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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