border
     
236. SetChartBkGradientFill( ParamColor("Inner panel upper",colorWhite),ParamColor("Inner panel lower",colorWhite));
     
237. tchoice=Param("Title Selection ",2,1,2,1);
     
238. 
     
239. //Plot(C, "", IIf(O>=C, colorOrange, colorGreen), ParamStyle("Price Style",styleCandle,maskPrice));
     
240. //////////////////////////////////////////////////////////////////
     
241. _SECTION_BEGIN("Fib Retracements");
     
242. fibs = ParamToggle("Plot Fibs","Off|On",1);
     
243. pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
     
244. HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
     
245. pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
     
246. LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
     
247. Back = Param ("Extend Left = 2",1,1,500,1);
     
248. Fwd = Param("Plot Forward", 0, 0, 500, 1);
     
249. text = ParamToggle("Plot Text","Off|On",1);
     
250. hts = Param ("Text Shift", -33.5,-50,50,0.10);
     
251. style =ParamStyle("Line Style",styleLine,styleNoLabel);
     
252. x = BarIndex();
     
253. pRp = PeakBars( H, pctH, 1) == 0;
     
254. yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
     
255. xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
     
256. pSp = TroughBars( L, pctL, 1) == 0;
     
257. ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
     
258. xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
     
259. Delta = yRp0 - ySp0;
     
260. 
     
261. function fib(ret)
     
262. {
     
263. retval = (Delta * ret);
     
264. Fibval = IIf(ret < 1.0
     
265. AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
     
266. AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
     
267. AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
     
268. AND xSp0 > xRp0, ySp0 + retval, Null))));
     
269. return FibVal;
     
270. }
     
271. 
     
272. x0 = Min(xSp0,xRp0)-Back;
     
273. x1 = (BarCount -1);
     
274. //////////////////////////////////////////////////////////////////
     
275. r236 = fib(0.236); r236I = LastValue (r236,1);
     
276. r382 = fib(0.382); r382I = LastValue (r382,1);
     
277. r050 = fib(0.50); r050I = LastValue (r050,1);
     
278. r618 = fib(0.618); r618I = LastValue (r618,1);
     
279. r786 = fib(0.786); r786I = LastValue (r786,1);
     
280. e127 = fib(1.27); e127I = LastValue (e127,1);
     
281. e162 = fib(1.62); e162I = LastValue (e162,1);
     
282. e200 = fib(2.00); e200I = LastValue (e200,1);
     
283. e262 = fib(2.62); e262I = LastValue (e262,1);
     
284. e424 = fib(4.24); e424I = LastValue (e424,1);
     
285. //////////////////////////////////////////////////////////////////
     
286. p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
     
287. p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
     
288. color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
     
289. color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
     
290. //////////////////////////////////////////////////////////////////
     
291. numbars = LastValue(Cum(Status("barvisible")));
     
292. fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
     
293. //////////////////////////////////////////////////////////////////
     
294. if(fibs==1)
     
295. {
     
296. Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
     
297. Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
     
298. Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd);
     
299. Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd);
     
300. Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd);
     
301. Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd);
     
302. Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd);
     
303. Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
     
304. Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
     
305. Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
     
306. Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
     
307. Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
     
308. }
     
309. //////////////////////////////////////////////////////////////////
     
310. if(text==1)
     
311. {
     
312. PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
     
313. PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
     
314. PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
     
315. PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
     
316. PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
     
317. PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
     
318. PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
     
319. PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
     
320. PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
     
321. PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
     
322. PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
     
323. PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
     
324. }
     
325. _SECTION_END();
     
326. //////////////////////////////////////////////////////////////////
     
327. if (tchoice==1 )
     
328. {
     
329. _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 ) ) ));
     
330. }
     
331. //////////////////////////////////////////////////////////////////
     
332. if (tchoice==2 )
     
333. {
     
334. Title = EncodeColor(colorBlack)+ Date() + " Tick = " + EncodeColor(5) + Interval()+
     
335. EncodeColor(colorBlack) + " Open = " + EncodeColor(colorBlack) + O +
     
336. EncodeColor(colorBlack) + " High = " + EncodeColor(5) + H +
     
337. EncodeColor(colorBlack) + " Low = " + EncodeColor(colorRed) + L +
     
338. EncodeColor(colorBlack) + " Close = " + EncodeColor(colorBlack) + C + "\n" +
     
339. EncodeColor( colorBlack) +"_______________"+"\n"+
     
340. EncodeColor( colorBlack) + "424% = " + EncodeColor(25)+ e424 + " " +"\n"+
     
341. EncodeColor( colorBlack) + "262% = " + EncodeColor(47)+ e262 + " " +"\n"+
     
342. EncodeColor( colorBlack) + "200% = " + EncodeColor(47)+ e200 + " " +"\n"+
     
343. EncodeColor( colorBlack) + "162% = " + EncodeColor(47)+ e162 + " " +"\n"+
     
344. EncodeColor( colorBlack) + "127% = " + EncodeColor(47)+ e127 + " " +"\n"+
     
345. EncodeColor( colorYellow) + " Res = " + EncodeColor(32)+ p100 + " " +"\n"+
     
346. EncodeColor( colorBlack) + " 78% = " + EncodeColor(42)+ r786 + " " +"\n"+
     
347. EncodeColor( colorBlack) + " 62% = " + EncodeColor(43)+ r618 + " " +"\n"+
     
348. EncodeColor( colorBlack) + " 50% = " + EncodeColor(41)+ r050 + " " +"\n"+
     
349. EncodeColor( colorBlack) + " 38% = " + EncodeColor(44)+ r382 + " " +"\n"+
     
350. EncodeColor( colorBlack) + " 23% = " + EncodeColor(45)+ r236+ " " +"\n"+
     
351. EncodeColor( colorYellow) + " Sup = " + EncodeColor(34)+ p00 + " " ;
     
352. }
     
353. GraphXSpace=5;
     
354. 
     
355. _SECTION_BEGIN("BACK COLR");
     
356. SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),
     
357. 
     
358. ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
     
359. _SECTION_END();
     

複製代碼

金双盈

謝謝分享好東西

黃金切割率很多人很愛用

aaqqww93

GOOD~謝啦

mimi

好東西 ~~  謝謝分享  ~  

koko2468

如果能解釋一下最好

sjy039

好東西 ~~  謝謝分享  ~

bbdcd

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

看起來是個好東西
謝謝分享

bicar

謝謝分享，會寫程式真好…
能夠加一些原本軟體沒有的功能