Automatic Trendline Support Resistance Fibonacci |
//www.aflcode.com function IIR2( input, f0, f1, f2 ) { result[ 0 ] = input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i = 2; i < BarCount; i++ ) { result[ i ] = f0 * input[ i ] + f1 * result[ i - 1 ] + f2 * result[ i - 2 ]; } return result; } Plot( Close, "Price", colorBlack, styleCandle ); Plot( IIR2( Close, 0.2, 1.4, -0.6 ), "function example", colorRed ); _SECTION_BEGIN("Bollinger Bands"); P = ParamField("Price field",-1); Periods = Param("Periods", 15, 2, 100, 1 ); Width = Param("Width", 2, 0, 10, 0.05 ); Color = ParamColor("Color", colorPaleBlue ); Style = ParamStyle("Style"); Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style ); Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style ); _SECTION_END(); per1=Param("#1 S/R %", .25,.05,5,.05); LB1=Param("#1 Lookback Period",2,2,30,1); per2=Param("#2 S/R %", .5 ,.05,5,.05); LB2=Param("#2 Lookback Period",2,2,30,1); per3=Param("#3 S/R %", 2,.05,5,.05); LB3=Param("#3 Lookback Period",2,2,30,1); color=ParamColor("S/R Color",colorCustom11); colorPP=ParamColor("PP Color",colorCustom12); //////////////////////////////////////////////////////////////////////// ////Pivot and Support Resistance Lines ///////////////////////////// ////Plots a daily and hourly Pivot Point on 1min, 5min, etc... charts // //////// Also, 3 adjustable S/R lines/////////////////////////////////// //////////////////////////////////////// /////////////////////////////PIVOT POINT//////////////////////////////// TimeFrameSet(inDaily); AVGd = Ref((L + H + C),-1)/3; " PPd:\t "+ AVGd; TimeFrameRestore(); Plot( TimeFrameExpand(AVGd,inDaily,expandFirst),"",colorPP,styleStaircase); TimeFrameSet(inHourly); AVGh = Ref((L + H + C),-1)/3; " PPh:\t "+ Avgh; TimeFrameRestore(); Plot( TimeFrameExpand(AVGh,inHourly,expandFirst),"",colorPP,styleStaircase); //////////////////////////S?R LINES 1///////////////////////////////////// procedure SRlines(per,Lb) { ys0=LastValue(Trough(L,per,Lb)); ys1=LastValue(Trough(L,per,Lb-1)); xs0=BarCount - 1 - LastValue(TroughBars(L,per,Lb)); xs1=BarCount - 1 - LastValue(TroughBars(L,per,Lb-1)); yr0=LastValue(Peak(H,per,Lb)); yr1=LastValue(Peak(H,per,Lb-1)); xr0=BarCount - 1 - LastValue(PeakBars(H,per,Lb)); xr1=BarCount - 1 - LastValue(PeakBars(H,per,Lb-1)); sl = LineArray( xs0, ys0, xs1, ys1,1 ); rL = LineArray( xr0, yr0, xr1, yr1,1 ); Plot( sl, "S line", color,1 ); Plot( rl, "R line", color,1 ); } //////////////////////////S?R LINES 2///////////////////////////////////// SRlines(per1,Lb1); SRlines(per2,Lb2); SRlines(per3,Lb3); farback=Param("How Far back to go",100,50,5000,10); nBars = Param("Number of bars", 12, 5, 40); // -- Title. Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ", H: " + High + ", L: " + Low + ", C: " + Close; // -- Plot basic candle chart PlotOHLC(Open, High, Low, Close, "BIdx = " + BarIndex() + "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L + "\n"+"C ", colorWhite, styleCandle); GraphXSpace=7; // -- Create 0-initialized arrays the size of barcount aHPivs = H - H; aLPivs = L - L; // -- More for future use, not necessary for basic plotting aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; // -- looking back from the current bar, how many bars // back were the hhv and llv values of the previous // n bars, etc.? aHHVBars = HHVBars(H, nBars); aLLVBars = LLVBars(L, nBars); aHHV = HHV(H, nBars); aLLV = LLV(L, nBars); // -- Would like to set this up so pivots are calculated back from // last visible bar to make it easy to "go back" and see the pivots // this code would find. However, the first instance of // _Trace output will show a value of 0 aVisBars = Status("barvisible"); nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0))); _TRACE("Last visible bar: " + nLastVisBar); // -- Initialize value of curTrend curBar = (BarCount-1); curTrend = ""; if (aLLVBars[curBar] < aHHVBars[curBar]) { curTrend = "D"; } else { curTrend = "U"; } // -- Loop through bars. Search for // entirely array-based approach // in future version for (i=0; i<farback; i++) { curBar = (BarCount - 1) - i; // -- Have we identified a pivot? If trend is down... if (aLLVBars[curBar] < aHHVBars[curBar]) { // ... and had been up, this is a trend change if (curTrend == "U") { curTrend = "D"; // -- Capture pivot information curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } // -- or current trend is up } else { if (curTrend == "D") { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } // -- If curTrend is up...else... } // -- loop through bars } // -- Basic attempt to add a pivot this logic may have missed // -- OK, now I want to look at last two pivots. If the most // recent low pivot is after the last high, I could // still have a high pivot that I didn't catch // -- Start at last bar curBar = (BarCount-1); candIdx = 0; candPrc = 0; lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; if (lastLPIdx > lastHPIdx) { // -- Bar and price info for candidate pivot candIdx = curBar - aHHVBars[curBar]; candPrc = aHHV[curBar]; if ( lastHPH < candPrc AND candIdx > lastLPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aHPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j=0; j<nHPivs; j++) { aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs- (j+1)]; aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-(j+1)]; } aHPivHighs[0] = candPrc ; aHPivIdxs[0] = candIdx; nHPivs++; } } else { // -- Bar and price info for candidate pivot candIdx = curBar - aLLVBars[curBar]; candPrc = aLLV[curBar]; if ( lastLPL > candPrc AND candIdx > lastHPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aLPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j=0; j<nLPivs; j++) { aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)]; aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+1)]; } aLPivLows[0] = candPrc; aLPivIdxs[0] = candIdx; nLPivs++; } } // -- Dump inventory of high pivots for debugging /* for (k=0; k<nHPivs; k++) { _TRACE("High pivot no. " + k + " at barindex: " + aHPivIdxs[k] + ", " + WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k], DateTime(), 1), formatDateTime) + ", " + aHPivHighs[k]); } */ // -- OK, let's plot the pivots using arrows PlotShapes( IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0, High, Offset=-15); PlotShapes( IIf(aLPivs==1, shapeUpArrow , shapeNone), colorBrightGreen, 0, Low, Offset=-15); _SECTION_BEGIN("Fib Retracements"); fibs = ParamToggle("Plot Fibs","Off|On",1); pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002); HiLB = Param ("Hi LookBack",1,1,BarCount-1,1); pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002); LoLB = Param ("Lo LookBack",1,1,BarCount-1,1); Back = Param ("Extend Left = 2",1,1,500,1); Fwd = Param("Plot Forward", 0, 0, 500, 1); text = ParamToggle("Plot Text","Off|On",1); hts = Param ("Text Shift", -60,-50,50,0.10); style =ParamStyle("Line Style",styleLine,styleNoLabel); x = BarIndex(); pRp = PeakBars( H, pctH, 1) == 0; yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB)); xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB)); pSp = TroughBars( L, pctL, 1) == 0; ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB)); xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB)); Delta = yRp0 - ySp0; function fib(ret) { retval = (Delta * ret); Fibval = IIf(ret < 1.0 AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0 AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0 AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0 AND xSp0 > xRp0, ySp0 + retval, Null)))); return FibVal; } x0 = Min(xSp0,xRp0)-Back; x1 = (BarCount -1); ////////////////////////////////////////////////////////////////// r236 = fib(0.236); r236I = LastValue (r236,1); r382 = fib(0.382); r382I = LastValue (r382,1); r050 = fib(0.50); r050I = LastValue (r050,1); r618 = fib(0.618); r618I = LastValue (r618,1); r786 = fib(0.786); r786I = LastValue (r786,1); e127 = fib(1.27); e127I = LastValue (e127,1); e162 = fib(1.62); e162I = LastValue (e162,1); e200 = fib(2.00); e200I = LastValue (e200,1); e262 = fib(2.62); e262I = LastValue (e262,1); e424 = fib(4.24); e424I = LastValue (e424,1); ////////////////////////////////////////////////////////////////// p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1); p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1); color00 =IIf(xSp0 > xRp0,colorLime,colorRed); color100 =IIf(xSp0 < xRp0,colorLime,colorRed); ////////////////////////////////////////////////////////////////// numbars = LastValue(Cum(Status("barvisible"))); fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2); ////////////////////////////////////////////////////////////////// if(fibs==1) { Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd); Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd); Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd); } ////////////////////////////////////////////////////////////////// if(text==1) { PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00); PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45); PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44); PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41); PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43); PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42); PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100); PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47); PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47); PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47); PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47); PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25); } _SECTION_END(); ////////////////////////////////////////////////////////////////// if (tchoice=1 ) { _N(Title = EncodeColor(colorWhite)+StrFormat(" {{NAME}} - {{INTERVAL}} {{DATE}} Open: %g, High: %g, Low: %g, Close: %g {{VALUES}}",O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); } ////////////////////////////////////////////////////////////////// if (tchoice==2 ) { Title = EncodeColor(colorWhite)+ Date() + " Tick = " + EncodeColor(5) + Interval()+ EncodeColor(colorWhite) + " Open = " + EncodeColor(colorWhite) + O + EncodeColor(colorWhite) + " High = " + EncodeColor(5) + H + EncodeColor(colorWhite) + " Low = " + EncodeColor(colorRed) + L + EncodeColor(colorWhite) + " Close = " + EncodeColor(colorWhite) + C + "\n" + EncodeColor( colorWhite) +"_______________"+"\n"+ EncodeColor( colorWhite) + "424% = " + EncodeColor(25)+ e424 + " " +"\n"+ EncodeColor( colorWhite) + "262% = " + EncodeColor(47)+ e262 + " " +"\n"+ EncodeColor( colorWhite) + "200% = " + EncodeColor(47)+ e200 + " " +"\n"+ EncodeColor( colorWhite) + "162% = " + EncodeColor(47)+ e162 + " " +"\n"+ EncodeColor( colorWhite) + "127% = " + EncodeColor(47)+ e127 + " " +"\n"+ EncodeColor( colorYellow) + " Res = " + EncodeColor(32)+ p100 + " " +"\n"+ EncodeColor( colorWhite) + " 78% = " + EncodeColor(42)+ r786 + " " +"\n"+ EncodeColor( colorWhite) + " 62% = " + EncodeColor(43)+ r618 + " " +"\n"+ EncodeColor( colorWhite) + " 50% = " + EncodeColor(41)+ r050 + " " +"\n"+ EncodeColor( colorWhite) + " 38% = " + EncodeColor(44)+ r382 + " " +"\n"+ EncodeColor( colorWhite) + " 23% = " + EncodeColor(45)+ r236+ " " +"\n"+ EncodeColor( colorYellow) + " Sup = " + EncodeColor(34)+ p00 + " " ; } GraphXSpace=5; _SECTION_BEGIN("Background"); SetChartOptions(0,chartShowArrows|chartShowDates); SetChartBkColor(ParamColor("Outer panel",colorBlack)); // color of outer border SetChartBkGradientFill( ParamColor("Inner panel upper",colorBlack),ParamColor("Inner panel lower",colorBlack)); tchoice=Param("Title Selection ",2,1,2,1);
Sign up here with your email
ConversionConversion EmoticonEmoticon