Bollinger Band Pair Trading System - Amibroker AFL Code

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Bollinger Band Pair Trading System

_SECTION_BEGIN("Bollinger Bands Pair");
  P = ParamField("Price field", -1);

  PeriodsF = Param("Periods fast", 20, 2, 100, 1);
  PeriodsS = Param("Periods slow", 150, 20, 500, 1);
  WidthF = Param("Width fast", 2, 0, 10, 0.05);
  WidthS = Param("Width slow", 2, 0, 10, 0.05);

  colBoxF = ParamColor("Border color fast", colorGrey40);
  colBoxS = ParamColor("Border color slow", colorDarkOliveGreen);

  styleBoxF = ParamStyle("Border style fast", styleDashed, maskDefault);
  styleBoxS = ParamStyle("Border style slow", styleDashed, maskDefault);
  
  colMAF = ParamColor("MA color fast", colorDarkGrey);
  colMAS = ParamColor("MA color slow", colorDarkGreen);

  styleMAF = ParamStyle("MA style fast", 0, maskDefault);
  styleMAS = ParamStyle("MA style slow", styleThick, maskDefault);

  colAreaF = ParamColor("Area color fast", colorBrightGreen);
  colAreaS = ParamColor("Area color slow", colorPaleGreen);

  showArea = ParamToggle("Show area", "No|Yes", 1);
  
  bbTopF = BBandTop(P, PeriodsF, WidthF);
  bbBottomF = BBandBot(P, PeriodsF, WidthF);
  bbMiddleF = MA(P, PeriodsF);

  bbTopS = BBandTop(P, PeriodsS, WidthS);
  bbBottomS = BBandBot(P, PeriodsS, WidthS);
  bbMiddleS = MA(P, PeriodsS);

  Plot(bbTopF, "BBTopFast" + _PARAM_VALUES(), colBoxF, styleBoxF | styleNoLabel); 
  Plot(bbBottomF, "BBBotFast" + _PARAM_VALUES(), colBoxF, styleBoxF | styleNoLabel); 
  Plot(bbMiddleF, "BBMiddleFast" + _PARAM_VALUES() , colMAF, styleMAF | styleNoLabel);

  Plot(bbTopS, "BBTopSlow" + _PARAM_VALUES(), colBoxS, styleBoxS | styleNoLabel); 
  Plot(bbBottomS, "BBBotSlow" + _PARAM_VALUES(), colBoxS, styleBoxS | styleNoLabel); 
  Plot(bbMiddleS, "BBMiddleSlow" + _PARAM_VALUES() , colMAS, styleMAS | styleNoLabel);


  if (showArea)
  {
    PlotOHLC(bbTopF, bbTopF, bbBottomF, bbBottomF, "", colAreaF, styleCloud);
    PlotOHLC(bbTopS, bbTopS, bbBottomS, bbBottomS, "", colAreaS, styleCloud);
  }
_SECTION_END();
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