// BottomFishing.afl
returns = log(C)-Ref(log(C),-1);
AV = StDev(returns,20)*sqrt(252);
STO = 100*(Close - LLV(L,20))/(HHV(H,20)-LLV(L,20));
AV_Threshold = Optimize("AV", 0.05, 0.01,0.99,0.01);
STO_Buy_Threshold = Optimize("STO Buy", 15,10,20,1);
STO_Sell_Threshold = Optimize("STO Sell", 60, 60,80,1);
Buy = AV>AV_Threshold AND STO<STO_Buy_Threshold AND Close<MA(C,100);
Sell = AV<AV_Threshold OR STO > STO_Sell_Threshold;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
PlotShapes(shapeUpTriangle*Buy,colorBrightGreen);
PlotShapes(shapeDownTriangle*Sell,colorRed);
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Posted by: smagre12@gmail.com
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This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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