Secret Method for Amibroker (AFL)

Based on Russ Horn’s Secret Method Strategy

_SECTION_BEGIN(\”HA Looping ( no AMA() )\”);
///////////////////////////////////////////////////////////
// Heikin Ashi – Calculated Properly without using AMA
// JF Derzi, December 2012
HaClose[0] = (Open[0]+High[0]+Low[0]+Close[0]) / 4;
HaOpen[0] = (HaClose[0] + Open[0]) / 2;
HaHigh[0] = Max( High[0], Max( HaClose[0], HaOpen[0] ) );
HaLow[0] = Min( Low[0], Min( HaClose[0], HaOpen[0] ) );
for (i = 1; i < BarCount; i++)
{
HaClose[i] = (Open[i]+High[i]+Low[i]+Close[i]) / 4;
Haopen[i] = (HaClose[i-1] + HaOpen[i-1]) / 2;
// Here is the problem when using Arrays: Haopen always uses its own previous value
HaHigh[i] = Max( High[i], Max( HaClose[i], HaOpen[i] ) );
Halow[i] = Min( Low[i], Min( HaClose[i], HaOpen[i] ) );
}
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, \”\”, colorBlack, styleCandle);
(Title = StrFormat(\”{{NAME}} – {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}\”, O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_SECTION_END();
_SECTION_BEGIN(\”MA\”);
Periods = Param(\”Periods\”, 14, 2, 300, 1, 10 );
simpleMA = MA( HaClose, Periods );
Plot( simpleMA, \”MA2\”, ParamColor( \”Color\”, colorCycle ), ParamStyle(\”Style\”) ); _SECTION_END();
_SECTION_END();
_SECTION_BEGIN(\”OSMA\”);
// osma implementation for Amibroker
// version 0.2 (c) 28th April 2011, xytise@gmail.com
FastEma=Param(\”Fast EMA\”, 12, 1 , 25, 1);
SlowEma=Param(\”Slow EMA\”, 26, 1 , 50, 1);
SignalEma=Param(\”Signal EMA\”, 9, 1 , 25, 1);
// signals
OsMA=MACD( FastEma, SlowEma )-Signal( FastEma, SlowEma, SignalEma );
// Plot removed
_SECTION_END();
_SECTION_BEGIN(\”Momentum\”);
momentum = HaClose * 100 / Ref(HaClose, -Param(\”Period\”, 10, 1, 100 ) );
// Plot removed
_SECTION_END();
_SECTION_BEGIN(\”RSIa\”);
periods = Param(\”Periods\”, 5, 1, 200, 1 );
rxRsi = RSIa( HaClose, periods);
_SECTION_END();
longCond1 = Cross(HaClose, simpleMA);
longCond2 = OsMA > 0;
longCond3 = momentum > 100;
longCond4 = rxRsi > 50;
//PlotShapes(longCond1 * shapeDigit1, colorBlue, 0, HaLow – 5);
//PlotShapes(longCond2 * shapeDigit2, colorBlue, 0, HaLow – 10);
//PlotShapes(longCond3 * shapeDigit3, colorBlue, 0, HaLow – 15);
//PlotShapes(longCond4 * shapeDigit4, colorBlue, 0, HaLow – 20);
Buy = ((HaOpen < HaClose) AND (HaClose>simpleMA) AND (OsMA > 0) AND (momentum > 100) AND (rxRsi > 50));
Sell = ((HaOpen > HaClose) AND (OsMA <= 0)); Short = ((HaOpen > HaClose) AND (HaClose= 0));
Buy=ExRem(Buy,Sell);
Short=ExRem(Short,Cover);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);
PlotShapes(BuyshapeUpArrow,colorBlue,0,L,-21); PlotShapes(SellshapeHollowSmallDownTriangle,colorPink,0,L,-51);
PlotShapes(ShortshapeDownArrow,colorRed,0,H,-21); PlotShapes(CovershapeHollowSmallUpTriangle,colorSkyblue,0,H,-51);
Filter = Buy OR Sell OR Short OR Cover;
AddColumn(IIf(Buy, BuyPrice, 0), \”Buy\”, 6.2);
AddColumn(IIf(Sell, SellPrice, 0), \”Sell\”, 6.2);
AddColumn(IIf(Short, ShortPrice, 0), \”Short\”, 6.2);
AddColumn(IIf(Cover, CoverPrice, 0), \”Cover\”, 6.2);
AddColumn(Close,\”Close\”,1.2);
_SECTION_BEGIN(\”Bollinger Bands\”);
P = ParamField(\”Price field\”,-1);
Periods = Param(\”Periods\”, 20, 2, 300, 1 );
Width = Param(\”Width\”, 2, 0, 10, 0.05 );
Color = ParamColor(\”Color\”, colorCycle );
Style = ParamStyle(\”Style\”);
Plot( BBandTop( P, Periods, Width ), \”BBTop\” + _PARAM_VALUES(), Color, Style );
Plot( BBandBot( P, Periods, Width ), \”BBBot\” + _PARAM_VALUES(), Color, Style );
_SECTION_END();