[Code 6] AMA Trading System

//90 Percent Accurate AMA System
_SECTION_BEGIN("AMA System");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));


// Buy adjustments
bs=Optimize("BUY Sensitivity",3,2,20,1);
bf=Param("BUY Finetune",0.1,0.1,20,0.1);
// Sell Adjustments
ss=Optimize("SELL Sensitivity",3,2,20,1);
sf=Param("SELL Finetune",0.1,0.1,20,0.1);

// common
fast = 2/(2+1);
slow = 2/(30+1);
//BUY part
dirb=abs(Close-Ref(Close,-bs));
volb=Sum(abs(Close-Ref(Close,-1)),bs);
ERb=dirb/volb;
scb =( ERb*(fast-slow)+slow)^2; 
xb = AMA( C, scb ); 
flb=bf*StDev(xb-Ref(xb,-1),20);
j=xb-Ref(xb,-3);


//SELL part
dirs=abs(Close-Ref(Close,-ss));
vols=Sum(abs(Close-Ref(Close,-1)),ss);
ERs=dirs/vols;
scs =( ERs*(fast-slow)+slow)^2; 
xs = AMA( C, scs ); 
fls=sf*StDev(xs-Ref(xs,-1),20);
k=Ref(Xs,-3)-Xs;

Buy=Cross(j,flb);
Sell=Cross(k,fls);
mycolor=IIf(C>xb,colorDarkGreen,colorRed);
Plot( C, "Close", mycolor,styleNoTitle | styleBar|styleThick   ); 
Plot(xb,"KAMA-BUY",colorYellow,1);
Plot(xs,"KAMA-SELL",colorOrange,1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = Sell;
Cover = Buy;

shape = Buy * shapeUpArrow +Sell * shapeDownArrow ;

PlotShapes( shape, IIf( Buy, colorGreen, colorRed),0, IIf( Buy, Low, High ) );

GraphXSpace = 5;
dist = 1.5*ATR(20); 

for( i = 0; i < BarCount; i++ ) 
{ 
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i], colorDarkGreen ); 
if( Sell[i] ) PlotText( "sell\n@" + C[ i ], i, L[ i ]+dist[i], colorRed ); 
} 

_SECTION_END();