Nice SuperTrend Indicator


Nice SuperTrend Indicator
Nice SuperTrend Indicator

//www.aflcode.com


function GetSecondNum()
{
    Time = Now( 4 );
    Seconds = int( Time % 100 );
    Minutes = int( Time / 100 % 100 );
    Hours = int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 
function PopupWindowEx( popupID, bodytext, captiontext, timeout, left, top )
{
    displayText = bodytext + captiontext;
    if ( ( StaticVarGetText( "prevPopup" + popupID ) != displayText) OR ( StaticVarGet( "prevPopupTime" + popupID ) < GetSecondNum() ) )
    {
        StaticVarSetText( "prevPopup" + popupID, displayText);
        StaticVarSet( "prevPopupTime" + popupID, GetSecondNum() + timeout );
        PopupWindow( bodytext, Captiontext + popupID, timeout, Left, top );
        PlaySound("c:\\windows\\media\\ding.wav");
    }
}

_SECTION_BEGIN("SuperTrend Ver 4");

SetBarsRequired(100000,0);


GraphXSpace = 15;

SetChartOptions(0,chartShowArrows|chartShowDates);

SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));

GfxSetBkMode(0); 

GfxSetOverlayMode(1);

SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));

Plot(C,"\nPrice",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);



SetTradeDelays(1,1,1,1);

SetOption( "InitialEquity", 600000 );
SetOption( "MinShares", 1 );
SetOption( "MinPosValue", 1 ); // Enable Futures Mode
SetOption( "FuturesMode", True );
SetOption( "AllowPositionShrinking", True );
SetOption( "ActivateStopsImmediately", False );
SetOption( "ReverseSignalForcesExit", False );
SetOption( "AllowSameBarExit", False );
SetOption( "InterestRate", 0 );
SetOption( "MarginRequirement", 10 ); //Define Margin Requirement
SetOption("AccountMargin", 10 ); //Define Account Margin
SetOption("MaxOpenPositions", 2 ); 



if( Name() == "NIFTY" )
{
SetPositionSize(300,spsShares);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",175);


}

if( Name() == "BANKNIFTY" )
{
SetPositionSize(60,spsShares);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",225);
} 

sig = 0;
bars =0; 
tar1 =0;
tar2 = 0;
tar3=0;


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



Factor=Optimize("Factor",4,1,3,1);

Pd=Optimize("ATR Periods",8,1,100,1);


Up=(H+L)/2+(Factor*ATR(Pd));

Dn=(H+L)/2-(Factor*ATR(Pd));

iATR=ATR(Pd);

TrendUp=TrendDown=Null;

trend[0]=1;

changeOfTrend=0;

flag=flagh=0;



for (i = 1; i <BarCount-1; i++) {

      TrendUp[i] = Null;

      TrendDown[i] = Null;

     

      trend[i]=1;

   

      

      if (Close[i]>Up[i-1]) {

         trend[i]=1;

         if (trend[i-1] == -1) changeOfTrend = 1;

         

      }

      else if (Close[i]<Dn[i-1]) {

         trend[i]=-1;

         if (trend[i-1] == 1) changeOfTrend = 1;

      }

      else if (trend[i-1]==1) {

         trend[i]=1;

         changeOfTrend = 0;       

      }

      else if (trend[i-1]==-1) {

         trend[i]=-1;

         changeOfTrend = 0;

      }



      if (trend[i]<0 && trend[i-1]>0) {

         flag=1;

      }

      else {

         flag=0;

      }

      

      if (trend[i]>0 && trend[i-1]<0) {

         flagh=1;

      }

      else {

         flagh=0;

      }

      

      if (trend[i]>0 && Dn[i]<Dn[i-1]){

         Dn[i]=Dn[i-1];

  }

      

      if (trend[i]<0 && Up[i]>Up[i-1])

        { Up[i]=Up[i-1];

  }

      

      if (flag==1)

       {  Up[i]=(H[i]+L[i])/2+(Factor*iATR[i]);;

        } 

      if (flagh==1)

        { Dn[i]=(H[i]+L[i])/2-(Factor*iATR[i]);;

         }

      if (trend[i]==1) {

         TrendUp[i]=Dn[i];

         if (changeOfTrend == 1) {

            TrendUp[i-1] = TrendDown[i-1];

            changeOfTrend = 0;

         }

      }

      else if (trend[i]==-1) {

         TrendDown[i]=Up[i];

         if (changeOfTrend == 1) {

            TrendDown[i-1] = TrendUp[i-1];

            changeOfTrend = 0;

         }

      }

   } 



Plot(TrendUp,"Trend",colorGreen);

Plot(TrendDown,"Down",colorRed);

Length =200;//Optimize("HMA",100,10,300,1);

Buy = trend==1 AND C>EMA(C,Length);
Sell=trend==-1 ;

Short=trend==-1  AND C<EMA(C,Length);
Cover=trend==1;

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

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

Long=Flip(Buy,Sell); 
Shrt=Flip(Short,Cover); 
Relax = NOT Long AND NOT Buy AND NOT shrt AND NOT Sell AND NOT Sell AND NOT Cover; 

BarsSincebuy = BarsSince( Buy ); 
BarsSinceshort = BarsSince( Short ); 
LastSignal = IIf( BarsSincebuy < BarsSinceshort, 1, -1 ); 

BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);
ShortPrice=ValueWhen(Short,C);
CoverPrice=ValueWhen(Cover,C);

Title = EncodeColor(colorWhite)+ "Super Trend AFL code" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +

 "  - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+"  "+"Hi-"+H+"  "+"Lo-"+L+"  "+

"Cl-"+C+"  "+ "Vol= "+ WriteVal(V)+"\n"+ 

EncodeColor(colorLime)+

WriteIf (Buy , " GO LONG / Reverse Signal at "+C+"  ","")+

WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+"  ","")+"\n"+EncodeColor(colorYellow)+

WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+

WriteIf(Buy  , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");



PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                      
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45); 
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                      
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

PlotShapes(IIf(Sell, shapeStar, shapeNone),colorGold, 0, L, Offset=-15); 
PlotShapes(IIf(Cover, shapeStar, shapeNone),colorGold, 0,L, Offset=-15); 

duration = 10000000;

LastClose= Ref(C,-1);  // if you like to add this popup will show you 

if (Buy[BarCount-2]==True)   
{
PopupWindowEx( "ID:1", "Get Ready to BUY  \n"+Name() + "  "+ Interval(2)+" :  "+ " Last ="+LastClose  , "Buy Alert -", 1000, 100, 1 ) ;  
}
if (Short[BarCount-2]==True)  
{
PopupWindowEx( "ID:2", "Get Ready to SHORT  \n"+Name() + "  "+ Interval(2) + "  :  "+ " Last ="+LastClose , "Short   Alert ", 1000, 1, 150 ) ;
}





TrendSL=IIf(trend==1,TrendUp,TrendDown);

sig=0;


for(i=BarCount-1;i>1;i--)

{

if(Buy[i] == 1)

{

entry = C[i];

sig = 1;

sl = TrendSL[i];

tar1 = entry + (entry * .0050);

tar2 = entry + (entry * .0092);

tar3 = entry + (entry * .0179);

 

bars = i;

i = 0;

}

if(Short[i] == 1)

{

sig = -1;

entry = C[i];

sl = TrendSL[i];

tar1 = entry - (entry * .0050);

tar2 = entry - (entry * .0112);

tar3 = entry - (entry * .0212);

 

 

bars = i;

i = 0;

}

}

Offset = 20;

SellSL=ValueWhen(Short,Ref(TrendSL,-1),1); 
BuySL=ValueWhen(Buy,Ref(TrendSL,-1),1); 



Clr = IIf(sig ==1, colorLime, colorRed);

ssl = IIf(bars == BarCount-1, TrendSL[BarCount-1], Ref(TrendSL, -1));

sl = ssl[BarCount-1];





Plot(LineArray(bars-Offset, tar1, BarCount, tar1,1), "", Clr, styleLine|styleDots, Null, Null, Offset);

Plot(LineArray(bars-Offset, tar2, BarCount, tar2,1), "", Clr, styleLine|styleDots, Null, Null, Offset);

Plot(LineArray(bars-Offset, tar3, BarCount, tar3,1), "", Clr, styleLine|styleDots, Null, Null, Offset);






buyach1 = IIf((Buy OR Long AND NOT Relax AND NOT Cover AND NOT Short AND NOT Shrt), H > tar1, 0); 
buyach2 = IIf((Buy OR Long AND NOT Relax AND NOT Cover AND NOT Short AND NOT Shrt), H > tar2, 0); 
buyach3 = IIf((Buy OR Long AND NOT Relax AND NOT Cover AND NOT Short AND NOT Shrt), H > tar3, 0); 

sellach1 = IIf((Short OR Shrt AND NOT Relax AND NOT Sell AND NOT Buy AND NOT Long), L < tar1, 0); 
sellach2 = IIf((Short OR Shrt AND NOT Relax AND NOT Sell AND NOT Buy AND NOT Long), L < tar2, 0); 
sellach3 = IIf((Short OR Shrt AND NOT Relax AND NOT Sell AND NOT Buy AND NOT Long), L < tar3, 0); 


// Message Board ----------------- 
GfxSelectFont( "Tahoma", 13, 100 ); 

GfxSetBkMode( 1 ); 

GfxSetTextColor 
( colorWhite ); 

if ( SelectedValue( LastSignal ) == 1 ) 
    { 
        GfxSelectSolidBrush( colorDarkGreen ); 
    } 
    else 
    { 
        GfxSelectSolidBrush( colorRed ); 
        } 


pxHeight = Status( "pxchartheight" ) ; 

xx = Status( "pxchartwidth"); 

Left = 1100; 

width = 310; 

x = 5; 

x2 = 290; 

y = pxHeight; 

GfxSelectPen 
( colorLightBlue, 1); // border color 

GfxRoundRect 
( x, y - 155, x2, y , 7, 7 ) ; 


GfxTextOut( ( ""),13,y-130);

GfxTextOut 
( ("" + WriteIf(Buy, "Go Long At "+C+" - SL " +Ref(TrendSL,-1),"")), 13, y-105); 

GfxTextOut 
( ("" + WriteIf (Short, "Go Short At "+C+" - SL " +Ref(TrendSL,-1),"")), 13, y-105); 


GfxTextOut 
( ("" + WriteIf (Sell AND NOT Short, "Exit Long At "+C,"")), 13, y-115); 

GfxTextOut 
( ("" + WriteIf (Cover AND NOT Buy, "Exit Short At "+C,"")), 13, y-115); 


GfxTextOut 
( ("" + WriteIf (Long AND NOT Buy, "Long At "+(BuyPrice)+" - TSL " + Ref(TrendSL,-1)+ "","")), 13, y-105); 

GfxTextOut 
( ("" + WriteIf (shrt AND NOT Short, "Short At "+(ShortPrice)+" - TSL " + Ref(TrendSL,-1)+ "","")), 13, y-105); 

GfxTextOut 
( ("" + WriteIf (Relax, "No Trade Zone - Wait","")), 13, y-105); 

GfxTextOut 
( ("" + WriteIf (Long AND NOT Buy, "Current P/L: "+(C-BuyPrice)+" Points","")), 13, y-85); 

GfxTextOut 
( ("" + WriteIf (shrt AND NOT Short, "Current P/L: "+(ShortPrice-C)+" Points","")), 13, y-85); 

GfxTextOut 
( ("" + WriteIf (Long OR Buy OR Shrt OR Short, "Target 1: "+tar1,"")), 13, y-65); 

GfxTextOut 
( ("" + WriteIf (Long OR Buy OR Shrt OR Short, "Target 2: "+tar2,"")), 13, y-45); 

GfxTextOut 
( ("" + WriteIf (Long OR Buy OR Shrt OR Short, "Target 3: "+tar3,"")), 13, y-25); 

GfxTextOut 
( ("" + WriteIf (buyach1, "Target 1: "+tar1+" :: Achiecheved","")), 13, y-65); 

GfxTextOut 
( ("" + WriteIf (sellach1, "Target 1: "+tar1+" :: Achiecheved","")), 13, y-65); 

GfxTextOut 
( ("" + WriteIf (buyach2, "Target 2: "+tar2+" :: Achiecheved","")), 13, y-45); 

GfxTextOut 
( ("" + WriteIf (sellach2, "Target 2: "+tar2+" :: Achiecheved","")), 13, y-45); 

GfxTextOut 
( ("" + WriteIf (buyach3, "Target 3: "+tar3+" :: Achiecheved","")), 13, y-25); 

GfxTextOut 
( ("" + WriteIf (sellach3, "Target 3: "+tar3+" :: Achiecheved","")), 13, y-25); 



Filter=Buy OR Short; 
AddColumn( IIf( Buy, 66 , 83 ), "Signal", formatChar, colorDefault, IIf( Buy , colorGreen, colorRed ) ); 
AddColumn(Close,"Entry Price",1.4, colorDefault, IIf( Buy , colorGreen, colorRed )); 
AddColumn(Ref(TrendSL,-1),"Stop Loss",1.4, colorDefault, IIf( Buy , colorGreen, colorRed )); 
AddColumn(tar1,"Target 1",1.4, colorDefault, IIf( Buy , colorGreen, colorRed )); 
AddColumn(tar2,"Target 2",1.4, colorDefault, IIf( Buy , colorGreen, colorRed )); 
AddColumn(tar3,"Target 3",1.4, colorDefault, IIf( Buy , colorGreen, colorRed )); 
AddColumn(Volume,"Volume",1.0, colorDefault, IIf ((Volume > 1.25 * EMA( Volume, 34 )),colorBlue,colorYellow)); 


// Calculate Equity Curve

eq = Equity( 1, 0 ); 

//////////////////////////////////////////////////
// Calculate the Last Five Trades Profit/Losses //
//////////////////////////////////////////////////

tradesback = 5; 
Signum = Cum( Buy ) + Cum( Short ); 
Signumstart1 = LastValue( SigNum ) - ( tradesback - 1 ); 
Signumstart2 = LastValue( SigNum ) - ( tradesback - 2 ); 
Signumstart3 = LastValue( SigNum ) - ( tradesback - 3 ); 
Signumstart4 = LastValue( SigNum ) - ( tradesback - 4 ); 
Signumstart5 = LastValue( SigNum ) - ( tradesback - 5 ); 

bi = BarIndex(); 
bistart = ValueWhen( signum == signumstart1, bi ); 
bicond = bi >= bistart AND bi <= LastValue( bi ); 


SellPL = IIf( Sell AND bicond, C-BuyPrice, 0 ); 
CovPL = IIf( Cover AND bicond, ShortPrice - C,0 ); 

cumPL = SellPL + CovPL;

//Plot (SellPL,"Sell",colorGreen,styleHistogram,maskhistogram);
///Plot (CovPL,"Cover", colorRed,styleHistogram,maskhistogram);

lsince = LowestSince(Sell OR Cover, cumPL, 0); 
hsince = HighestSince(Sell OR Cover, CumPL, 0);


vs= IIf(lsince==0,hsince,lsince);


PL1 = ValueWhen( signum == signumstart1 , vs,1 );
PL2 = ValueWhen( signum == signumstart2 , vs,1 ); 
PL3 = ValueWhen( signum == signumstart3 , vs,1 );  
PL4 = ValueWhen( signum == signumstart4 , vs,1 ); 
PL5 = ValueWhen( signum == signumstart5,  vs ,1 ); 

//////////////////////////////////////////////////
//   Plot the Last Five Trades Profit/Losses    //
//////////////////////////////////////////////////


Title = EncodeColor(colorWhite)+ "Backtest Results" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +

 "  - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+"  "+"Hi-"+H+"  "+"Lo-"+L+"  "+

"Cl-"+C+"  "+ "Vol= "+ WriteVal(V)+"\n"+ EncodeColor(colorYellow)+ "\n\n\nLast 5 Trade Results\n" +
"\nTrade1= " + PL1
+"\n"+ "Trade2= " + PL2
+"\n"+ "Trade3= " + PL3
+"\n"+ "Trade4= " + PL4
+"\n"+ "Trade5= " + PL5;


//Magfied Market Price

FS=Param("Font Size",30,11,100,1);

GfxSelectFont("Times New Roman", FS, 700, True ); 

GfxSetBkMode( colorWhite );  

GfxSetTextColor( ParamColor("Color",colorGreen) ); 

Hor=Param("Horizontal Position",940,1,1200,1);

Ver=Param("Vertical Position",12,1,830,1); 

GfxTextOut(""+C, Hor , Ver );

YC=TimeFrameGetPrice("C",inDaily,-1);

DD=Prec(C-YC,2);

xx=Prec((DD/YC)*100,2);

GfxSelectFont("Times New Roman", 11, 700, True ); 

GfxSetBkMode( colorBlack );  

GfxSetTextColor(ParamColor("Color",colorYellow) ); 

GfxTextOut(""+DD+"  ("+xx+"%)", Hor , Ver+45 );


_SECTION_END();

_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 200, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 
_SECTION_END();

_SECTION_BEGIN("Time Left");

RequestTimedRefresh( 1 );

TimeFrame = Interval();

SecNumber = GetSecondNum();

Newperiod = SecNumber % TimeFrame == 0;

SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;

SecsToGo = TimeFrame - SecsLeft;



x=Param("xposn",50,0,1000,1);

y=Param("yposn",380,0,1000,1);



GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );

GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );

if ( NewPeriod )

{

GfxSelectSolidBrush( colorYellow );

GfxSelectPen( colorYellow, 2 );

Say( "New period" );

}

//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );

//GfxSetBkMode(1);

GfxSelectFont( "Arial", 14, 700, False );

GfxSetTextColor( colorRed );

GfxTextOut( "Time Left :"+SecsToGo+"", x, y );

_SECTION_END(); 

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