EOD Based Quadra Trading System - Amibroker AFL

Quadra Trading System  - Amibroker AFL

Credit goes to the creator of the AFL Code. No changes have been made by the Blog owner to the AFL code. The code has been obtained through online resource and is presented on as it is basis.

Please copy the code from the Code Box below. You may refer to the image posted below to look how the chart looks after applying the AFL.

/****************************/
/*                          */
/*  Quadra Trading System   */
/*       Version 1.30       */
/*     (11 August 2012)     */
/*                          */
/****************************/



SetChartOptions(0, chartShowDates | chartWrapTitle);


/**********************/
/*                    */
/* Define Wilder's MA */
/*                    */
/**********************/

function WilderMA(Field, Period)
 {
  X[0] = Field[0];
  
  for(i = 1; i < BarCount; i++)
   {
    X[i] = Field[i]/Period + X[i - 1] * (Period - 1)/Period;
   }
  return X;
 }

/**********************/
/*                    */
/*     Define EMA     */
/*                    */
/**********************/

function MyEMA(Field, Period)
 {
  Y[0] = Field[0];
  for(i = 1; i < BarCount; i++)
   {
    Y[i] = (Field[i] - Y[i - 1]) * 2/(Period + 1) + Y[i - 1];
   }
  return Y;
 }


/********************/
/*                  */
/*   Wilder's MAs   */
/*                  */
/********************/

A1 = WilderMA(C, 5);
A2 = WilderMA(C, 8);
A3 = WilderMA(C, 13);
A4 = MyEMA(C, 50);

/********************/
/*                  */
/*   Candle Color   */
/*                  */
/********************/


Green = C > O;
Red = C < O;

for(i = 1; i<BarCount; i++)
 {
  if(C[i] == O[i])
   {
    if(Green[i - 1] AND C[i] >= C[i - 1]) Green[i] = 1;
    if(Red[i - 1] AND C[i] <= C[i - 1]) Red[i] = 1;
   }
 }



/********************/
/*                  */
/*    COMPUTE SL    */
/*                  */
/********************/


PrevHi = H;
PrevLo = L;
SLBuy = Null;
SLShort = Null;
GUp = GapUp();
GDn = GapDown();

for(i = 2; i < BarCount; i++)
 {
  PrevLo[i] = PrevLo[i - 1];

  if(L[i - 2] >= L[i - 1] AND L[i - 1] <= L[i])
   {
    PrevLo[i] = L[i - 1];
   }

  PrevHi[i] = PrevHi[i - 1];
  if(H[i - 2] <= H[i - 1] AND H[i - 1] >= H[i])
   {
    PrevHi[i] = H[i - 1];
   }

 }

/********************/
/*                  */
/*     BUY/SELL     */
/*                  */
/********************/


Buy = (A1 > A2 AND A2 > A3);
Sell =(A1 < A2 AND A2 < A3);

Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);

Bought = Flip(Buy, Sell);
Sold = Flip(Sell, Buy);

for(i = 1; i <BarCount; i++)
 {
  SLShort[i] = Min(PrevHi[i], PrevHi[i - 1]) + 0.1;
  if(GDn[i]) SLShort[i] = L[i - 1] + 0.1;
  if(Sell[i]) break;
 }
for(i = 1; i <BarCount; i++)
 {
  SLBuy[i] = Max(PrevLo[i], PrevLo[i - 1]) - 0.1;
  if(GUp[i]) SLBuy[i] = H[i - 1] - 0.1;
  if(Buy[i]) break;
 }

for(i = 1; i < BarCount; i++)
 {
  if(Buy[i]) SLBuy[i] = PrevLo[i - 1] - 0.1;
  if(Bought[i]) SLBuy[i] = Max(SLBuy[i - 1], PrevLo[i] - 0.1);
  if(GUp[i]) SLBuy[i] = H[i - 1] - 0.1;

  if(Sell[i]) SLShort[i] = PrevHi[i - 1] + 0.1;
  if(Sold[i]) SLShort[i] = Min(PrevHi[i - 1], PrevHi[i]) + 0.1;
  if(GDn[i]) SLShort[i] = L[i - 1] + 0.1;
 }
for(i = 1; i<BarCount; i++)
 {
  if(SLShort[i] > SLShort[i - 1]) SLShort[i] = SLShort[i - 1];
 }



Marker1 = Buy * shapeUpArrow + Sell * shapeDownArrow;
MarkerColor = IIf(Buy, colorBrightGreen, colorYellow);
Marker1Dist = IIf(Buy, 0.995 * L, 1.005 * H);
EMA_Position = IIf(A4 > A3 AND A4 > A2 AND A4 > A1, 1, IIf(A4 < A3 AND A4 < A2 AND A4 < A1, -1, 0));


/***********************/
/*                     */
/*   SHOW/HIDE Option  */
/*                     */
/***********************/

Arrows = ParamToggle("Show Arrows", "NO|YES");
ShowTSL= ParamToggle("Show TSL Line", "NO|YES");

_N(Title = EncodeColor(colorAqua) + "QUADRA EOD TRADING SYSTEM by Savant Garde; AFL Version 1.30 by Anant Navale\n\n" 
          + EncodeColor(colorPink)  + StrFormat("{{NAME}}({{INTERVAL}}), {{DATE}} : {{OHLCX}}, Vol=%1.0f\n{{VALUES}}\n", V)
    + "EMA50 location: " + EncodeColor(colorBrightGreen) + WriteIf(EMA_Position > 0, "Above,     ", "")
    + EncodeColor(colorLightGrey) + WriteIf(EMA_Position == 0, "Inside,     ", "")
    + EncodeColor(colorRed) + WriteIf(EMA_Position < 0, "Below,     ", "")
    + EncodeColor(colorBrightGreen) + WriteIf(Green, " Green Candle", "") 
    + EncodeColor(colorRed) + WriteIf(Red, " RedCandle\n\n", "\n\n")
    + EncodeColor(colorWhite) + WriteIf(Buy, "Buy Above " + (H + 0.1), "") 
    + WriteIf(Sell, "Sell Below " + (L - 0.1), "")
    + WriteIf(Buy, "   StopLoss = " + SLBuy, "") 
    + WriteIf(Sell, "   StopLoss = " + SLShort, ""));

if(Status("action") == actionIndicator)
 {
  Plot(A4, "EMA50", colorLightGrey, styleLine | styleThick);
  Plot(A3, "Wilder MA13", colorRed, styleLine);
  Plot(A2, "Wilder MA8", colorLightOrange, styleLine);
  Plot(A1, "Wilder MA5", colorBrightGreen, styleLine);

  if(ShowTSL)
   {
    Plot(SLBuy, "SL for Buy", colorLightBlue, styleDots);
    Plot(SLShort, "SL for Short", colorGold, styleDots);
   }

  Plot(C, "", IIf(Green, colorGreen, IIf(Red, colorRed, colorGrey50)), styleCandle);

  if(Arrows)
   {
    PlotShapes(Marker1, MarkerColor, 0, MArker1Dist);
   }
 }

if(Status("action") == actionExplore)
 {
  Filter = Buy | Sell;
     
  SetOption("NoDefaultColumns", True);
  AddTextColumn(Name(), "SYMBOL");
  AddColumn(DateTime(), "DATE", formatDateTime);
  AddColumn(IIf(Buy, 66, 83), "TRIGGER", formatChar, colorWhite, IIf(Buy, colorGreen, colorRed));
  AddColumn(EMA_Position, "EMA Position",1.0);
  AddColumn(IIf(Buy, H + 0.1, L - 0.1), "TRIG PRICE", 1.2);
  AddColumn(IIf(Buy, SLBuy, SLShort), "Stop Loss", 1.2);
  AddColumn(C, "Last Close", 1.2);
 }

There is a substantial risk of loss associated with trading in Stock Markets. Losses can and
will occur. No responsibility for loss occurred to any person acting or refraining to act as a result
of using the AFL written by their respective creators and published in this Blog for sharing of knowledge can be accepted by the Blog owner.