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Try starting with something like this. You might want to limit the
trades when the ATR is lower than some threshold value. This would
indicate a sideways or shallow channel with small bars. I assume you
want to take a position when the market starts to move or becomes
more volatile.
// ATR lookback
pATR = Param("ATR period", 15, 2, 50, 1);
fATR = ATR(pATR);
fHHV = HHV(H, pATR);
fLLV = LLV(L, pATR);
Buy = H >= fLLV + 3 * fATR; // you can try C rather than H
Sell = L <= fHHV - 3 * fATR; // you can try C rather than L
Plot(fATR, "ATR", colorBlack);
PlotShapes(Buy * shapeUpArrow, colorGreen);
PlotShapes(Sell * shapeDownArrow, colorRed);
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "binjobingo" <binjobingo@xxx> wrote:
>
> Hi anybody have afl for this
>
> Lookback period should be adjustible
>
> ATR parameter should be adjustible
>
> New UpMove starts when price moves 3 ATRs
> up from the lowest low or lowest close over 15-period look-back.
>
> New Downmove starts when price moves 3 ATR's down from the
> highest high or highest close over 15-period look back period
>
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