TTM Squeeze para AmiBroker

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TTM Squeeze para AmiBroker

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Debajo tenéis el código para AmiBroker del indicador TTM Squeeze que comentamos en el artículo El Indicador TTM Squeeze.

Código: Seleccionar todo

SECTION_BEGIN("Squeesy");
/*
BB Squeeze (conversion for TS code)
 


Instructions
 Insert Linked to new chart pane
 Periods can be selected in Param window
*/

Price = Close;
Length = Param("Length",20,2,100,1); // { Length for Average True 
Range (ATR)}
Lenght1 = Param("Length1",20,2,100,1); // {  Std. Deviation (SD) 
Calcs }

nK = Param("Channel ATRs",1.5,0.1,2,0.1); //{ Keltner Channel ATRs 
from Average }
nBB = Param("BB Std Devs",2,0.1,3,0.1); // { Bollinger Band Std. 
Devs. from Average }
AlertLine = Param("AlertLine",1,0,3,1); //{ BBS_Index level at which 
to issue alerts }

NormalColor = colorRed; //{ Normal color for BBS_Ind }
AlertlColor = colorBlue; //{ Color for BBS_Ind below alert line }


LHMult = Nz(PointValue/TickSize);

//{-- Calculate BB Squeeze Indicator ----------------------}
AvgTrueRange = ATR(Length);
SDev = StDev(Price, Length);

Denom = nK*AvgTrueRange;
BBS_Ind = Nz((nBB * SDev) /Denom); 

SetPlotColor = IIf( BBS_Ind < Alertline, NormalColor, AlertlColor);
BBcrossDown = Cross(AlertLine,BBS_Ind);
BBcrossUp = Cross(BBS_Ind,AlertLine);

SetChartOptions( 0, chartShowDates|chartWrapTitle ); 
GraphXSpace=10;
//_N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}} "+_DEFAULT_NAME()+" : 
{{OHLCX}} {{VALUES}}");
//+"\nALERT: "+WriteIf(BBcrossDown,"BB Squeeze Alert",WriteIf
(BBcrossUp,"BB Squeeze Is Over","")) );


//{-- Plot the Index & Alert Line -------------------------}
Plot(0, "BBS_Ind", SetPlotColor, styleDots );

//{-- Plot delta of price from Donchian mid line ----------}
value2 = LinearReg( price-((HHV(H, Lenght1)+LLV(L, Lenght1))/2+ MA
(C,Lenght1))/2, Lenght1);
color = IIf( value2 > 0, IIf( value2 > Ref(value2,-1), colorGreen, 
colorDarkGreen),
IIf( value2 < 0, IIf( value2 < Ref(value2,-1), colorRed, 
colorDarkRed ), colorYellow ));

Plot(value2*LHMult, "NickmNxtMove", color, styleArea );
Plot(value2,"BB Squeeze",color, styleArea );
//{-- Issue Alert when the Squeeze is On ------------------}
"ALERT";
//Write alerts to Interpretation window
//Ticker = Name();
//WriteIf(BBcrossDown,Ticker + " " + "BB Squeeze Alert" ,WriteIf
(BBcrossUp,Ticker + " " + "BB Squeeze Is Over",""));
 
//Write alerts to Alert Output window
AlertIf(BBcrossDown,"","BB Squeeze Alert",0);
AlertIf(BBcrossUp,"","BB Squeeze Is Over",0);

//Sound alerts
//AlertIf( BBcrossDown, "SOUND 
C:\\Windows\\Media\\RINGIN.WAV", "Audio alert", 2 );
//AlertIf( BBcrossUp, "SOUND C:\\Windows\\Media\\RINGIN.WAV", "Audio 
alert", 2 );


//Write text to screen
/*
for(i=1;i<BarCount;i++)
{
 if(BBcrossDown[i])
 {
  PlotText("BB Squeeze Alert",i,-6,colorWhite);
 }
 if(BBcrossUp[i])
 {
  PlotText("BB Squeeze Is Over",i,-3,colorWhite);
 }
}
*/
PlotShapes(shapeUpArrow*BBcrossDown,colorBrightGreen,0,0);
PlotShapes(shapeDownArrow*BBcrossup,colorBrightGreen,0,0);

_SECTION_END();
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X-Trader
"Los sistemas de trading pueden funcionar en ciertas condiciones de mercado todo el tiempo, en todas las condiciones de mercado en algún momento del tiempo, pero nunca en todas las condiciones de mercado todo el tiempo."

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