New Volume Spike Trading System - Amibroker AFL Code

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New Volume Spike Trading System

_SECTION_BEGIN("V-spiker");

SetChartBkGradientFill( ParamColor("BgTop", colorBlack),

ParamColor("BgBottom", colorBlack),ParamColor("Titleblock",colorDarkBlue ));


upcolor=ParamColor("UpCandleColor",colorBlack );
downcolor=ParamColor("DownCandleColor",colorBlack );


//Volume Change
Volwma=WMA(V,15);
Volchange=(((V-Volwma)/Volwma)*100);
Vol=(ROC(V,1)); 


//GraphXSpace = Param("Xspace", 10, 2, 20, 1);
// vol with std
LBP = Param("Look Back", 15, 0, 150,1 );
Mean = MA(ln(V),LBP);
StD = StDev(ln(V),LBP);
xp3 = exp(mean + 2*std); //3 band
xp2 = exp(mean + 1.5*std); //2 nd band
xp1 = exp(mean + 1*std); // 1st band
xm = exp(mean); // avg
xn1 = exp(mean - 1*std); // -1 band
xn2 = exp(mean - 1.5*std); //-2 band
//Plot(xp3,"", colorGrey50,1|4096);
//Plot(xp2,"", colorGrey50,1|4096);
//Plot(xp1,"", colorPaleBlue,1|4096);
//Plot(xm, "AvgVol", ParamColor( "AvgColor", colorOrange ),ParamStyle("AvgStyle",styleLine|styleThick|styleDots,maskAll),1|4096);
Plot(Volwma, "AvgVol", ParamColor( "AvgColor", colorGold ),ParamStyle("AvgStyle",styleLine|styleThick|styleDots,maskAll),1|4096);


//Plot(xn1,"",colorBlue,1|4096);
////Plot(xn2,"", 1,1|4096);

upbar = C > Ref(C,-1);
downbar = C< Ref(C,-1);
barcolor2=IIf(downbar,colorRed, IIf(upbar, 2,19) );

upbar = C > Ref(C,-1);
downbar = C< Ref(C,-1);

O = IIf(downbar, V, 0); 
C = IIf(downbar, 0,V);
L=0; 
H = V;

ColorHighliter = IIf(upbar, upcolor,IIf(downbar, downcolor,colorDarkGreen));
SetBarFillColor( ColorHighliter );

PlotOHLC( O,H,L,C, "", barColor2, ParamStyle("CandleStyle",styleCandle,maskAll));

/*
PcntInc = NumToStr((V-xm)/xm*100,2);
_N(Title =Name() + " " + ": {{VALUES}}"+   WriteIf(V,"  |\\c33 TotVol =\\c35 ","")
 +WriteVal(V, 1.0)+"\n"+EncodeColor(colorTurquoise)+
WriteIf(V > XM*(1 + (LBP * .01)),"Volume's("+PcntInc+")% ABOVE its("+Lbp+") days average","")+
WriteIf(V < XM*(1 + (LBP * .01)),"Volume's("+PcntInc+")% BELOW its("+Lbp+") days average",""));
*/
///////////////////////////
_SECTION_BEGIN("Volume Oscillator");

PlusDM= IIf(High>Ref(High,-1) AND Low>=Ref(Low,-1), High-Ref(High,-1),
                 IIf(High>Ref(High,-1) AND Low<Ref(Low,-1)
                 AND High-Ref(High,-1)>Ref(Low,-1)-Low,
                High-Ref(High,-1),0));

Vm=log(EMA(V,3));
 
Buy= (C-L)*Vm+ (H-O)*Vm + 
         IIf(C>O,(C-O)*Vm,0) + PlusDM*Vm + 
         IIf(Ref(C,-1)<O,(O-Ref(C,-1))*Vm,0);

MinDM = IIf(Low<Ref(Low,-1)   AND  High<=Ref(High,-1), Ref(Low,-1)-Low,
               IIf(High>Ref(High,-1) AND Low<Ref(Low,-1)
               AND High-Ref(High,-1)<Ref(Low,-1)-Low, Ref(Low,-1)-Low, 0));

Sell= (H-C)*Vm + (O-L)*Vm + 
         IIf(C<O,(O-C)*Vm,0) + MinDM*Vm + 
         IIf(Ref(C,-1)>O,(Ref(C,-1)-O)*Vm,0);

Wm=Wilders(Wilders(Buy,3)-Wilders(Sell,3),3);

Buy=Cross(Wm,0);
Sell=Cross(0,Wm);


PlotShapes( IIf( Buy, shapeHollowSmallCircle, shapeNone ), colorOrange, layer = 0, yposition = H, offset = 4);
PlotShapes( IIf( Buy, shapeHollowSmallCircle, shapeNone ), colorWhite, layer = 0, yposition = H, offset = 10);
Title = Name() + " " + WriteVal(V, 1.0) +   WriteIf(Buy,"  |\\c33 Volume :- Buy","");
_SECTION_END();




_N(Title =EncodeColor(colorWhite)+Name() + " " +EncodeColor(colorWhite)+" Total Vol: " +WriteVal(V,format=1)+
 EncodeColor(49) +" Vol Change : " + WriteIf(Vol>0,EncodeColor(08),EncodeColor(04)) +WriteVal(Vol,format=1.2)+ "%  "  +
"\n"+
 EncodeColor(colorWhite)+"WMA Vol: "+   WriteVal(Volwma,format=1)

+ EncodeColor(05)
+WriteIf(V > Volwma,"  Volume's("+WriteVal(Volchange,format=1.2)+")% ABOVE its(15) days WMA","")
+ EncodeColor(04)
+WriteIf(V < Volwma, "  Volume's("+WriteVal(Volchange,format=1.2)+")% BELOW its(15) days WMA",""));


//WriteIf(V > XM*(1 + (LBP * .01)),"Volume's("+PcntInc+")% ABOVE its("+Lbp+") days average","")+
//WriteIf(V < XM*(1 + (LBP * .01)),"Volume's("+PcntInc+")% BELOW its("+Lbp+") days average",""));
_SECTION_END();


_SECTION_BEGIN("Spiker_Shadow");


C1 = Ref(C, -1);
uc = C > C1; dc = C <= C1;
ud = C > O; dd = C <= O;


green = 1; blue = 2; yellow = 3; red = 4; white = 5;
VType = IIf(ud,          
         IIf(uc, green, yellow),
       IIf(dd, 
         IIf(dc, red, blue), white));

/* green volume: up-day and up-close*/
gv = IIf(VType == green, V, 0); 
/* yellow volume: up-day but down-close */
yv = IIf(VType == yellow, V, 0); 
/* red volume: down-day and down-close */
rv = IIf(VType == red, V, 0); 
/* blue volume: down-day but up-close */
bv = IIf(VType == blue, V, 0); 


uv = gv + bv; uv1 = Ref(uv, -1); /* up volume */
dv = rv + yv; dv1 = Ref(dv, -1); /* down volume */


VolPer = Param("Adjust Vol. MA per.", 10, 1, 255, 1);
ConvPer = Param("Adjust Conv. MA per.", 4, 1, 255, 1);


MAuv = TEMA(uv, VolPer ); mauv1 = Ref(mauv, -1);
MAdv = TEMA(dv, VolPer ); madv1 = Ref(madv, -1);
MAtv = TEMA(V, VolPer );//total volume




Converge = (TEMA(MAuv - MAdv, ConvPer));
Converge1 = Ref(Converge, -1);
ConvergeUp = Converge > Converge1;
ConvergeOver = Converge > 0;
rising = ConvergeUp AND ConvergeOver;
falling = !ConvergeUp AND ConvergeOver;


/*convergenceOscillator = Param("Show Oscillator", 0, 0, 1, 1);
OscillatorOnly = Param("Show Oscillator Only", 0, 0, 1, 1);
if(convergenceOscillator OR OscillatorOnly){
Plot(Converge, "Bull/Bear Volume Convergence/Divergence", colorViolet,
1|styleLeftAxisScale|styleNoLabel|styleThick);
Plot(0,"", colorYellow, 1|styleLeftAxisScale|styleNoLabel);
}*/


upshadow=ParamColor("UpShadowColor",colorDarkYellow );
downshadow=ParamColor("DownShadowColor",colorDarkGrey );
riseFallColor = IIf(rising, upshadow,downshadow); 

riseFallShadows = Param("Show RiseFallShadows", 1, 0, 1, 1);
if(riseFallShadows){
Plot(IIf(rising OR falling, 1, 0), "", riseFallColor,ParamStyle("ShadeStyle",styleHistogram|styleArea|styleThick|styleOwnScale|styleNoLabel,maskAll));

/*Plot(IIf(rising OR falling, 1, 0), "", riseFallColor,
styleHistogram|styleArea|styleOwnScale|styleNoLabel);*/
}


//GraphXSpace =5;

//_N(Title="");
_SECTION_END();



_SECTION_BEGIN("Graphics");
GrpPrm=Param("Graphic Space",-5,-10,10);
GraphXSpace=GrpPrm;
_SECTION_END();
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