Simple Volatility Exploration - Amibroker AFL Code

Simple Volatility Exploration.afl

//Simple Volatility Exploration
//Coded by Rajandran R ( www.marketcalls.in )

_SECTION_BEGIN("Simple Volatility Exploration");


Filter = 1;

PDC = TimeFrameGetPrice("C",inDaily,-1);
TC = TimeFrameGetPrice("C",inDaily,0);

c2c = TC - PDC;

TH = TimeFrameGetPrice("H",inDaily,0);
TL = TimeFrameGetPrice("L",inDaily,0);
h2l = TH-TL;

bcolor = IIf(ROC(C,1)<-3,colorred, IIf(ROC(C,1)<0,colorWhite,
		IIf(ROC(C,1)>3,colorLime, colorWhite)));
		
		
fcolor = IIf(ROC(C,1)<-3,colorWhite, IIf(ROC(C,1)<0,colorblack,
		IIf(ROC(C,1)>3,colorWhite, colorBlack)));

AddColumn(Close,"Close",1.2);
AddColumn(c2c,"Close to Close",1.2);
AddColumn(h2l,"High to Low",1.2);
AddColumn(ATR(10),"ATR(10)",1.2);
AddColumn(ROC(C,1),"Daily Returns %",1.2,fcolor,bcolor);

_SECTION_END();