KAMA System Complete Amibroker AFL: The Definitive Awesome Guide

KAMA SYSTEM COMPLETE AMIBROKER AFL

KAMA System Complete Amibroker AFL is one of the most poplar Afl in Forex and stock trading. It is used in Amibroker software. By use this Amibroker Afl you can realize how to accurate signal give it for trading.

This formula use for higher time frame. If you use it higher time frame, you can get better result. In below watch the senario of KMSA System Afl. It is clear indicate where to buy and where to sell your options.

Enjoy !!!

Image of AFL [amibroker formula language].

KAMA SYSTEM COMPLETE AMIBROKER AFL CODE

//------------------------------------------------------------------------------
//  Formula Name	:      KAMA System Complete for Amibroker AFL by pipschart
//  Author	        :      KrT group
//  Uploader	        :      www.pipschart.com
//  E-mail		:      info@pipschart.com
//  Amibroker Blog	:      www.pipschart.com/amibroker
//  Origin		:      Modified & Collected from different sources.
//------------------------------------------------------------------------------

_SECTION_BEGIN("KrT group");
GfxSetBkMode(1);
X=750;
Y=1;
Font=10;
GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorRed);GfxTextOut("KrT group",x,y);
GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorGreen);GfxTextOut("RESEARCH",x+120,Y);

_SECTION_END();

//------------------------------------------------------------------------------


// AMA System by Karthikmarar
// Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.
// Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points.

_SECTION_BEGIN("Background");
SetChartOptions(0,chartShowArrows|chartShowDates);
if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )
{
 ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g
(%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1
)));
}

SetChartBkColor(ParamColor("Outer panel color ",colorBlack)); // color of outer border 
SetChartBkGradientFill( ParamColor("Inner panel color upper half",colorDarkTeal),
	ParamColor("Inner panel color lower half",colorBlack)); //color of inner panel
_SECTION_END();

_SECTION_BEGIN("KAMA System");

SetChartOptions(0,chartShowArrows|chartShowDates);
Title = ("KAMA SYSTEM - " + Name()+"  " + Date() +"  "+Interval(2) +"  "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");


//{{VALUES}}"+ O+ H+ L+C);


//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));


// Buy adjustments
bs=Param("BUY Sensitivity",3,2,20,1);
bf=Param("BUY Finetune",2,0.1,20,0.1);
// Sell Adjustments
ss=Param("SELL Sensitivity",3,2,20,1);
sf=Param("SELL Finetune",1,0.1,20,0.1);
//stock selection parameters
MyCL = Param( "CL", 10, 10, 100, 10 );
MyVK = Param( "VK", 30, 10, 100, 10 );
MyTL = Param( "TL", 300, 100, 1000, 100 );
//stock selection
//TLM = EMA(C*V/100000,100) ;
//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ; 

// common
fast = 2/(2+1);
slow = 2/(30+1);
//BUY part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb =( ERb*(fast-slow)+slow)^2; 
xb = AMA( C, scb ); 
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);


//SELL part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs =( ERs*(fast-slow)+slow)^2; 
xs = AMA( C, scs ); 
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;

Buy=Cross(j,flb) ;
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorLime,colorRed);
Plot( C, "Close", mycolor,styleNoTitle | styleBar|styleThick   ); 
Plot(xb,"KAMA-BUY",colorYellow,1);
Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;

PlotShapes( shape, IIf( Buy, colorGreen, colorYellow ),0, IIf( Buy, Low, High ) );

GraphXSpace = 5;
dist = 1.5*ATR(20); 

for( i = 0; i < BarCount; i++ ) 
{ 
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime ); 
if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorYellow ); 
} 
Filter= Buy OR Sell;

PositionScore=100/C;
PositionSize = - 20;
SetBarsRequired(10000, 10000);
SetFormulaName("KAMA System");

_SECTION_END();

_SECTION_BEGIN("IIR2");
// IIR2.afl
//
// Documentation to describe what the function does.
// Second order smoother
// the function statement
function IIR2( input, f0, f1, f2 )
// the function body
{
result[ 0 ] = input[ 0 ];
result[ 1 ] = input[ 1 ];
for( i = 2; i < BarCount; i++ )
{
result[i] = f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];
}
// the function returns a single value and exits.
return result;
}
// The routine that calls the function.
SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );
//Plot( Close, "Price", 2, styleCandle );
Plot( SmoothedClose, "function example", colorRed );
//Figure 8.1 IIR2
_SECTION_END();

_SECTION_BEGIN("GSMA");
SetBarsRequired(100000,0);
PI = 3.1415926;

function jIIR2( input, f0, f1, f2 ) 
{ 
    result[ 0 ] = input[ 0 ]; 
    result[ 1 ] = input[ 1 ]; 

    for( i = 2; i < BarCount; i++ ) 
    { 
       result[ i ] = f0 * input[ i ] + 
                     f1 * result[ i - 1 ] + 
                     f2 * result[ i - 2 ]; 
    } 

   return result; 
} 

function GSMA( input, Period )
{
  N = 0;
  an = 2 * PI / Period;
  c0 = b0 = 1;
  c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
  beta1 = 2.415 * ( 1- cos( an ) );
  alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
  alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
   {
    fo = alpha ^ 2;
    f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
  }
  

  return jIIR2( input, fo,f1,f2);
}
period=Param("period",13,1,40,1);

//Plot( Close, "Price", colorBlack, styleCandle ); 
Plot( GSMA( C,period), "GSMA", colorLime );

//  Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below 
//  Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support 
//      Designed for use with AB 4.63 beta and above, using drag and drop feature.  
//  Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.  
//     2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line. 
// 		A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.    


P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1); 


//  =============================== Math Formula =============================================================

x = Cum(1);
lastx = LastValue( x ) - shift; 
aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) ); 
bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) ); 
y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); 


// ==================Plot the Linear Regression Line ==========================================================


LRColor = ParamColor("LR Color", colorCycle ); 
LRStyle = ParamStyle("LR Style");

LRLine =  IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); //  styleDots ); 

// ==========================  Plot 1st SD Channel ===============================================================

SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;

width = LastValue( Ref(SD*StDev(p, Daysback),-shift) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;

SDColor = ParamColor("SD Color", colorCycle ); 
SDStyle = ParamStyle("SD Style");

Plot( SDU , "Upper Lin Reg", SDColor,SDStyle ); 
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle ); 

//  ==========================  Plot 2d SD Channel ===============================================================

SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 = SDP2/2;

width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;

SDColor2 = ParamColor("2 SD Color", colorCycle ); 
SDStyle2 = ParamStyle("2 SD Style");

Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 ); 
Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 ); 

// ============================ End Indicator Code ==============================================================

_SECTION_BEGIN("Nuevo 4");
percent  = 0.01 * 1; /* Adjust this percent as necessary,  */
firstpointL = 2;
firstpointH = 2;

y0=LastValue(Trough(L,percent,firstpointL)); 
y1=LastValue(Trough(Ref(L,-1),percent,1));

for( i = 1; i < BarCount AND y0 >= y1; i++ )
{
      
      firstpointL++;   
      y0=LastValue(Trough(L,percent,firstpointL));       
}

x0=BarCount - 1 - LastValue(TroughBars(L,percent,firstpointL)); 
x1=BarCount - 1 - LastValue(TroughBars(Ref(L,-1),percent,1)); 
LineL = LineArray( x0, y0, x1, y1, 1 ); 
/*
Plot(C, "C", colorBlack, styleCandle); 
*/
Plot( LineL, " Support Trend line", colorGreen,4 +8 ); 


yt0=LastValue(Peak(H,percent,firstpointH)); 
yt1=LastValue(Peak(Ref(H,-1),percent,1));

for(i = 1; i < BarCount AND yt0 <= yt1; i++ )
{
      
      firstpointH++;      
      yt0=LastValue(Peak(H,percent,firstpointH)); 
}
xt0=BarCount - 1 - LastValue(PeakBars(H,percent,firstpointH)); 
xt1=BarCount - 1 - LastValue(PeakBars(Ref(H,-1),percent,1)); 
LineH = LineArray( xt0, yt0, xt1, yt1, 1 ); 

Plot( LineH, "Resistance Trend line", colorBrown,4 + 8 );
_SECTION_END();

_SECTION_BEGIN("Elliot 2");
//-- Script Start -------
Option = ParamToggle("Insert To", "Price Chart|Indicator");

pr=Param("Elliot Wave minimum % move",2, 0.001,100);

//{ Beginner Elliot Wave stuff }
EWpk=PeakBars(H,pr)==0;
EWtr=TroughBars(L,pr)==0;

//{ Intermediate Elliot Wave stuff }
zz=Zig(C,pr);
zzHi=Zig(H,pr);
zzLo=Zig(L,pr);
Avg=(zzHi+zzLo)/2;

//{ Advanced Elliot Wave stuff }
RetroSuccessSecret=IIf(EWpk,zzHi,
                     IIf(EWtr,zzLo,IIf(Avg>Ref(Avg,-1),H,L)));
EW=Zig(RetroSuccessSecret,pr);

//{ Plot on price chart }
if (Option==0)
 Plot(EW, "EW", ParamColor("Color", colorBrown), ParamStyle("Style", styleNoLabel|styleThick));
else
{

//{ Buy/Sell Elliot Wave stuff }
EWbuy=TroughBars(EW,pr)==0;
EWsell=PeakBars(EW,pr)==0;

//{ Plot on own window }
Plot(EWbuy-EWsell, "EW2", ParamColor("Color", colorRed), ParamStyle("Style", styleNoLabel|styleThick));

}
//-- Script End   -------
_SECTION_END();

_SECTION_BEGIN("Elliot_Fractals");

/*
The basic definition of an 'up' fractal is a bar high that is both higher than the two bars immediately preceding it
and higher than the two bars immediately following it.
The lows of the bars are NOT considered in determining the up fractal progression.

If two bars in the progression have equal highs followed by two consecutive bars with lower highs,
then a total of six bars rather than the usual five bars will make up the progression.
The first High becomes the counting fractal. Reverse for 'down' fractals.

The 5 bar formation works best on Daily or longer time frame charts.For intraday data charts we often use 9 bar, 13 bar and 21 bar formations for fractal counting
*/
Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;
Up6BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H AND Ref(H,3) < H;
Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;
Down6BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L AND Ref(L,3) > L;

//TODO: More filtering: Show only troughs that are around atrough in trix(9).

PlotShapes( IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
PlotShapes( IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);

PlotShapes( IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
PlotShapes( IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);

Up = (Up5BarFractal OR Up6BarFractal);
Down = (Down5BarFractal OR Down6BarFractal);
//Removing false fractals:
DownSignal = Flip(Ref(Up,-1), Ref(Down,-1));
UpSignal = Flip(Ref(Down,-1), Ref(Up,-1));

LastHigh[0] = H[0];
LastLow[0] = L[0];

LastLowIndex = 0;
LastHighIndex = 0;
Valid = 0;
for (i=1; i < BarCount; i++)
{

	LastHigh[i] = LastHigh[i-1];
	LastLow[i] = LastLow[i-1];
	if (Up[i])
	{								
 		Valid[i] = True;
 		if (DownSignal[i])
		{
			//Sequence of 2 Up Fractals. Validate only the higher one.
			Valid[i] = H[i] >= H[LastHighIndex];
			Valid[LastHighIndex] = H[LastHighIndex] >  H[i];
		}
		LastHigh[i] = Max(H[i], H[LastHighIndex ]);	
		LastHighIndex = i;	
	}

	if (Down[i])
	{	
 		Valid[i] = True;
		if (UpSignal[i])
		{
			//Sequence of 2 Down Fractals. Validate only the lower one.
			Valid[i] = L[i] <= L[LastLowIndex];
			Valid[LastLowIndex] = L[LastLowIndex] <  L[i];
		}
	
		LastLow[i] = Min(L[i], L[LastLowIndex]);
		LastLowIndex = i;		
	}	
}

TrixN = Trix(9);
TroughLow = Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN, 3) > TrixN;
TroughHigh = Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN, 3) < TrixN;
//TroughLow = Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN;
//TroughHigh = Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN;
ZeroValid = Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);
ValidLow = TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow, 4);// OR Ref(TroughLow, 5));
ValidHigh = TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));

//Plot(LastHigh-10 ,"LastHigh", colorBlue, styleLine);
//Plot(LastLow-10 ,"LastLow ", colorRed, styleLine);
//Plot(Valid*5 + 10 ,"LastLow ", colorGreen, styleLine | styleThick);

//PlotShapes( IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);
//PlotShapes( IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);
Maxi = Up AND (ValidHigh OR ZeroValid);
Mini = Down AND (ValidLow OR ZeroValid);
PlotShapes( IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);
PlotShapes( IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);
//Plot(UpSignal*3+5,"UpSignal", colorBlue, styleLine| styleThick);
//Plot(DownSignal*3 ,"DownSignal", colorRed, styleLine| styleThick);

/*
LastMaxi = 0;
LastMini = 0;
ElliotLines = 0;
State = 0;
for (i=1; i < BarCount; i++)
{
	State[i] = State[i-1]; 
	if (Maxi[i])
	{		
		State[i] = 1;//down
	}

	if (Mini[i])
	{		
		State[i] = 2;
	}

} 

PlotShapes(IIf(State > 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0, IIf(State == 1, H, L), -5); 
*/
//Line = LineArray( x0, y0, x1, y1, 1 ); 
//Plot( Line, "Trend line", colorBlue ); 

/*
Wave B
Usually 50% of Wave A
Should not exceed 75% of Wave A
Wave C
either 1 x Wave A
or 1.62 x Wave A
or 2.62 x Wave A 
*/
function CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta)
{
	
	ALength = abs(startPrice - A);	BLength = abs(A-B);
	CLength = abs(B-C);

	Ratio1 = BLength  / CLength ;
	Cond1 = Ration1 >= 0.5 - RatioDelta AND ratio1 <= 0.75 + RatioDelta;
	Cond2 = abs(Clength - ALength) < Delta  OR abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta;
	
	return Cond1 AND Cond2;
}

function ImpulseRules(StartPrice, One, Two, Three, Four, Five)
{
	//Wave 2 should be beneath wave 1 start:
	Cond1 = Two > StartPrice AND Two < One;
	//Wave 4 - the same:
	Cond2 = Four > Two AND Four < Three;
	//Wave 5 should be <= wave 3
	Cond3 = abs(Three-Two) >= abs(Five - Four);
	//Wave 1 should be smaller than wave five, making wave 3 the biggest:
	Cond4 = abs(StartPrice - One) < abs(Five - Four);
	return Cond1 AND Cond2 AND Cond3 AND Cond4;
}
_SECTION_END();

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//------------------------------------------------------------------------------

// Formula Name : KAMA System Complete for Amibroker AFL by pipschart

// Author : KrT group

// Uploader : www.pipschart.com

// E-mail : info@pipschart.com

// Amibroker Blog : www.pipschart.com/amibroker

// Origin : Modified & Collected from different sources.

//------------------------------------------------------------------------------

_SECTION_BEGIN("KrT group");

GfxSetBkMode(1);

X=750;

Y=1;

Font=10;

GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorRed);GfxTextOut("KrT group",x,y);

GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorGreen);GfxTextOut("RESEARCH",x+120,Y);

_SECTION_END();

//------------------------------------------------------------------------------

// AMA System by Karthikmarar

// Two adjustable parameter "Buy sensitivity" and "Buy Finetune" provided to adjust entry points.

// Two adjustable parameter "Sell sensitivity" and "Sell Finetune" provided to adjust Exit points.

_SECTION_BEGIN("Background");

SetChartOptions(0,chartShowArrows|chartShowDates);

if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )

{

ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g

(%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1

)));

}

SetChartBkColor(ParamColor("Outer panel color ",colorBlack)); // color of outer border

SetChartBkGradientFill( ParamColor("Inner panel color upper half",colorDarkTeal),

ParamColor("Inner panel color lower half",colorBlack)); //color of inner panel

_SECTION_END();

_SECTION_BEGIN("KAMA System");

SetChartOptions(0,chartShowArrows|chartShowDates);

Title = ("KAMA SYSTEM - " + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorLime)+",Open "+Open +" ,High "+H+" ,Low "+L+" ,Close "+C+" "+"{{VALUES}}");

//{{VALUES}}"+ O+ H+ L+C);

//_N(Title =StrFormat("{{Name}} - {{Interval}} {{Date}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

// Buy adjustments

bs=Param("BUY Sensitivity",3,2,20,1);

bf=Param("BUY Finetune",2,0.1,20,0.1);

// Sell Adjustments

ss=Param("SELL Sensitivity",3,2,20,1);

sf=Param("SELL Finetune",1,0.1,20,0.1);

//stock selection parameters

MyCL = Param( "CL", 10, 10, 100, 10 );

MyVK = Param( "VK", 30, 10, 100, 10 );

MyTL = Param( "TL", 300, 100, 1000, 100 );

//stock selection

//TLM = EMA(C*V/100000,100) ;

//include = C> MyCL AND V/1000> MyVK AND C*V/100000 > MyTL AND TLM > 0.333 * MyTL ;

// common

fast = 2/(2+1);

slow = 2/(30+1);

//BUY part

dirb=abs(Close-Ref(Close,-bs));

volb=Sum(abs(Close-Ref(Close,-1)),bs);

ERb=dirb/volb;

scb =( ERb*(fast-slow)+slow)^2;

xb = AMA( C, scb );

flb=bf*StDev(xb-Ref(xb,-1),20);

j=xb-Ref(xb,-3);

//SELL part

dirs=abs(Close-Ref(Close,-ss));

vols=Sum(abs(Close-Ref(Close,-1)),ss);

ERs=dirs/vols;

scs =( ERs*(fast-slow)+slow)^2;

xs = AMA( C, scs );

fls=sf*StDev(xs-Ref(xs,-1),20);

k=Ref(Xs,-3)-Xs;

Buy=Cross(j,flb) ;

Sell=Cross(k,fls);

mycolor=IIf(C>xb,colorLime,colorRed);

Plot( C, "Close", mycolor,styleNoTitle | styleBar|styleThick );

Plot(xb,"KAMA-BUY",colorYellow,1);

Plot(xs,"KAMA-SELL",colorOrange,1);

Buy = ExRem(Buy,Sell);

Sell = ExRem(Sell,Buy);

shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;

PlotShapes( shape, IIf( Buy, colorGreen, colorYellow ),0, IIf( Buy, Low, High ) );

GraphXSpace = 5;

dist = 1.5*ATR(20);

for( i = 0; i < BarCount; i++ )

{

if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorLime );

if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorYellow );

}

Filter= Buy OR Sell;

PositionScore=100/C;

PositionSize = - 20;

SetBarsRequired(10000, 10000);

SetFormulaName("KAMA System");

_SECTION_END();

_SECTION_BEGIN("IIR2");

// IIR2.afl

// Documentation to describe what the function does.

// Second order smoother

// the function statement

function IIR2( input, f0, f1, f2 )

// the function body

{

result[ 0 ] = input[ 0 ];

result[ 1 ] = input[ 1 ];

for( i = 2; i < BarCount; i++ )

{

result[i] = f0 * input[i] + f1 * result[i-1] + f2 * result[i-2];

}

// the function returns a single value and exits.

return result;

}

// The routine that calls the function.

SmoothedClose = IIR2(Close, 0.2, 1.4, -0.6 );

//Plot( Close, "Price", 2, styleCandle );

Plot( SmoothedClose, "function example", colorRed );

//Figure 8.1 IIR2

_SECTION_END();

_SECTION_BEGIN("GSMA");

SetBarsRequired(100000,0);

PI = 3.1415926;

function jIIR2( input, f0, f1, f2 )

{

result[ 0 ] = input[ 0 ];

result[ 1 ] = input[ 1 ];

for( i = 2; i < BarCount; i++ )

{

result[ i ] = f0 * input[ i ] +

f1 * result[ i - 1 ] +

f2 * result[ i - 2 ];

}

return result;

}

function GSMA( input, Period )

{

N = 0;

an = 2 * PI / Period;

c0 = b0 = 1;

c1 = b1 = b2 = a1 = a2 = gamma1 = 0;

beta1 = 2.415 * ( 1- cos( an ) );

alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );

alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );

{

fo = alpha ^ 2;

f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );

}

return jIIR2( input, fo,f1,f2);

}

period=Param("period",13,1,40,1);

//Plot( Close, "Price", colorBlack, styleCandle );

Plot( GSMA( C,period), "GSMA", colorLime );

// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below

// Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support

// Designed for use with AB 4.63 beta and above, using drag and drop feature.

// Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.

// 2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line.

// A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.

P = ParamField("Price field",-1);

Daysback = Param("Period for Liner Regression Line",21,1,240,1);

shift = Param("Look back period",0,0,240,1);

// =============================== Math Formula =============================================================

x = Cum(1);

lastx = LastValue( x ) - shift;

aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );

bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );

y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );

// ==================Plot the Linear Regression Line ==========================================================

LRColor = ParamColor("LR Color", colorCycle );

LRStyle = ParamStyle("LR Style");

LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );

Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );

// ========================== Plot 1st SD Channel ===============================================================

SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);

SD = SDP/2;

width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET

SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;

SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;

SDColor = ParamColor("SD Color", colorCycle );

SDStyle = ParamStyle("SD Style");

Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );

Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );

// ========================== Plot 2d SD Channel ===============================================================

SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);

SD2 = SDP2/2;

width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET

SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;

SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;

SDColor2 = ParamColor("2 SD Color", colorCycle );

SDStyle2 = ParamStyle("2 SD Style");

Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );

Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );

// ============================ End Indicator Code ==============================================================

_SECTION_BEGIN("Nuevo 4");

percent = 0.01 * 1; /* Adjust this percent as necessary, */

firstpointL = 2;

firstpointH = 2;

y0=LastValue(Trough(L,percent,firstpointL));

y1=LastValue(Trough(Ref(L,-1),percent,1));

for( i = 1; i < BarCount AND y0 >= y1; i++ )

{

firstpointL++;

y0=LastValue(Trough(L,percent,firstpointL));

}

x0=BarCount - 1 - LastValue(TroughBars(L,percent,firstpointL));

x1=BarCount - 1 - LastValue(TroughBars(Ref(L,-1),percent,1));

LineL = LineArray( x0, y0, x1, y1, 1 );

Plot(C, "C", colorBlack, styleCandle);

Plot( LineL, " Support Trend line", colorGreen,4 +8 );

yt0=LastValue(Peak(H,percent,firstpointH));

yt1=LastValue(Peak(Ref(H,-1),percent,1));

for(i = 1; i < BarCount AND yt0 <= yt1; i++ )

{

firstpointH++;

yt0=LastValue(Peak(H,percent,firstpointH));

}

xt0=BarCount - 1 - LastValue(PeakBars(H,percent,firstpointH));

xt1=BarCount - 1 - LastValue(PeakBars(Ref(H,-1),percent,1));

LineH = LineArray( xt0, yt0, xt1, yt1, 1 );

Plot( LineH, "Resistance Trend line", colorBrown,4 + 8 );

_SECTION_END();

_SECTION_BEGIN("Elliot 2");

//-- Script Start -------

Option = ParamToggle("Insert To", "Price Chart|Indicator");

pr=Param("Elliot Wave minimum % move",2, 0.001,100);

//{ Beginner Elliot Wave stuff }

EWpk=PeakBars(H,pr)==0;

EWtr=TroughBars(L,pr)==0;

//{ Intermediate Elliot Wave stuff }

zz=Zig(C,pr);

zzHi=Zig(H,pr);

zzLo=Zig(L,pr);

Avg=(zzHi+zzLo)/2;

//{ Advanced Elliot Wave stuff }

RetroSuccessSecret=IIf(EWpk,zzHi,

IIf(EWtr,zzLo,IIf(Avg>Ref(Avg,-1),H,L)));

EW=Zig(RetroSuccessSecret,pr);

//{ Plot on price chart }

if (Option==0)

Plot(EW, "EW", ParamColor("Color", colorBrown), ParamStyle("Style", styleNoLabel|styleThick));

else

{

//{ Buy/Sell Elliot Wave stuff }

EWbuy=TroughBars(EW,pr)==0;

EWsell=PeakBars(EW,pr)==0;

//{ Plot on own window }

Plot(EWbuy-EWsell, "EW2", ParamColor("Color", colorRed), ParamStyle("Style", styleNoLabel|styleThick));

}

//-- Script End -------

_SECTION_END();

_SECTION_BEGIN("Elliot_Fractals");

The basic definition of an 'up' fractal is a bar high that is both higher than the two bars immediately preceding it

and higher than the two bars immediately following it.

The lows of the bars are NOT considered in determining the up fractal progression.

If two bars in the progression have equal highs followed by two consecutive bars with lower highs,

then a total of six bars rather than the usual five bars will make up the progression.

The first High becomes the counting fractal. Reverse for 'down' fractals.

The 5 bar formation works best on Daily or longer time frame charts.For intraday data charts we often use 9 bar, 13 bar and 21 bar formations for fractal counting

Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;

Up6BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H AND Ref(H,3) < H;

Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;

Down6BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L AND Ref(L,3) > L;

//TODO: More filtering: Show only troughs that are around atrough in trix(9).

PlotShapes( IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);

PlotShapes( IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);

PlotShapes( IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);

PlotShapes( IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);

Up = (Up5BarFractal OR Up6BarFractal);

Down = (Down5BarFractal OR Down6BarFractal);

//Removing false fractals:

DownSignal = Flip(Ref(Up,-1), Ref(Down,-1));

UpSignal = Flip(Ref(Down,-1), Ref(Up,-1));

LastHigh[0] = H[0];

LastLow[0] = L[0];

LastLowIndex = 0;

LastHighIndex = 0;

Valid = 0;

for (i=1; i < BarCount; i++)

{

LastHigh[i] = LastHigh[i-1];

LastLow[i] = LastLow[i-1];

if (Up[i])

{

Valid[i] = True;

if (DownSignal[i])

{

//Sequence of 2 Up Fractals. Validate only the higher one.

Valid[i] = H[i] >= H[LastHighIndex];

Valid[LastHighIndex] = H[LastHighIndex] > H[i];

}

LastHigh[i] = Max(H[i], H[LastHighIndex ]);

LastHighIndex = i;

}

if (Down[i])

{

Valid[i] = True;

if (UpSignal[i])

{

//Sequence of 2 Down Fractals. Validate only the lower one.

Valid[i] = L[i] <= L[LastLowIndex];

Valid[LastLowIndex] = L[LastLowIndex] < L[i];

}

LastLow[i] = Min(L[i], L[LastLowIndex]);

LastLowIndex = i;

}

TrixN = Trix(9);

TroughLow = Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN, 3) > TrixN;

TroughHigh = Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN, 3) < TrixN;

//TroughLow = Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN;

//TroughHigh = Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN;

ZeroValid = Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);

ValidLow = TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow, 4);// OR Ref(TroughLow, 5));

ValidHigh = TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));

//Plot(LastHigh-10 ,"LastHigh", colorBlue, styleLine);

//Plot(LastLow-10 ,"LastLow ", colorRed, styleLine);

//Plot(Valid*5 + 10 ,"LastLow ", colorGreen, styleLine | styleThick);

//PlotShapes( IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);

//PlotShapes( IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);

Maxi = Up AND (ValidHigh OR ZeroValid);

Mini = Down AND (ValidLow OR ZeroValid);

PlotShapes( IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);

PlotShapes( IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);

//Plot(UpSignal*3+5,"UpSignal", colorBlue, styleLine| styleThick);

//Plot(DownSignal*3 ,"DownSignal", colorRed, styleLine| styleThick);

LastMaxi = 0;

LastMini = 0;

ElliotLines = 0;

State = 0;

for (i=1; i < BarCount; i++)

{

State[i] = State[i-1];

if (Maxi[i])

{

State[i] = 1;//down

}

if (Mini[i])

{

State[i] = 2;

}

PlotShapes(IIf(State > 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0, IIf(State == 1, H, L), -5);

//Line = LineArray( x0, y0, x1, y1, 1 );

//Plot( Line, "Trend line", colorBlue );

Wave B

Usually 50% of Wave A

Should not exceed 75% of Wave A

Wave C

either 1 x Wave A

or 1.62 x Wave A

or 2.62 x Wave A

function CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta)

{

ALength = abs(startPrice - A); BLength = abs(A-B);

CLength = abs(B-C);

Ratio1 = BLength / CLength ;

Cond1 = Ration1 >= 0.5 - RatioDelta AND ratio1 <= 0.75 + RatioDelta;

Cond2 = abs(Clength - ALength) < Delta OR abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta;

return Cond1 AND Cond2;

}

function ImpulseRules(StartPrice, One, Two, Three, Four, Five)

{

//Wave 2 should be beneath wave 1 start:

Cond1 = Two > StartPrice AND Two < One;

//Wave 4 - the same:

Cond2 = Four > Two AND Four < Three;

//Wave 5 should be <= wave 3

Cond3 = abs(Three-Two) >= abs(Five - Four);

//Wave 1 should be smaller than wave five, making wave 3 the biggest:

Cond4 = abs(StartPrice - One) < abs(Five - Four);

return Cond1 AND Cond2 AND Cond3 AND Cond4;

}

_SECTION_END();

[emaillocker]

Click here to download this AFL

[/emaillocker]

How to use Amibroker AFL

Download the Amibroker AFL .
Now copy the afl file and paste it to \Program Files\AmiBroker\Formulas\Custom. [For 32 bit]
If You have 64 bit operating system than paste it to \Program Files(x86)\AmiBroker\Formulas\Custom.
Go to formula section of Amibroker and you will get the afl in Custom folder.

3 thoughts on “KAMA System Complete Amibroker AFL: The Definitive Awesome Guide”

Susheel Mahajan says:
2021-04-05 at 1:58 pm
Wonderful !!! Have not seen such codes in other website. Wish for better AFL for users. All the best !
188bet says:
2018-10-30 at 8:41 am
Excellent, what a website it is! This blog gives valuable
information to us, keep it up.
- krT group says:
  2018-10-30 at 9:32 am
  Thanks a lot.Hope Its more effective in future.

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KAMA System Complete Amibroker AFL: The Definitive Awesome Guide