Bill William's Alligator System II

alexwang7777

1. /*
   
2. Bill William's Alligator System II
   
3. 
   
4. Reference Website:
   
5. ==================
   
6. 
   
7. http://www.alpari-idc.com/en/market-analysis-guide/chaos-theory/alligator-and-gator.html
   
8. Modified from http://www.amibroker.com/library/detail.php?id=100, by Steve Wiser - slwiserr@erols.com
   
9. Modified by TohMz on June 9th, 2008
   
10. */
    
11. SetChartOptions( 0, chartShowArrows|chartShowDates );
    
12. 
    
13. _SECTION_BEGIN("Price Chart");
    
14. _N(Title = StrFormat("{{NAME}}- {{INTERVAL}} {{DATE}} O= %g, H= %g, L= %g, C= %g (%.1f%%) V= " +WriteVal( V, 1.0 ) +"\n{{VALUES}}", O, H, L, C, SelectedValue(ROC( C, 1 )) ));
    
15. PriceStyle = GetPriceStyle();
    
16. PriceStyleOpt = ParamStyle("Price Style")|PriceStyle;
    
17. 
    
18. if (PriceStyle==styleCandle)
    
19. Plot( C, "", colorBlack, PriceStyleOpt);
    
20. else
    
21. Plot( C, "", IIf( Close >= Ref(C, -1), colorBlue, colorRed ), PriceStyleOpt);
    
22. _SECTION_END();
    
23. 
    
24. _SECTION_BEGIN("BW Alligator");
    
25. /*** The trend indicators ***/
    
26. 
    
27. P= ParamList("Price", "Close|(H+L)/2|(H+C+L)/3",1);
    
28. 
    
29. if (P=="Close")
    
30. A = C;
    
31. 
    
32. else
    
33. if (P=="(H+C+L)/3")
    
34. A = (H+C+L)/3;
    
35. else
    
36. A = (H+L)/2;
    
37. 
    
38. AlligatorJaw = Ref(Wilders(A,13),-8);
    
39. AlligatorTeeth = Ref(Wilders(A,8), -5);
    
40. AlligatorLips = Ref(Wilders(A,5), -3);
    
41. 
    
42. Plot(AlligatorJaw, "Jaw", ParamColor("Jaw's Color",colorBlue),
    
43. ParamStyle("Jaw's Style", styleThick));
    
44. Plot(AlligatorTeeth,"Teeth", ParamColor("Teeth's Color",colorRed),
    
45. ParamStyle("Teeth's Style", styleThick));
    
46. Plot(AlligatorLips, "Lips", ParamColor("Lips's Color",colorGreen),
    
47. ParamStyle("Lips's Style", styleThick));
    
48. 
    
49. _SECTION_END();
    
50. 
    
51. 
    
52. _SECTION_BEGIN("BW Fractal");
    
53. 
    
54. UpFractal= ValueWhen(
    
55. (Ref(H,-2) > Ref(H, -4)) AND
    
56. (Ref(H,-2) > Ref(H, -3)) AND
    
57. (Ref(H,-2) > Ref(H, -1)) AND
    
58. (Ref(H,-2) > H), Ref(H,-2));
    
59. 
    
60. DownFractal= ValueWhen(
    
61. (Ref(L,-2) <= Ref(L, -4)) AND
    
62. (Ref(L,-2) <= Ref(L, -3)) AND
    
63. (Ref(L,-2) <= Ref(L, -1)) AND
    
64. (Ref(L,-2) <= L), Ref(L,-2));
    
65. 
    
66. 
    
67. 
    
68. //== Added Crash crashandburn59 [at] hotmail.com solution
    
69. Plot(Ref(UpFractal,2), "Up Fractal", ParamColor("Up Fractal Color",colorRed),ParamStyle("Up Fractal Style", styleDashed));
    
70. Plot(Ref(DownFractal,2), "Down Fractal",ParamColor("Down Fractal Color",colorBlue), ParamStyle("Down Fractal Style", styleDashed));
    
71. 
    
72. //Plot(Max(HHV(H,3),Ref(UpFractal,2)), "Up Fractal", ParamColor("Up Fractal Color",colorRed), ParamStyle("Up Fractal Style", styleDashed));
    
73. //Plot(Max(HHV(H,3),Ref(UpFractal,2)), "Down Fractal",ParamColor("Down Fractal Color",colorBlue), ParamStyle("Down Fractal Style", styleDashed));
    
74. 
    
75. _SECTION_END();
    
76. 
    
77. 
    
78. 
    
79. _SECTION_BEGIN("Exploration");
    
80. 
    
81. Inc = 0.1;
    
82. 
    
83. //== Set the Price Range for stock to scan
    
84. PriceFrom = Param("Price From:", 5, 0.1, 200, Inc);
    
85. PriceTo = Param("Price To:", 100, 0.1, 200, Inc);
    
86. MaxBreakOut = Param("Max Breakout (%)", 5, 1, 30);
    
87. MaxBreakOut = MaxBreakOut/100;
    
88. 
    
89. Buy = C>UpFractal AND C<=(1+MaxBreakOut)*UpFractal AND
    
90. AlligatorTeeth>AlligatorJaw;
    
91. Sell = C<DownFractal AND C>=(1-MaxBreakOut)*DownFractal AND
    
92. AlligatorTeeth<AlligatorJaw;
    
93. 
    
94. Filter = (Buy OR Sell) AND (C>=PriceFrom AND C<=PriceTo) AND V>0;
    
95. 
    
96. AddTextColumn(FullName(), "Security", 1.0, colorDefault, colorDefault, 200);
    
97. AddTextColumn( WriteIf(Buy,"Buy", WriteIf(Sell, "Sell", "")), "Trade", 1.0);
    
98. AddColumn( UpFractal, "Up Fratal");
    
99. AddColumn( DownFractal, "Down Fratal");
    
100. //AddColumn( MA(V,3)/EMA(V,17), "MAV(3/17)");
     
101. AddColumn( C, "Today's Close");
     
102. 
     
103. 
     
104. _SECTION_END();
     

複製代碼

aaqqww93

不錯喔謝啦

eclife

感謝分享
已經納入收集了

nether

請問這code要怎麼玩啊?
我backtest這code時 得到下面 errror message:
Missing Short/cover variable assignment:
Check User's guide: Tutoirial: Backtesting your trading idea for the details

請問這是什麼問題? 那裏要設定呢?


謝謝

allen0925

因為這個公式沒有設定空補發生條件 而你backtest有選雙邊回測吧

nether

對 您說對了 現在ok 了
感謝感謝

sjy039

感謝大大的分享，收集起來

bbdcd

感覺
Alligator System II 可以衡量速度
愈是恐慌所造成的速度愈快，但速度愈快，回到原點的機會就愈高

nivlek

Thx!!