amibroker - afl library

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Page 1 AmiBroker - AFL Library 2/12/2012 5:36:43 AM http://www.amibroker.com/library/list.php Advanced stock charting and analysis program AFL Library Formula Short information Pivots And Prices And Swing Volume reinsley 2010-04-21 03:54:16 Level: basic indicator (1 comments) Details // Volume cum // cumulate the volume for each swing // by reinsley // Following the S&C \"Price+Volume=Price movement by Tom ORD // S&C\'s document is stored in Yahoo! Group files and // posted in user\'s list // Mod of Pivots And Prices formula... % B of Bollinger Bands With Adaptive Zones Anthony Faragasso 2001-12-20 14:22:02 Level: basic indicator (11 comments) Details %B of Bollinger Bands With Adaptive Zones. The % B raw figure Gives Percentage of where the close is in relation to the bands. High reading ( Upper band ) , Low reading (Lower band ) I have added the Adaptive Zones oscillator to help pinpoint possible Buy and sell areas. ... %b indicator - related bollinger bands ajay 2007-03-30 09:10:11 Level: medium indicator (2 comments) Details %b - indicator in relation to bollinger bands. With this we can easily detect patterns like 'W' 'M' patterns, the main use of this indicator is - divergence detection between price and indicator - such as unconfirmed low / high. Some times RSI is not detecting divergence but %b will do this.... 'R' Channel Mr Valley 2004-02-03 02:15:02 Level: advanced system,indicator (4 comments) Details /* 'R' Channel */ /*Author Marc Valley */ Var = 4; M1 = MA(Max(H,Var ),2); L1 = MA(Min (L,Var ),2); K = M1 - L1; Num1 = sqrt(K); Dem1 = sqrt(1.00+K); H1 = (Num1/Dem1)/2; Num2 = sqrt(1.0); Dem2 = sqrt(1+K); H2 = ((Num2/Dem2)/2) *C; H3 =(H1 + H2) ; MAH2MA =MA(L - (H2/100),Var ); MAH3M... 10-20 Indicator Dennis Skoblar 2005-06-14 04:09:34 Level: basic indicator (2 comments) Details Shows how many points the stock has gone in a 20 day (one month) period. The ideal would be for a stock to move 10 points in a 20 day period.... 2 Timeframes Candlestick Bar Chart Jorgen Wallgren 2009-07-07 02:27:54 Level: medium indicator (5 comments) Details Specially designed for use in day trading AND to save chart space. This chart will displays 2 sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute. The higher timeframe candlestick bars are created by using gfx Low-level graphics and will display according ... 3 Price Break Bhcombo 2004-12-05 17:16:00 Level: medium indicator (7 comments) Details 3 Price Break can be used to verify trend and to set trailing stops. This is a work in progress. I pefer to see the 3PB lines graphed against a candlestick chart versus the traditional 3PB representation. This will graph the price break line as green in an uptrend and red in a down trend. There a... 30 Week Hi Indicator - Calculate Geoff Mulhall 2003-05-03 22:12:35 Level: semi-advanced exploration,indicator (2 comments) Details Just as the advance decline line gives an indication of the overall strength of the market, so does the number or stocks makeing new 30 week high's. Refer Weinstein's "The Secret of Profiting in Bull and Bear Markets". The attached scan ( _s.afl file) calculates two indices. The first index calcu... 30 Week Hi Indicator - Display Geoff Mulhall 2003-05-03 22:17:05 Level: semi-advanced indicator (0 comments) Details Refer 30 Week High Indicator - Calculate The attached indicator builder afl ( _i.afl file ) plots the indicator calculated by the ( _s.afl file ). ... 3TF Candlestick Bar Chart Jorgen Wallgren 2010-09-19 21:12:01 Level: semi-advanced indicator (0 comments) Details Specially designed for use in day trading AND to save chart space. This chart will display 3 sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute. The higher timeframe candlestick bars are created by using gfx Low-level graphics and will display according to ... 4% Model - Determine Stock Market Direction MTR Investors Group 2009-06-20 02:46:18 Level: medium system (5 comments) Details Model discovered by Ned Davis. This is used to determine the direction of the stock Market. Once you know the direction the go LONG/SHORT an index ETF or your Favorite stock. This model was made know by Martin Zweig in his book Winning on Wall Street. ...

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Page 1: AmiBroker - AFL Library

Page 1AmiBroker - AFL Library

2/12/2012 5:36:43 AMhttp://www.amibroker.com/library/list.php

Advanced stock charting and analysis programAFL Library

Formula Short information

Pivots And Prices AndSwing Volume

reinsley2010-04-2103:54:16

Level: basicindicator (1 comments)

Details

// Volume cum // cumulate the volume for each swing // by reinsley // Following the S&C\"Price+Volume=Price movement by Tom ORD // S&C\'s document is stored in Yahoo!Group files and // posted in user\'s list // Mod of Pivots And Prices formula...

% B of Bollinger BandsWith Adaptive Zones

AnthonyFaragasso

2001-12-2014:22:02

Level: basicindicator (11 comments)

Details

%B of Bollinger Bands With Adaptive Zones. The % B raw figure Gives Percentage ofwhere the close is in relation to the bands. High reading ( Upper band ) , Low reading(Lower band ) I have added the Adaptive Zones oscillator to help pinpoint possible Buy andsell areas. ...

%b indicator - relatedbollinger bands

ajay2007-03-3009:10:11

Level: mediumindicator (2 comments)

Details

%b - indicator in relation to bollinger bands. With this we can easily detect patterns like 'W''M' patterns, the main use of this indicator is - divergence detection between price andindicator - such as unconfirmed low / high. Some times RSI is not detecting divergence but%b will do this....

'R' Channel

Mr Valley2004-02-0302:15:02

Level: advancedsystem,indicator (4 comments)

Details

/* 'R' Channel */ /*Author Marc Valley */ Var = 4; M1 = MA(Max(H,Var ),2); L1 = MA(Min(L,Var ),2); K = M1 - L1; Num1 = sqrt(K); Dem1 = sqrt(1.00+K); H1 = (Num1/Dem1)/2;Num2 = sqrt(1.0); Dem2 = sqrt(1+K); H2 = ((Num2/Dem2)/2) *C; H3 =(H1 + H2) ; MAH2MA=MA(L - (H2/100),Var ); MAH3M...

10-20 Indicator

Dennis Skoblar2005-06-1404:09:34

Level: basicindicator (2 comments)

Details

Shows how many points the stock has gone in a 20 day (one month) period. The ideal wouldbe for a stock to move 10 points in a 20 day period....

2 Timeframes CandlestickBar Chart

Jorgen Wallgren2009-07-0702:27:54

Level: mediumindicator (5 comments)

Details

Specially designed for use in day trading AND to save chart space. This chart will displays 2sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute.The higher timeframe candlestick bars are created by using gfx Low-level graphics and willdisplay according ...

3 Price Break

Bhcombo2004-12-0517:16:00

Level: mediumindicator (7 comments)

Details

3 Price Break can be used to verify trend and to set trailing stops. This is a work in progress.I pefer to see the 3PB lines graphed against a candlestick chart versus the traditional 3PBrepresentation. This will graph the price break line as green in an uptrend and red in a downtrend. There a...

30 Week Hi Indicator -Calculate

Geoff Mulhall2003-05-0322:12:35

Level: semi-advancedexploration,indicator (2 comments)

Details

Just as the advance decline line gives an indication of the overall strength of the market, sodoes the number or stocks makeing new 30 week high's. Refer Weinstein's "The Secret ofProfiting in Bull and Bear Markets". The attached scan ( _s.afl file) calculates two indices.The first index calcu...

30 Week Hi Indicator -Display

Geoff Mulhall2003-05-0322:17:05

Level: semi-advancedindicator (0 comments)

Details

Refer 30 Week High Indicator - Calculate The attached indicator builder afl ( _i.afl file ) plotsthe indicator calculated by the ( _s.afl file ). ...

3TF Candlestick Bar Chart

Jorgen Wallgren2010-09-1921:12:01

Level: semi-advancedindicator (0 comments)

Details

Specially designed for use in day trading AND to save chart space. This chart will display 3sets of candlestick bars. One for the time Interval set for your chart- for example 1 Minute.The higher timeframe candlestick bars are created by using gfx Low-level graphics and willdisplay according to ...

4% Model - DetermineStock Market Direction

MTR InvestorsGroup

2009-06-2002:46:18

Level: mediumsystem (5 comments)

Details

Model discovered by Ned Davis. This is used to determine the direction of the stock Market.Once you know the direction the go LONG/SHORT an index ETF or your Favorite stock.This model was made know by Martin Zweig in his book Winning on Wall Street. ...

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52 Week New High-NewLow Index

Dennis Skoblar2005-07-1110:14:58

Level: basicexploration,indicator (2 comments)

Details

Calculates new 52 week High's vs new 52 week lows. Input a Date 5 years back to thecurrent Date in the Range section of the Analysis Window AND click the From button. In theApply To section, click the Use Filter button AND click the Define > Include > Group > Stockto scan stocks ONLY. Right clic...

Absolute Breadth Index

Tomasz Janeczko2001-06-1607:36:16

Level: basicindicator (1 comments)

Details

The Absolute Breadth Index (ABI) is a market momentum indicator that was developed byNorman G. Fosback. The ABI shows how much activity, volatility, and change is taking placeon the New York Stock Exchange while ignoring the direction prices are headed. You canthink of the ABI as an "activity ind...

AC+ accelerationSteve Wiser

2001-07-0519:08:13

Level: semi-advancedindicator (2 comments)

Details

Supports William's Alligator Trend Following system...

accum/dist mov avgcrossover SAR

Jeff Parent2002-07-3116:21:24

Level: semi-advancedindicator (5 comments)

Details

Similar to a volume weighted price support/resistance line, uses the accumulation /distribution indicator to set stop line. vbscript required to calculate variable lookbackperiod....

AccuTrack

Salil V Gangal2003-09-1212:50:01

Level: basicindicator (0 comments)

Details

// AccuTrack Compares performance of two securities // The basic idea is to switch betweenthe two securities // AccuTrack was developed by FastTrack (fasttrack.net) ...

Adaptave Zones O/B & O/S Oscillator

AnthonyFaragasso

2001-12-2710:22:54

Level: mediumindicator (7 comments)

Details

Automatically Adjusts the Overbought and Oversold levels based on past performance.( Lookback ). Set up to be used with AmiBroker PrePackagedindicators,RSI,CCI,STOCHK,STOCHD,MFI,ULTIMATE,ROC, Also, Added RSI of MACDindicator. User Friendly, Set with Vairable Identifiers and information in th...

Adaptive Laguerre Filter,from John Ehlers

Mich2006-12-0114:19:58

Level: basicindicator,function (0 comments)

Details

Laguerre Filtering, in its adaptive version (alpha is automaticaly adapted depending the errorof filtering). Can be apply to RSI or any other datas like the another Laguerre version on thatAFL library : http://www.amibroker.com/library/detail.php?id=450 To do : - Kautz Filter, theyare generic...

Adaptive Price Channel

Denis Dube2004-04-2912:32:15

Level: mediumindicator (1 comments)

Details

This price channel starts with a lookback period of 20. The lookback period changesaccording to volatility, measured by a 30 period standard deviation of prices. A maximumand a minimum lookback period are defined. ...

Advanced MA system

KingK2007-10-1209:06:27

Level: semi-advancedsystem (5 comments)

Details

Advanced MA system I have tried hard for this and it gives very good results in the GreekStock Market. Any recommendations or improvements are welcomed... thanks KingK ...

Advanced Trend Lines withS & R

AbdulKareem2007-10-1605:42:11

Level: semi-advancedindicator (9 comments)

Details

Trend lines and Support and resistance based on previous lows and Highs....

Advisory NRx price chartdisplay.

TohMz2008-05-2600:44:11

Level: basicindicator (2 comments)

Details

Consolidate all NR1(Inside Day), NR4 and NR7 ideas from Amibroker & Metastock from allforums. So far most of the formular do the exploration for you, but no charting display onNR1 and NR4 OR NR7 had done ...

ADX Indicator - Colored

Tommy Beard2005-01-2500:12:58

Level: basicindicator (0 comments)

Details

Easily see rise or fall of the ADX with this colored ADX Line. The period default is 10 buteasily adjusted using the parameter feature....

ADXbuy

goldfreaz2002-04-2121:12:36

Level: mediumsystem (2 comments)

Details

Buy: slope ADX > slope ADX threshold and ADX > ADX threshold + ADX histeresis and PDI> ADX + DI histeresis and slope PDI - slope MDI > slope DI threshold and PDI > ADX Sell:{ADX > ADX threshold - ADX histeresis and PDI < ADX - DI histeresis} or MDI ...

ADXR

Jayson Casavant2002-11-0700:51:21

Level: basicindicator (1 comments)

Details

Developed by Wells Wilder ADXR is a component of the Directional Movement System. Theindicator is used to determine if the market under study is trending or consolidating.According to Wilder values greater than 25 indicate the use of Trend following systems orindicators. Values less than 25 may b...

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AFL Editor

Geoff Mulhall2003-01-0104:18:09

Level: advancedcommentary (7 comments)

Details

A excellent (free) programmers editor called ConTEXT is available from http://www.fixedsys.com/context/ For a large AFL programming task this is very useful sinceConTEXT can be made AFL sensitive by copying the attached file to c:\program files\context\highlighters. Keywords, functions ar...

AFL Example

Graham Kavanagh2005-08-1203:45:59

Level: basicexploration,indicator (8 comments)

Details

There are many questions from beginners. I have tried to create a sample system thatincorporates basic and useful items. This is an AFL for Chart, Scan, Backtest and ExploreThe system for Buy/Sell is just off the top of the head as an example only....

AFL Example - Enhanced

Brian Fenske2005-08-1415:02:31

Level: basicsystem,exploration,indicator,commentary (4 comments)

Details

Graham did a nice job of capturing much of the essence of a basic script. In working with agroup of programmers we've come up with some enhancements to his formula that makes ituseful in the Automatic Analysis (AA) component....

AFL highlighter forConTEXT (free editor)

Dave Merrill2004-02-0722:41:26

Level: semi-advancedsystem,exploration,indicator,commentary,function (1 comments)

Details

ConTEXT is a really good freeware programmer's editor, available at http://www.fixedsys.com/context. This file teaches it AFL's keywords, so it can color and formatthem like AmiBroker does. I often keep my standard AFL #include file open in it whileworking in AB. Since there doesn't appear to b...

AFL highlighter forConTEXT (free editor)

Dave Merrill2004-02-1408:19:59

Level: semi-advancedsystem,exploration,indicator,commentary,function (1 comments)

Details

ConTEXT is a really good freeware programmer's editor, available at http://www.fixedsys.com/context. This file teaches it AFL's keywords, so it can color and formatthem like AmiBroker does. I often keep my standard AFL #include file open in it whileworking in AB. Since there doesn't appear to b...

AFL Timing functions

Herman van denbergen

2005-02-1911:48:19

Level: semi-advancedfunction (0 comments)

Details

Tested with AmiBroker 4.69.0 beta. A few Second-timing functions for general use:GetSecondNum(), GetElapesedSeconds and GetBarsSecsLeft. Copy to indicator, Insert,and open the Param window to test the elapsed time function....

AFL to Python COM Link

Bruce Peterson2008-02-0119:29:16

Level: advancedshowemail,function (1 comments)

Details

The AFL documentation shows how AFL may be linked to external programs using the COM(common object model). An example is provided for implementing the IIF (infinite impulsefilter) in Visual Basic and then calling the method from AFL. Python is a modern objectoriented language with extensive su...

AFL-Excel

Witold Dabrowski2002-08-3106:29:37

Level: semi-advancedexploration (2 comments)

Details

This example show how to control Excel directly from the AFL script via OLE-Automationinterface. In this script I count %DD and plot Equity and %DD charts in Excel. In script thereis commentary in polish - sorry ;-)...

AFL_Glossary_1

Dennis Brown2008-10-1118:10:25

Level: advancedcommentary (0 comments)

Details

Release#5 Template and string functions Put this database text file ( AFL_Glossary_1.afl )into a folder called AFL_Glossary in your main AmiBroker Folder. This data is used by theAFL_Glossary_Converter program. This is just an experiment for now. ...

AFL_Glossary_2

Dennis Brown2008-10-1118:12:26

Level: advancedcommentary (0 comments)

Details

Release#5 AFL operators Put this database text file ( AFL_Glossary_2.afl ) into a foldercalled AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...

AFL_Glossary_3

Dennis Brown2008-10-1118:14:13

Level: advancedcommentary (0 comments)

Details

Release#5 AFL keywords Put this database text file ( AFL_Glossary_3.afl ) into a foldercalled AFL_Glossary in your main AmiBroker Folder. This data is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...

AFL_Glossary_Converter

Dennis Brown2008-10-1118:07:48

Level: advancedindicator,commentary (0 comments)

Details

Release #5. This AFL program is to aid in the AFL Glossary Project. Generates formatedTXT or RTF Documents from Glossary database files. Will also sort and filter entries. #5Adds a Functional Hierarchical Listing Option. Put database text files listed into a foldercalled AFL_Glossary in yo...

AFL_Glossary_Groups

Dennis Brown2008-10-1117:59:54

Level: advancedcommentary (0 comments)

Details

Release#5 Glossary Functional Groups Hierarchy Put this database text file ( AFL_Glossary_Groups.afl ) into a folder called AFL_Glossary in your main AmiBroker Folder. Thisdata is used by the AFL_Glossary_Converter program. This is just an experiment for now. ...

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Against all odds

hostyle2001-06-2013:49:09

Level: mediumsystem,exploration,commentary (24 comments)

Details

Against all odds. Written by Thierry HUITEL. Based on Jim Varney's work--CANDLESTOCHASTICS-- , and all the amibroker group :-).This Exploration is a scan for 24different buy or sell signals that selects days when several bullish or bearish indicators aretriggered at the same time. ...

AJDX system

Jaco Jonker2001-06-1805:06:17

Level: basicsystem (0 comments)

Details

This is a trading system based on the ADX line and should only be used as a basicexploration to determine the direction of a trend. The Buy indicator is of most value andchanges to fixed variables can be done to fit different markets....

Alert Output As QuickRewiev

3N2003-04-1415:56:13

Level: basicexploration (1 comments)

Details

Alert Output As Quick Rewiev...

ALJEHANI

MACD_ ALJEHANI2007-10-0813:59:25

Level: basicindicator (1 comments)

Details

_SECTION_BEGIN("MACD"); r1 = Param( "Fast avg", 12, 2, 200, 1 ); r2 = Param( "Slowavg", 26, 2, 200, 1 ); r3 = Param( "Signal avg", 9, 2, 200, 1 ); Plot( ml = MACD(r1, r2),StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2), ParamColor("MACD color", colorRed ),ParamStyle("MACD style") ); Plot( sl = ...

Alpha and Beta and R_Squared Indicator

AnthonyFaragasso

2002-02-1213:38:37

Level: semi-advancedindicator (3 comments)

Details

Alpha, Beta and R_Squared, Indicator plots the Alpha and Beta and produces a read out ofvalues in the title bar of the Alpha, Beta and R_Squared. If you want to Plot the R_Squaredremove the slashes // in front of all Graph2 references.......

An n bar Reversal Indicator

Brian Wild2006-10-1504:40:12

Level: basicindicator (5 comments)

Details

An n Bar Reversal Program The theory says that this indicator gives reliable signals ofstrong trends. Its disadvantage is that the signal can be a little late, but is offset by itsreliability. An uptrend is assumed to be in place if todays high is higher than those of theprevious n days,and a...

Analytic RSI formula

Dimitris Tsokakis2001-12-2208:05:37

Level: semi-advancedindicator (3 comments)

Details

RSI is an interesting transformation and may be applied to any variable, not only internallysupposed Close. For this purpose we give here the analytic code for RSI. To obtain an RSItransformation of another variable Var, just replace C with Var. Example: To find the 14-dayRSI of Stochd(14):...

Andrews Pitchfork

Bob Johnson2005-08-0708:34:34

Level: semi-advancedindicator (7 comments)

Details

Uses Peak() & Trough() to determine 3 pivot points to use in plotting Andrews Pitchfork.Params: zig pct for peak and trough, look back before using peak/trough, no. of bars toextend pitchfork, shift to move pitchfork up/down, angle limit to filter out steep pitchforks,background and pitchfork co...

Andrews PitchforkV3.3

Bob Johnson2006-09-1421:50:55

Level: semi-advancedindicator (4 comments)

Details

Compared to the original Andrews this version corrects a < vs <= bug and determines whena Zig() peak/trough is actually known instead of using a fixed look back period....

Animated BackGround

SkyBlue2008-11-1400:41:34

Level: basicfunction (2 comments)

Details

This a pretty basic codes, recently I made using Amibroker help file,I don\'t know whetheryou already have it! The codes can be added in any AFL for changing the Chart\'sbackground color every second. Regards....

Animated BackGround 1.1

SkyBlue2008-12-0116:50:34

Level: basicfunction (1 comments)

Details

This a pretty basic codes, recently I made using Amibroker help file,I don\'t know whetheryou already have it! The codes can be added in any AFL for changing the Chart\'sbackground color every second. Again, I have added a Parameter code by which You canadjust the Brightness of the background ...

Another FIb Level

Sggin2006-02-0610:29:54

Level: basicindicator (0 comments)

Details

Based on Aron Pipa's formula "Automatic Fib Levels" , December, 11, 2005 I changed theformula around a little so u can select the fib lines in a large timeframes , eg daily, and seethem in smaller times frames like 5 min, so you can see major retracement levels, ...

AO+ Momentum indicatorSteve Wiser

2001-07-0519:06:27

Level: semi-advancedindicator (1 comments)

Details

Supports the William's Alligator Trend following system...

AO+MomentumIlya Gavrilin

2008-07-1109:41:50

Level: semi-advancedindicator (0 comments)

Details

Awesome oscillator+Momentum for Williams Alligator system II...

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Appel's ROC or The TripleMomentum Timing Model

Mubashar Virk2007-01-3104:00:28

Level: basicexploration,indicator (4 comments)

Details

This is a buy & Hold indicator. I have coded Mr. Appels indicator as per his book. However, Ihave added BUY and Sell conditions as a point of reference only. Personally, I would use itas a exploration to identify possible long positions. Mr. Appel advice is, "There is only onebuy rule and only on...

Application of Ehler filtergoldfreaz

2004-01-0512:58:20

Level: semi-advancedindicator (1 comments)

Details

Ehler filter using volume, momentum, rate of momentum for weighting....

Arnaud Legoux MovingAverage (ALMA)

hiscores2010-11-0713:54:28

Level: mediumindicator (0 comments)

Details

My version of the Arnaud Legoux Moving Average a low-lag Gaussian weighted movingaverage. Made as an easy to cut and paste function for system development. This is a naiveimplementation and could probably be sped up significantly. Comments welcome...

Aroon

Tomasz Janeczko2001-06-1607:42:21

Level: mediumindicator (10 comments)

Details

Aroon is Sanskrit word meaning "dawn's early light" or the change from night to day. TheAroon indicator allows you to anticipate changes in security prices from trending to tradingrange. The indicator uses two lines: Aroon Up and Aroon Down. Aroon Down is a measureof how close the current bar is ...

Aroon IndicatorsMarek Chlopek

2001-12-2003:36:38

Level: basicindicator (1 comments)

Details

A time price oscillator....

Aroon The Advisor

H.AL-OTAIBI2007-12-0709:09:57

Level: advancedindicator (3 comments)

Details

// Aroon Indicator // The Advisor october-8-2007 _SECTION_BEGIN("Aroon"); if( ParamToggle("Tooltip Shows", "Aroon|Prices" ) ) { ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 ))); } Aroonswitch = ParamTogg...

AR_Prediction.afl

Mich.2006-11-1820:09:10

Level: basicindicator,function (10 comments)

Details

AR MODELING (Burg and Yule-Walker method are implemented) Main features : -Prediction : calculate future datas based on past data, past volume and past low/high -Spectral analysis : compute sharp and clean spectrum of the data and plot it in Decibels -Find up to 10 or more dominant cycles fro...

ASX Maintenance Tools

Geoff Mulhall2007-04-2319:26:41

Level: mediumshowemail,function (2 comments)

Details

I've created 3 Excel macros with a single easy GUI interface for the following 1. End of DayData Load - to be used in an emergency when your usual data supplier has a problem 2.Industry Update - to ensure each stock is correctly assigned to the correct Sector andIndustry 3. Non Trading ...

ATR Study

steve wiser2001-11-2318:09:31

Level: mediumsystem,exploration,indicator (24 comments)

Details

This was simply a study at seeing how I could use the ATR function in a trading system.System settings: 25 $ per trade Buy and sell on signal one day delay for both Start equity of$10000 Long trades only on daily selection Stops controlled by code ...

Auto Analysis Closing PriceReversal

Larry Lovrencic2001-09-0401:54:33

Level: basicexploration (0 comments)

Details

Find Closing Price Reversals using automatic analysis...

Auto Analysis HookReversal

Larry Lovrencic2001-09-0401:50:18

Level: basicexploration (0 comments)

Details

Find Hook Reversals using automatic analysis ...

Auto Analysis IslandReversal

Larry Lovrencic2001-09-0920:28:18

Level: basicexploration (0 comments)

Details

Find Island Reversals using automatic analysis...

Auto Analysis Key ReversalLarry Lovrencic

2001-09-0401:51:44

Level: basicexploration (0 comments)

Details

Find Key Reversals using automatic analysis...

Auto Analysis Open/CloseReversal

Larry Lovrencic2001-09-0401:53:15

Level: basicexploration (0 comments)

Details

Find Open/Close Reversals using automatic analysis...

Auto Analysis Pivot PointReversal

Larry Lovrencic2001-09-0402:39:26

Level: basicexploration (0 comments)

Details

Find Pivot Point Reversals using automatic analysis...

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Auto Analysis Short-termReversals Exploration

Larry Lovrencic2001-09-0920:35:25

Level: basicexploration (4 comments)

Details

Find Short Term Reversals - Closing Price, Hook, Island, Key, Open-Close and Pivot PointReversals using automatic analysis...

Auto Export to Gif

Rohit Bhuravane2006-12-0812:19:43

Level: basicfunction (11 comments)

Details

this is a javascript which when double clicked will export symbol in current active window to agif file on ur c drive...

Auto Trade Step by Step

Reinsley2008-10-0213:34:02

Level: basicshowemail,function (4 comments)

Details

Auto trade Buttons to send orders to IB paper account and send trade log to text file Buy,Sell, Short, Cover, Reversal, CloseAll Control Market Open and Market Close to placeorders and Week End...

Auto-OptimizationFramework

Dave Merrill2003-10-2211:58:47

Level: advancedsystem,exploration,function (3 comments)

Details

this is a backtest framework that continously and automatically optimizes settings for atrading rule you provide. it chooses settings that measure best over a selectable lookbackperiod. this re-optimization can be done every bar, at a user-definable interval, or once atthe start of trading. it re...

Automatic Linear TrendChannel 2

Edward Pottasch2011-11-2104:36:09

Level: semi-advancedindicator (3 comments)

Details

requested was the code of this video: http://www.youtube.com/watch?v=HWPSqwEkN64...

Automatic trading scriptingtool

Hans2004-10-3008:36:26

Level: basicsystem,function (6 comments)

Details

This is not an indicator, but a tool useful for automatic trading. I hope you will find it usefulhttp://www.autoitscript.com/autoit3/ link to support forum http://www.autoitscript.com/forum/index.php?s=&showforum=2...

Automatic trend channel

Edward Pottasch2011-11-2005:09:43

Level: semi-advancedindicator (0 comments)

Details

code calculates automatic trend channels based on your trend definition. As an example Iuse MA(cp,100) to define the trend. see video: http://www.youtube.com/watch?v=HWPSqwEkN64...

Automatic Trend-line

Tomasz Janeczko2001-06-1607:56:58

Level: mediumindicator (16 comments)

Details

A trend line is a sloping line drawn between two prominent points on a chart. Rising trendlines are usually drawn between two troughs (low points) to illustrate price support whilefalling trend lines are usually drawn between two peaks (high points) to illustrate upside priceresistance. The conse...

automatic trendlines usingfractal patterns

Edward Pottasch2010-09-2903:43:32

Level: semi-advancedindicator (10 comments)

Details

Pivots are calculated using fractal patterns. Once a possible pivot is found it starts drawingthe trendline. The color is light grey in dots. This means the trendline is not yet confirmed.Once it starts drawing orange or green dots this means the trendline is confirmed and will nolonger change. A...

Automatic Trendlines usingmultiple timeframes

Edward Pottasch2011-11-1303:00:10

Level: semi-advancedindicator (1 comments)

Details

code draws automatic trendlines which are based on fractal patterns. The patterns can becalculated in any timeframe. This allows you to use for instance a 10 minute timeframe tobase your trendlines upon while you display 1 minute data....

AutoTrade using anExploration

Peter Kuskopf2008-12-1016:39:51

Level: semi-advancedexploration (0 comments)

Details

This AFL file shows how to create an AutoTrade system in an Exploration, as an alternativeto trading within a Chart Indicator. The advantage is the ability to apply the rules to awatchlist or complete database in a single AFL formula. It is a skeleton only, the actualtrading rules are dummies....

AutoTrader Basic Flow -updated April 15, 2009

Barry Scarborough2009-04-1511:04:17

Level: advancedsystem (0 comments)

Details

I corrected some errors but didn\'t add any function. I don\'t plan to add function to thisprogram. It is placed here for training purposes only and as a basis for your furtherdevelopment. This version is set to trade stocks. For futures and Forex changes will beneeded and you must understand the...

AutoTrader Basic Flow -updated Nov 18, 2008

Barry Scarborough2008-11-1816:27:15

Level: advancedshowemail,function (11 comments)

Details

Updated version This is a fully functional auto trading program for use with InteractiveBrokers TWS. It is designed to trade futures contracts but can be modified, by you, for anyticker. It is provided as is and without support. Expect bugs! See the setup instructions at thebottom of the progr...

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Average Dollar PriceVolatility Exploration

Aviator332008-02-0704:06:42

Level: basicexploration (0 comments)

Details

Simple exploration showing the Average Dollar Price Volatility (ADVP) of slected stocks.Calculations are only based on high/low relationships so is mostly suited for intraday trading.For swing or position trading a similar exploration using ATR or similar volatility indicatorshould be used as i...

Average Price Crossover

Bobby Kular2007-04-2103:40:00

Level: basicindicator (3 comments)

Details

This AFL consists of all good averages known to me. It is an indicator in which pricebecomes green when price crosses above average and vica versa. The name of averagealso tells the time period setting on 60 min time frame. ...

Awsome OscilatorHDK

2009-06-0404:28:57

Level: basicsystem,indicator (0 comments)

Details

Awsome Oscilator formula with basic signals as on www.metaquotes.net...

babaloo chaporababaloo

2009-08-1709:20:19

Level: basicsystem (3 comments)

Details

i use to do intra day trading in Indian stocks & commodity market....

Bad Tick Trim on 5 secdatabase

Dennis Brown2007-08-1119:58:46

Level: mediumindicator (0 comments)

Details

This chart is used to generate clean data for another chart. Link this chart to another one.This runs on a 5 second database to trim bad ticks. Clean data is saved to "~SA_Clean"ATC ticker every pass. Linked chart must replace OHLCV arrays. Place the following AFL atthe beginning of the lin...

Balance of Power

Not Too Swift2005-05-1423:17:21

Level: mediumindicator (23 comments)

Details

The balance of power (BOP) indicator measures the strength of the bulls vs. the bears byassessing the ability of each to push price to an extreme level....

balance of powerabdula

2005-11-1810:36:43

Level: basicindicator (6 comments)

Details

54...

Baseline RelativePerformance Watchlistcharts V2

Michael.S.G.2003-08-0602:10:25

Level: basicindicator (1 comments)

Details

A Slightly more streamline version of the original. This revision uses the currently selectedticker as the baseline. Watchlist May be selected via CTRL-R Param Dialog. This exampleplots lines for each entry in watchlist. ...

Basket Trading SystemT101

VangelisM2011-09-2211:35:44

Level: mediumindicator (0 comments)

Details

The T101 Basket Trader indicator for Forex....

BatMan

Fred Tonetti2005-08-1023:52:43

Level: advancedshowemail,function (0 comments)

Details

A Web based form and .vbs AB/AA automation processor for running batches of jobs(AFL's) ... Output is all web based on your PC. Detailed page includes the relevant chartand results from the AA window. Several levels above this also exist including a Job Log,Job Signals and a Batch Summary. ...

BB squeeze

Vladimir Gaitanoff2005-03-3007:28:50

Level: advancedindicator (9 comments)

Details

This is a volatility indicator. It can be used to determine the periods of extremes of lowvolatility which usually followed by big moves. Indicator does not show direction of the trade,only timing. Some other aspects of technical/fundamental analysis should be employed fordirection. There is a...

BEANS-Summary ofHoldings

Ken Close2008-09-2109:06:51

Level: mediumindicator (0 comments)

Details

The BEANS module will display a list of your holdings and associated statistics. It usesstring manipulations and gfx formulas to display the data in a graphics title statement. Totalvalue of the holdings may be plotted....

Better Bollinger Bands

Tomasz Janeczko2009-02-1504:01:11

Level: basicindicator (0 comments)

Details

In the Futures Magazine, October 1998, Dennis McNicholl describesthe use of BollingerBands and provides a means of making them tighter whenmarkets are trending. He callsthem Better Bollinger Bands....

Binary to DecimalConverter

Michael.S.G2007-03-1003:43:04

Level: basicshowemail,function (0 comments)

Details

Binary to Decimal Converter Can take any length Binary in string format and convert todecimal....

Black Scholes OptionPricing

AnthonyFaragasso

2005-03-2013:19:39

Level: advancedexploration (2 comments)

Details

Black Scholes Option Pricing returns the Fair Value of call and put options....

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Bman's HaDiffCO

Bman2007-03-2817:59:00

Level: mediumsystem,indicator (3 comments)

Details

This is a modified version of the Heikin-Ashi HaDiffCO indicator. This modification givesinteresting results which are still being examined. The best signals seem to come fromweekly stock charts. Other investment products have not yet been thoroughly tested. Pleasepost any improvements to this...

BMTRIX IntermediateTerm Market TrendIndicator

Brian Mitchell2003-09-2408:48:40

Level: basicindicator,commentary (1 comments)

Details

This is a variation of the trix. I'm using a TEMA instead of an EMA like in the originalformula. I use a 45 day version, as it tends to call the intermediate term trends fairly well.Above 0 is a bull trend, below 0 is a bear trend....

bolingerbandsbabaloo

2009-08-1710:02:38

Level: advancedindicator (0 comments)

Details

to add formula to display \' buy and sell signals...

Bollinger - Keltner Bands

Prakash Shenoi2006-08-1309:40:02

Level: basicindicator (1 comments)

Details

Although Volatility-based Bollinger Bands and Keltner Bands share many similarities, theydiffer in their construction. While Bollinger Bands rely on Std Deviation calculations, KeltnerBand uses Average True Range, in representing volatility. Like Bollinger bands, KeltnerBand signals are produced...

Bollinger Band Gapklaushengher

2003-06-1512:43:31

Level: advancedexploration (8 comments)

Details

BbandGap - How to Make Money Shorting Stocks in Up and Down Markets ...

Bollinger bandnormalization

Vic Huebner2002-06-0314:44:50

Level: mediumindicator (8 comments)

Details

The position of various indicators within Bollinger bands are used as the start of a tradingsystem. Trends and oscillations can be easily seen. Most of the usual indicators can beback-tested for profitability....

Bollinger Band WidthR.V.Koushik

2007-01-0911:18:23

Level: basicindicator (6 comments)

Details

Refer to Bollinger of Bolliner bands...

Bollinger Fibonacci BandsBeachie41

2004-11-2812:34:20

Level: basicindicator (1 comments)

Details

Boll-Fib bands as used on the VT Forex trading platform...

Bollinger oscillatorTomasz Janeczko

2001-06-1608:01:18

Level: basicindicator (2 comments)

Details

A simple example of using StDev function...

bonlinger bandsbabaloo

2009-08-1710:04:54

Level: basicsystem (0 comments)

Details

bolinger band toshow \' buy and sell\' signals...

Bottom Fisher Exploration

Aviator332008-02-0704:31:58

Level: basicexploration (7 comments)

Details

The Bottom Fisher Scan filters the entire market searching for stocks that have traded downfor at least three consecutive trading sessions and are currently trading higher and signalingthat a potential short-term bottom might have been formed. Based on swing tradingmethodology. It can be...

Bow tiedtholz

2002-02-2800:06:30

Level: basicexploration (1 comments)

Details

/* Boe Tie - AFL Implementation by Geoff Mulhall 12-5-2001 ...

Breadth Thrust

Tomasz Janeczko2001-06-1608:04:41

Level: basicindicator (0 comments)

Details

The Breadth Thrust indicator is a market momentum indicator developed by Dr. MartinZweig. The Breadth Thrust is calculated by taking a 10-day exponential moving average ofthe advancing issues divided by the advancing plus declining issues. According to Dr. Zweiga Breadth Thrust occurs when, durin...

Brian Wild

Brian Wild2008-06-2401:33:25

Level: mediumindicator (0 comments)

Details

An Ichimoku chart showing all component plot plus strong, medium and weak buy and sellsignals....

Buff Volume WeightedMoving Averages

Prakash Shenoi2006-08-1912:36:37

Level: basicindicator (1 comments)

Details

Buff's volume-weighted average function has three inputs, price, vol and length. The Fastand slow period inputs represents the number of bars to use in the volume-weighted averagecalculation. Trader use a combination of 5 and 20 representing Fast and Slow periodsrespectively....

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Bull Fear / Bear FearMarek Chlopek

2002-01-2409:58:19

Level: basicsystem (1 comments)

Details

Simple Trading System http://www.eis.pl/kr/AFM/e-st-Bull_Fear-Bear_Fear_with_DX.html ...

Bull/Bear Volume

Nick Molchanoff2004-09-2922:12:49

Level: basicindicator (5 comments)

Details

An approximation of the average Bull Volume component versus the average Bear Volumecomponent of total Volume. Displays an interesting and helpful view of the ebb and flow ofBull and Bear Volume pressure in the market. Shows what the bears are up to while thebulls are in control and vice versa....

Bullish Percent Index

Graham Kavanagh2003-01-0506:18:41

Level: semi-advancedindicator (1 comments)

Details

Produce composite of the group of stocks you want with scan file, then use the P&Findicator to view the result. The files are attached. So set the AA filter to the group of stocksand set last quotations n=1. Run Scan and the composite will have ticker "~BPI" inmarket253 Put the PFchart in the i...

Bullish Percent Index 2files combined

Graham Kavanagh2003-01-0516:53:46

Level: semi-advancedindicator (0 comments)

Details

The first loaded file was in zipped format to combine 2 formula. I have put both into a singlefile and they will need to be split back into 2 files. see the first upload for instruction on use...

Bullish Percent Index 2004

Graham Kavanagh2004-07-2019:53:56

Level: semi-advancedindicator (2 comments)

Details

Replaces the previous BPI I placed here Creates a composite of the Bullish signals for agroup of stocks. The file here is 3 parts combined - Create composite - Plot line chart - PlotP&F of BPI Change the Box sizings to suit your market stocks. ...

Button trading using ABauto trading interface

Barry Scarborough2008-07-2122:50:09

Level: semi-advancedsystem (3 comments)

Details

An indicator that allows buying and selling stocks or futures contracts via ABs auto tradinginterface. It is not automatic but allows the user to enter their formula and press a buttonwhen the buy or sell signal appears. ...

Buyer Seller ForceMichael Jordan

2009-06-2018:14:05

Level: basicindicator (1 comments)

Details

This indicator is designed to show the force on the equity of buyers/sellers...

Calculate composites fortickers in list files

Mark H.2006-09-1523:46:12

Level: semi-advancedexploration,function (2 comments)

Details

Notes: 1. All list files are in folder C:\Program Files\AmiBroker\MyLists and have file nameas ListName.tls. 2. The composite results use ticker ~Comp~ListName. 3. The AFL formulais C:\Program Files\AmiBroker\Formulas\Custom\ListComp.afl 4. Save the following text in aJScript file named Lists...

CAMSLIM Cup and HandlePattern AFL

Jerry Tyliczka2003-11-1514:57:03

Level: mediumexploration (4 comments)

Details

CAMSLIM cup and handle pattern emploration. Code is based on the following article: http://www.haikulabs.com/mh.htm...

Candle Identification

Herman van denBergen

2005-01-2816:37:15

Level: mediumindicator (13 comments)

Details

Click on any Candle in the price chart and the Title will identify the selected Candle pattern(s). The Candle definitions were gathered from various sources and accuracy is notgaranteed. Add your own patterns to the CandlePattern function....

Candle Pattern Function

Herman van denBergen

2005-01-2817:30:27

Level: mediumshowemail,function (5 comments)

Details

This function allows you to scan for about 40 popular Candle patterns. Add your customCandle Pattern to the function....

Candle Stick Analysis

Herman van denBergen

2005-01-2817:04:11

Level: mediumindicator (0 comments)

Details

This indicator allows you to select Candlestick patterns, mark their occurrence on the chart,and display their frequency and profit-prediction value. Use param() to select the Candlepattern. Click on the candle following the pattern to see next-bar profits. Add your ownmetrics....

Candle Stick Demo

Herman van denBergen

2005-01-2816:27:56

Level: mediumindicator (0 comments)

Details

This program takes a segment from your price chart and substitutes the last bar visible witha representative Candle stick for the period selected. It allows you to observe how candlesare formed and how loss of synchronization of the Candle period, or using different timeframes, can result in tota...

candlestick chart forVolume/RSI/OBV

Rahul Yadav2011-01-1903:29:03

Level: mediumindicator (0 comments)

Details

Till now candlestick chart is use for prices(O,H,L,C). now it is usefull for Volume, RSI,OBV....

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CandleStick Comentary--Help needed

indecent2006-11-3012:51:24

Level: mediumcommentary (0 comments)

Details

Can anyone transfer to afl language??? --------- Review of () as of {To use the expert, see theinstructions on the Name page.}\ WriteIf(Open,{We have non-zero open, check for close-onlydata} "WriteIf((High=Close and Low=Close) and (Ref(High,-1)=Ref(Close,-...

Candlestick Commentary

Dale Butkowski2002-01-1209:46:54

Level: basiccommentary (3 comments)

Details

Strickly a commentary file I developed to help me locate candlestick patterns. Load file intothe Commentary window. Red arrows indicate bearish candles, green arrows indicate bullishcandles. Scroll down commentary to find comments....

Candlestick CommentaryModified

AbdulKareem2006-11-1509:45:56

Level: basiccommentary (0 comments)

Details

A small changes to the formula to clarify the result displayed....

Candlestick Commentary-modified

Rob Stewart2002-10-2219:55:09

Level: semi-advancedcommentary (15 comments)

Details

I modified the previous Candlestick Commentary. Adding heading and formatting to theoutput. Now the output window can be shrunk down to minimum size and you can still seeall the comments....

Candlestick Volume Barswith Moving Average

Mr. Valley2001-10-2722:29:03

Level: basicindicator (0 comments)

Details

Candlestick Volume Bars with a 16 period moving average of volume...

CandleStochastics

Jim Varney2001-06-1901:31:57

Level: mediumexploration (3 comments)

Details

"CandleStochastics" is an Exploration that combines Stochastics with a scan for 7 differentcandlestick patterns (Dark Cloud Cover, Piercing Line, Morning and Evening Doji Stars,Hammer, and Engulfing). A Buy signal occurs when the 14-4 Stochastic is at or below 20and at least one bullish candle pa...

CCI 14 DrBobStyle

Dennis Skoblar2007-12-0522:03:37

Level: basicsystem,indicator (0 comments)

Details

This panel is updated periodicaly to help others learn and use this system using Amibroker. Iam not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoyimproving and sharing the code needed to learn this system using Amibroker. Consequently,I do this only so ot...

CCI 50 DrBob Style

Dennis Skoblar2007-11-2921:42:15

Level: basicsystem,indicator (3 comments)

Details

This panel is updated periodicaly to help others learn and use this system using Amibroker. Iam not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoyimproving and sharing the code needed to learn this system using Amibroker. Consequently,I do this only so ...

CCI Woodies StyleLarry Jameson

2004-11-1618:13:49

Level: semi-advancedindicator (7 comments)

Details

This CCI chart incorporates some of the features seen on a Woodies CCI Chart....

CCI(20) DivergenceIndicator

Dennis Skoblar2006-02-1209:28:43

Level: semi-advancedindicator (4 comments)

Details

This is a diveregence indeicator for the CCI(20)...I did not write this excellent program andtake no credit for it. I just modified the params a bit to work with the cci. Thank you to theauthor for the excellent work!...

CCI/DI+- COMBO indicator

Mark Richter2002-08-1903:52:05

Level: basicindicator (0 comments)

Details

This is a long term Buy/Sell indicator. Based on a MA of the CCI indicator and the DI+ andDI- indicators. ...

CCT Bollinger BandOscillator

Tomasz Janeczko2001-07-2009:44:39

Level: mediumindicator (1 comments)

Details

Steve Karnish wrote: "Bollinger Bands were developed by John Bollinger and are envelopesthat are plotted at two (2) standard deviation levels above and below a moving average. TheCCT Bollinger Band Oscillator reconfigures the classic bands. The new indicator constructstwo (2) parallel lines in...

CCT Coppock Curve

Peter Gialames2001-07-2012:09:23

Level: basicindicator (1 comments)

Details

The CCT Coppock Curve is a formula that was introduced in Barron’s in 1962. It wasdevised by a San Antonio, TX –based technician named Edwin Sedgwick Coppock. Sincethen, the Coppock momentum oscillator has been adopted and adapted by techniciansaround the world. ...

CCT FibAccordion

Tomasz Janeczko2001-07-2009:49:12

Level: basicindicator (2 comments)

Details

Steve Karnish wrote: "The FibAccordion is the difference between two moving averages thatare assigned fibonacci numbers. Try building your own by taking any two moving averageswith different fibonacci numbers and subtracting one from another and plotting the results.Use either a simple or expo...

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CCT Kaleidoscope

Tomasz Janeczko2001-07-2009:57:34

Level: mediumindicator (2 comments)

Details

Steve Karnish wrote: "The CCT Kaleidoscope is an interesting combination of three separatemomentum oscillators. I’ve combined the MetaStock LinRegSlope indicator with theStochastic Momentum Indicator and added the True Strength Index. As always, I have"tweaked" the formula numbers to va...

CCT StochasticRSI

Tomasz Janeczko2001-07-2010:03:37

Level: basicindicator (6 comments)

Details

Steve Karnish wrote: "Roger Altman, William Blau, Stanley Kroll, and Tushar Chande haveall improved on J. Welles Wilder’s Relative Strength Index. I believe the best of thesederivative indicators is the Stochastic RSI. [...] This version is just one of many I use. I likesubstituting the...

Chaikin Money Flow

Tomasz Janeczko2001-06-1608:07:10

Level: basicindicator (6 comments)

Details

Chaikin Money Flow Indicator Appeared in the January 94 issue of Stocks & Commoditiesmagazine Like the popular Chaikin A/D Oscillator developed by Marc Chaikin, the ChaikinMoney Flow indicator is based on the Accumulation/Distribution line. It is created bysumming the values of the Accumulation/D...

Chaikin VolumeAccumulation

Tomasz Janeczko2001-06-1608:15:07

Level: basicindicator (0 comments)

Details

A simple example of using HHV, LLV functions...

Chaikin's Volatility

Tomasz Janeczko2001-06-1608:09:22

Level: basicindicator (1 comments)

Details

Chaikin's Volatility indicator compares the spread between a security's high and low prices.This is done by first calculating a moving average of the difference between the daily highand low prices and then calculating the rate of change of that moving average. For moreinformation please check Am...

Chande MomentumOscillator

Jayson Casavant2002-12-0901:34:00

Level: basicindicator (8 comments)

Details

The CMO is closely related to, yet unique from, other momentum oriented indicators such asRelative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to WellesWilder’s RSI, yet it differs in several ways. For a nice description of the indicator andinterpretation vis...

Chande's Trend ScoreBen Letto

2005-03-0413:42:00

Level: mediumindicator (0 comments)

Details

I just found this code in a Visual Trader site and transfered it into AFL....

Chandelier Exit

Geoff Mulhall2006-11-1118:19:29

Level: advancedindicator,function (1 comments)

Details

This is the afl code behind the Chandelier plugin which I originally wrote in C using theAmibroker Developers Kit. This code needs to be stored in a say "C:\Program Files\Amibroker\AFL\Include" and referenced in your formula via an include statement #include"c:\Program Files\Amibroker\AFL\Includ...

Chandelier Exit

Jarod Marshall2006-02-0207:43:01

Level: semi-advancedsystem,indicator (2 comments)

Details

These two forms of the same indicator are designed to act as the Chandelier Exit stop lossas described by Barbara Rockefeller in "Technical Analysis for Dummies", and is writtenespecially for use with AmiBroker. She describes the Chandelier exit as a dataset of "thehighest high or the highest clo...

Chandelier ExitRAC

2008-12-1318:31:07

Level: basicindicator (1 comments)

Details

An improved and easier to understand version of Chuck Lebeau\'s chandelier exit. ...

Chandelier Exit orAdvanced Trailing Stop

Rob Duff2006-09-2719:33:33

Level: mediumindicator (1 comments)

Details

Chandelier Exit v2 by Geoff Mulhall Modified 1-Feb-2003 to take advantage of Ami 2.5Param Functionality and to allow for Short Trades as well as Long Trades. The ChandelierExit is a Volatility based exit. Refer to http://www.traderclub.com/discus/board.html Bulletin35 Trailing Stops - The Chande...

Chandelier Plugin

Geoff Mulhall2004-11-0118:04:31

Level: semi-advancedsystem,exploration,indicator (2 comments)

Details

CHANDELIER EXIT Geoff Mulhall 24 Oct 2004 ----------------------------------------- The plugin isdownloadable from http://finance.groups.yahoo.com/group/amibroker/files/ OR http://www.amibroker.org/3rdparty/ Look for chandelier.zip Vers 1.02 - Improvements to problemdata handling. Thks...

Chart Zoom

Jorgen Wallgren2009-03-0706:29:43

Level: basicshowemail,function (0 comments)

Details

A software zoom which will zoom from the current/last time/date and as many days back asspecified. The zoom is independent of your period setting- e.g. 1 day zoom with 5 minperiods will show a total of 78 bars, and in 1 Min periods a total of 390 bars. Below youenter the number of Blank Bars you ...

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CoinToss ver 1

Nilesh2009-01-2707:26:26

Level: semi-advancedsystem (0 comments)

Details

Coin Toss model , it has nothing to do with Technical OR Fundamental Analysis It hasnothing to do with entry or exit rules. Here One books profits and losses at a predefinedpercent....

Cole

Marek Chlopek2001-10-1702:53:15

Level: basicsystem,indicator (0 comments)

Details

Cole Trading Method Rally, Reaction, Inside, Outside and Rally with Volume, Reaction withVolume formulas...

Color Coded Short TermReversal Signals

Larry Lovrencic2001-09-2621:04:08

Level: basicindicator (2 comments)

Details

Find Short Term Reversals - Closing Price, Hook, Island, Key, Open-Close and Pivot PointReversals highlighted on your bar chart. The bars of the reversals may be highlighted byany color you wish. Just change the numbers for the colors in the formula. This has beencoded for a white backgroun...

Color Display.afl

bill barnard2003-12-1510:56:15

Level: mediumindicator (1 comments)

Details

Displays Amibroker color choices when run in IB. All colors are shown in a color bar at thebottom of the plot. a click on one of the colors will produce histogram and line plots and atitle line in the selected color. The title gives the full name and the number of the color, to aidin coding. The ...

Color MACD HistogramChanges

MTR InvestorsGroup

2009-06-2622:18:04

Level: basicindicator (0 comments)

Details

Use on weekly charts to determine Trend Changes. If the Weekly Bars are Green check thedaily bars for LONG entries, if the Weekly Bars on Red check the daily for SHORT entires....

Color Price Bar - ImpulseSystem

MTR InvestorsGroup

2009-06-2711:39:20

Level: basicsystem (3 comments)

Details

When the MACD Histogram is up and EMA(21) is up Price bars are green. When MACDHistogram is down and EMA(21) is down price bars are red. If the MACD Histogram andEMA(21) are moving in two different directions the price bars are blue. \"When the impulsesystem is Green you may go long or stand a...

Color Price Bars withMACD Histogram Changes

MTR InvestorsGroup

2009-06-2622:17:20

Level: basicindicator (0 comments)

Details

Use on weekly charts to determine Trend Changes. If the Weekly Bars are Green check thedaily bars for LONG entries, if the Weekly Bars on Red check the daily for SHORT entires....

colored CCI

Tom Supera2001-07-2015:46:27

Level: basicindicator (2 comments)

Details

CCI is a trend-indicator. In my formula i use the original, but with colored bars. So you canfaster see, if there's a uptrend, downtrend, or trading-range. red bars : downtrend greenbars: uptrend blue bars : trading-range...

Colorfull Pricebestbusinessbooks

2008-09-0707:50:27

Level: basicindicator (0 comments)

Details

Colorfull Price of Bars...

com-out

A7MAD AL_HARPI

2007-05-2920:55:40

Level: basicsystem (0 comments)

Details

_SECTION_BEGIN("ABU 3TTA ((com-out))"); //------------------------------------------------------------------------------ // // Formula Name: Application ofEhler filter // Author/Uploader: goldfreaz // E-mail: [email protected] // Date/TimeAdded: 2004-01-05 12:58:20 //...

COMBO

Sceptic oroptimist?

2002-07-1420:00:54

Level: semi-advancedexploration,indicator (1 comments)

Details

Excuse my English. Text is write for programme PC TRANSLATOR.This indicator not givenclear purchase and selling signals. Signals is necessary take only like possible turning point.Already long time investigation different indicator and get I am to findings, that movementstock isn't forward poss...

Commodity Channel Index

Tomasz Janeczko2001-06-1608:55:42

Level: mediumsystem,commentary (0 comments)

Details

CCI measures price excursions from the mean price as a statistical variation. The indicatorworks quite well with commodities, stocks and mutual funds. It keeps trades neutral in asideways moving market, and helps get in the market when a breakout occurs. This samplecommentary shows how to use...

Commodity Selection Index(CSI)

mike_052009-11-1311:57:20

Level: mediumindicator (4 comments)

Details

Commodity Selection Index (CSI) is developed by Wilder. This indicator is an extension ofDMI. This indicator can help traders to properly select instruments for investment. Theselection is based on DMI indicator with considering of capital, leverage, and comissionfee....

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Compare Sectors againstTickers

goldfreaz2002-05-0913:44:50

Level: advancedexploration (4 comments)

Details

Compares relative strength, StochRSI, relative volume, and RSI. Good stocks must beassigned to the right sectors...garbage in / garbage out. Scan the enclosed AFL then set upthe indicators that follow. ...

Composite Index

David Lee2010-11-2119:15:28

Level: basicindicator (1 comments)

Details

Composite Index by Constance Brown. Formula can be found in the book origin. Details onuse can be found also in \" Technical Analysis for the Trading Professional\" by ConstanceBrown....

Constant Trendline Plot

Rob Holloway2005-02-0717:12:00

Level: basicindicator (1 comments)

Details

THIS IS A TECHNIQUE FOR DRAWING TRENDLINES EVERYWHERE ON A CHARTWITHOUT A LOOPING FORMULA. I developed this technique because, as far as I couldtell, the trendline methods made readily available in Amibroker (e.g. the example in theLinReg formula in AFL reference section of help), are limited in...

Continuous ContractRollover

Dennis Brown2008-07-0216:45:21

Level: semi-advancedindicator (1 comments)

Details

This chart is used to generate a Continious Contract Rollover ticker It merges actual contractprices of two tickers The rollover date is selected via paramater Volumes of both tickers areshown to verify the rollover time Older contract prices are adjusted down by the premiumand appended to ...

Controlling Height ofVolume Bars

LaNard2008-11-2817:37:42

Level: basicindicator (0 comments)

Details

I can not take the credit for this very useful indicator, Mr. Ara Kaloustian deserves therecognition. It allows a user defined volume histogram overlay in your price pane. Manytraders may find it useful by conserving real estate on the chart windows. Also, can some ofour fine amibroker\'s code w...

Coppock Curve

Tomasz Janeczko2001-06-1608:17:23

Level: basicindicator (0 comments)

Details

The Coppock Curve was developed by Edwin Sedgwick Coppock in 1962. It was featured inthe November 94 issue of Technical Analysis of Stocks & Commodities, in the article "TheCoppock Curve", written by Elliot Middleton.: Taken from Stocks & Commodities, V. 12:11(459-462): The Coppock Curve by...

Coppock Histogram

Bill Dodd2007-12-1921:16:23

Level: mediumindicator (1 comments)

Details

The Coppock indicator was designed to indicate the and of the bear market and identify anearly entry to the new bull market. Coppock designed it to be used only on the monthlyindex charts but it is an excellent contrarian indicator and can be used on charts of veryliquid stocks. The present i...

Coppock Trade Signal onPrice Chart

rcef882009-01-2713:12:18

Level: mediumindicator (0 comments)

Details

Based on Edwin Sedgwick Coppock\'s original work to generate Buy and Sell signals onprice chart. All the parameters are, however, adjustable including the Coppock Filter to filterout the market noise....

Coppock Trade Signal v1.1

rcef882009-01-2713:07:31

Level: mediumindicator (0 comments)

Details

Based on Edwin Sedgwick Coppock\'s original work to generate Buy and Sell signals. All theparameters are, however, adjustable including the Coppock Filter to filter out the marketnoise....

COT REPORT

John Sphinx2009-10-2503:08:47

Level: basicindicator,function (1 comments)

Details

COT Report/Commitment of Traders for Amibroker. If you have a different EOD providerthen You will need to go into the include folder, cot symbol and change the symbolaccording to what the market is. You can download the data every week at http://exhd.com/cot/cot-data and also download the amibroke...

Count Tickers in Watchlist

AnthonyFaragasso

2003-07-0509:27:55

Level: mediumshowemail,function (1 comments)

Details

This function will output the number of tickers in a selected watchlist...

crBeta

ChuckRademacher

2003-05-2105:14:07

Level: semi-advancedsystem,exploration,indicator,function (0 comments)

Details

This function calculates beta for any stock against an index or another stock. Caution... betacalculations typically have long lookback periods. This could eat a lot of your data prior togenerating any values. Most data providers use a five year lookback (1225 days). I think youcan have meani...

crMathLib

ChuckRademacher

2003-05-0615:46:11

Level: mediumsystem,exploration,indicator,function (0 comments)

Details

A "work in progress" library of mathematical functions. This first posting is purely to getthings going. More functions will be added regularly. Users may cut and paste functions intotheir own code. This version includes: crLinearCorrelation (bars) crRSquare (bars)...

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Customised Avg. Profit %,Avg. Loss % etc

Paul Ho2006-09-2808:54:39

Level: mediumsystem (0 comments)

Details

With the current definition of Avg. Profit %, Avg. Loss % and Avg. Profit/Loss %, it ispossible to have a negative Avg. profit/loss % even though the Avg. profit/loss is positive. Analternative defintion is being implemented through the custom backtest procedure. Avg.Profit/loss %is to be equal ...

Cycle Highlighter

Andy Davidson2006-10-1104:09:26

Level: mediumindicator (0 comments)

Details

Derived from Millard's "Tribute to J M Hurst" book, using centred MAs to visualise the cycliccomponents and a 'best fit' sine wave (red) to extrapolate to the right-hand edge. The sinewave is anchored at the most recent trough or peak in the cycle highlighter line. The red andblue spikes show ...

Cycle Highlighter (autobest-fit)

Andy Davidson2006-10-2305:28:49

Level: mediumindicator (6 comments)

Details

As per the cycle highlighter but uses a loop function (which makes it quite slow) toautomatically find one possible cycle period 'solution'. A best-fit between the sine wave andthe cycle highlighter (or price if option chosen) is found by determining the highest positivecorrelation coefficients w...

Dahl Oscillator modified

Hans2004-09-1803:24:24

Level: basicsystem,indicator (7 comments)

Details

Modified formula from original DAHL(55) with 14 simple average. Used TEMA instead ofsimple MA, added parameters and optimization. Good also for trading system (as indicatorto be used with 10 and 90 levels also).....

Daily High Low in Advance

Rahul Yadav2010-12-3102:22:21

Level: mediumindicator (0 comments)

Details

this indicator is help full for day trader as it will show you todays high and low in advance asday starts.along with daily pivot....

danningham penetration

N. Sagi2004-03-1713:48:49

Level: semi-advancedsystem (0 comments)

Details

this furmula try to simulate the danningham penetration method, using vbscript inside it. ifyou find a way to improve it, you can send the improvment back to me :) ...

DateNum_DateStr

StephaneCarrasset

2004-12-1812:21:49

Level: basiccommentary,function (4 comments)

Details

Function changes DateNum ex:1040928 en String ddmmyyyy ex:28/09/2004 ( only > 2000year ) Returns in Interpretation every date when occurs an Events. Example of StrFormat;StrToNum; NumToStr; printf; StaticVarSetText; ...

Date_To_Num(), Time_To_Num()

Antonio Marra2004-07-2006:36:17

Level: basicshowemail,function (0 comments)

Details

These functions will convert a quotation date or a quotation time in correct DateNum() andTimeNum() format....

Dave Landry PullBackScan

Dennis Skoblar2005-07-2705:30:05

Level: mediumsystem,exploration (2 comments)

Details

This is the Dave Landry PullBack Scan as developed by him and taken from his two books,"Dave Landry On Swing Trading" and "Dave Landry's 10 Best Swing Trading Patterns AndStrategies". The scan searches for stocks making a pullback from their most recent 20 dayhighs or 20 day lows. This is best us...

Dave Landry Pullbacks

Daniel Ervi2001-11-0622:05:47

Level: mediumexploration (3 comments)

Details

A rough implementation of the setup criteria that Dave Landry uses to trades pullbacks in anestablished trend. A buy (sell) stop is placed above (below) todays high (low) to enter theposition. A trailing stop is then used to capture any gains. He recommends placing your stoploss below the near...

Days to Third Friday

Ed Cottrell2006-03-1714:10:39

Level: mediumshowemail,function (2 comments)

Details

A function to determine the number of days left until the third Friday of the month, when U.S.options expire. By default, the function counts down to zero (on the third Friday), then startscounting down to the third Friday of the next month. Instructions on how to change thisbehavior (e.g., to ma...

De Mark's RangeProjection

Prakash Shenoi2006-08-0906:59:19

Level: basicindicator,commentary (0 comments)

Details

De Mark's Range Projection based on market structure High, Low and close, takes intocalculation the position of close in relation to Open and projects likely range of the High andLow for the next session. ...

DEBAJ

Debaj2007-09-2719:11:16

Level: mediumindicator (2 comments)

Details

I MIXED BETWEEN TOW INDECATORS..ONE OF THEM IS AVERGE CROSS OVERModified by Bobby Kular..AND I ADD WTITH THIS INDECATOR TIME SERIES FORCASTMA WITH 2 DAYS PERIOD. I GET A VERY GOOD SIGNALS.. BUY WHEN TSF CROSSUP ACO AND SELL WHEN TSF CROSS DOWN ACO. I TEST THIS MIXED FORMULAMANY TIMES IN INT...

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Demand IndexSteve Wiser

2001-07-0519:12:36

Level: mediumsystem,exploration,indicator (2 comments)

Details

Uses the demand index for a system test....

Demand Index

Paul Ho2007-03-1803:51:24

Level: basicindicator (4 comments)

Details

Converted it from tradstation, It is quite close to the formula that was posted by Stev wiser. Anumber of parameters setting was available this is also discussed in some details in http://forum.equis.com/forums/thread/21109.aspx...

DeMarker

Tomasz Janeczko2001-06-1608:19:53

Level: basicindicator (0 comments)

Details

The DeMarker indicator is an attempt to overcome the shortcomings of classicaloverbought / oversold indicators. The DeMarker Indicator identifies potential price bottomsand tops. It accomplishes this by making price comparisons from one bar to the next andmeasuring the level of price demand. For ...

Dennis Brown

Dennis Brown2010-09-1314:34:42

Level: basicshowemail,function (6 comments)

Details

Plot2( array, myName, color, style, myMin, myMax, xshift, Zorder, ThickPixels ) Plot withvariable thickness Line 9/10/10 Last modified 9/13/10 Just like normal Plot() function, butwith extra thickness parameter at end. Thickness 0 is no line. Thickness 1 is normal plots ofall styles. Thic...

Derivative Oscillator

Dan2003-03-1512:22:53

Level: basicindicator (2 comments)

Details

Derivative Oscillator as mentioned in Constance Brown's book Technical Analysys forTrading Professional. ...

Detailed Equity Curve

Dubi2010-07-3001:19:08

Level: mediumcommentary (0 comments)

Details

While equity curve line and equity curve area graphs are on a trade by trade basis thedetailed equity graphs is on a bar-by-bar basis. You see the original equity curve and theaccumulated MAE, MFE as a low or high of a new equity curve. So you see that drawdownsintraday could be much higher....

Digital indiactors

soni67c2010-08-2509:21:47

Level: basicindicator (1 comments)

Details

Digital indicators - FATL, SATL, RFTL, RSTL. *Note = I got this from Net , and i am not sure, are this the same indicators which are available for MetaTrader ? . Waiting for reviews fromour senior members. ...

DiNapoli DetrendedOscillator

TohMz2008-06-0211:45:38

Level: mediumindicator (0 comments)

Details

Based on "Joe DiNapoli - The Practical Application of Fibonacci Analysis to InvestmentMarkets" - Chapter 7...

Dinapoli Guru CommentaryGrayesso

2003-12-1014:06:39

Level: basiccommentary (1 comments)

Details

Dinapoli Guru Commentari + MACD optimise + Stochastic optimise = Trade system...

Dinapoli MACD (DEMA)

TohMz2008-10-3010:49:19

Level: semi-advancedindicator (0 comments)

Details

The purpose is to accurately create the indicator. Althrough the indicator can use MACD(8,17) & Signal(8,17,9)to represent it....

Dinapoli PerferredStochastic

TohMz2008-06-0211:25:15

Level: basicindicator (4 comments)

Details

Based on "Joe DiNapoli - The Practical Application of Fibonacci Analysis to InvestmentMarkets" - APPENDIX E Formula description AND Derived from given eSignal formulasuggested by LaNard ...

DiNapolis 3x DisplacedMoving Averages

TohMz2008-05-2701:20:41

Level: mediumindicator (1 comments)

Details

The DiNapoli 3 x Displaced Moving Averages Based on "Joe DiNapoli - The PracticalApplication of Fibonacci Analysis to Investment Markets" ...

Distance Coefficient EhlersFilter

Chris Yeoh2004-11-1423:50:02

Level: mediumindicator (1 comments)

Details

Taken from the article in TASC's April 2001 Issue....

Divergence indicator

M.Lauronen2004-07-3011:50:32

Level: mediumindicator (10 comments)

Details

Here is an indicator which calculates divergencies between the price and RSI. You can useanother strenght/momentum indicator simple by changing one line of code. Remember totune the 'period' and 'numChg' Indicator gives you the buy/sell signal when you see green/red vertical line on the p...

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Divergences

Dimitris Tsokakis2001-09-0806:45:46

Level: semi-advancedexploration (0 comments)

Details

Exploration for Relative Slope or Stochastic Divergence, bullish or bearish. For IndicatorBuilder Use you may see RELATIVE SLOPE BULLISH DIV, yellow spike STOCHASTICBULLISH DIV, red spike RELATIVE SLOPE BEARISH DIV, yellow bar STOCHASTICBEARISH DIV, red bar The only purpose of BUY, SELL, SH...

DMI Spread IndexSteve Wiser

2001-07-0519:13:58

Level: basicsystem,exploration,indicator (4 comments)

Details

Uses DMI Spread Index as a system, indicator and exploration...

Donchian Channel

R. Bertematto2003-06-0922:58:40

Level: basicindicator (4 comments)

Details

This plots a Donchian Channel, similar to a Bollinger Band but based on highs and lows.Good for support/resistance....

Double SmoothedStochastic from W.Bressert

Tom Supera2001-07-2015:39:11

Level: basicindicator (0 comments)

Details

This is an Overbought/Oversold Indicator. It works very well, but never use this indicatoralone. you always need a trend indicator. Values about 80 shows overbought, under 20shows oversold. Formula: title = "127-3 DSS" + " " + fullname() + " " + Date( ) ; Slw = 4; Pds= 4;...

Double top detection

Tomasz Janeczko2001-06-1608:45:38

Level: semi-advancedcommentary (7 comments)

Details

Detecting patterns is somewhat tricky thing mainly because you can be sure about that onlyif the pattern is complete. This implies delay in detecting patterns and/or formations andlimits usefulness of automatic detection formulas. Anyway I will try to show you how to writepattern recognition form...

DPO with shading

Bill Halliday2006-12-0711:18:03

Level: basicindicator (1 comments)

Details

A customized version of the 'DPO - Detrended Price Oscillator' Indicator that displays ashaded plot using styleCloud ...

DT Oscillator

X-Trader2005-06-0413:35:04

Level: basicindicator (0 comments)

Details

The very known indicator created by Robert Miner based on StochRSI. Use it as aStochastic or to help you counting waves. Set MAType=1 if you want the simple version, orMAType=2 for exponential....

Dynamic Momentum Index

jayson casavant2003-08-0717:26:56

Level: mediumindicator (2 comments)

Details

Description The Dynamic Momentum Index (DMI) was developed by Tushar Chande andStanley Kroll. The indicator is covered in detail in their book The New Technical Trader. TheDMI is identical to Welles Wilder’s Relative Strength Index except the number of periods isvariable rather than ...

Dynamic Momentum Index

jayson casavant2003-08-0717:28:26

Level: mediumindicator (0 comments)

Details

Description The Dynamic Momentum Index (DMI) was developed by Tushar Chande andStanley Kroll. The indicator is covered in detail in their book The New Technical Trader. TheDMI is identical to Welles Wilder’s Relative Strength Index except the number of periods isvariable rather than ...

Dynamtic Momentum IndexWesley Bush

2007-10-1617:31:10

Level: basicindicator (1 comments)

Details

Dynamtic Momentum Index based on the RSI formula with a variable length....

Ed Seykota's TSP: EMACrossover System

Mark H.2006-09-1511:12:58

Level: basicsystem (6 comments)

Details

This is the code for the EMA Crossover System of Ed Seykota's Trading System Project athttp://www.seykota.com/tribe/TSP/index.htm. I have tested it and got identical results to thedime compared to those at Seykota's website. I can't get it identical to cents due to roundingerrors. ...

Ed Seykota's TSP: Supportand Resistance

Mark H.2006-10-0801:48:31

Level: semi-advancedsystem,exploration,indicator (18 comments)

Details

This is an implementation of Seykota's TSP S-R system. See http://www.seykota.com/tribe/TSP/SR/index.htm for details. I have tested it and got identical results (well there is 2-centdifference due to rounding)....

Effective Swing Indicator

Brian Oliver2009-09-2323:24:21

Level: basicsystem,indicator (1 comments)

Details

This indicator is meant to be added below a price chart. It is made to locate BIG turningpoints. The idea is to allow for entry points (and exits) where there is a definite turn insteadof generating signals in regions that are essentially flat without any trend. I also use stops,both in backte...

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Ehler's filters andindicators

elvf2005-08-0720:35:13

Level: mediumfunction (1 comments)

Details

I put together several functions, implementing Ehler's filters and indicators into one includefile....

Ehlers Center of GravityOscillator

Not Too Swift2005-06-2501:14:08

Level: mediumindicator (1 comments)

Details

Ehlers Center of Gravity Oscillator is from Cybernetic Analysis for Stocks and Futures. Wiley.2004. This indicator represents the center of gravity of prices over the window ofobservation....

Ehlers CyberCycle

Not Too Swift2005-03-1923:35:31

Level: mediumindicator (4 comments)

Details

Ehlers CyberCycle is an indicator listed in "Cybernetic Analysis for Stocks and Futures," byJohn Ehlers. This is a slightly modified version of the code I found at: http://www.traders.com/Documentation/FEEDbk_docs/Archive/052004/TradersTips/TradersTips.html#amibroker...

Ehlers Dominant CyclePeriod

Not Too Swift2005-04-2300:31:49

Level: semi-advancedindicator (10 comments)

Details

This is another calculation from Ehlers's "Cybernetic Analysis for Stocks and Futures." Itreturns the dominant period length. This code is not elegant. I would greatly appreciate helpin making it more transparent and elegant....

Ehlers Fisher Transform

Not Too Swift2005-03-2623:33:11

Level: mediumindicator (13 comments)

Details

The Fisher Transform converts price data to a nearly Gaussian probability density function.The result is an indicator that reverses very sharply when a trend changes....

Ehlers InstantaneousTrend

Not Too Swift2005-03-2000:25:13

Level: mediumindicator (2 comments)

Details

This is a zero lag trend indicator with an interesting predictive trigger....

Ehlers Laguerre RSI

Not Too Swift2005-03-2823:00:59

Level: mediumindicator (4 comments)

Details

The Laguerre transform provides a time warp such that the low frequency components aredelayed much more than the high frequency components. This enables very smooth filters tobe built using a short amount of data. The Laguerre RSI operates on four data points and issmoother than an RSI(4)....

ekeko price chartRAFAEL GOMEZ

2006-03-1701:00:42

Level: semi-advancedsystem (11 comments)

Details

price chart with trade calls for aroon + sar signs...

EKEKO SAR-MF

RAFAEL GOMEZ2006-07-3023:49:54

Level: semi-advancedsystem (3 comments)

Details

SAR EVENTS WITH SPECIAL PARAMETERS FOR MULTI FRAMES 1 MINUTE, 30MINUTES (MARKET PROFILE), DAILY, WEEKLY, MOUNTHLY SUCESS GUYS ...

Elder Bear Power

Rob Stewart2001-08-1019:00:38

Level: semi-advancedindicator (0 comments)

Details

Elder-ray combine the best features of trend-following indicators and oscilators. It includesan exponential moving average, which is a trend-following indicator. Its Bull Power and BearPower components are oscillators. See also Elder-ray.alf and Elder Bull Power.alf ...

Elder Bull Power

Rob Stewart2001-08-1018:59:53

Level: semi-advancedindicator (0 comments)

Details

Elder-ray combine the best features of trend-following indicators and oscilators. It includesan exponential moving average, which is a trend-following indicator. Its Bull Power and BearPower components are oscillators. See also Elder-ray.alf and Elder Bear Power.alf ...

Elder Impulse IndicatorLal

2005-10-2818:01:49

Level: mediumindicator (4 comments)

Details

Detects an "impulse" in price and plots up/down arrows accordingly along with Close bars....

Elder Impulse Indicator V2Lal

2006-02-0917:33:09

Level: mediumexploration,indicator (0 comments)

Details

Elder's Impulse Indicator with exploration ...

Elder Ray - Bull Bear

Noor_Doodie2006-02-2312:10:44

Level: basicindicator (1 comments)

Details

I have constructed it in color and joined the two lines together instead. Violet = Bull, Orange= Bear. If im not wrong, Dr. Elder's teaching goes like this: In uptrends, use Elder Ray-Bull(Violet) In Downtrends, use Elder Ray-Bear(Orange) Pls correct me if im wrong....

Elder Ray Oscillator withMA

Pavan2009-07-2708:58:42

Level: basicindicator (0 comments)

Details

Oscillator that combines both bull,bear power and plots it as a moving average....

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Elder safe Zone Long +short

Boodha2005-10-1619:35:37

Level: semi-advancedindicator (6 comments)

Details

Trailing stop méthod...

Elder Triple Screen TradingSystem

Dennis Skoblar2007-09-3011:49:08

Level: basicsystem,exploration,indicator (4 comments)

Details

This scan finds candidates by the Weekly MACD Historgam slope, and the Daily 2 PeriodForce Index dipping above or below it's Zero Line. Plot a Weekly 26 Period EMA to helpconfirm the weekly direction. It should be rising along with an uptick on the Weekly MACDHistogram to go long. However, Elde...

Elder's MarketThermometer

Noor_Doodie2006-02-2312:04:31

Level: mediumindicator (2 comments)

Details

Juast another ad on to ur evergrowing Elder Library. Hope this works for you guys, tweak itif you need to....

Elder's SafeZone Stop

sloughbridge2003-10-1600:12:05

Level: mediumindicator (4 comments)

Details

This indicator sets a Stop beneath the range of expected downside fluctuations during anuptrend. ...

Elder-ray

Rob Stewart2001-08-1019:11:45

Level: semi-advancedcommentary (9 comments)

Details

Elder-ray combine the best features of trend-following indicators and oscilators. It includesan exponential moving average, which is a trend-following indicator. Its Bull Power and BearPower components are oscillators. See also Elder Bear Power.alf and Elder Bull Power.alf...

ElderSafeZoneStopLong

Leon Nedbalek2003-12-3018:30:18

Level: mediumindicator (1 comments)

Details

According to my tests this provides the same results as the Excel spreadsheet detailed inthe Trading Room book, with one modification. Instead of giving today's stop using the datafrom the previous day, it provides tomorrow's stop using today's end-of-day data. If you needthe stop for today, clic...

ElderSafeZoneStopShort

Leon Nedbalek2003-12-3018:39:36

Level: mediumindicator (0 comments)

Details

Provides results identical to the Excel spreadsheet discussed in the Trading Room book,except that it gives tomorrow's recommended stop from today's end-of-day data instead oftoday's stop from yesterday's data. To get today's stop, click on yesterday's date in thechart. For short positions only. ...

Elliott Wave Oscillator

kellahd2007-02-1611:01:30

Level: basicindicator (7 comments)

Details

_SECTION_BEGIN("Elliotte Wave"); Plot( (EMA(C,5)-EMA(C,35)), _DEFAULT_NAME(), IIf( C> O, ParamColor("Up Color", colorRed ), ParamColor("Down Color", colorRed ) ),ParamStyle( "Style", styleHistogram | styleThick, maskHistogram ) ); _SECTION_END(); ...

Ema bands

dtholz2002-03-1104:00:54

Level: basicexploration,indicator (0 comments)

Details

ema offset bands easy to change 5 bands and ema period indicator and AA scan . thisproduced excellent results on the ASX ( aussie exchange) ...

EMA Crossover

David McMillin2004-08-1310:50:12

Level: mediumsystem (8 comments)

Details

The formula is meant to work with Buystops and Sellstops at the previous days's 7d-emacrossovers. Appears to work well with long trades in about 20% of the SPX. Designed forweekly traders....

EMA Crossover Price

Tommy Beard2005-08-1214:11:35

Level: basicindicator (5 comments)

Details

The Title of this Graph shows the Price needed to generate an EMA Crossover. It is usefulin predicting an Entry or Exit Price if you use EMA Crossovers. The default EMAs are 5 and10 Periods. The layout is simple and can easily be worked into your own favorite graphs. ...

End Of Year Trading

cemays2006-07-0913:29:46

Level: basicsystem (1 comments)

Details

Trade only Dow Industrial Stocks at the end of year and only buy those stocks that have lostthe most the previous year. Doing backtest over from Jan 1, 1995 to Dec 31, 2005 shows a3 stock portfolio would do the be with a 25% annual gain but had a system drawdown of38%....

Ergodic Oscillator

Prakash Shenoi2006-08-1010:08:00

Level: basicindicator (0 comments)

Details

Ergodic Oscillator uses a double-smoothed ratio of the difference between the Close andOpen prices and the difference between High and Low. The default periods of average1 isbetween 11 and 32 and the default of average2 ranges between 4 and 13, which can bevaried by right clicking the Param fun...

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Evaluating Candle Patternsin a trading system

Herman van denBergen

2005-01-2817:54:38

Level: mediumsystem (5 comments)

Details

A simple example program to show how one can evaluate candle patterns in a simpletrading system. Use the AA param() to select Long or Short only mode and to set the profitperiod after the pattern. Run in Optimize on stock or watchlist....

Expiry Thursday for Indianmarkets

Ajay Joglekar2005-05-1415:39:52

Level: semi-advancedindicator (10 comments)

Details

This indicator will give a white arrow pointing the last thursday of every month. This is themonthly expiry day in the indian markets.It is useful to note changes in prices of futures andoptions....

Export All Daily Data toTXT with MS import format

Khalid Mirza2008-01-0506:17:23

Level: basicshowemail,function (4 comments)

Details

this formula will export all tickers to a text file formatted with Metastock Import Format, afterexport you can use hte downloader or any other utility to convert the TEXT file to MSformat...

Export EOD or Intraday to.csv file

Barry Scarborough2008-08-3016:10:54

Level: mediumindicator (0 comments)

Details

An indicator that allows dumping large files to C:\AmiBackup. It can export EOD or intradaydata up to 375,000 Excel lines. Large files, over 65500 lines will be broken into multiple fileswith a suffix of A, B, C or D. Follow the instruction in the header of the indicator file....

Export Intraday Data

Graham Kavanagh2004-02-0505:15:52

Level: basicshowemail,function (27 comments)

Details

AFL for AA window, exports to TXT file for each ticker. Set the timeframe in AA settingswindow...

Fast Refreshed KAGISwing Charts (Price Swing)

A student of themarkets

2007-02-1518:56:54

Level: mediumindicator (7 comments)

Details

I present here a smart solution to overcome the slowness of "FOR cycles" and build highquality and fast-refresh swing charts in Amibroker. (read more about the trick below) ABOUTPRICE SWING CHARTS KAGI SWING Charts also knowns as PRICE SWING CHARTS arebuilt in time-independent squared charts,...

FastStochK FullStochK-DAbdulKareem

2006-11-1509:51:47

Level: semi-advancedindicator (0 comments)

Details

Just an enhacement to the display and control of colors....

Fib CMO

mleonsprint2004-07-2001:31:01

Level: basicindicator (0 comments)

Details

Here is the "fib CMO" formula which was first shown by Uncle Steve, I cooked it up with allkinds of parameter functions Enjoy =)...

Fibonacci Internal andExternal Retracements

David K2008-05-1122:31:30

Level: basicindicator (6 comments)

Details

AB version 5.08 is used with this formula - please check your version to insure there are noconflicts with new features. This formula uses Peaks/Troughs to identify pivots forcalculations. Pivots may also be identifed by using your mouse to select any point in thechart. Pivots will be located ...

Fibonacci Moving averagesLokanath

2006-04-0814:18:42

Level: basicindicator (0 comments)

Details

displays some fibo moving averages...

FirstBarIndex(),LastBarIndex()

Antonio Marra2004-07-2006:38:08

Level: basicshowemail,function (0 comments)

Details

It retrieve the first or the last BarIndex() Value when a given condition is true....

fishnet

wolfgang mrazek2004-03-2904:23:35

Level: basicindicator (5 comments)

Details

This is a simle fishnet. I'm surprised that no one else has added this but maybe coz it's sosimple... This one looks very "sticky" in chart. Maybe you can show a better one? ...

Follow the LeaderKelly Griffiths

2004-10-0600:45:08

Level: basicsystem (6 comments)

Details

This follows institutional investing by using volume as an indicator....

Force index

Thomas Youssef2005-02-2202:07:19

Level: basicindicator (2 comments)

Details

Alexander Elder´s classic force index indicator I use them on swedish stocks, weekly. Therules are easy: If the indicator is below zero AND there is a bullish divergence, then goLONG If the indicator is above zero AND there is a bearish divergence, then go SHORTWorks well when you ha...

Frequency distribution ofreturns

Jeff2008-08-3003:17:25

Level: basicindicator (0 comments)

Details

Plots the frequency distribution of percent. You can choose the time period for obsevationand the bin size. If you want, you can use "percent" to be any array you want. The onlyimprovement I can see is you have the chart at the selected value....

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Fund Screener

Dima Rasnitsyn2001-10-1312:58:30

Level: mediumexploration (3 comments)

Details

Rank mutual funds [or securities] based on their rates of change (or smoothed ROCs), andsee how much time passed since buy/sell signals generated by various systems. ...

Future MA Projection

OzFalcon2006-10-0218:12:20

Level: basicindicator (0 comments)

Details

A very basic example of Future Projection using various shift functionality of Amibroker. Thisexample projects a Simple MA. ...

Future Plotting of Time andPrice

David K.2009-06-2920:28:45

Level: mediumshowemail,function (0 comments)

Details

This formula plots time and price in the blank space on the right of the chart. To use this youmust make sure that \"Preferences\" > \"Charting\" > Blank bars in right margin is set to avalue of greater than 0. An example is provided at the bottom of the chart for plotting lineswith starting ar...

Future Plotting of Time andPrice

wooziwog2009-06-2920:30:30

Level: mediumshowemail,function (6 comments)

Details

This formula plots time and price in the blank space on the right of the chart. To use this youmust make sure that \"Preferences\" > \"Charting\" > Blank bars in right margin is set to avalue of greater than 0. An example is provided at the bottom of the chart for plotting lineswith starting ar...

Futures - Dollar MoveIndicator

Tommy Beard2005-05-2304:53:11

Level: basicindicator (0 comments)

Details

This AFL Code offers the same feature as Track N Trade Pro which allows quickly seeingthe Dollar Amount of a move in a Futures Contract. The time period is selected by leftclicking twice on the graph to select the beginng date and doing the same to select the enddate. The time period is also di...

Futures - Dollar MoveToday Indicator

Tommy Beard2005-05-2405:30:06

Level: basicindicator (0 comments)

Details

This AFL for Futures Contracts will show the Percent Change, Point Change, and DollarMovement compared to the Prior Day. Click on any bar and you will see the values in thetitle. Symbols used in formula are those of BriteFutures which is free data and downloadableinto Amibroker....

Gann Five Day pullbackSteve Wiser

2001-07-0519:24:18

Level: basicsystem,exploration (5 comments)

Details

Uses Gann Five day pull back for buy signal....

Gann HiLo Indicator andSystem

Steve Wiser2001-07-0519:17:42

Level: basicshowemail (1 comments)

Details

Uses a Gann HiLo Indicator to build a system for testing....

Gann level plotter

engr sameer2007-12-1911:18:56

Level: basicsystem,exploration,indicator,commentary,function (5 comments)

Details

The formula plots the latest three gann levels, It changes automatically when the level isbreached. you can change the parameters to suit the stock. ...

Gann Swing Chart

Geoff Mulhall2001-06-2505:13:31

Level: semi-advancedindicator (6 comments)

Details

A Gann Swing Chart is similar to a Kanji chart but uses high and low instead of open andclose. Refer Beyond Candlesticks by Steve Nison. ...

Gann Swing chart v41212

talal2008-01-2313:36:31

Level: advancedsystem,exploration,indicator,commentary,function (3 comments)

Details

_SECTION_BEGIN("Gann Swing chart v4 "); /* Gann Swing chart v4 */ /* Last modified 24Feb 2001 */ /* AFL implementation by */ /* (C)2001 Tomasz Janeczko */ /* one and two - barreversal version */ /* Change this to 1 for two-bar mode */ twobarmode = 0; outsidebar =Outside(); insidebar...

Gap and Circuit

Ravi S Ghosh2008-02-2508:16:50

Level: mediumexploration (5 comments)

Details

It is an exploration that scans those scrips that open and close above earlier day's price for 2consecutive days thus forming a bullish pattern (long candidates) or those scrips open andclose below earlier day's price for 2 consecutive days thus forming a bearish pattern(shorting candidates). Usu...

Gartley 222 PatternIndicator

Daniel Ervi2004-04-0917:07:48

Level: semi-advancedindicator (13 comments)

Details

A port of the Wealth-Lab code posted by Mark Conway to the Wealth-Lab forums. It hasbeen adapted to an AFL indicator, but with a little work it could be made into a scan or evena trading system....

garythompson

Gary Thompson2005-04-0706:29:05

Level: basicindicator (2 comments)

Details

Bill Williams Awesome Oscillator ( a momentum Oscillatr) based on the profitunity tradingapproach. See "Trading Chaos" Bill williams for full description...

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garythompson

Gary Thompson2005-04-0706:30:20

Level: basicindicator (3 comments)

Details

Bill Williams Awesome Oscillator ( a momentum Oscillator) based on the profitunity tradingapproach. See "Trading Chaos" by Bill williams for full description and useage - good forwave counting...

GFX ToolTip

PanagiotisBoufardeas

2011-11-2209:58:54

Level: basicindicator (0 comments)

Details

GFX TootTip, prices appears when the mouse is hovered over the top of the bars in thechart panel this is a Drag & Drop AFL, there are two small Buttons enable/disable the tooltip,R= remove and T= ToolTip Link for foto http://bit.ly/oEwSxY...

Gordon Rose

Gordon Rose2004-02-0500:05:21

Level: semi-advancedsystem,exploration,indicator (18 comments)

Details

Both indicator and exploration code for combination of fibonacci retracements identified in"Fibonacci for the Active Trader" by Derrik Hobbes. Determines pivots, draws retracements,and explores for them....

Graphical sector analysis

Paul Moore2010-04-2217:46:03

Level: mediumexploration,indicator (0 comments)

Details

This AFL allows a number of symbols to be graphically compared by normalising them andreferencing them to a reference point in the past. The technique is typically used for sectorrotation trading, where stocks from the strongest sectors are considered as tradecandidates. The AFL selects the fi...

Graphical sector stockamalysis

Paul Moore2010-04-2904:07:32

Level: mediumindicator (0 comments)

Details

This is a corrollory of my earlier \"Graphical sector analysis\" AFL. This code allows you tospecify a TC2000 MG group, and visually observe the strongest stocks in that sector....

Guppy moving averages

Tomasz Janeczko2001-06-1608:38:56

Level: basicindicator (3 comments)

Details

A set of moving averages of different periods. An example on using multiple graphs in singleindicator window....

half-automated TradingSystem

Thomas Zmuck2001-12-2116:45:47

Level: basicsystem,exploration (4 comments)

Details

This System finds stocks, where the price reached a support or resistance line, that youhave manually drawn. You must give every line any of these 6 predifined StudyID's(RE,SU,UP,DN,RI,ST). The system automaticaly detects, if the line is currently a support orresistance line. There are two m...

hassanhassan

2005-12-0206:52:18

Level: basicsystem (0 comments)

Details

guru commentay.afl Balance of Power.afl ...

Head & Shoulders Pattern

Dimitris Tsokakis2002-02-2705:27:02

Level: mediumexploration (2 comments)

Details

For a short description of Head & Shoulders Pattern you may see at http://www.chartpattern.com/head_sholuders.html http://www.chartpatterns.com/headandshoulderschartsstocks.htm etc. Paste the formula in Automatic Analysis and Explorefor n last quotations, n=1. Paste the same formula in Indicat...

Heatmap V1

Jorgen Wallgren2009-03-0706:13:40

Level: mediumexploration,indicator (4 comments)

Details

This Heatmap let you to display and sort data for 4 up to 100 symbols at one time. The codeallows you to change the sort options, such as Change %, Volume, ADX Trend etc, and willdisplay the data with the result and color coding. Using it with a RT connection will give youan immediate update ...

Heikin-Ashi(Koma-Ashi)with Moving Average

TOBY2008-08-0101:33:34

Level: basicindicator (0 comments)

Details

This is AFL of Heikin-Ashi(Koma-Ashi)with Moving Average. It's smoothly Heikin-Ashiderivative indicator, and prevent to collapse a graph for first bars. ---- TOBY http://tobysoft.net/...

Heinkin-AshiDennis Skoblar

2007-07-1622:44:50

Level: basicindicator (1 comments)

Details

Heinkin-Ashi...

Herman

Herman van denBergen

2010-03-2709:48:47

Level: advancedshowemail,function (0 comments)

Details

// This is a quick hack: I welcome suggestions on how to improve it. // Using an inlude filethis code will auto save all afl revsions. // For easy use copy the above code to an includefile named // AFLRevisionInclude.afl // and insert the #include at the top of each formula youwant // trac...

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HH-LL-PriceBar

Rene Nederhand2008-01-2017:18:45

Level: basicindicator (1 comments)

Details

This is the Amibroker version of the HH-LL-Pricebar (higher high, lower low pricebar) fromeSignal. It shows the usual candlesticks in three distinct colors: If the closing price is abovethe previous high (higher high) the outline of the candle will be green; if the closing price isbelow the pre...

Hilbert Study

Steve Wiser2001-07-0519:32:15

Level: advancedsystem,indicator (7 comments)

Details

Using the Hilbert Metastock code, my interpetation of this indicator that indicates whether astock is trending or not. This is set up as a system buying in at the start of a trend....

Historical Volotility Scan -6/100

Dennis Skoblar2005-06-1516:30:22

Level: basicindicator (2 comments)

Details

The is the 6/100 Historical Volotality Indicator as described in the book "Dave Landry OnSwing Trading". The stock is poised to move when the 6/100 Indicator reading is equal to orbelow .50 (50%)...

Historical Volotility Scan -50 Day

Dennis Skoblar2005-06-1404:02:32

Level: basicindicator (0 comments)

Details

Shows how volotile the stock is over a a 1 year period. A reading of 40 or above is ideal for"where the action is."...

Hook Reversals

Larry Lovrencic2001-09-0401:47:26

Level: basicexploration (1 comments)

Details

Find Hook reversals using automatic analysis /*Hook Reversals Automatic Analysis by LarryLovrencic*/ buy=O<(L+0.2*(H-L)) AND C>(H-0.2*(H-L)) AND Href(L,-1); sell=O>(L+0.8*(H-L))AND C<(H-0.8*(H-L)) AND Href(L,-1);...

Hull Moving Average

avi b a2007-01-0114:21:41

Level: basicindicator (9 comments)

Details

The Hull Moving Average solves the age old dilemma of making a moving average moreresponsive to current price activity whilst maintaining curve smoothness....

Hull Multiple MovingAverages

Terry Dactil2008-09-1900:14:28

Level: basicindicator (0 comments)

Details

The MMAs used in Alan Hull's "Active Investing"...

Hull Range IndicatorJulian Bunko

2007-12-0408:18:19

Level: basicindicator (0 comments)

Details

Alan Hull's Range Indicator for weekly charts. From his book "Active Investing". ...

Hull Rate of ReturnIndicator

Julian Bunko2007-12-0407:58:30

Level: basicindicator (0 comments)

Details

The formula for the Rate of Return Indicator for weekly charts. From Alan Hull's excellentbook "Active Investing" (published in Australia by Wrightbooks). ...

Hull with DEMA

Nicolas Janin2007-02-2618:20:34

Level: mediumindicator (1 comments)

Details

This is a simple variant on the Hull mobile average. It simply uses Double Exponential MAinstead of weighted MA, and thus, it is more reactive than the popular version. functionHullDEMA(series, p) { return DEMA( 2*DEMA(series,int(p/2))- DEMA(series,p),int(sqrt(p))); } Ifyou put the above...

Hurst "Like" DE

Fred Tonetti2006-10-1609:50:22

Level: mediumindicator (6 comments)

Details

Hurst "Like" DE's using Millard style CMA's and nth Order Polynomial Fit for extrapolation tothe selected bar and possibly beyond....

Hurst Constant

Steve Wiser2001-07-0519:30:48

Level: basicindicator (2 comments)

Details

This indicator is an interesting study in chaos theory. Just look up the title in any web searchengine and start reading. This indicator is fails to calculate for some stocks. It requires atleast 600 hundred quotes to work....

IB Backfiller

Barry Scarborough2008-09-1215:35:31

Level: basicindicator (1 comments)

Details

A formula that will back fill all the symbols and plot the results. Create a file with all yourtickers by using AmiQuote and inporting the symbols. Save the symbol list to a txt or csv fileand then import that to watch list 40. If you use another watchlist you will have to change thewatchlist ass...

Ichimoku Chart

Prakash Shenoi2006-08-1112:30:12

Level: mediumsystem,indicator (11 comments)

Details

Ichimoku Chart is a trend following system similar to Moving averages. Time spans of 9, 26and 52 are used. According to Ken Muranaka, Ichimoku charts depicts market timing,resistance/support,and possibly false break outs, all in one chart, in one panoramic view.For more details, check this link...

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Ichimoku charts

Tomasz Janeczko2001-06-1608:25:56

Level: mediumindicator (5 comments)

Details

Ichimoku charts - yet another Japanese charting technique is enjoying new wave ofpopularity. Just a few months ago, in the October 2000 issue of Technical Analysis of Stocksand Commodities (TASC) magazine an article covering this charting method was presented.I will not dig into details - they ar...

Ichimoku Kinko Hyo

al3lka2011-12-2700:15:35

Level: basicindicator (0 comments)

Details

Ichimoku Kinko Hyo (Ichimoku Cloud)with displacement for Leading span and Laaging Spanas described in chart school.com. I found that Ichimoku Cloud in AFL library are notmathematically correct and with no displacement for leading and lagging span. Hope thisfirst AFL of mine can correct that and u...

Ichimoku with plot mofifiedto use cloud function

Misha Nathani2008-02-1523:09:43

Level: basicindicator (7 comments)

Details

This formula is the original Prakash Senoi formula with the plot function modified to use thenew cloud funtion. The cloud as green shows uptrend support, and as red shows resistanceabove downtrend. I haven't worked out how to allow plotting of the cloud out ahead of today,as is done in a number ...

IchimokuBrianViorelROViorel CRISTEA

2009-06-1801:59:30

Level: mediumsystem,indicator (6 comments)

Details

Ichimoku from Brian with some improvments....

IFT of RSI - MultipleTimeFrames

Brian Richard2004-07-3023:43:41

Level: semi-advancedindicator (4 comments)

Details

This is the Inverse Fisher Transform (IFT) of the Relative Strength Index (RSI), acrossmultiple timeframes. It only shows two timeframes at any given time -- the currrent chart timeframe, and the next largest time frame (see code for details). Hourly chart: When the IFT isoversold on the daily...

In Watch ListBill Schmidt

2008-09-1314:26:01

Level: basicindicator (0 comments)

Details

This program lists in a chart pane all the watch lists that the current symbol belongs to....

Index and ETF trading

scienide2009-05-2618:18:06

Level: mediumsystem (0 comments)

Details

The system is designed to trade equity ETFs and indices. Weekly ADX is used to determinelong-term trend, whereas daily Stochastic triggers the entry. The exits are conditioned bycrossovers of EMAs. Your comments and critique are more than welcome....

Index of 30 Wk Highs VsLows

Geoff Mulhall2002-11-0822:47:11

Level: semi-advancedexploration,indicator (0 comments)

Details

The number of stocks making new 30 week highs vs the number making new 30 week lowsis a useful adjunct to the Advance Decline line, especially when both are compared to amarket index (eg XAO Australian All Ords or NYSE Composite). Attached is both anexploration to create the 2 indices, and ind...

Indicator Explorer (ZigZag)

Michael.S.G.2003-08-0521:49:32

Level: mediumindicator (2 comments)

Details

This example show how you can "Explore" an indicator, This is usefull for displaying theeffects of pattern detection functions on Signals. A simple example of this, As show by thisAFL, Is the ZigZag indicator. Use CTRL-R to bring up the Parameters Dialog to Explore. ...

interactively testdiscretionary trading

DD2009-03-0811:15:28

Level: mediumsystem,indicator,function (1 comments)

Details

Add manual buy/short signals. Useful to test your performance as a discretionary trader, orto get a feeling of the behavior of indicators [since by looking at the chart, one is beingmisled by the future bars]. Insert this formula into your favorite chart setup, then either selectthe last visible...

Intraday Average Volume

Bill Schmidt2008-09-1114:15:08

Level: basicindicator (0 comments)

Details

This indicator calculates intraday average volume by averaging each bar with the same barfor x number of previous days....

Intraday Fibonacii TrendBreak System

Nishant Kulkarni2010-10-1009:16:07

Level: semi-advancedsystem,exploration,indicator (1 comments)

Details

http://www.myinvestmentmanager.com Author : Nishant Kulkarni ([email protected])Intraday Fibonacii Trend Break System. This system is based on the double bottom anddouble top detection technique and fibonacii internal external by David K. A line joining twotops when connected together a...

INTRADAY HEIKIN ASHInew

ali2006-09-2219:07:15

Level: advancedsystem (1 comments)

Details

INTRADAY HEIKIN ASHI new...

JJ Hurley2007-01-0108:24:32

Level: semi-advancedcommentary,function (2 comments)

Details

Marks on an intraday chart the bar that is most likely to be the real open for the day (basedon the sudden increase in volume that should occur at the real open, compared to the

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volume during the pre-open). Avoids the problems of using time functions to find the openthat occurs after the pre-open ...

Intraday Range andPeriods Framer

bluueskyy2009-08-1321:47:31

Level: mediumindicator (0 comments)

Details

This script will draw horizontal lines for the following items: - Previous day close (red dashedline) - Today open (pink dotted line) - Today high and low (pink lines) - Premarket range8:30am to 9:30am EST (blue dashed lines) - 5 min opening range (dark green lines) - 30mintue opening ran...

Intraday Strength Rahul Yadav 2008-08-2906:58:40

Level: mediumsystem,indicator (0 comments)

Details

It is useful line study for intraday treading to decide the strength of a stock. it will divide thestock movement in to three zone. precises in upper zone indicate bullishness. precises inmiddle zone indicate no tread zone(sideways market). precises in lower zone indicatebearish zone....

Intraday Trend BreakSystem

Nishant Kulkarni2010-06-2713:28:19

Level: basicsystem,exploration,indicator (0 comments)

Details

########################### Intraday Trend Break System #####################Author : Nishant Kulkarni ([email protected]) Intraday Trend Break System. Thissystem is based on the double bottom and double top detection technique. A line joining twotops when connec...

Inverted Plotted VolumeOverlay Indicator

Jorgen Wallgren2009-03-2504:37:23

Level: mediumindicator (0 comments)

Details

This is an inverted plotted volume, displayed at the upper part of the main chart. Just dragand drop this code into your main chart, adjust the moving average and height to yourpreference. ...

IO ... An IntelligentOptimization Driver for AB

Fred Tonetti2007-03-1115:08:08

Level: advancedindicator,function (6 comments)

Details

v2.2 See the doc...

JEEVAN'S SRI CHAKRA

M.J.JEEVAN LAL2009-05-2218:44:55

Level: basicsystem (2 comments)

Details

I HAVE SLIGHTLY ALTERED GRAHAM\'S P&F CHART FOR MY CONVENIANCE -- TRYTHIS...

Jesse Livermore SecretMarket Key

KH Tang2009-08-2210:15:27

Level: advancedindicator (2 comments)

Details

Jesse Livermore Secret Market Key, in his original book, was break into a 6 column chart.Namely \"Up Trend\", \"Natural Rally\", \"Secondary Rally\", \"Down Trend\", \"NaturalReaction\", and \"Secondary Reaction\". When put into flow chart, it work pretty much as thePoint and Figure method, b...

John EhlerRobert Dunbar

2010-06-2708:16:05

Level: semi-advancedindicator (4 comments)

Details

Hilbert Sinewave adapted from John Ehler\'s book...

Kagi Chart

Graham Kavanagh2002-11-2905:12:31

Level: mediumsystem,indicator (10 comments)

Details

Kagi swing chart with change based on share price. Swing ranges from 3 to 5%. Place inindicator builder....

Kairi Relative Index

Mubashar Virk2010-09-1616:14:59

Level: basicindicator (0 comments)

Details

http://www.investopedia.com/articles/forex/09/kairi-relative-strength-index.asp The KairiRelative Index is considered an oscillator as well as a leading indicator. The Index calculatesa deviation of the current price from its simple moving average as a percentage of themoving average. By re...

Keltner Channel

Ara Kaloustian2002-05-2104:24:18

Level: mediumindicator (0 comments)

Details

Keltner Channels are similar to Bollinger bands in that they create an envelope aroundprices in order to indicate oversold / overbought conditions. Bollinger Bands use standarddeviation to measure volatility, while Keltner channels use ATR (Average True Range).Keltner Channels provide a smo...

Know Sure Thing

Tomasz Janeczko2001-06-1608:42:59

Level: basicindicator (0 comments)

Details

Daily, Short-time Know Sure Thing indicator. This is smoothed version of classical rate-of-change indicator. ...

Lagging MA-XoverThomas Heyen

2006-06-0805:27:49

Level: mediumsystem (1 comments)

Details

Fast DEMA crossing its same period lagging EMA....

Prakash Shenoi2006-08-0809:47:28

Level: basicindicator (0 comments)

Details

Volatility channels (or bands) move with the stock, quickly adjusting to price movements.When a security trends outside the volatility channel, it adds strength to a high probability

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long trade . Look out for a stock to "trend" outside these bands to catch the momentum.When the swing increases, th...

lastNDaysBeforeDate

DiscusLorraine2006-11-1810:48:58

Level: basicshowemail,function (0 comments)

Details

Function that returns the closing prices of the bars belonging the n previous trading daysbefore a given date (expressed in DateNum() format). The resulting array contains Null cellseverywhere except for the bars within the chosen interval. I find it useful with intraday data toretrieve the pr...

Linear Regression Line &Bands

Geoff Mulhall 2002-05-2706:31:34

Level: semi-advancedindicator (5 comments)

Details

A linear regression line plots the a least squares line of best fit through the closing price. Inthis case bands are also plotted above and below the central linear regression line toindicate the maximum excursion of the stock from the line....

Linear Regression Line w/Std Deviation Channels

Patrick Hargus2005-03-0700:58:06

Level: mediumindicator (19 comments)

Details

Plot a linear regression line of any price field available on a chart for a period determined bythe user. 2 Channels are plotted above and below based on standard deviations of the linearregression line as determined by the user. A look back feature is also provided for examininghow the indicat...

LoadAB.vbs

murthy suresh2007-09-1721:20:08

Level: mediumshowemail,function (0 comments)

Details

launch amibroker thro commandline. you can pass parameters that take the databasepath...

Log Time Scale

Jeff Parent2004-04-2310:03:05

Level: mediumfunction (0 comments)

Details

Uses Param feature to adjust increaasing time compression as chart moves back in time. Abit like looking at multiple time frame charts, except its all in one chart....

LSMAIvanov Denis

2009-10-0102:34:26

Level: mediumindicator (0 comments)

Details

This indicator is used in conjunction with the trading system WCCI...

Luna Phase

OzFalcon2006-08-3123:36:11

Level: basicindicator (12 comments)

Details

This program helps anyone who needs to know the Moon's phase, age, distance, andposition along the ecliptic on any date within several thousand years in the past or future.The age of the moon in days as well as its visual phase are given. The Moon's eclipticlongitude is calculated as well as the ...

LunarPhaseMarcelin Tudor

2006-09-0310:02:09

Level: basicexploration (11 comments)

Details

Plot Full Moon and New Moon on your chart. Simply and easy....

MA Difference 20 Period

Larry Lovrencic2001-09-0221:06:20

Level: basicindicator (0 comments)

Details

This indicator displays how far the closing price is above or below a 20 period movingaverage in % terms. It is displayed as a histogram and the bars are green if the closing priceis above the MA and red if the closing price is below the MA. T may be changed to alter theMA period. ie Change T=...

MACD and histogramdivergence detection

rami esor2008-05-1505:54:22

Level: advancedsystem,indicator (3 comments)

Details

MACD and histogram divergence detection...

MACD commentary

Tomasz Janeczko2001-06-1608:54:12

Level: mediumsystem,commentary (1 comments)

Details

This sample commentary shows how to use WriteVal() and WriteIf functions. May be alsoused as a simple trading system....

MACD Histogram - Changein Direction

crash2006-05-0307:33:26

Level: basicindicator (7 comments)

Details

This indicator shows the value of tomorrow's Closing Price in order for the slope of theMACD Histogram to change Direction. (ie. changing from a positive slope to a negative slopeor changing from a negative slope to a positive slope)...

MACD indicator display

Paul Moore2006-05-2119:36:21

Level: mediumindicator (6 comments)

Details

Sometimes, it can be difficult to view the MACD histogram bars when the MACD lines arevery close together, causing the bars to be very short. This indicator automatically adjuststhe scaling of the MACD histogram bars such that they occupy the maximum area in itsindicator pane....

MACD optimizeGrayesso

2003-12-1014:12:39

Level: advancedshowemail,function (0 comments)

Details

MACD (12,26,9 - 5,34,5 <==> by default - by Bill Williams...

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Main price chart withRainbow & SAR

Chih-chiang Chen2001-11-0421:55:45

Level: basicindicator (2 comments)

Details

The price chart will change color according to sar(). The red line= 20ma and Blue line =50MA For better visual effect. Could someone add volume chart in this chart(like the originalprice chart does)?...

MAM

Salil V Gangal2002-11-1023:19:20

Level: mediumindicator (2 comments)

Details

MAM - Most Anchored Momentum. This indicator is similar to FastTrack Rank, except it has*much* less noise. This indicator is also similar in looks (on chart) to RSI. However, this is*unbounded*, so it does not flatten out at the extremes. The author of this indicator hascreate PDF documen...

Manual Bracket OrderTrader

Barry Scarborough2008-11-1611:30:28

Level: semi-advancedsystem (0 comments)

Details

This formula allows testing bracket orders sent to TWS. This will help users see howbracket orders are handled by TWS and help users design their bracket orders for autotrading....

Market Breadth Chart-In-Chart

Jorgen Wallgren2009-04-0705:05:49

Level: mediumindicator (4 comments)

Details

In order to save chart space, I created this gfx code which gives a \"chart-in-chart\" feature.Drag and drop this file into your price chart and adjust the location and size of this chart.Since this indicator is decribed in an article with copyright, for usage please refer to theoriginal article ...

Market Direction

Dimitris Tsokakis2002-03-2414:03:12

Level: advancedindicator (2 comments)

Details

Market direction is described through 3 composite tickers, based on Relative slope values.You may read on daily basis the % distribution of bullish, congestive and bearish phase ofthe Market. ...

Market Facilitation IndexVS Volume

Nick2007-10-2209:34:35

Level: basicexploration,indicator (0 comments)

Details

Market Facilitation Index VS Volume .Thanks to Frikkie...

Market Profilenoname

2008-06-2118:19:40

Level: basicindicator (13 comments)

Details

Market Profile with Low-level graphics...

McClellan Oscillator

Tomasz Janeczko2001-06-1608:26:59

Level: basicindicator (3 comments)

Details

The McClellan Oscillator, developed by Sherman and Marian McClellan, is a market breadthindicator that is based on the smoothed difference between the number of advancing anddeclining issues on the New York Stock Exchange. The McClellan Oscillator is one of themost popular breadth indicators. Buy...

McClellan SummationIndex

Tomasz Janeczko2001-06-1608:27:58

Level: basicindicator (2 comments)

Details

The McClellan Summation Index is a market breadth indicator developed by Sherman andMarian McClellan. It is a long-term version of the McClellan Oscillator and its interpretation issimilar to that of the McClellan Oscillator except that it is more suited to major trendreversals. For more extensiv...

MDYtoXLSerialDays andXLSerialDaysToDateNum

Paul D2010-09-3016:56:43

Level: semi-advancedfunction (1 comments)

Details

This converts a 2 digit month, a 2 digit day of month, and a 4 digit year to the exact Serialdate number used by Microsoft Excel. You might use this to help you add or subtract aspecified number of *CALENDAR* days to a specified date. You can add and subtract theserial numbers that are returne...

Meu Sistema de Trading -versão 1.0

João Alexandre2007-02-2618:54:19

Level: basicsystem (3 comments)

Details

Baseado no livro "Come Into My Trading Room" de Dr.Alexander Elder, meu sistema plotaum envelope, linhas de maxima e minima historica e pontos de compra e venda baseadosno cruzamento de MACD com a linha de sinal....

MFE and MAE and plottrades as indicator

murthy suresh2007-10-2521:06:09

Level: semi-advancedsystem,indicator (0 comments)

Details

calculate mfe and mae. plot trades as indicator....

mfimacdabosliman2005m

2007-07-0218:30:27

Level: basiccommentary (3 comments)

Details

aa...

mitalpradipmitalpradip

2009-01-0300:49:14

Level: basicexploration (0 comments)

Details

help...

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Mndahoo ADX

AhmedMohammed Al-asmari

2006-10-1623:44:21

Level: advancedindicator (4 comments)

Details

Average Directional Index (ADX): -------------------------------- the Average Directional Index (ADX)in order to evaluate the strength of the current trend, be it up or down. It's important todetermine whether the market is trending or trading (moving sideways), because certainindicators give m...

MOCS

Jean-Luc Saillard2009-10-0111:09:01

Level: basicindicator (0 comments)

Details

Formula based on an article of Technical Analysis of S&C (August 2008) \"Relative Strengthas a selling tool\" by Michael J. Carr This indicator is meant to calculate the RS of a stock ascompared to the S&P 500...

Modified Head & ShoulderPattern

Wells2007-08-0800:44:18

Level: mediumexploration (1 comments)

Details

I made some changes to Dimitris Tsokakis's Head & Shoulder recognition program. Addedprice and volume filters. It will scan for penetration of the neckline. This type of code are notcapable of backtesting. Anybody has a way to backtest it, let me know....

Modified Momentum FinderDDT-NB

Frank Snay2002-01-0315:34:58

Level: basicexploration (0 comments)

Details

A Ranking System for stocks or mutual funds that uses Rate of Change (momentum) forthree time frames and Rate of Change of Rate of Change (acceleration) for two time frames.The system uses weighted Rate of Changes with the most recent periods having moreweight. Combined with non-weighted accele...

Modified-DVI

RAHUL YADAV2008-09-1801:20:09

Level: mediumindicator (0 comments)

Details

It is modified daily volume indicator which shows active buyer or seller at an instant.basically useful for intraday trading. blue line indicate buyers, and red line indicate seller....

Momentum

Geoff Mulhall2002-05-2507:36:40

Level: basicindicator (3 comments)

Details

This is a simple momentum formulae. In his book Bernstein provides a simple but effectivetrading system based on momentum. Can be used for both short and long trades andprovides simple, clear entry and exit criteria....

Momentumali

2006-09-2818:10:13

Level: basicexploration (0 comments)

Details

Momentum .afl...

Monthly bar chart

Graham Kavanagh2003-01-0122:47:12

Level: mediumindicator (1 comments)

Details

Weekly chart to be shown in indicator window. This is for fixed months starting at first tradingday of each month....

Monthly Coppock Guide

Brett Forrester2001-06-2721:53:51

Level: basicindicator (2 comments)

Details

One of the best megaphones of market action is the Coppock guide, a long-term pricemomentum indicator that effectively filters out short-term and intermediate-term marketswings to issue a clear message on the market's underlying long-term trend. Tim Hayes ofNed Davis Research reports on the s...

Moving Average "Crash"Test

Dimitris Tsokakis2001-09-0911:20:39

Level: basicindicator (2 comments)

Details

3 basic model functions, useful to examine the response of various moving averages. The"step" model, gaps from 10 to 20 in one day, stays at 20 the next 19 days and gaps to 10again. The "linear" model increases and decreases in linear mode. The "sinusoidal"approximates the reality, presen...

Moving Averages NoX

Thomas Heyen2006-06-0717:14:52

Level: mediumsystem (1 comments)

Details

Instead of using Crossover of Moving Averages, this model will follow reversals of a shortterm Moving Average. A long term Moving Average is used for general trenddetermination....

Moving Trend Bands (MTB)

Uenal Mutlu2003-04-0821:00:27

Level: basicindicator (5 comments)

Details

Around the Moving Trend Average an upper and lower band similar to Bollinger Bands isimplemented. Maybe this is even better than BB (?)....

MS Darvas Box withExploration

TohMz2008-06-0508:45:28

Level: basicsystem,exploration (13 comments)

Details

Translate from http://trader.online.pl/MSZ/e-w-Darvis_Box.html - Improve scripting * AllowDarvas Box Color/Style Changing - Exploration Filter: Scan Price From X To Y Buy: TodayBuy Volume must be > N time of Buy MAV AND The previous Day High m...

Brian Richard2004-07-3000:42:57

Level: semi-advancedindicator (9 comments)

Details

This looks at four different cyclic indicators together at one time. When three oscillatorssynchronize, this signals a strong buy or sell. The white dotted line is the Volume Flow

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Indicator, or VFI. If the VFI is above the zero line, look for synchronized oscillators rising outof an oversold c...

Multiple Ribbon Demo

Jorgen Wallgren2009-03-1722:46:37

Level: mediumindicator (3 comments)

Details

I was inspired by Dennis Brown\'s great looking chart, and here is one of the results: Thisdemo code comes with a ready to use Multiple Ribbon code and a FillColor Function whichwill return the different shades of the color according to your specifications. You plot aRibbon by calling the functi...

Multiple sinus noised Mich. 2006-11-1820:47:52

Level: basicshowemail,function (0 comments)

Details

Just to create multiple sinus added (all are in phase and frequency did'nt vary). Possibility toadd trend, noise and bias (a mean). Purpose is to test how perform prediction and spectralanalysis on basic signal....

Murrey Math Price Lines

Jozsef Toth2008-03-2918:05:18

Level: basicindicator (1 comments)

Details

http://www.murreymath.com/ http://mysite.verizon.net/bonniehill/pages/murrey.html http://mysite.verizon.net/bonniehill/pages/w.d.gann.html LastVisibleIndex error fixed....

N Line Break Chart

Edward Pottasch2010-11-0705:30:40

Level: semi-advancedindicator (7 comments)

Details

After Steve Nison’s book: Beyond Candlesticks, Chapter 6: three line break charts. Option 1:turn time axis on/off, Option 2: N-line break instead of 3-line break....

N-period candlesticks (timecompression)

Junya Ho2002-12-2403:02:05

Level: basicindicator (0 comments)

Details

Construct n-period candlesticks while viewing any price chart. E.g. n=5 is ~ weekly, n=20~monthly. This saves you from creating multiple windows or switching between daily/weekly/monthly views. ...

NASDAQ 100 Volume

Jorgen Wallgren2009-03-0706:19:27

Level: basicindicator (0 comments)

Details

This code is an add-on to my Heatmap code and to be used if you trade NASDAQ 100Stocks. In the Heatmap program, you have to enable \"Create Composite\". The Heatmapwill then collect the required information for this indicator and display the total NASDAQ 100traded Volume. Please keep in mind that...

Neural Network PoweredSmooth/Predictive RSI V2

Paul Rudiger2010-08-1504:59:34

Level: advancedindicator (4 comments)

Details

The following formula was create using the new version of the WiseTrader Toolbox whichcan compile trained neural networks to AFL. This is the 14 day neural network poweredpredictive RSI. It is both smooth and has slightly less lag. It is posted here to demonstratethe ability to compile neural ...

Next Date Format

Xiaofei Zheng2010-09-0311:45:24

Level: basicfunction (0 comments)

Details

following is next day format(input today\'s day, you can input Now(3) instead). If you ordersgo to next day, you may need it for the date strings. Although it is awkward, it works after Itried. ...

NickNick

2007-08-2806:28:11

Level: basicindicator (0 comments)

Details

Airbag against Drunken Market...

niftyprakash

2007-01-0105:38:14

Level: basicexploration,indicator (15 comments)

Details

lost for nifty tel ome now...

nikhilng

2005-06-1217:43:16

Level: basicindicator (1 comments)

Details

I am a student.Recently started trading and wanna learn how to use trading systems....

Nonlinear Ehlers FilterChris Yeoh

2004-11-1423:52:20

Level: mediumindicator (0 comments)

Details

Taken from TASC's April 2001 Issue....

Noor_DoodieNoor_Doodie

2006-02-2311:59:33

Level: mediumindicator (0 comments)

Details

Elder's Market Thermometer: Use this to measure market inertia....

Notepad++ syntaxhighlights for AFL

Mark H.2007-02-0600:44:31

Level: basicindicator (4 comments)

Details

Overwrite or add to C:\Documents and Settings\youruserid\Application Data\Notepad++\userDefineLang.xml....

Daniel Ervi2001-09-0817:28:09

Level: mediumexploration (5 comments)

Details

Connors and Raschke NR4 Historical Volatility System. Compares the 6 day volatility to the100 day volatility. When this ratio drops below 50%, a buy stop and sell stop bracket the

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current price, expecting historical volatility to revert to the mean. Four day Narrow-Range(NR4) and Inside Day pat...

NRx Exploration

TohMz2008-05-3103:25:01

Level: basicexploration (0 comments)

Details

NR1, NR4, NR7 Exploration for Narrow Range Bar Parameters Options: - Scan NR1: Yes/No - Scan NR4: Yes/No - Scan NR7: Yes/No - Min Volatility_Ratio: 0.5 default...

nth ( 1 - 8 ) OrderPolynomial Fit

Fred Tonetti 2006-10-0318:18:42

Level: mediumshowemail,function (1 comments)

Details

nth ( 1 - 8 ) Order Polynomial Fit of data using Gaussian Elimination for simultaneoussolution of multiple linear equations. It can extrapolate forward and/or backwards...

Optimal Weights

VangelisM.2012-01-1112:31:17

Level: mediumsystem (0 comments)

Details

Given x assets in a Watchlist, what are the \"optimal\" weights for each asset, historically, fora buy and hold strategy? (example: 20% Google, 30% IBM, 50% TLT)....

OptimizationBatch.js

Rick Charon2004-08-1117:47:19

Level: mediumshowemail,function (2 comments)

Details

This is a JavaScript that batchs up Optimizations on a list of stocks. (You provide theoptimization routine in the call to LoadFormula). The optimization will be run on each stockin the watch list and results saved to a csv file....

Option Calls, Puts anddays till third friday.

Vladimir Gaitanoff2006-05-0614:09:53

Level: mediumindicator (3 comments)

Details

// Initialization _SECTION_BEGIN("Option Parameters"); StrikePrice = Param("Strike Price",45, 0, 10000, 0.01); InterestRate = Param("Interest Rate %", 6, 0, 100, 0.05); //DaysToExpiration = Param("Days To Expiration", 30, 1, 365, 1); Volatility = Param("Volatility", 0.3, 0, 1, 0.05); _SECTI...

Ord Volume

Peter Bjarheim2007-12-1415:56:33

Level: mediumexploration,indicator (7 comments)

Details

Ord Volume indicator as described on http://www.ord-oracle.com/. I have not found anyexact description, so I am using the built in Zig function to pick the swings. This formula isdesigned to pick out the swings in a stock and then measure the force between the swings.The force is the amount o...

Overbought issues,Oversold issues

Dimitris Tsokakis2002-03-2414:42:36

Level: advancedindicator (1 comments)

Details

Definitions 1. Overbought issues (OBI) The population of overbought stocks, under anyoverbought criteria, calculated as a variable on daily basis. Extension may be considered onweekly or monthly or yearly basis. 2. Oversold issues(OSI) The population of oversoldstocks, under any oversol...

P&F Chart - High/Lowprices Sept2003

Graham Kavanagh2003-10-0102:44:23

Level: semi-advancedindicator (18 comments)

Details

Supersedes other P&F versions in this and yahoo files. P&F chart for V4.40 and above.Based on close prices. Problem resolved with boxes not being created at right prices due tothe 9 decimal place inaccuracies for numbers with decimals. This was causing a problemcreating the rising and falling b...

P&F chart with range boxsizes

Graham Kavanagh2003-01-3122:52:18

Level: semi-advancedindicator (1 comments)

Details

Box values are set to be same between set price ranges. The screen image of the box is asingle unit (cent) regardless of the box value....

Parabolic SAR in JScript

Tomasz Janeczko2002-12-1807:09:46

Level: mediumindicator (4 comments)

Details

This sample code shows parabolic SAR re-implemented in JScript. Note that SAR is built-infunction in AFL and this code is provided as an example of AmiBroker scriptingcapabilities....

Parabolic SAR in nativeAFL (v.4.31.1 required)

Tomasz Janeczko2003-04-1310:42:45

Level: semi-advancedindicator (1 comments)

Details

Here is a sample code that shows how to use for/if/else control statements introduced inAmiBroker 4.31.x BETA. The code re-implements Parabolic Stop-And-Reverse system/indicator. The code is quite similar to JScript version....

Parabolic SAR in VBScript

Tomasz Janeczko2002-12-1807:09:00

Level: mediumindicator (1 comments)

Details

This sample code shows parabolic SAR re-implemented in VBScript. Note that SAR is built-in function in AFL and this code is provided as an example of AmiBroker scriptingcapabilities....

ParabXO

Thomas Ludwig2005-03-2115:19:39

Level: mediumindicator (5 comments)

Details

This is an enhancement of the famous Parabolic SAR indicator by Welles Wilder. For moredetails see the remarks below....

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Parametric ChandeTrendscore

BMM2011-12-2404:20:52

Level: basicindicator (0 comments)

Details

Useful indicator to identify trends, default parameters values are the one proposed byChande...

Pattern - Rectangle BaseBreakout on High Vol

Jitu Telang2003-09-0618:20:33

Level: mediumshowemail,function (4 comments)

Details

Detects an upwards breakout from a rectangular base formation on a high volume....

Pattern RecognitionExploration

Dimitris Tsokakis 2001-09-0314:03:35

Level: mediumexploration (11 comments)

Details

Paste the code in Automatic Analysis and Explore All Stocks for the last date of your data. InResults click twice a label , for example "a TR" and you will collect all ascending Trianglesmarked with an "1". This Exploration recognizes the following patterns: +Ascending Wedges"aW" +Descending ...

Pattern_-_Rectangle_Base_Breakout_on_High_Vol 2

TohMz2008-05-2819:06:00

Level: basicexploration (2 comments)

Details

A powerful script that that the author created the function but did not create the exploration.It had put on the shelf for 5 years since 2003 till now. Not a lot people understand it andknow how to script it to make it operatable. Run Analysis, click "Scan" or "Explore" will do.Click on "...

Percentage Price Oscillator

kirubanandan2008-06-2809:30:55

Level: basicindicator (0 comments)

Details

Percentage Price Oscillator using two EMA's and a signal line. The first parameter value isan n-period EMA that is subtracted from another n-period EMA (the second parameter). Thethird parameter overlays an EMA of the PPO for use as a signal line. The standard 12, 26, 9is automatically entered by...

Perceptron

VangelisM.2011-10-2317:19:57

Level: semi-advancedsystem (1 comments)

Details

This is a simple script that uses Amibroker\'s non-exhaustive Optimizer(s) in order to train 3linear perceptrons to trade....

Performance Check

Frank Snay2001-07-1416:02:56

Level: basicexploration (0 comments)

Details

/* A Daily Performance Check of your Buy signal. Corrected and revised on 7/14/01. Use to:1. Help set Stop Losses, in percentages. 2. See if increase in rate of return levels off withinthe first 20 days. 3. See if signal is a "leading" indicator, and by how many days. This is adifferent...

Performance Overview

Thomas Zmuck2002-08-2408:32:35

Level: advancedindicator (3 comments)

Details

This formula is for indicator builder and shows you the performance from 4 user-definedtickers or indices and the current ticker. 0% is always on the first visible bar over thezoomed area. You can also scroll the chart, 0% is always on the left. Activate Percent inIndicator builder and select L...

Peterson

Marek Chlopek2001-10-1702:55:21

Level: basicsystem (1 comments)

Details

Trading System developed by Dennis Peterson, described in article "Common Themes inTrading" 09/27/01, Traders.com Advantage ...

PF Chart - Close - April2004

Graham Kavanagh2004-04-1909:03:31

Level: semi-advancedindicator (8 comments)

Details

P&F chart based on closing price. Dates and bar numbers added for reference when thecolumns started and ended. Load file into IB. Box size based on ATR of close price.Reverse = 3. ...

Pivot Calculator

Jonas Stock2012-01-1017:09:23

Level: mediumindicator (0 comments)

Details

This version calculates and shows price pivots, based on my own formula. I\'ve compared itagainst other charting software and found that price pivots are faily close. ** Warning **Pivots are calculated over past bars, by looking at future bars. ...

Pivot Finder

Mark2004-07-1901:06:36

Level: semi-advancedindicator (14 comments)

Details

/* ********************************** Code to automatically identify pivots********************************** */ // -- what will be our lookback range for the hh and ll?farback=Param("How Far back to go",100,50,5000,10); nBars = Param("Number of bars",12, 5, 40); // -- Title. T...

Pivot Point and Supportand Resistance Points

AnthonyFaragasso

2002-04-2509:04:53

Level: basiccommentary (6 comments)

Details

Guru Commentary, provides Pivot and support and resistance points for the Next tradingday....

Pivot Point Graph

Tiziano Fogliata2001-06-2313:30:29

Level: mediumindicator (1 comments)

Details

This indicator, using data from the previous trading day, calculates the next day's pivot pointas well as support and resistance levels. High, Low, and Close data are needed. ...

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Pivot Point with S/RTrendlines

andrew kaufmann2004-11-0808:13:56

Level: basicindicator,function (4 comments)

Details

On charts less then an hour -e.g. 5 min chart, will plot the daily Pivot point and the hourlypivot point as a Line. In, addition, there are 3 adjustable support and resistance trendlinesdrawn using highs and the lows , % change is adjustable in the parameters....

Pivots And Prices

reinsley2010-01-0213:12:09

Level: basicindicator (2 comments)

Details

// pivots and prices // based on Pramod\'s comments http://www.amibroker.com/library/detail.php?id=617 // adapted by Reinsley : Plot Prices on Pivot and ajustable digits # // modby Sanjiv Bansal : take care of Highs or Lows when two adjacent bars are equal // does notreference to future...

Pivots for Intraday ForexCharts

Ron Boles2005-03-1922:13:50

Level: basicindicator (3 comments)

Details

Heikin Ashi chart + pivots for intraday forex charting. You can select 1 or 3 different pivotcalculations....

plot tomorrows pivots onan intraday database

patrickdoherty2008-03-3000:57:26

Level: mediumindicator (2 comments)

Details

I had been struggling with the code to plot todays pivots from yesterdays price when usingan intraday database. There were none available in the Amibroker library which plottedcorrectly the pivots for tomorrow on a intraday database. I checked the Amibroker forum andfound the following. Thank you...

Point & figure Chart IndiaSecurities

Mandeep Singh2009-01-0516:11:16

Level: advancedindicator (0 comments)

Details

_SECTION_BEGIN( \"Point & Figure w Values adj\" ); //mandeep Singh 05-Jan-2009GfxSetBkColor(colorBlack); GfxSetTextColor( colorOrange ); GfxSelectFont(\"Times NewRoman\", 10, 700, True ); GfxTextOut(\"man4urheart.blogspot.com\", 10 , 0 ); GraphXSpace= 5; SetChartBkColor( ParamColor( ...

Polarized Fractal Efficiencyjparent

2002-02-2422:15:45

Level: mediumindicator (0 comments)

Details

vbscript function to calculate PFE indicator for your array...

Polarized Fractal Efficiency

Jayson Casavant2002-11-0701:31:31

Level: mediumindicator (0 comments)

Details

The January 1994 issue of Stocks & Commodities featured an article by Hans Hannula onPolarized Fractal Efficiency. Here is the custom formula for creating the five-period smoothed10-Day PFE. Interpretation Drawing upon the pioneering works of mathematician BenoitMendelbrot, Mr. Hannula deve...

Position Sizer vers2,stocks and CFDs

skittlebup2008-05-1005:41:00

Level: basicsystem,exploration (3 comments)

Details

This revised version corrects a serious error (reversing the first condition in the first IIFstatement), and now allows input values to be varied using PARAM fields. May be used bothas an indicator and as an exploration. The exploration ADDCOLUMNS give a bit moredata....

Position Sizing and RiskPrice Graph

Tommy Beard2004-11-2902:11:39

Level: basicsystem,indicator,commentary (2 comments)

Details

Position Sizing and Risk Price Graph The Position Sizing Price Graph Bar allows one toautomatically view how many shares should be purchased based upon a 1% RiskManagement Rule while using Average True Range as a basis for stop losses. This iscovered in Van Tharp's book, "Trade Your Way to Fi...

Position Sizing and RiskPrice Graph - 2

Tommy Beard2005-04-2104:03:17

Level: basicsystem,indicator (0 comments)

Details

This is the same as the first version except you may adjust the portfolio values and riskvalues with the parameter feature. The Position Sizing Price Graph Bar allows one toautomatically view how many shares should be purchased based upon a 1% or 2% RiskManagement Rule while using Average True Ra...

prakashprakash

2007-01-0105:37:37

Level: basicindicator (0 comments)

Details

i would like to download the all data services form us canada and ...

Prashanth

Prashanth2007-12-2408:14:04

Level: basicindicator (3 comments)

Details

Plots Candlestick Chart for Calendar Year Bar's (1st of Trading day in Year to last tradingday in Year). Entirely adapted from Graham's Monthly Chart...

Price Chart - Fundamental

MTR InvestorsGroup -MTRIG.com

2010-04-0310:55:23

Level: basicindicator (0 comments)

Details

Price charts with PE, EPS, EPS Yield Dividend and Dividend Yield...

AnthonyFaragasso

2002-12-2918:20:39

Level: basicexploration (1 comments)

Details

Interested in measuring a short-term Trend ? Price persistency is the number of days that amarket continues to close either up or down. It's another term for a market run. The

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usefulness of Price Persistency is based on the theory of runs..It is the idea that, given themarket has moved in a part...

Price with Woodies Pivots

Larry Jameson2004-11-1618:19:36

Level: semi-advancedindicator (9 comments)

Details

Produces a price chart with Woodies Pivots. Only the pivots within a specified range aredisplayed to prevent autoscaling problems...

Price-Volume Rank Tomasz Janeczko 2001-06-1608:29:55

Level: basicindicator (0 comments)

Details

A Price Volume Rank. Buy/Sell at 5/10-day crossovers. Buy when fast line crosses below2.5. Sell when fast line crosses above 2.5. Use turn-around points cautiously. Rememberthat a climbing PVR line indicates a weakening market. Make another indicator using adouble-smoothing to use a less volatile...

Probability Calculator

AnthonyFaragasso

2001-09-0815:45:03

Level: semi-advancedcommentary (1 comments)

Details

To be used in the Guru Commentary Window. Provides Support for Options and Derivatives.By using Probability theory, you are letting the market find the trades for you that are likely tobe consistent winners....

Probability Density &Gaussian Distribution

Sean2009-08-2417:37:00

Level: advancedindicator,function (4 comments)

Details

Plots a custom graph of the probability distribution of the log returns independent ofAmibroker\'s chart time scale. Many thanks to Adheer Pai for this cool contribution....

Projection Oscillator

Hans2004-03-1417:37:56

Level: mediumsystem,indicator (1 comments)

Details

Developed by Mel Widner, Ph.D., the Projection Oscillator is a by-product of his ProjectionBands (see Projection Bands). The Projection Oscillator is basically a slope-adjustedStochastic. Where the Stochastic Oscillator (see Stochastic Oscillator) shows the relationshipof the current price to its...

Pullback System No. 1

Jerry Coopmans2001-06-1622:58:37

Level: mediumsystem (2 comments)

Details

This is a short term pullback system that in only long. It buys on the open following a higherhigh after two lower closes and when the close is above the 50 day simple average. The sellis on the day after a profit at the open or stopped after breaking the two day low. ...

QP2 Float Analysis

Steve Wiser2001-08-1211:06:29

Level: basicexploration,indicator (2 comments)

Details

As an exploration this looks for the most recent peak or trough and from that point calculatesthe amount of volume that has traded. Taking this volume and dividing this be the amount offloat (shares available for trading that are not held by insiders) to get a percentage of thetotal float ...

qp2 industry charts as apanel in the stocks chart

murthy suresh2007-08-2421:44:47

Level: basicindicator (0 comments)

Details

qp2 industry charts as a panel in the stock charts....

QStick

Lee2005-01-2314:18:13

Level: basicindicator (0 comments)

Details

QStick from Tushar Chande. This indicator measures intraday momentum by using thedistance between the open and close of price over "n periods". It is set at the default ( 8 )periods that Chande suggest. ...

Quotes Plus Industry Index

Dennis2005-09-2016:12:16

Level: basicfunction (0 comments)

Details

This will add the IRL Indexes to the right Industry/Sector folder. You also need to create aformats file and save it in the AB formats folder. You can find this file also here at the AFLLibrary search for: Quotes Plus Industry Index Format file...

Quotes Plus Industry IndexFormat file

Dennis2005-09-2016:20:34

Level: basicfunction (11 comments)

Details

This is the format file to import the Quotes Plus Industry Index You have to add follwing lineto the import.types file Location: AmiBroker\Formats\import.types and save this file in thesame folder...

R-Squared

Jayson Casavant2002-11-1016:33:47

Level: mediumindicator,commentary (2 comments)

Details

R-2 attempts to measure a percentage of a stocks movement that can be attributed to LinearRegression. When used in combination with Slope you have a tool that can aid in trenddetection. To determine if the trend is statistically significant for a given x-period linearregression line, Plot the ...

Rainbow Charts

AnthonyFaragasso

2001-08-1321:47:59

Level: basicindicator (0 comments)

Details

Produce colorful Charts with 10 moving averages....

Rainbow Oscillator

AnthonyFaragasso

2001-08-1321:42:30

Level: mediumindicator (0 comments)

Details

Very Good Visual with colored bars . Imediately Identify Underlying Trend Of the Market. ...

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Random Walk

Mich2006-12-0721:29:27

Level: basicexploration,indicator,commentary,function (0 comments)

Details

Random Walk generator : - RW with drift or without drift - choose starting value - choosevariance - fix random number serie if you want Can be plotted for RW vs Price watchingcomparaison. Intraday Price seems to follow a Random Walk if you cut the EOD gap... ...

Random Walk IndexBman

2007-10-1100:32:30

Level: mediumindicator (2 comments)

Details

This is the random walk index with some smoothing. ...

Random Walk Index, baseformula included

Bman2008-08-2614:26:33

Level: mediumindicator (6 comments)

Details

Random Walk Index, base formula included. Crossovers signal buys and sells....

Randomize()Antonio Marra

2004-07-2006:40:47

Level: basicshowemail,function (0 comments)

Details

This function will generate random numbers included in a given numeric interval....

Range Expansion Index

Tomasz Janeczko2001-06-1608:32:31

Level: mediumindicator (0 comments)

Details

The DeMark Range Expansion Index is a market-timing oscillator described in DeMark onDay Trading Options, by T.R. DeMark and T.R. Demark, Jr., McGraw Hill, 1999. Theoscillator is arithmetically calculated and is designed to overcome problems withexponentially calculated oscillators, like MACD. Th...

rank functionwalt schwarz

2003-05-2617:15:01

Level: mediumshowemail,function (0 comments)

Details

will return the percent ranking of an item within a sorted array. (see "sort" function)...

Ranking and sorting stocks

Herman van enBergen

2005-03-0106:33:36

Level: semi-advancedfunction (12 comments)

Details

A function to rank stocks according to your scoring formula. The top-tickers can be listed ona chart for demo or the tickers/scores strings can be read by your code for other use. Slowon large watchlists! ...

Ranking Ticker WatchList

nenapacwanfr2004-12-0513:54:05

Level: basicindicator (1 comments)

Details

/* returns the Rank of a ticker in a WL for a given indicator if the ticker is outside the WL therank is empty UNFORTUNATELY if the WL contains many tickers the formula isslowwwwww */...

Rapid Prototyping Methodfor System Development

mmike2008-08-0112:44:11

Level: mediumsystem (1 comments)

Details

Hi, here is a pretty tricky approach to use optimizer for trading system development.Description in the Breakout Bulletin Newsletter March 2005 by Mike Bryant - http://www.breakoutfutures.com/Newsletters/Newsletter0305.htm Be careful the script takes3^7=2187 optimization steps! But amibroker i...

Raw ADX

Prakash Shenoi2006-09-1908:18:17

Level: basicindicator (2 comments)

Details

This ADX formula uses input variable for the periods and uses Wilders and ATR in itscalculation....

Rea Time Daily PriceLevels

Ara Kaloustian2005-10-1001:40:26

Level: mediumindicator (4 comments)

Details

This program computes and plots prices levels fir real time data, for following parameters:Toda's Open, Prior Day Open, Clode, High, Low, First hour High, Low. ...

Regression Analysis Line

Frank Snay2001-09-0315:36:58

Level: basicindicator (1 comments)

Details

Graphical Display of Regression Analysis Line. User can set the length of the RA line, thepercent above and below said RA line for parallel lines, and a "DaysBack" user describedvariable for historical study and display of the RA line....

Relative Momentum Index(RMI)

Prakash Shenoi2008-08-1012:57:44

Level: basicexploration,indicator (0 comments)

Details

Relative Momentum Index is a “normalized” momentum oscillator similar to RSI and rangesbetween 0 and 100. It is intended to help determine the strength of price trends and also tohighlight potential short-term market overbought and oversold levels. When the markets arein strong trend,...

Relative Strength

Brian Mitchell2004-01-1700:59:58

Level: advancedexploration (1 comments)

Details

Comparative relative strength scoring/ranking. I use this to compare sectors in tc2000, but itcould be used for just about anything. Point it at a watchlist (make sure to set watchlistnumvariable appropriately) and it will rank everything in the watchlist relative to one another....

Relative strengthcomparison with movingaverage

Don McKay2004-01-1509:30:50

Level: basicindicator (3 comments)

Details

Compare current stock against another with a moving average. ...

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Relative Strength Index

Tomasz Janeczko2001-06-1608:50:34

Level: mediumsystem,commentary (1 comments)

Details

Sample commentary using RSI showing how to use WriteIF() and WriteVal() functions. Maybe also used as a simple trading system....

Relative Strength Multichartof up to 10 tickers

Frederick M Miller2004-02-0923:46:38

Level: mediumindicator (0 comments)

Details

A modified indicator to function like the FastTrack total return charts normalizing up to 10tickers for relative strength comparison. This indicator supports the date pole and datemarkers. Tickers are loaded using Parameters or [CNTRL]R Colors are selected for a blackscreen, but are easily ...

Relative Vigour Index

StefanBondorowicz

2002-01-1811:17:19

Level: basicindicator (0 comments)

Details

Relative Vigour Index described in an article by John Ehlers in the January 2002 edition ofTASC....

Rene Rijnaars

Rene Rijnaars2008-05-2611:18:17

Level: semi-advancedexploration (1 comments)

Details

I like to be able to make a exploration of the outcome of this formula. Anybody knows howto do this?...

Renko Chart

Graham Kavanagh2005-07-2102:18:53

Level: advancedindicator (44 comments)

Details

Plot renko chart. Error in plotting will occur if the box and/or reversal values are too smallcausing the number of renko bars exceeding the underlying stock normal price bars...

Reverse EMA function

Dimitris Tsokakis2003-06-1303:44:35

Level: basicindicator (3 comments)

Details

EMA is a function of todays Close and yesterdays EMA. The mechanism is analyticallydescribed in AFL>AFL Scripting Host>Examples>a) Indicator example - Exponential movingaverage After the math transormation, we may solve for C and get the Reverse EMAfunction. I will call it CLOSEviaEMA to be mo...

RI - Auto Trading System

Lalit Burhade2009-06-2507:41:55

Level: advancedsystem (1 comments)

Details

Check this auto-trading system developed using SAR. Most useful in trnding market.Optimised for 1 hour time frame but works with any time frame in trending market. Alsogenerates sound alerts alongwith Buy / Sell (arrow) signals. Try this out & any suggestions/comments most welcome....

Robert AntonyRobert Antony

2008-12-2906:26:36

Level: mediumsystem,exploration,indicator,commentary (0 comments)

Details

Trader...

ROC of MACD Weekly

Frank Snay2002-04-0415:46:25

Level: basicindicator (1 comments)

Details

Using the Weekly icon on the side toolbar, this indicator will give a visual presentation of thetrend of a stock. The title will also give values and a text description of the trend...

RSI + Avgs

TohMz2008-05-2518:57:17

Level: basicindicator (5 comments)

Details

Again Based on the book "Technical Analysis for the Trading Professional by Author:Constance Brown Translate from the Trade Station Formala in the Appendix D ...

RSI Double-Bottom

Jim Varney2002-09-0813:36:15

Level: basicsystem (3 comments)

Details

Rising double bottom in RSI is a fairly reliable buy signal (given a reasonably healthy market). Using a backtest database of 50 stocks (137,500 bars) diversified across industries, beta,net return, and capitalization, the backtest gives the following results: Percent profitable:77.0% Ratio ...

RSI indicator with Upper &Lower Zone Bars

TohMz2008-05-2321:51:31

Level: mediumindicator (5 comments)

Details

Based on the book "Technical Analysis for the Trading Professional Author: ConstanceBrown "... The mainstream believes that the oscillators generally travel between a scale of 0to 100. Generally 20(or 30) and below is viewed as oversold, and 80 (Or 70) and above isviewed as ove...

RSI of volume weightedmoving average

Jim Wiehe2006-07-2106:38:21

Level: basicindicator (0 comments)

Details

This afl uses the RSIa function upon a volume weighted moving average. There areparameters to adjust the RSIa periods, VWMA periods and an additional ema smoothingperiod. I think Bollinger liked the 9 period RSI and a couple of double bottoms below 30....

RSI of Weekly Price Array

AnthonyFaragasso

2002-09-2120:27:56

Level: mediumindicator (1 comments)

Details

Plot the RSI of Weekly Price Arrays,Enter ( t ) variable in Multiples of 5 for weekly....

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RSI Pointer

Duke Duncan2002-01-2013:50:21

Level: semi-advancedindicator (0 comments)

Details

This is a nice indicator. It combines moving averages, Stochastic D, and RSI. It is invertedand a single peak into the 30/70 range indicates buy or sell. It leads the market and is easyto manipulate. An easy way to alter it for different time frames is just to change the "Period"variable....

RSI styleClipMinMaxGeoff Lamb

2007-08-1609:59:18

Level: basicindicator (1 comments)

Details

Plots RSI using styleClipMinMax to get graph above and below values coloured in....

RSI Trendlines andWedges

Dimitris Tsokakis2003-06-1606:29:06

Level: mediumexploration,indicator (2 comments)

Details

The formula plots recent [or previous] RSI trendlines in Indicator Builder mode. In AutomaticAnalysis mode, explore for the n=1 last quotations for Ascending or Descending Wedgesand the respective probable bearish or bullish breakouts. It may be combined with OHLCtrendlines [http://www.amibroke...

RSIS

Thomas Zmuck2002-01-2906:47:03

Level: mediumsystem,indicator (4 comments)

Details

Overbought/Oversold Indicator, same as normaly RSI, but with special moving and lowwhipsaws. scale goes from ~ -20 to ~110, this could be changed by your adjustment. buymethods as every other overbought/oversold Indicator. I've added my buy method, whichgives sometimes very good signals, but i...

RUTVOL timing signal withBB Scoring routine

Gary Serkhoshian2003-11-1815:05:44

Level: semi-advancedsystem (6 comments)

Details

RUVOL signal was developed by Werner Gansz who was kind enough to share it with theFT-Talk community. RUTVOL is an intermediate-term signal, and in this code example it iscoupled with a Bollinger Band scoring routine as a selection methodology for stocks....

Sainath Sidgiddi

Sainath2004-11-0706:32:34

Level: basicexploration,indicator (0 comments)

Details

SNiper trading emphasizes on day of week trading, rather than trading every day.Good stufffor those int in day trading and taking positions....

SAR-ForNextBarStop

Rick Charon2005-12-1419:59:23

Level: semi-advancedindicator (8 comments)

Details

I want to use SAR indicator to calculate the stop to set for the next trading day after theclose of today. Because there is as yet no bar for next day, the built in SAR indicator can'tbe used this way. I'm only using this for long positions, and just to set the next day's stop.Most of this is ...

Scale Out: Futures

Pete2009-02-0821:55:22

Level: semi-advancedsystem (1 comments)

Details

The sole purpose of this code is to back test different trading strategy\'s that incorporate ascale out technique. This code can also be used to optimize system entries and exitsutilizing a scale out strategy as long as the system has optimizable parameters. If you haveany questions or ideas for...

Scan New High and NewLow

TohMz2008-06-1511:47:31

Level: basicexploration (3 comments)

Details

Scan OR exploration which can find any futures OR stock that has reached Break New HighAND New Low : User choose on "Scan by Day/Week/Month" option. 1. User input if scanby Day 2. User input if scan by Week (Default) 3. User input if scan by Month Created byTohMZ on June...

Schiff Lines

Bob Johnson2006-09-1421:53:50

Level: semi-advancedindicator (6 comments)

Details

Variation on Andrew's Pitchfork. Uses the midpoint between the left 2 peak/trough pointsinstead of the leftmost peak/trough to determine the slope of the lines. ...

Second-order Infiniteimpulse response filter

Tomasz Janeczko2003-04-3015:43:03

Level: semi-advancedindicator,function (2 comments)

Details

This code demonstrates new looping and user-definable functions....

Sector Tracking

Ara Kaloustian2002-04-0714:40:40

Level: mediumindicator (1 comments)

Details

Tracks normalized relative performance of the most heavily traded sectors 4 sectors (XLE,XLK, XLB, XLF). Performance is tracked by comparing the daily performance of the sector tothe daily performance of the S&P500, then a 13 day exp moving average and finally the sumof 9 days to smooth out th...

SectorRSI

goldfreaz2002-05-0414:45:07

Level: semi-advancedsystem (1 comments)

Details

Scan looks for stocks that have low RSI but turning up. Also, checks for composite to be inagreement. Run in the scan mode to establish composite. Then run in the backtest mode tofind the winners. Paste all the winner from the results into their own separate group. Repeatthe above on this el...

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SF Entry,Stop, PTIndicator

Stefan-GeorgFuchs

2001-10-1308:59:11

Level: basicindicator (0 comments)

Details

//For use with STO MACD Buy signals with Moneymanagement maxgraph = 5; graph0 =close; graph0style=64; graph0color=2; graph1 = ema(CLOSE,5)-(ema(ATR(1),10)*1.50);graph2 = ema(close,5)+(ema(ATR(1),10)*2.5); graph2style = 1; graph2color=3; graph3 = ema(CLOSE,5)+(ema(ATR(1),10)/4); graph3s...

shailu luniashailu lunia

2009-06-0514:39:34

Level: basicindicator (2 comments)

Details

daytrader....

Shares To Buy Price Graph

Tommy Beard2004-12-0217:08:43

Level: basicsystem,indicator (2 comments)

Details

The Shares to Buy Price Graph allows one to automatically see the number of shares thatcan be purchased based on the current price when the amount of money to be invested isalready known. This is useful when using Dollar Weighted Positions such as investing 2000Dollars in each position. It elimin...

Simple Candle Exploration

Herman van denBergen

2005-01-2817:33:59

Level: mediumexploration (2 comments)

Details

Exploration to find and list Candle patterns. Requires CandleFunctionsInclude.afl (in thislibrary) to be in your include folder. Modify to suit your needs....

Simple Momentum

Alex Fler2005-08-0622:46:26

Level: basicindicator (0 comments)

Details

The momentum of a security is the ratio of today's price compared to the price x-timeperiods ago. Similar to what you'll find in Metastock ,Trade Station 2000i or Advanced Get...

Sine Wave Indicator

Sony Chauhan2007-11-0423:52:46

Level: basicsystem,indicator (2 comments)

Details

Sine Wave Indicator: I got this going, based on other people's work and the dominant cyclecode already on the site, it took me a while, but I think it looks correct now. I am not surewhy DTR and RTD are used, but someone had a piece of code on this which I copied andthen it finally started ...

SIROC Momentum

Geoff Mulhall2001-06-2505:07:39

Level: semi-advancedindicator (0 comments)

Details

/* Elders SIROC Indicator */ /* Set Scaling to Automatic, Show dates On, Percent On,Middle On */ graph0 = roc(ema(c,13),21); graph0style = 1; graph0color = 9; ...

Sony

Sony Chauhan2008-11-1419:16:58

Level: advancedindicator (2 comments)

Details

Ehlers Adaptive Stochatic Indicator Cyber Cycle. Modified from original cyber cycle indicatorcode according to Ehlers book....

sort functionwalt schwarz

2003-05-2617:11:16

Level: mediumshowemail,function (0 comments)

Details

will return the passed array in sorted order...

Speed Resistance

ABDULKAREEMALGHAMDI

2012-02-0907:59:24

Level: mediumindicator (0 comments)

Details

Please go to the link for full description....

Square of Nine RoadmapCharts

Lal2008-03-3014:19:07

Level: semi-advancedindicator (15 comments)

Details

Produces automatic trend channels based on a SINGLE bar....

Standard Error Bandsjparent

2002-02-2422:14:38

Level: mediumindicator (0 comments)

Details

vbscript functions to calculate band top and bottom of your array...

Standard Error Bands(Native AFL)

William Peters2003-12-2019:04:15

Level: mediumindicator (1 comments)

Details

Description: Standard Error Bands are a type of envelope developed by Jon Andersen. Theyare similar to Bollinger Bands in appearance, but they are calculated and interpreted quitedifferently. Where Bollinger Bands are plotted at standard deviation levels above and belowa moving average, Standa...

STARC Bands

Prakash Shenoi2006-08-1107:18:13

Level: basicindicator (0 comments)

Details

STARC Bands developed by Manning Stoller consist of a channel surrounding a SimpleMoving Average of typical Price. The width of the channel created vary with the period of theaverage range. Like Bollinger Bands, STARC Bands tighten in steady or low volatilitymarkets and widen as volatility goes u...

Willem Jan2002-02-2403:34:07

Level: mediumsystem,exploration,indicator (0 comments)

Details

Based on Stochastics this formula delivers quite promising, reliable and consistent results interms of net profit. Compared with the STD_STK Single this formula will take care of a group

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of selected tickers/shares. For optimisation my setting are range 120 days. For testing etc.my settings are: ...

Steve Woods' Cum. Vol.Float + Cum. Vol.Channels

Eric Tangen2002-07-1208:51:23

Level: advancedindicator (1 comments)

Details

This file contains two of Steve Woods' indicators: his Cumulative-Volume 'Float' indicatorand his Cumulative-Volume 'Channel' indicator. The Cumulative-Volume 'Float' indicator is achannel of the high/close and lowest low/close during a period of time where the cumulativevolume of shares trad...

Steve Woods' CumulativeVol. Percentage Indicator

Eric Tangen 2002-07-1208:47:28

Level: mediumindicator (1 comments)

Details

This is the third of Steve Woods' indicators - his Cumulative Volume 'Percentage' indicator. Itis a sawtooth histogram of volume summation normalized to a fraction of one float. Whenthe fraction becomes one float, the summation is reset - hence the sawtooth appearance.The theory is that signifi...

Steve Woods' FloatChannel Lines

Eric Tangen2001-12-2815:47:58

Level: mediumindicator (0 comments)

Details

Channel lines define the highest high/close and lowest low/close during a period of timewhere the cumulative volume of shares traded equaled the float. Implemented entirely invbScript...is there an easier way to code this using AFL?...

STO & MACD Buy Signalswith Money-Management

Stefan-GeorgFuchs

2001-10-1308:55:29

Level: semi-advancedexploration (4 comments)

Details

// This exploration looks for simple Stochastics and MACD buy signals // to inialize longtrades. // Money-, Risk and Positionmanagment is more important for // successful tradingthan having only good entries and exits. // Therefore, I combined these signals with stricttrade-, // money-manage...

Stochastic %J - KDJ

Barry Scarborough2008-09-2011:24:23

Level: basicindicator (0 comments)

Details

The KDJ indicator is a form of the Stochastic. The difference is an extra line called the %Jline. The %J line is the divergence of the %D value from the %K. The value of %J can gobeyond 0 or 100 for %K and %D lines on the chart. Trading Signals: A negative value of %Jwith %K and %D at the bot...

Stochastic Divergence,negative

Dimitris Tsokakis2001-07-0404:30:59

Level: semi-advancedindicator (0 comments)

Details

A negative Stochastic divergence occurs when the tangent of Stochastic oscillator's graph isdescending, whereas the tangent of price's graph is ascending for the same time interval .The occurrence of a negative stochastic divergence in overbought area, usually signals atrend reversal, especiall...

Stochastic Divergence,positive

Dimitris Tsokakis2001-07-0403:55:54

Level: semi-advancedindicator (1 comments)

Details

A positive stochastic divergence occurs when the tangent of Stochastic oscillator's graph isascending, whereas the tangent of price's graph is descending for the same time interval .The occurrence of a positive stochastic divergence in oversold area, usually signals a trendreversal, especially ...

Stochastic Divergences,PDI, NDI

Dimitris Tsokakis2002-03-2504:12:25

Level: advancedindicator (1 comments)

Details

Definitions. 1. Positive Stochastic Divergence Issues (PDI) is the population of stocks thatpresented a positive stochastic divergence, calculated on daily basis. 2. Negative StochasticDivergence Issues (NDI) is the population of stocks that presented a negative stochasticdivergence, calc...

Stochastic Fast%K andFull

Brian2002-09-0618:12:51

Level: basicsystem,indicator (7 comments)

Details

Originally Developed by George C. Lane...

Stochastic OBV and PriceFilter

Frank Snay2001-06-2419:25:04

Level: basicexploration (1 comments)

Details

/* Stochastic OBV and Price Filter - No graphing included. User Set Stochastic OBV andStochastic Price periods Recommended Use - "Explore", Apply to "all stocks", Range, n lastdays n = 0 StochasticOBV is the stochastic of OBV for the user set periods StochasticPrice isstochk() for user set p...

Stochastic of Weekly PriceArray

AnthonyFaragasso

2002-09-2120:03:31

Level: mediumindicator (3 comments)

Details

Plot the Stochastic of Weekly Price array , while staying in Daily mode....

Stochastic optimizeGrayesso

2003-12-1014:10:41

Level: advancedshowemail,function (0 comments)

Details

Optimize for Stochastic (8,3,3 - 14,5,5 == by DiNapoli - by default for Amibroker)...

Stochastic OSI & OBI

Dimitris Tsokakis2002-03-2414:28:53

Level: advancedindicator (1 comments)

Details

An example Of Overbought Issues (OBI) and Oversold Issues(OSI), based on Stochastic(14), smoothed, complementary to RSIobi and RSIosi. ...

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Stochastics TrendlinesDimitris Tsokakis

2001-08-2711:43:42

Level: basicindicator (0 comments)

Details

Slow Stochastic (14) with cross information on the title and its recent trendlines. ...

StochD_StochK Single.afl

Willem Jan2002-02-2402:13:08

Level: mediumsystem,exploration,indicator (4 comments)

Details

Based on Stochastics this formula delivers quite promising, reliable and consistent results interms of net profit. For optimisation my setting are range 120 days. For testing etc. mysettings are: commission 0.5%, long only (althouhg long short can be used withourproblems), buy and sell on openin...

Stock price AlertIf

Anthony vanRooyen

2004-07-2812:39:53

Level: basicexploration (6 comments)

Details

If you want to be alerted to a stock reaching a certain price in "Alert Output" under "view" inAmibroker. Simply add the stock code, were the XYZ is. To set the price simply add it where$$$ is. Cut and past if you have lots of stocks that you want to be alerted to. Then just runthe scan. ...

Stop-loss Indicator bands

Prakash Shenoi2008-06-2211:01:53

Level: basicindicator (2 comments)

Details

Simple stop-loss bands calculated by ATR periods (Variable) with highest high and lowestLow value over (variable) the preceding periods. Stop loss level for short positions deducedfrom highest high value periods and Stop Loss for longs fm Lowest low value periods. ...

Stops Implementation inAFS

Marek Chlopek2001-11-2916:03:15

Level: mediumsystem,exploration (1 comments)

Details

Please find attached afl script with stops implementation directly as a afl code without usingApplyStop formula. This implementation gives possibility to get arrows on the chart. Alsoplease note this stops have been split into two parts - for long and short trades. Alsoactivation level is de...

Stops on percentages

Chris2008-09-0707:28:24

Level: basicindicator (0 comments)

Details

Stops on percentages can be set to low,high,close and open on the bars for long and shortstops....

Strength and Weakness

Eric Paradis2006-02-1400:57:08

Level: basicexploration (6 comments)

Details

Measures the strength in a stock over a 20 day period, generates a 20-day rate of changeand a yearly rate of change. ...

Sun&CloudChih-chiang Chen

2001-10-2611:39:51

Level: advancedindicator (8 comments)

Details

Modification of Ichimoku Chart For Long term investors and short term traders....

SUPER PIVOT POINTS

Avi ben a2006-11-0914:15:19

Level: basicindicator (10 comments)

Details

hi all SUPER PIVOT POINTS can by used in 2 ways: if you choose daily, the pivots arecalculated from the previous day, this can be used for daily charts. the second option is nextday for EOD charts. for all the options available right click on the chart parameters. to utilizeall the program ...

Support and ResistancePrakash Shenoi

2006-09-1911:06:24

Level: basicindicator (0 comments)

Details

Simple support and resistance indicator with lookback variable input....

Support Resistance levelsGraham Kavanagh

2003-05-2222:25:51

Level: mediumindicator (13 comments)

Details

Indicator to show support and resistance levels based on RSI indicator reversals...

suresh

murthy suresh2008-08-0621:20:26

Level: advancedindicator (0 comments)

Details

i always wanted to plot my trades against a chart and see how it performed. now i did it. ittakes the trade info as a set of static values and plots it. included in code is defaulted sbuxStaticVarSetText( "TradeType" , "Stocks" ); //Stocks|Forex StaticVarSetText( "forexSymbol" ,"SBUX" ); //...

SWIM INDEX

Kailash K Pareek( Johnny )

2001-10-1109:31:20

Level: semi-advancedindicator (2 comments)

Details

SWIM INDEX coded by KAILASH K PAREEK - INDIA . As the name of indicator explains itself, It measures the swim of Price. Day Trader may find it very useful as it gives trendreversal in next 2-3 trading. INTERPATION: Expect trend reversal or at least consolidationwhen SI Spikes higher...

swing chartRAVIKANT RAUT

2007-07-0811:59:44

Level: mediumexploration,indicator (12 comments)

Details

provide you a marvellous trading point...

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T3

dale Butkowski2001-08-0509:47:23

Level: basicsystem (1 comments)

Details

Trading system based on cubing of function (1+a)-ax^2 where a is the amplification ( 0 < a <1.0, I use 0.7) and en is the exponentially smoothed average of the closing price....

T3 Function

Jayson Casavant2004-03-0320:07:15

Level: semi-advancedshowemail,function (8 comments)

Details

In filter theory parlance, T3 is a six-pole non-linear Kalman filter. Kalman filters are oneswhich use the error (in this case (time series - EMA(n)) to correct themselves. In TechnicalAnalysis, these are called Adaptive Moving Averages; they track the time series moreaggressively when it is maki...

TAZ Trading MethodExploration

Tommy Beard2006-11-0517:54:24

Level: basicexploration (4 comments)

Details

Explore and find stocks meeting the criteria for the TAZ Swing Trading Method which isexplained at http://www.swing-trade-stocks.com...

TD Channel-1milostea

2009-02-2816:53:42

Level: basicindicator (0 comments)

Details

TD channel type I....

TD Channel-2milostea

2009-02-2816:54:15

Level: basicindicator (0 comments)

Details

TD channel type 2...

TD Moving Average 2milostea

2009-02-2816:57:05

Level: basicindicator (1 comments)

Details

TD\'s moving average type 2...

TD Moving Average Imilostea

2009-03-0314:54:58

Level: basicindicator (0 comments)

Details

TD\'s moving average I...

TD REI

milostea2009-02-2816:55:31

Level: basicindicator (1 comments)

Details

TD range expansion index (REI). Indicator was posted by another user. I have modified it tofollow TD\'s rules. See my comments in the code for further info.....

TD sequentials.carrasset

2004-11-0204:57:37

Level: basicsystem (11 comments)

Details

Td sequential...

TD SequentialAbdulKareem

2007-10-2507:30:19

Level: semi-advancedsystem (6 comments)

Details

TD Sequential. TD Points. TD Setup Trends....

testing multiple systemsimulataneously

Paul Ho2009-05-1307:53:58

Level: mediumsystem (0 comments)

Details

testing multiple system simulataneously...

Textpad Editor codes forAFL syntax (Revised)...

dingo2004-02-0923:50:08

Level: basicsystem,exploration,indicator,commentary,function (1 comments)

Details

Textpad Editor codes for AFL syntax (Revised)......

The D_oscillator

Dimitris Tsokakis2003-06-3004:12:16

Level: mediumsystem,indicator (1 comments)

Details

The body of a candle C-O is divided by H+L to create a body to size ratio. To avoid anynoise apply repetitive DEMA smoothing. Finally apply the RSI transformation to create theD_oscillator. The ^NDX OHLC data are used to produce Buy/Sell signals with interestingresults for US stocks and the main...

The Fibonaccian behavior

Dimitris Tsokakis2006-11-2705:56:47

Level: mediumindicator (9 comments)

Details

This code will easily check the history of the Fibonaccian behavior of a stock/index. If thewhite line falls "near" the blue Fibonacci levels, then this behavior may be repeated in thefuture. For n0=2 we will have the main Fibonacci sequence 0.381, 0.618, 1, 1.618, 2.618For n0=3 we will have ...

The Mean RSIt

Dimitris Tsokakis2002-03-1714:34:12

Level: advancedindicator (5 comments)

Details

The RSIt Indicator, defined from Var=MACD(); Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0); Dn=IIf(Var

The Mean RSIt (variations)

Dimitris Tsokakis2002-03-1407:36:32

Level: advancedindicator (0 comments)

Details

Variations of the Mean RSIt used in trading systems design. Paste the formula in AutomaticAnalysis window, select All stocks (or a sector or a group or a watch list), all quotations andscan. Select View->Refresh All and then Save. Data should be clean and without missingdates (holes). To ...

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The Relative Slope

Dimitris Tsokakis2001-07-0211:46:37

Level: basicindicator (9 comments)

Details

Definition: For a variable X, the difference of two cascade values of X, devided by their sum.For scaling purposes,this quotient may be multiplied by a numerical coefficient. Example:The Relative Slope of exponential moving average of "typical price" A variable independentof specific stock v...

The Relative Slope Pivots

Dimitris Tsokakis2002-03-2504:30:18

Level: advancedindicator (1 comments)

Details

Definitions: "RS up pivot" (RSUP) is the population of stocks presenting a bearish turningpoint (bearish pivot) over a certain (positive) level of their Relative Slope value. "RS downpivot" (RSDP) is the population of stocks presenting a bullish turning point (bullish pivot)below a certai...

The Saturation Indicator D_sat

Dimitris Tsokakis2002-12-0114:38:17

Level: mediumindicator (4 comments)

Details

There are some discrete phases for a bullish trend. The beginning is usually sharp, themarket changes direction quickly, Short positions are covered with rush, Long entries maybe obliged to follow gap ups etc. The rate of change is becoming slower, premature profittaking appears as long as new...

The Stochastic CCI

Dimitris Tsokakis2002-08-1104:09:59

Level: basicindicator (3 comments)

Details

The Stochastic CCI was defined and presented at http://groups.yahoo.com/group/amibroker/message/2394. For more details you may take a look at http://groups.yahoo.com/group/amibroker/message/21618 and an excellent work by Herman van den Bergen, available athttp://www.amibroker.com/support.html...

The Three Day Reversal

Prashanth2005-08-3023:42:41

Level: basicsystem (2 comments)

Details

The three day reversal is a very simple pattern. When the trend is Up or Long – The ThreeDay Drop and When the trend is Down or Short – The 3 Day Rise....

Three Day Balance PointLal

2007-09-2907:36:45

Level: basicexploration,indicator (8 comments)

Details

Finds the mid-point of a three-day price range and determines bullishness/bearishness...

Three Line Break - TLBLaurent

2005-08-1816:18:00

Level: mediumindicator (17 comments)

Details

same family as Kagi and Renko. ...

Time Frame Weekly Bars

AnthonyFaragasso

2002-09-2119:57:33

Level: mediumindicator (1 comments)

Details

WEEKLY PRICE ARRAY : The close is the close of the last day of the week: (WeeklyClose)The open is the open of the first day of the week: (WeeklyOpen) The high is the highest highof the week : (WeeklyHigh) The low is the lowest low of the week : (WeeklyLow ) Thevolume is the sum of the volume f...

Time Left in Bar

Ara Kaloustian2005-09-2320:55:32

Level: mediumindicator (1 comments)

Details

This code computes the amount of time left in a bar. To display you need to include"TimeLeft" variable in your chart title. Code is designed for eSignal or similar data feed. Datafeed uses exchange timestamp and must be synchronized with PC clock. See eSignal datamanager for synchronizing opti...

Time Left to Current BarJiri Cipr

2007-05-0603:03:51

Level: basiccommentary (1 comments)

Details

Time Left to Current Bar...

Time segment value

ntk982004-05-2217:34:18

Level: basicindicator (8 comments)

Details

TJ has helped me translate the metastock formula of TSV(Time segment value) into ABlanguage. I thought I should share this formulas with other. This indicator uses volume andprice, like OBV, but seems to be more reliable indicator then OBV. In courtesy of TheWordens brothers I like to post ...

Tom DeMark Trend Lines

S M Jones2006-03-1221:08:20

Level: basicindicator (8 comments)

Details

Just include this code in your chart that has your HLOC graph and adjust the percent fieldand it will draw TD Trend Lines, in any time frame. I started with the example code I found inthe help section for "LineArray"....

tomy_frenchy

tomy_frenchy2006-11-0722:00:53

Level: semi-advancedindicator,function (0 comments)

Details

Prediction AR (Auto-regressive) - With Least Square / Durbin-Levinson / GaussianElimination - Autocorrelation function estimator biased and not biased - Denoising bycentered T3 moving average - Detrending by derivation TO DO: - some problem of stability -check optimum order for AR - che...

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Tracking Error

Jeff Teza2011-01-2718:19:34

Level: mediumindicator,function (0 comments)

Details

This code plots the \"tracking error\" between two securities. It can be used to see howeffective an ETF/ETN or Mutual Fund tracks a specific index or commodity. It can also beused to create a Information Ratio....

Tracking Error

Jeff Teza2011-01-2814:17:56

Level: mediumindicator,function (0 comments)

Details

Added 2 new parameters, one to invert the index (check tracking of short ETF\'s) another toleverage the index (compare tracking of \"ultra\" ETF\'s)....

Trade day of month

Paul Moore2009-11-0413:16:00

Level: basicfunction (0 comments)

Details

I needed this for one of my backtests. I couldn\'t find this anywhere else, and I thought itmight be useful to others here. This one-line AFL simply returns the trade day of the month.For example, if the month days/dates are Wed=1st, Thu=2nd, Fri=3rd, Mon=6th, Tue=7th,Wed=8th, etc, then Tue co...

Trading ATR 10-1Marcelin

2005-03-0415:40:51

Level: basicsystem (6 comments)

Details

A volatility trading system....

Trailing Stop Loss

marcus2009-09-2005:22:08

Level: basicindicator (2 comments)

Details

The problem with the previous code for the trailing stop loss in my opinion was that the exitdid not happen directly at the exit arrow. This codes solves this problem. Just drag theformula into the chart and you are all set :-) ...

Trend Analysis_Comentary

indecent2006-11-3013:09:22

Level: semi-advancedsystem,commentary (18 comments)

Details

This Expert Advisor uses trend following indicators to show buy and sell signals. A 200-period exponential moving average of the close determines the current long term trend.Signals are only generated if they agree with the long term trend. An additional filter is usedfor the short to intermedi...

Trend Continuation FactorDale butkowski

2002-02-2411:18:35

Level: basicsystem (1 comments)

Details

System to identify trend and its direction....

Trend Detection

Graham Kavanagh2005-01-1018:55:44

Level: mediumindicator (15 comments)

Details

Plots coloured bars for direction of current trend, green for rising, red for falling. Explorationincluded to find first bar of new direction. Param included to vary the number of periods fordetecting small to long term trends. I am using beta version 4.66.2, but believe this will workwith last...

Trend exploration withmultiple timeframes

Marcus Davidsson2006-09-3020:31:21

Level: mediumexploration (9 comments)

Details

I started experimenting with Tradestations Radarscreen when it struck me that Amibrokerhave the same function "Exploration" but 100000$ much cheaper. The formula is quitesimple just load it in to Amibroker and go to automatic analysis and push explore. Theformula will scan multiple movi...

Trend Exploration: CountNumber of New Highs

marcus2009-07-2511:46:46

Level: basicexploration (0 comments)

Details

This exploration identify price trends by counting the number of new highs (or lows) that astock has made during the last 50 days and sort the result in descending order. ...

Trend Exploration: SlopeMoving Average

marcus2009-09-2006:38:06

Level: basicexploration (0 comments)

Details

This exploration uses a lot of color and the slope of a moving averages to rank and filter outsecurities in the exploration window. ...

Trend Following System

marcus2009-09-2005:58:13

Level: basicsystem (4 comments)

Details

This is a simple long only trend following system. Just load it into the \"Automatic Analysis\"window and push \"Scan\", \"Back test\" and \"Report\" to view the result....

Trend Trigger FactorKelly Griffiths

2004-11-1001:35:58

Level: basicsystem,indicator,function (4 comments)

Details

Allows you to follow the trend....

TRENDAdvisor

taishunszeto2008-09-2102:23:25

Level: basicindicator (0 comments)

Details

Know which stage of market you are currently in. 1) Recovery 2) Accumulation 3) Bullish 4)Warning 5) Distribution 6)Bearish ...

Dimitris Tsokakis2002-03-2414:15:51

Level: advancedindicator (4 comments)

Details

We have here a simple tool, useful to detect if the Market is trending (bullish or bearish) ortrading (moving sideways), based on macd and its signal. Values of "bull" above 70, signal

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the beginning of a bullish period for the Market as a whole. Values between 30 and 70indicate a trading period (c...

Trending Ribbon

Jim Wiehe2006-07-1706:22:25

Level: basicindicator (7 comments)

Details

This uses the nifty ribbon function in Amibroker. I use this in most of my price chartsbecause it reduces the clutter with too many indicators on the screen. So if the ribbon isgreen both the MACD and ADX have started trending up. If the ribbon is red both the MACDand ADX are trending down....

TrendingRibbonArrowsADX Viorel CRISTEA 2009-07-0415:05:20

Level: basicsystem (2 comments)

Details

Buy (sell) signals exhaustive(!?) trading system, with elementary, but strong rules....

Triangle exploration usingP&F Chart

Graham Kavanagh2002-12-0101:51:11

Level: semi-advancedexploration (0 comments)

Details

This is exploration for charts making triangle patterns. The chart is for the P&F chart usingHigh/Low prices....

Triangle search

G Kavanagh2002-07-1521:54:53

Level: basicexploration (1 comments)

Details

Triangle search using HHV and LLV. I vary the length of the search to locate different sizetriangles. d1 & d2 are either 10 & 2, 20 & 4, 40 & 10....

Triangle Search ExtendedBrian Wild

2007-02-1101:02:36

Level: mediumexploration (0 comments)

Details

An extended version of th etriangle search by G Kavanagh...

Triangular Moving Average

AnthonyFaragasso

2002-12-1411:47:32

Level: basicindicator (2 comments)

Details

A Triangular moving average is similar to exponential and weighted moving averages excepta different weighting scheme is used. Exponential and Weighted averages assign themajority of the weight to the most recent data. Simple moving averages assign the weightequally across all the data. With...

Triangular Moving Averagenew

ali2006-09-0909:03:23

Level: basicsystem (2 comments)

Details

//Triangular Moving average //Anthony Faragasso //December, 2002 /* A Triangular movingaverage is similar to exponential AND weighted moving averages except A differentweighting scheme is used. Exponential AND Weighted averages assign the majority of theweight to the most recent data. Si...

Trigonometric Fit - TrigFitwith AR for cos / sin

Mich2006-12-0620:18:38

Level: mediumindicator,function (2 comments)

Details

Trigonometric Fit Based on : - AR MODELING (Burg AND Yule-Walker method areimplemented) for frequency estimation - Generalized Least Square Error to computeAmplitudes and Phases (because AR estimate of the amplitudes on the spectrum are bad)...

TRIXCharlie Ehm

2002-07-1219:17:38

Level: basicindicator (0 comments)

Details

A home-brew version of Amibroker's built-in TRIX indicator, plus minimal trading rules. ...

Trix Bars number

reinsley2009-03-0305:41:29

Level: basicindicator (2 comments)

Details

Count Trix Bars for each swing. Plot a ribbon with the bar number for up and down swings.Colored swing. Adjustable Scale PlotText above the ribbon : courtesy by Aron. It helps todecipher a trend-countertrend-trend. An easy count A-B-C or 1-2-3. A serie of trix greensegments longer than red...

TRIXXX

Roman Glinka2004-04-2507:55:10

Level: mediumindicator (0 comments)

Details

Short term indicator: buy when indicator is upper 0 line and cross signal up, sell whenindicator falling down ...

TTM Squeeze

Levent Pancuk2008-03-2219:09:32

Level: basicindicator (13 comments)

Details

Bollinger Bands AND Keltner Channel define the market conditions, i.e. when BB isnarrower than KC then we have a market squeeze. When BB break Outside the KC thentrade in the direction of the smoothed Momentum(12). ...

Tushar Chande's ProjectedRange

Prakash Shenoi2006-08-1312:14:03

Level: basicindicator (1 comments)

Details

Plots projected price targets for the next day....

Twiggs Money Flow

Stock_Alchemist2006-04-1212:39:27

Level: mediumindicator (2 comments)

Details

Twiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is in turn derivedfrom the Accumulation Distribution line. However, Twiggs Money Flow makes two basicimprovements to the Chaikin Money Flow formula: To solve the problem with gaps, TwiggsMoney Flow uses true range, rather...

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Twiggs money flow weekly

Chris2008-08-3110:30:04

Level: basicindicator (1 comments)

Details

I added the weekly time frame to the code byStock_Alchemist Rayloom [at] yahoo.com Thisweekly time frame can be drop&drag onto the Twiggs Money Flow in the daily time frameTwiggs Money Flow is a derivation of Chaikin Money Flow indicator, which is in turn derivedfrom the Accumulation Distribu...

TWS auto-exportExecutions-file parser

Herman van denBergen

2005-04-1018:00:26

Level: advancedfunction (5 comments)

Details

Intended for real-time traders using the Interactive Brokers TWS. This function converts theauto-exported trade executions file from the TWS to csv format, creates an AmiBrokercompatible format for further processing, and plots real trades at execution prices on yourchart. This is experimental co...

TWS trade plotterYofa

2009-05-1405:28:32

Level: advancedsystem (0 comments)

Details

Plots auto-exported tws trades...

Ultimate plus

D o j i * ABUREHAB

2006-04-1113:39:56

Level: basicsystem (2 comments)

Details

Ultimate plus wthe line to sell and buy under 30 is buy up 65 is sell...

UltraEdit editor highlightwordfile

Dave Merrill2004-11-1513:57:33

Level: semi-advancedsystem,exploration,indicator,commentary,function (1 comments)

Details

UltraEdit is a full-featured shareware programmer's editor. This file teaches it AFL'skeywords, so it can color, format, captitalize, and auto-complete them like AmiBroker does. Ithink it's up to date as of AmiBroker version 4.63.1 Beta. I often keep my standard AFL #include file open in it whi...

Using From and To datesfrom Auto Analysis in Code

Bruce M. Moore2005-06-0622:40:53

Level: semi-advancedexploration (0 comments)

Details

This code illustrates how to use the "From" and "To" date settings from Automatic Analyzerin AFL code. It is far faster to do it this way than to run your code from "0 to Barcount-1".This method of extracting the dates and converting them to bar counts is rather convoluted,as you will see. I...

ValueChart

BHCombo2007-12-1300:02:25

Level: mediumindicator (1 comments)

Details

Very Interesting oscillator developed at Landmark Asset Managementlandmarkassetmanagement.com....

VAMAkysiek

2006-07-0512:20:34

Level: basicindicator (0 comments)

Details

Volume Adjusted Moving Average...

Varexlist

Jaco Jonker2001-07-0604:30:40

Level: mediumsystem,indicator (4 comments)

Details

This is a basic exploration list I developed for the US markets. It has no fancy script, justplain widely used indicators setup in a logical format, with some unconventionalcombinations. It is a medium term system with excellent results in the past 5 years on theDow Jones and Nasdaq 100, but the ...

Vertical Horizontal Filter

Tomasz Janeczko2001-06-1608:34:26

Level: basicindicator (0 comments)

Details

Vertical Horizontal Filter indicator. This filter identifies when a stock is trending and when it isin a congestion phase so the analyst can apply the correct type of analysis indicator, suchas moving average for trends or stochastics for congestion. VHF readings above 0.3 to 0.38indicate a trend...

Vertical Horizontal Filter(VHF)

Jayson2002-11-0303:05:47

Level: basicindicator,commentary (0 comments)

Details

A trend Measuring Indicator...

Vic Huebner

Vic Huebner2002-02-2310:57:10

Level: basicindicator (2 comments)

Details

This is an elementary display of Inside, Outside, and Key reversal bars. These sometimesare used to signal short term reversals....

Vikram's Floor PivotIntraday System

Sunando Ghosal2008-10-1902:14:02

Level: basicsystem (2 comments)

Details

Simple intraday trading with floor pivot levels with optional Hikin Ashi candle formations....

Visi-Trade

bluueskyy2008-10-2220:39:23

Level: advancedsystem (2 comments)

Details

From Comments - See script for how to use it. This Amibroker Script is for educationalpurposes only. I cannot guarantee it's accuracy nor take any responsibility for your use of it.Use at your own risk. This is not an automated trading interface - it is strictly a interactiveinterface. If...

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Visible Min and Max ValueDemo

Jorgen Wallgren2009-03-0706:46:03

Level: basicshowemail,function (0 comments)

Details

Demo of 2 fuctions I wrote, which will find the Maximum and Minimum value in the visiblehorizontal chart area. Can be used for many different reasons and this is only an example.Inpiration came from several different codes I have seen, but can\'t at this moment find outwho created them. Thanks an...

Visualization of stoplosesand profit in chart

Marcus Davidsson2006-07-3109:09:04

Level: basicsystem,exploration,indicator,commentary,function (8 comments)

Details

Clear visualization of stoplosses, ordinary entry/exit signals, profit and closing prices in thechart !!! Takes the analytical part of the backtesting to an entire new level in my opion(reduces the importance of backtesting...

Vivek Jain

Vivek Jain2010-11-1402:37:42

Level: basicsystem (1 comments)

Details

Have been trying to get a better hit ratio with combination of some trend following indicators.Most trend following indicators have worked well in India only on the long side, was trying tocome up with some combination that works on the short side as well. Have tried variouscombinations target...

Volatility

Avi ben a2009-01-2802:22:11

Level: basicindicator (0 comments)

Details

simple Volatility indicator based on Standard Deviation. you can find potential breaks whenthe std cross above its EMA. also try different periods for breakout and STD....

Volatility Breakout withBollinger Bands

Joachim Feseck2003-01-1907:49:55

Level: mediumsystem,exploration (3 comments)

Details

This Tradingsystem gives buy and short signals when after Bollinger Bands got very narrowthey spread out and the Close touches the band (top or bottom). Additionally the MFI has toconfirm this volatility breakout. But please be carefull because some stock suddenly changedirection and in this case...

Volatility Quality IndexVic Huebner

2002-07-1316:31:48

Level: mediumindicator (3 comments)

Details

Plots the volatility quality index. I added a trend detector as a simple buy-sell indicator....

Volatility System

Ed2004-10-1805:46:18

Level: mediumsystem (1 comments)

Details

The Volatility System after Welles Wilder Jr Book: New concepts in technical tradingsystems, 1978 Simple stop and reverse system. Did not see one single system designed byWilder that actually works. We are so lucky having Amibroker and todays power of desktopcomputers....

Volume - compared withMoving Avg (100%)

Thomas Zmuck2002-07-1517:12:30

Level: basicexploration,indicator (2 comments)

Details

This is principle only another view of the volume. It shows you the difference from thecurrent volume to the moving Volume in percent. I like it, because it is easier to analyze.you dont need to compare the volume with the moving, which has everyday another value.In this formula you see, for e...

Volume Color withDynamic Limit

bluueskyy2009-08-2414:15:01

Level: basicindicator (0 comments)

Details

NOTE: This script ONLY WORKS properly on N-minute based charts including hourly.Range, tick, and volume based charts will default to the standard volume value. Limit themax height of volume bars to some fraction of the average daily volume from the previous Xnumber of days. Useful for d...

Volume OccilatorAhsan

2009-08-2514:50:13

Level: semi-advancedindicator (0 comments)

Details

In this indicator u can get the volume oscillator with moving average....

Volume OscillatorSteve Wiser

2001-07-0519:19:04

Level: basicsystem,exploration,indicator (3 comments)

Details

Uses Volume oscillator to build a system test and indicator....

Volume Weighted MovingAverage

Jack Kutzer2002-07-1011:23:59

Level: basicindicator (0 comments)

Details

Conversion of the Volume Weighted Moving Average from Neuro Dimensions TadingSolutions to AFL....

Volume wieghted movingaverage

Radek2009-08-0910:56:20

Level: basicsystem,indicator (0 comments)

Details

The best moving average weighted volume....

VSTOP (2)

Edward Pottasch2010-07-1307:26:18

Level: mediumindicator (0 comments)

Details

posted VSTOP earlier but this is code translated from Metastock and looks much nicer.Gives same result....

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VSTOP (3)

Edward Pottasch2010-07-1904:15:12

Level: mediumindicator (0 comments)

Details

thanks to feedback I received from Ton Sieverding, who noted that downward and upwardmoving markets need to be handled separately, I adjusted to code accordingly....

VWAP - Volume WeightedAverage Price

Brian2007-07-0216:59:03

Level: basicindicator (2 comments)

Details

The VWAP for a stock is calculated by adding the dollars traded for every transaction in thatstock ("price" x "number of shares traded") and dividing the total shares traded. A VWAP iscomputed from the Open of the market to the market Close, AND is calculated by Volumeweighting all transactions d...

VWAP versus AveragePrice

Edward Pottasch2010-03-0607:20:13

Level: mediumindicator (6 comments)

Details

you need intraday data for this code to display, for instance intraday ES data. The chart willshow the VWAP and the Average price inside the price chart. I started calculating this to beable to use the result to adjust daily pivot lines (which are calculated using price only). Thisis test code I ...

VWAP with standarddeviation bands

larry jag2009-06-0909:24:42

Level: mediumindicator (3 comments)

Details

Here is my version of VWAP with standard deviation bands. The code is very slow becausethere is one LARGE loop and then a smaller loop in it to calculate the variance+stddev. Ifanyone knows how to speed it up, please comment on it. Note you need to have thesetbarsrequired(10000,0) line or el...

Weekly chartGraham Kavanagh

2003-01-0122:46:10

Level: mediumindicator (2 comments)

Details

Weekly chart to be shown in indicator window. This is for fixed weeks Monday to Friday....

Weekly Trend in DailyGraph

Frank Snay2002-04-0419:16:47

Level: basicindicator (2 comments)

Details

A text description in the Title Line of a daily graph giving the weekly trend. Just add thiscode to any of your daily graphs....

Weighted IndexGerard

2005-09-0804:49:25

Level: basicexploration (1 comments)

Details

Weighted Index using AddToComposite and Foreign functions....

Weinberg's The RangeIndicator

Marek Chlopek2001-10-1702:51:46

Level: basicindicator (7 comments)

Details

From S&C V13:6 (238-242)...

William's Alligator SystemII

TohMz2008-06-0918:33:55

Level: semi-advancedsystem,exploration (14 comments)

Details

To get a real picture of this go to the web site www.profitunity.com and download the demosoftware Investors Dream and see how this code compares. You really need to read thebook to get a picture of what is going on. This is a good read. You can get the Williamsbooks on his web site as wil...

Williams Alligator system

Steve Wiser2001-08-1319:53:30

Level: semi-advancedsystem,indicator (15 comments)

Details

This code attempts to do most of the Williams Alligator sytem where the terms fractal upand fractal down are used. Along with terms like Alligators month, lips, etc. To get a realpicture of this go to the web site www.profitunity.com and download the demo softwareInvestors Dream and see h...

WILSON RELATIVEPRICE CHANNEL

TohMz2008-06-0201:10:24

Level: basicsystem (1 comments)

Details

Implement from: http://www.traders.com/Documentation/FEEDbk_docs/Archive/072006/TradersTips/TradersTips.html -- Script Creaded By Tomasz Janeczko, AmiBroker.com Sawthat this price channel is a part of metastock software, feel that it should below into thisdatabase. So that need not search ...

WLBuildProcess

Fred Tonetti2006-09-1605:30:39

Level: basicexploration,function (1 comments)

Details

Builds a user designated working watchlist using the tickers from an external file, processesthe users formula and adds to a composite which is stored in the final watchlist. Any numberof files can be processed...

Wolfe Wave Patterns

reinsley2011-01-2003:23:38

Level: advancedindicator (0 comments)

Details

// WolfeWave-V1.01.afl // Author: Mac Johnson // Date: 28aug2005 // with blank bar ajust :mod by Joris Schuller Version(4.70); // works from this version onwards...

Woodie's CCI Panel Basic

Dennis Skoblar2008-01-0818:19:10

Level: basicsystem,indicator (3 comments)

Details

New cci time bar format. This panel is updated periodicaly to help others learn and use thissystem using Amibroker. I am not "pushing" or trying to pursuade people to join up with it'soriginators. Rather, I enjoy improving and sharing the code needed to learn this systemusing Amibroker. Conseq...

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Woodie's CCI Panel FullStats

Dennis Skoblar2008-10-1910:15:29

Level: mediumsystem,indicator (1 comments)

Details

This panel is updated periodicaly to help others learn and use this system using Amibroker. Iam not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoyimproving and sharing the code needed to learn this system using Amibroker. Consequently,I do this only so ot...

Woodie's Heikin-AshiPanel

Dennis Skoblar2007-12-1722:59:46

Level: basicsystem,indicator (1 comments)

Details

New ammended mock sidewinder code and updated display. This panel is updatedperiodicaly to help others learn and use this system using Amibroker. I am not "pushing" ortrying to pursuade people to join up with it's originators. Rather, I enjoy improving andsharing the code needed to learn this ...

Woodie's Price Panel WithWoodie's Pivots

Dennis Skoblar2007-12-1722:58:59

Level: basicsystem,indicator (0 comments)

Details

This panel is updated periodicaly to help others learn and use this system using Amibroker. Iam not "pushing" or trying to pursuade people to join up with it's originators. Rather, I enjoyimproving and sharing the code needed to learn this system using Amibroker. Consequently,I do this only so ...

Woodies CCIMark

2004-10-3020:39:54

Level: basicindicator (1 comments)

Details

I didn't see it on the list so here is what I coded up, enjoy! Thanks Woodie!!...

z-distance from vwap

nasta2011-04-2312:02:55

Level: basicindicator (0 comments)

Details

calculates normal distance from vwap. Use to identify overstretch and possible turningpoints....

Z-Score Indicator

MTR InvestorsGroup

2009-06-2808:59:01

Level: mediumindicator (5 comments)

Details

MTR Investors Group - www.MTRIG.com Statistical Z-Score Indicator: Tracks how manystandard deviations the price is from the mean. Interesting to note that Z-Score and RSIfollow a very similar path. Use the Z-Score as an oscillator. For more information on thisindicator see the links below...

ZeroLag MACD(p,q,r)

Nand Kishor2003-04-2701:33:18

Level: mediumindicator (3 comments)

Details

Here is ZeroLag MACD(12,26,9). U can use the parameter capability to tweak the periods.In comparison to AB's built in MACD(12,26,9), ZeroLagMACD signals show up a few daysearlier, and divergences are quite pronounced....

Zig Explorer

Michael.S.G.2003-08-0515:21:45

Level: basicindicator (4 comments)

Details

/* Historical ZigZag Explorer. *Use the Parameters Popup to "Look Back" in history & watchthe Zig adapt as you progress through. (Hit "CTRL-R" to bring up the Parameters Dialog.)OzFalcon. */...

Zig Zag

Jeff2005-06-1422:15:57

Level: mediumindicator (6 comments)

Details

normal zig zag with following differences: - uses log difference instead of percentage - hastrigger point indicating when highs and /lows were detected log difference is better because itis symmetrical, log(5/10) and log(10/5) has same absolute value, whereas 5/10 and 10/5have different valu...

Zig Zag Indicator with ValidEntry and Exit Points

Eric Tangen2004-04-2121:37:30

Level: basicindicator (43 comments)

Details

The Zig Zag indicator identifies pivot points but looks into the future - (beyond the right edgeof the chart) to do this. This indicator plots a dot at the pivot point and an arrow at the barwhen the pivot becomes known. The price bars are colored red for a pivot downtrend, greenfor a pivot uptre...

Zig-Hi Zap-LoTohMz

2008-05-2919:11:05

Level: basicindicator (1 comments)

Details

To plot the Peak High and Trough Low instead of using close price. ...

ZigZag filter rewrited fromscratch in AFL

Tintin922004-12-2817:42:50

Level: mediumindicator (8 comments)

Details

ZigZag filter rewrited from scratch in AFL...

ZIGZAG HI LO

ABDULKAREEM2012-02-0914:59:24

Level: basicindicator (0 comments)

Details

A very simple code to draw zigzag indicator from high to low points. >>>>>>>>>>>>>>>>>>PLEASE COMMENT <<<<<<<<<<<<<<<<<...

ZigZag Hi Lo Barcount

reinsley2011-12-2304:13:09

Level: basicindicator (0 comments)

Details

This is a modified zp to reduce occasional erroneous Pk/Tr connections at very smallZigPerc values. Bars Count for each swing, ribbon...

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ZigZag RetracementsAbdulKareem

2007-10-2313:13:39

Level: advancedindicator (6 comments)

Details

ZigZag Retracements. ...

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