ADXVMA - Chỉ báo - Mã AFL của Amibroker

//Coded by Rajandran R
//Founder of www.marketcalls.in
//Coded on 20th Sep 2023


_SECTION_BEGIN("ADXVMA Indicator");



adxvma_period = param("ADXVMA Period",15,1,100,1);
atr_period = Param("ATR Period",200,1,300,1);


ups = 0.0;
downs = 0.0;
index = 0.0;
adxvma = 0.0;
trend = 0;
up = 0.0;
down = 0.0;

k = 1.0 / adxvma_period;

volatility = atr(atr_period);

currentUp = Max((Close - Ref(Close,-1)),0);
currentDown = Max((Ref(Close,-1) - Close),0);

for(i=1;i<BarCount;i++)
{
up[i] = (1 - k) * nz(up[i-1]) + (k * currentUp[i]);
down[i] = (1 - k) * nz(down[i-1]) + (k * currentDown[i]);
}


//Plot(up,"up",colorGreen,styleLine|styleThick);
//Plot(down,"down",colorRed,styleLine|styleThick);

isum = up + down;

fractionUp = 0.0;
fractionDown = 0.0;

fractionUp = IIf(iSum>0,up/iSum,0);
fractionDown = IIf(iSum>0,down/iSum,0);

for(i=1;i<BarCount;i++)
{
ups[i] = (1 - k) * nz(ups[i-1]) + (k * fractionUp[i]);
downs[i] = (1 - k) * nz(downs[i-1]) + (k * fractionDown[i]);
}

normDiff = abs(ups - downs);
normSum = ups + downs;

normFraction = IIf(normSum > 0.0, normDiff / normSum, 0);


for(i=1;i<BarCount;i++)
{
index[i]= (1 - k) * Nz(index[i-1]) + (k * normFraction[i]);
ups[i]= (1 - k) * Nz(ups[i-1]) + (k * fractionUp[i]);
downs[i] = (1 - k) * Nz(downs[i-1]) + (k * fractionDown[i]);
}

epsilon = 0.1 * Nz(Ref(volatility,-1));
hhp = Ref(hhv(index, adxvma_period),-1);
llp = Ref(llv(index, adxvma_period),-1);

ihhv = max(index, hhp);
illv = min(index, llp);

vIndex = 0.0;

vIndex = IIf((ihhv - illv) > 0.0, (index - illv) / (ihhv - illv), 0);
adxvma = 0;

for(i=1;i<BarCount;i++)
{
adxvma[i] = (1 - k * vIndex[i]) * Nz(adxvma[i-1]) + (k * vIndex[i] * close[i]);
}




color = IIf(adxvma>Ref(adxvma,-1),colorGreen,IIf(adxvma<Ref(adxvma,-1),colorRed,colorYellow));


Plot(adxvma,"ADXVMA",color,styleThick);

Plot( C, "Price", ParamColor( "Color", colorDefault ), ParamStyle( "Style", styleCandle, maskPrice ) );



_SECTION_END();