slow stochastic & trendline afl

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Post on 07-Jan-2016

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AFL for algo trading

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  • 7/17/2019 Slow Stochastic & Trendline Afl

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    /*Slow Stochastic and Trendlinesfor Indicator Builder,by Dimitris Tsokakis*/D1=14;MaxGraph=8;ST3=StochK(D1);ST33=StochD(D1);Graph0=ST3;Graph1=ST33;Title=Name()+" - %K="+WriteVal(st3,FORMAT=1.2)+", %D="+WriteVal(ST33,FORMAT=1.2)+WriteIf(Cross(st3,st33)," POSITIVE CROSS"," ")+WriteIf(Cross(ST33,ST3)," NEGATIVE CROSS","");x = Cum(1);per = 0.1;s1=st33;s11=st33;pS = TroughBars( s1, per, 1 ) == 0;endt= LastValue(ValueWhen( pS, x, 1 ));startt=LastValue(ValueWhen( pS, x, 2 ));dtS =endt-startt;endS = LastValue(ValueWhen( pS, s1, 1 ) );startS = LastValue( ValueWhen( pS, s1, 2 ));aS = (endS-startS)/dtS;

    bS = endS;trendlineS = aS * ( x -endt ) + bS;Graph6 = IIf(x>startt-1 AND TRENDLINES>0 AND TRENDLINESstartT1-1 AND TRENDLINER>0 ANDTRENDLINER