ATR & Volume Adjusted Momentum for Amibroker (AFL)

ATR & Volume Adjusted Momentum for Amibroker (AFL)

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Buy when the moving average become yellow and sell when it red….smart and simple….

Here is a screenshot of how the indicator looks:

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_SECTION_BEGIN(" ATR & Volume Adjusted Momentum");
SetBarsRequired(sbrAll);
SetChartBkColor(colorBlack);

p1=Param("First period",5,2,14,1);
p2=Param("Second Period",30,14,60,1);
momp=Param("Momentum Period",5,3,14,1);

Mtm = (C - Ref (C, -momp ))/ATR(momp);/// changed
AbsMtm = (abs ( mtm)+ abs(V-Ref(V,-momp))); //changed
///===============================================
Num_E = EMA ( EMA ( Mtm, P1 ), P2 );//changed
Den_E = EMA ( EMA ( AbsMtm, P1 ), p2 );//changed
///===============================================
Bensu = 100 * Nz ( Num_E / Den_E);
////Sude= (Bensu+(2*Ref(Bensu,-1))+(2*Ref(Bensu,-2))+Ref(Bensu,-3))/6;

AA1=C/Ref(C,-8)*100;
AA2=C/Ref(C,-13)*100;
AA3=C/Ref(C,-21)*100;
a1=EMA(AA1,1);
a2=EMA(AA2,1);
a3=EMA(AA3,1);
b1=StDev(a1,8);
b2=StDev(a2,13);
b3=StDev(a3,21);
RMOV=((a1*b1)+(a2*b2)+(a3*b3))/(b1+b2+b3);
KK=EMA(EMA(RMOV,3),3);
_SECTION_END();
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_SECTION_BEGIN("");



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


//Volume Change
Volwma=WMA(Bensu,13);
Volchange=(((Bensu-Volwma)/Volwma)*100);
Vol=(ROC(Bensu,1));


GraphXSpace = Param("Xspace", 10, 2, 20, 1);
// vol with std
LBP = Param("Look Back", 15, 0, 150,1 );
Mean = MA(ln(Bensu),LBP);
StD = StDev(ln(Bensu),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
VolColor=IIf(KK>100,colorGold,colorRed);
Plot(Volwma, "VOLUME ADJUSTED MOMENTUM", VolColor,ParamStyle("AvgStyle",styleLine|styleThick|styleDots,maskAll),1|4096);
//ParamColor( "AvgColor", colorGold ),ParamStyle("AvgStyle",styleLine|styleThick|style Dots,maskAll),1|4096);

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

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

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

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

ColorHighliter = IIf(upbar, upcolor,IIf(downbar, downcolor,colorDarkGreen));
SetBarFillColor( ColorHighliter );
pds = 10;
V1 = Bensu/MA(Bensu,13); V2 = Bensu/MA(Bensu,21);
V3 = Bensu/MA(Bensu,34);

barcolor = IIf(BensuSetBarFillColor( barcolor );
PlotOHLC( O,H,L,C, "", barColor2, ParamStyle("CandleStyle",styleCandle,maskAll));
//GfxTextOut( "VOLUME ADJUSTED MOMENTUM", Status("pxwidth")/2, Status("pxheight")/3 );

_SECTION_END();

_SECTION_BEGIN("Centered-StochRSI Line");
x=(( RSI(21) - LLV(RSI(21) ,21)) / ((HHV(RSI(21 ) ,21)) - LLV(RSI(21),21)))*100;
Value1=0.1*((x)-50);
Value2=WMA(Value1,7);
KK4=(exp(Value2)-1)/(exp(Value2)+1);

Plot(0,"",IIf(EMA(KK4,3)>0.50,colorBrightGreen,colorRed) ,4+styleNoLabel);


//=====================================================================
//background stock name (works only on Amibroker version 5.00 onwards.
//=====================================================================
_SECTION_BEGIN("Name");
GfxSetOverlayMode(1);
GfxSelectFont("Tahoma", Status("pxheight")/6 );
GfxSetTextAlign( 6 );// center alignment
//GfxSetTextColor( ColorRGB( 200, 200, 200 ) );
GfxSetTextColor( ColorHSB( 41, 41, 41 ) );
GfxSetBkMode(0); // transparent
GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );
GfxSelectFont("Tahoma", Status("pxheight")/12 );
GfxTextOut( "kargocu AFL", Status("pxwidth")/2, Status("pxheight")/3 );
GfxSelectFont("Tahoma", Status("pxheight")/36 );
GfxTextOut( "Dedicated to ZULTAN...Enjoy it...Special AFL ", Status("pxwidth")/2, Status("pxheight")/2 );
_SECTION_END();