Bộ lọc hai cực Butterworth - Mã AFL Amibroker

/* Done      by    Rajandran R */
/* Author of www.marketcalls.in  */

_SECTION_BEGIN("Two Pole Butterworth Filter");


SetBarsRequired(100000,0);
GraphXSpace = 15;
SetChartOptions(0,chartShowArrows|chartShowDates);

SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
Plot(C,"\nPrice",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);

SetTradeDelays(1,1,1,1);

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


CutoffPeriod=15;

Shift=0; 

coef1=coef2=coef3=coef4=0;



 tempReal= atan(1.0);

 rad2Deg = 45/tempReal;

 deg2Rad = 1.0/ rad2Deg;

 pi = atan(1.0)* 4;

 a1 = exp(-sqrt(2) * pi / CutoffPeriod);

 b1 = 2 * a1 * cos(deg2Rad * sqrt(2) * 180 / CutoffPeriod);

 

coef2 = b1;

coef3 = -a1 * a1;

coef1 = (1 - b1 + a1 * a1) / 4;

mean=C;



TPBFilter[0]=Null;

up[0]=Null;

down[0]=Null;



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

      if(i>3){

         TBFilter[i]=coef1 *(mean[i]+2.0*mean[i-1] +mean[i-2])+coef2*TBFilter[i-1]+coef3*TBFilter[i-2];

      }else{

         TBFilter[i]=mean[i];

      }

      if(TBFilter[i]>TBFilter[i-1]){

         up[i]=TBFilter[i];

         up[i-1]=TBFilter[i-1];

      }else{

         down[i]=TBFilter[i];

         down[i-1]=TBFilter[i-1];

      }

   }

TBFilter1[BarCount-1]=Null;

for(i=0;i<BarCount-1;i++)

{

TBFilter1[i]=TBFilter[i];

}




Plot(TBFilter1,"TBFilter",IIf(down==0,colorGreen,colorRed),styleThick);



Buy = TBFilter1>Ref(TBFilter1,-1);
Sell= TBFilter1<Ref(TBFilteR1,-1);


Buy=ExRem(Buy,Sell);

Sell=ExRem(Sell,Buy);


Short=Sell;
Cover=Buy;


BuyPrice=ValueWhen(Buy,C);
SellPrice=ValueWhen(Sell,C);
ShortPrice=ValueWhen(Short,C);
CoverPrice=ValueWhen(Cover,C);


Title = EncodeColor(colorWhite)+ "Two Pole Butterworth Filter AFL code from www.marketcalls.in" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 "  - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+"  "+"Hi-"+H+"  "+"Lo-"+L+"  "+
"Cl-"+C+"  "+ "Vol= "+ WriteVal(V)+"\n"+ 
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+"  ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+"  ","")+"\n"+EncodeColor(colorYellow)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy  , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","");

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                      
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45); 
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                      
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

_SECTION_END();