Perfect Trend Support Resistance |
//www.aflcode.com _SECTION_BEGIN("ADX Candle stick "); 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 ) ) )); if (SetBarFillColor( IIf( (C < O) AND (C < Ref( C, -1)), colorPlum, colorDarkGreen ) ) ); else (SetBarFillColor( IIf( (C > O)AND (C < Ref( C, -1)), colorWhite,colorWhite))); Plot( C, "Close",IIf( Close < Ref( Close, -1), colorRed, colorGreen ), styleCandle ); _SECTION_END(); _SECTION_BEGIN("Detecting double tops and bottoms"); /* Detecting double tops and bottoms (for come into view, by Isfandi)*/ percdiff = 5; /* peak detection threshold */ fwdcheck = 5; /* forward validity check */ mindistance = 10; validdiff = percdiff/400; PK= Peak( H, percdiff, 1 ) == High; TR= Trough( L, percdiff, 1 ) == Low; x = Cum( 1 ); XPK1 = ValueWhen( PK, x, 1 ); XPK2 = ValueWhen( PK, x, 2 ); xTR1 = ValueWhen( Tr, x, 1 ); xTr2 = ValueWhen( Tr, x, 2 ); peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 ); Troughdiff=ValueWhen( tr, L, 1 )/ValueWhen( tr, L, 2 ); doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (Xpk1 -Xpk2)>mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 ); doubleBot=tr AND abs( troughdiff - 1 ) < validdiff AND (Xtr1 -Xtr2)>mindistance AND Low < LLV( Ref( L, fwdcheck ), fwdcheck - 1 ); Buy = doublebot; Sell = doubletop; for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) PlotText( "BOT " , i, L[ i ],colorYellow ); if( Sell[i] ) PlotText( "TOP" , i, H[ i ], colorWhite ); } WriteIf( Highest( doubletop ) == 1, "AmiBroker has detected some possible double top patterns for " + Name() + "\nLook for green arrows on the price chart.", "There are no double top patterns for " + Name() ); WriteIf(Lowest( doublebot)==1,"AmiBroker has detected some possible double bottom patterns for " + Name() + "\nLook for red arrows on the price chart.", "There are no double bottom patterns for " + Name() ); _SECTION_END(); _SECTION_BEGIN("My Name"); GfxSetBkColor(colorBlack); GfxSetTextColor( colorGrey40 ); GfxSelectFont("Impact", 12, 500, True ); GfxTextOut("Isfandi Trading System II", 10 , 848 ); _SECTION_END(); _SECTION_BEGIN("Wall Indicator System_Isfandi"); //---- pivot points DayH = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high DayL = TimeFrameGetPrice("L", inDaily, -1);//low DayC = TimeFrameGetPrice("C", inDaily, -1);//close DayO = TimeFrameGetPrice("O", inDaily);// current day open HiDay = TimeFrameGetPrice("H", inDaily); LoDay = TimeFrameGetPrice("L", inDaily); PP = (DayH + DayL + DayO + DayO) / 4 ; R1 = (2 * PP) - DayL; S1 = (2 * PP) - DayH; R2 = PP + R1 - S1; S2 = PP + S1 - R1; R3 = R2 + (R1 - PP); S3 = S2 - (PP - S1); // OTHER INDICATOR MOMETUM =RSI(14); radius = 0.1 * Status("pxheight"); // get pixel height of the chart and use 45% for pie chart radius textoffset = 0.1 * radius; GfxSelectFont("Arial", 9, 500, True ); GfxSetTextColor( colorGrey50 ); GfxTextOut("PIVOT POINT", textoffset , 288 ); GfxSetTextColor( colorGrey50 ); GfxTextOut("SIGNAL", textoffset , 188 ); GfxSetTextColor( colorGrey50); GfxTextOut( "TREND", textoffset ,386 ); GfxSelectFont("Arial", 9 ); GfxSetTextColor( colorGreen); GfxTextOut( "R1 =" + R1, textoffset + 1, 320 ); GfxSetTextColor( colorLime ); GfxTextOut( "R2 = " +R2, textoffset + 1, 305 ); GfxSetTextColor( colorWhite ); GfxTextOut( "PP = " +PP, textoffset + 1, 335 ); GfxSetTextColor( colorOrange ); GfxTextOut( "S1 = " +S1, textoffset + 1, 350 ); GfxSetTextColor( colorRed ); GfxTextOut( "S2 = " +S2, textoffset + 1, 365 ); GfxSelectFont("Arial", 9 ); _SECTION_END(); ////////////////////////////////////////////////////////////////////// _SECTION_BEGIN("Elder Impulse"); GfxSelectFont("Arial", 8, 500, True ); /////////////////////////////////////////////////// SetChartOptions(0,chartShowArrows|chartShowDates); EnableTextOutput(False); // User-defined parameter for EMA periods EMA_Type = Param("EMA-1, TEMA-2, JMA-3", 2, 1, 3, 1); EMA_prds = Param("EMA_periods", 7, 1, 30, 1); Std_MACD = Param("Standard MACD? No-0, Yes-1", 1, 0, 1, 1); Plot_fashion = Param("Bar+Arrows-1, Impulse Bars-2", 2, 1, 2, 1); // Allow user to define Weekly and Monthly Ribbon Location and Height WR_P1 = Param("Weekly Ribbon Location", 5.2, -1000, 1000, 0.1); WR_P2 = Param("Weekly Ribbon Height", 199, -0.001, 500, 0.1); //MR_P1 = Param("Monthly Ribbon Location", 5.2, -1000, 1000, 0.1); //MR_P2 = Param("Monthly Ribbon Height", 199, -0.001, 500, 0.1); // Compute EMA and MACD Histogram if(EMA_Type == 1) { DayEMA = EMA(Close, EMA_prds); } if (EMA_Type == 2) { DayEMA = TEMA(Close, EMA_prds); } Histogram = MACD() - Signal(); // Determine if we have an Impulse UP, DOWN or None Impulse_Up = DayEMA > Ref(DayEMA, -1) AND Histogram > Ref(Histogram, -1); Impulse_Down = DayEMA < Ref(DayEMA, -1) AND Histogram < Ref(Histogram, -1); Impulse_None = (NOT Impulse_UP) AND (NOT Impulse_Down); // Compute Weekly MACD and determine whether rising or falling TimeFrameSet(inWeekly); if (Std_MACD == 0) { MACD_val = MACD(5, Cool); Signal_val = Signal(5, 8, 5); } else { MACD_val = MACD(12, 26); Signal_val = Signal(12, 26, 9); } Hist_in_w = MACD_val - Signal_val; wh_rising = Hist_in_w > Ref(Hist_in_w, -1); wh_falling = Hist_in_w < Ref(Hist_in_w, -1); wh_none = (NOT wh_rising) AND (NOT wh_falling); TimeFrameRestore(); // Now get Monthly MACD Histogram.... TimeFrameSet(inMonthly); MACD_val = MACD(5, 8); Signal_val = Signal(5, 8, 5); Hist_in_m = MACD_val - Signal_val; mh_rising = Hist_in_m > Ref(Hist_in_m, -1); mh_falling = Hist_in_m < Ref(Hist_in_m, -1); TimeFrameRestore(); wh_rising = TimeFrameExpand( wh_rising, inWeekly, expandLast ); wh_falling = TimeFrameExpand( wh_falling, inWeekly, expandLast); wh_none = TimeFrameExpand( wh_none, inWeekly, expandLast); mh_rising = TimeFrameExpand(mh_rising, inMonthly, expandLast); mh_falling = TimeFrameExpand(mh_falling, inMonthly, expandLast); kol = IIf( wh_rising, colorBrightGreen, IIf(wh_falling, colorRed, IIf(wh_none, colorCustom11, colorLightGrey))); mkol = IIf( mh_rising, colorBlue, IIf(mh_falling, colorYellow, colorLightGrey)); if (Plot_fashion == 1) { } else { bar_kol = IIf(impulse_UP, colorBrightGreen, IIf(impulse_Down, colorRed, colorCustom11)); } Impulse_State = WriteIf(Impulse_Up, "Bulllish", WriteIf(Impulse_Down, "Bearish", "Neutral")); GfxSetTextColor( colorPink ); GfxTextOut( "IMPULSE STATE = " +Impulse_State, textoffset + 1, 402 ); // Set the background color for Impulse Status Column Impulse_Col = IIf(Impulse_Up, colorGreen, IIf(Impulse_Down, colorRed, colorGrey40)); // Determine Weekly Trend. Display as Text Column Weekly_Trend = WriteIf(wh_rising, "Rising", WriteIf(wh_falling, "Falling", "Flat!")); Weekly_Col = IIf(wh_rising, colorGreen, IIf(wh_falling, colorRed, colorLightGrey)); GfxSetTextColor( colorPink); GfxTextOut( "WEEKLT TREND = " +Weekly_Trend, textoffset + 1, 417 ); // Determine Monthly Trend. Display as Text Column Monthly_Trend = WriteIf(mh_rising, "Rising", WriteIf(mh_falling, "Falling", "Flat!")); Monthly_Col = IIf(mh_rising, colorGreen, IIf(mh_falling, colorRed, colorLightGrey)); GfxSetTextColor( colorPink ); GfxTextOut( "MONTHLY TREND = " +Monthly_Trend, textoffset + 1, 432 ); // Determine how many bars has the current state existed bars_in_bull = Min(BarsSince(impulse_none), BarsSince(impulse_down)); bars_in_bear = Min(BarsSince(impulse_up), BarsSince(impulse_none)); bars_in_neut = Min(BarsSince(impulse_down), BarsSince(impulse_up)); // Set a single variable to show number of bars in current state depending upon // actual Impulse Status - Bullish, Bearish or Neutral bars_in_state = IIf(Impulse_Up, bars_in_bull, IIf(Impulse_down, bars_in_bear, bars_in_neut)); //weekly pivot k1=-1; SetChartBkColor(16 ) ; k=IIf(ParamList("select type","daily|next day")=="daily",-1,0); k1=-1; TimeFrameSet(inDaily); day_h= LastValue(Ref(H,K)); day_l= LastValue(Ref(L,K)); day_c= LastValue(Ref(C,K)); TimeFrameRestore(); // day DH=Day_h; DL=Day_L; DC=Day_C; // DAY PIVOT Calculation pd = ( DH+ DL + DC )/3; sd1 = (2*pd)-DH; sd2 = pd -(DH - DL); sd3 = Sd1 - (DH-DL); rd1 = (2*pd)-DL; rd2 = pd +(DH -DL); rd3 = rd1 +(DH-DL); WriteVal( StochK(39) - StochK(12) ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("STOCHASTIC"); periods = Param( "Periods", 15, 1, 200, 1 ); Ksmooth = Param( "%K avg", 3, 1, 200, 1 ); a = StochK( periods , Ksmooth); Dsmooth = Param( "%D avg", 3, 1, 200, 1 ); b = StochD( periods , Ksmooth, DSmooth ); Buy = Cross( a, b ); Sell = Cross( b, a ); STOCH =WriteIf(a>b , "BUY","SELL"); GfxSetTextColor( colorYellow ); GfxTextOut( "STOCH = " +STOCH, textoffset + 1, 229 ); GfxSelectFont("Arial", 8 ); _SECTION_BEGIN("Van K Tharp Efficient Stocks"); // Mark Keitel 12-05 // Van K Tharp Efficient Stocks GfxSelectFont("Arial", 8, 500, True ); ATRD180 = ATR(180); ATRD90 = ATR(90); ATRD45 = ATR(45); ATRD20 = ATR(20); ATRD5 = ATR(5); DifferenceD180 = Close - Ref(Close,-180); DifferenceD90 = Close - Ref(Close,-90); DifferenceD45 = Close - Ref(Close,-45); DifferenceD20 = Close - Ref(Close,-20); DifferenceD5 = Close - Ref(Close,-5); EfficiencyD180 = IIf(ATRD180!=0,DifferenceD180/ATRD180,1); EfficiencyD90 = IIf(ATRD90!=0,DifferenceD90/ATRD90,1); EfficiencyD45 = IIf(ATRD45!=0,DifferenceD45/ATRD45,1); EfficiencyD20 = IIf(ATRD20!=0,DifferenceD20/ATRD20,1); EfficiencyD5 = IIf(ATRD5!=0,DifferenceD5/ATRD5,1); Averageeff = (EfficiencyD180 + EfficiencyD90 + EfficiencyD45 + EfficiencyD20 ) / 4; //Plot( averageeff, "AvgEff", colorLightBlue, styleLine ); x = Param ( "Add Results to a Watchlist? Yes = 1, No = 2" , 2 , 1 , 2 , 1 ) ; // select whether to add results to watchlist or not y = Param("Set Watchlist Number", 25, 2, 60,1); // sets the watchlist number, but reserves the first 2 and last 4 watchlists // -------- Parameter Variables for Exploration -------------------------------- TCH = Param("High close value ", 20, 5, 300, 0.5); TCL = Param("Low close value " , 5, 1, 10, 0.25); AVP = Param("Period for Avg Vol " , 21, 10, 240, 1); SV = Param("Stock minimum Avg Vol " , 125000, 50000, 1000000, 500000); // -------------- Organize the exploration results ------------------------------------ P = Param("Period for Price Delta Comparisons", 1, 1, 120, 1); P1 = Param("Period for Other Delta Comparisons", 3, 1, 120, 1); PATR = Param("Period for ATR", 5,1,21,1); PADX = Param("Period for ADX", 14, 3, 34,1); PRSI = Param("Period for RSI", 13, 3, 34,1); ADX_TREND =WriteIf(PDI(PADX)>MDI(PADX),"_ TREND UP","_TREND DOWN"); GfxSetTextColor( colorRed ); GfxTextOut( "RSI(14) = " + MOMETUM + ADX_TREND , textoffset + 1,465 ); ADX_14 = ADX(14); GfxSetTextColor( colorLightBlue ); GfxTextOut( "ADX_TREND = " +ADX_14+ ADX_TREND, textoffset + 1, 452 ); _SECTION_END(); _SECTION_BEGIN("Gann HiLo"); /*Gann HiLo*/ pds=Param("Stop Period",4,2,10,0.25); barcolor= IIf(Outside(),colorYellow, IIf(L<Ref(L,-1) && H<=Ref(H,-1),colorRed, IIf(H>Ref(H,-1) && L>=Ref(L,-1),colorBrightGreen,colorBlue))); Hld = IIf(C > Ref(MA(H, 2), -1), 1, IIf(C < Ref(MA(L, 2), -1), -1, 0)); Hlv = ValueWhen(Hld != 0, Hld, 1); Hilo = IIf(Hlv == -1, MA(H, 2), MA(L, 2)); Trigger = IIf(C>Hilo, colorBrightGreen, colorRed); Buy = Close > Hilo; Sell = Close < Hilo; GannHiLo =WriteIf(C>Hilo,"BUY","SELL"); GfxSetTextColor( colorBrightGreen ); GfxTextOut( "GannHiLo = " +GannHiLo, textoffset + 1, 255 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("Indicator ZeroLag W%R"); /*ZeroLag W%R*/ "========"; R = ((HHV(H,12) - C) /(HHV (H,14) -LLV (L,14))) *-100; Period= 10; EMA1= EMA(R,Period); EMA2= EMA(EMA1,5); Difference= EMA1 - EMA2; ZeroLagEMA= EMA1 + Difference; PR=100-abs(ZeroLagEMA); Buy=Cross(R,ZeroLagEMA); Sell=Cross(ZeroLagEMA,R); ZeroLagEMA =WriteIf(R > ZeroLagEMA, "BUY","SELL"); GfxSetTextColor( colorOrange ); GfxTextOut( "William%R = " +ZeroLagEMA, textoffset + 1, 216 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("PVR"); "PVR"; P1=Ref(C,-1); V1=Ref(V,-1); PVR=IIf(C>P1 AND V>V1,4, IIf(C>P1 AND V<V1,3, IIf(C<P1 AND V<V1,2,1))); GraphXSpace=10; A=EMA(PVR,5); B=EMA(A,3); Buy = Cross(A, B); Sell = Cross(B, A); PVR =WriteIf(A > B, "BUY","SELL"); GfxSetTextColor( colorRed ); GfxTextOut( "PVR = " +PVR, textoffset + 1, 203 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("ASHISHDA MACD"); a=TSF(C,3)+TSF(C,5)+TSF(C,8)+TSF(C,13)+TSF(C,17)+TSF(C,26); b=TSF(C,8)+TSF(C,13)+TSF(C,26)+TSF(C,35)+TSF(C,50)+TSF(C,56); mova= TSF(a,3); movb=TSF(b,26); diff= a + mova; diff1= b + movb; m= diff - diff1; m1= TSF(m,5)*.5; Buy = Cross(m1,Ref(m1, -1)); Sell = Cross(Ref(m1, -1),m1); QuickMACD =WriteIf(m1>Ref(m1, -1), "BUY","SELL"); GfxSetTextColor( colorGreen); GfxTextOut( "MACD = " +QuickMACD, textoffset + 1, 242 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("SECONDARY LANDIS"); x = ((StochK(9,3)*0.05)+(StochK(182,9)*0.43)+(StochK(34,13)*0.26)+(StochK(34,8)*0.16)+(StochK(21,5)*0.10)); y = MA(x,15); Buy= Cross (x,y); Sell= Cross (y,x); LANDIS =WriteIf(x > y, "SECONDARY UPTREND","SECONDARY DOWNTREND"); GfxSetTextColor( colorPink ); GfxTextOut( "LANDIS = " +LANDIS, textoffset + 1, 491 ); GfxSelectFont("Arial", 8 ); //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx _SECTION_BEGIN("Average"); P = ParamField("Field"); Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear Regression-45,Exponential,Double Exponential,Tripple Exponential,Wilders,Simple"); Periods = Param("Periods", 14, 2, 100 ); Displacement = Param("Displacement", 1, -50, 50 ); m = 0; if( Type == "Weighted" ) m= WMA( P, Periods ); if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods); if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 ); if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods ); if( Type == "Exponential" ) m = EMA( P, Periods ); if( Type == "Double Exponential" ) m = DEMA( P, Periods ); if( Type == "Tripple Exponential" ) m = TEMA( P, Periods ); if( Type == "Wilders" ) m = Wilders( P, Periods ); if( Type == "Simple" ) m = MA( P, Periods ); Buy=Cover=Cross(C,m); Sell=Short=Cross(m,C); AveragePrice =WriteIf(C > m, "ABOVE AVERAGE","BELOW AVERAGE"); GfxSetTextColor( colorDarkYellow ); GfxTextOut( "PRICE = " +averageprice, textoffset + 1, 504 ); GfxSelectFont("Arial", 8 ); _SECTION_BEGIN("SAR ARROW"); Plot( Close, "C", colorBlack, styleCandle ); acc = Param("Acceleration", 0.02, 0, 1, 0.001 ); accm = Param("Max. acceleration", 0.2, 0, 1, 0.001 ); S = SAR(); Buy = Cross( Close, S ); Sell = Cross( S, Close ); SARPhase =WriteIf(Close>S,"BUY","SELL"); GfxSetTextColor( colorRed); GfxTextOut( "S A R = " +SARPhase, textoffset + 1, 517 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("Stochastic Momentum Index"); period1 = 12; period2 = 6; period3 = 6; SMI = 100 * ( EMA( EMA( C - (0.5 * ( HHV(H,period1) + LLV(L,period1))),period2),period3)/(0.5*EMA( EMA( HHV(H,period1) - LLV(L,period1),period2),period3))); Buy= Cross (SMI,MA( SMI, 6 )); Sell= Cross (MA( SMI, 6 ),SMI); Momentum =WriteIf(SMI > MA( SMI, 6 ), "BUY","SELL"); GfxSetTextColor( colorOrange ); GfxTextOut( "Stoch Momentum = " +Momentum, textoffset + 1, 530 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("JMAHiLo"); function JMA( array, per ) { TN1=MA(array,per); s1=0; for( i = 0; i < per; i=i+1 ) { s1=s1+((per-(2*i)-1)/2)*Ref(array,-i); } return TN1+(((per/2)+1)*S1)/((per+1)*per); } JMAperiods = Param( "JMA Periods", 10, 1, 200, 1 ); _SECTION_BEGIN("RWIHILO"); minperiods = Param( "Min Periods", 2, 1, 200, 1 ); maxperiods = Param( "Max Periods", 8, 1, 200, 1 ); varLo = RWILo( minperiods, maxperiods); minperiods = Param( "Min Periods", 2, 1, 200, 1 ); maxperiods = Param( "Max Periods", 8, 1, 200, 1 ); varHi = RWIHi( minperiods, maxperiods) ; Buy= Cross (JMA(varHi ,JMAperiods),JMA(varLo ,JMAperiods)); Sell=Cross (JMA(varLo ,JMAperiods),JMA(varHi ,JMAperiods)); JMAHiLo =WriteIf(JMA(varHi ,JMAperiods) > JMA(varLo ,JMAperiods), "BUY","SELL"); GfxSetTextColor( colorGreen ); GfxTextOut( "JMAHiLo = " +JMAHiLo, textoffset + 1, 543 ); GfxSelectFont("Arial", 8 ); _SECTION_END(); _SECTION_BEGIN("SmoothHeikin MA Swing"); SetBarsRequired(200,0); GraphXSpace = 5; SetChartOptions(0,chartShowArrows|chartShowDates); k = Param("K", 1.5, 1, 5, 0.1); Per = Param("ATR", 3, 1, 30, 0.50); k1 = Optimize("K", 1, 0.1, 5, 0.1); Per1 = Optimize("ATR", 3, 1, 30, 0.50); HACLOSE=(O+H+L+C)/4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); j=Haclose; //======================================================================================================================= //=========================Indicator============================================================================================== f=ATR(14); rfsctor = WMA(H-L, Per); revers = k * rfsctor; Trend = 1; NW[0] = 0; for(i = 1; i < BarCount; i++) { if(Trend[i-1] == 1) { if(j[i] < NW[i-1]) { Trend[i] = -1; NW[i] = j[i] + Revers[i]; } else { Trend[i] = 1; if((j[i] - Revers[i]) > NW[i-1]) { NW[i] = j[i] - Revers[i]; } else { NW[i] = NW[i-1]; } } } if(Trend[i-1] == -1) { if(j[i] > NW[i-1]) { Trend[i] = 1; NW[i] = j[i] - Revers[i]; } else { Trend[i] = -1; if((j[i] + Revers[i]) < NW[i-1]) { NW[i] = j[i] + Revers[i]; } else { NW[i] = NW[i-1]; } } } } //===============system================ Plot(NW, "", IIf(Trend == 1, 3, 25), 1); Buy=Cover=Cross(j,nw); Sell=Short=Cross(nw,j); SWING =WriteIf(j > nw, "UPTREND","DOWNTREND"); GfxSetTextColor( colorLightBlue ); GfxTextOut( "SWING = " +SWING, textoffset + 1, 268 ); GfxSelectFont("Arial", 8 ); shape = Buy * shapeCircle + Sell * shapeCircle; _SECTION_END(); _SECTION_BEGIN("Sigma Bands"); A = Param("Periods?",21,1,300,1); x = MA(C,a); x1 = x+1*StDev(C,a); x2 = x+2*StDev(C,a); x3 = x+3*StDev(C,a); y1 = x-1*StDev(C,a); y2 = x-2*StDev(C,a); y3 = x-3*StDev(C,a); Plot(x1, "", colorDarkGreen, styleDashed); Plot(x2, "", colorDarkGreen, styleThick | styleDashed); Plot(x3, "", colorDarkGreen, styleThick); Plot(y1, "", colorDarkRed, styleDashed); Plot(y2, "", colorDarkRed, styleThick | styleDashed); Plot(y3, "", colorDarkRed, styleThick); _SECTION_END(); _SECTION_BEGIN("Pivot_Finder"); /* ********************************** Code to automatically identify pivots ********************************** */ // -- what will be our lookback range for the hh and ll? farback=Param("How Far back to go",100,0,5000,10); nBars = Param("Number of bars", 12, 5, 40); 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, shapeHollowSquare, shapeNone), colorRed, 0, H, 15); PlotShapes( IIf(aLPivs==1, shapeHollowSquare , shapeNone), colorLime, 0, L, -15); _SECTION_BEGIN("Graphics"); GrpPrm=Param("Graphic Space",1,0,10); GraphXSpace=GrpPrm; _SECTION_END(); _SECTION_BEGIN("channels"); //Pattern Recognition graph //with shading /*TRENDLINES BREAKOUT*/ x = Cum(1); per = Param("Percent",3,1,5,1); s1=L; s11=H; pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1 )); startt=LastValue(ValueWhen( pS, x, 2 )); endS = LastValue(ValueWhen( pS, s1, 1 ) ); startS = LastValue( ValueWhen( pS, s1, 2 )); dtS =endt-startt; aS = (endS-startS)/dtS; bS = endS; trendlineS = aS * ( x -endt ) + bS; pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1 )); startt1=LastValue(ValueWhen( pR, x, 2 )); endR = LastValue(ValueWhen( pR, s11, 1 ) ); startR = LastValue( ValueWhen( pR, s11, 2 )); DTR=ENDT1-STARTT1; aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; BEGIN=Min(STARTT,STARTT1); TRS = IIf(x>BEGIN-10,trendlineS,-1e10); TRR = IIf(x>BEGIN-10,trendlineR,-1e10); Condcolor=(Cross(C,trendlineR) AND X>ENDT1) OR (Cross(trendlineS,C) AND X>ENDT); BarColor=IIf(Condcolor,7,1); Plot(C,"Close",BarColor,styleCandle); Plot(TRS,"Support",colorYellow,styleLine); Plot(TRR,"Resist",colorYellow,styleLine); ///////////////////////////////////// // Shading // //////////////////////////////////// fill=Param("style",2,1,2,1); style=IIf(fill==1,styleHistogram,IIf(fill==2,styleArea,Null)); x=IIf(trs > trr,trr,trs); Plot(x,"",colorBlack,style); Plot(trr,"",colorDarkTeal,style); //////////////////////////////////////////// // Pattern Recognition in title bar // /////////////////////////////////////////// Lowline=Ends-starts; Highline=endr-startr; Wedge=IIf(Highline <0 AND Lowline > 0,1,0); DecendingTriangle=IIf(Highline < 0 AND Lowline==0,1,0); AscendingTriangle=IIf(Highline==0 AND Lowline > 0,1,0); DownChannel=IIf(Highline<0 AND Lowline<0,1,0); UpChannel=IIf(Highline>0 AND Lowline>0,1,0); BroadeningWedge=IIf(Highline > 0 AND Lowline < 0,1,0); /////////////////////////////////// // Bullish or Bearish breakout // ////////////////////////////////// BullishBreakout=Cross(C,trendlineR); BearishBreakout=Cross(trendlineS,C); Breakout =WriteIf(C > trendlineR, "Bullish","Bearish"); GfxSetTextColor( colorWhite ); GfxTextOut( "Breakout = " +Breakout, textoffset + 1, 558 ); GfxSelectFont("Arial", 8 ); Title=Name()+ WriteIf(wedge==1," Wedge","")+WriteIf(DecendingTriangle==1," Decending Triangle","")+WriteIf(AscendingTriangle==1,"Ascending Triangle","")/*+WriteVal(Lowline)*/+WriteIf(DownChannel==1," Downward Sloping Channel","")+WriteIf(UpChannel==1," Upward Sloping Channel","")+WriteIf(broadeningWedge==1," Broadening Wedge","")+"\n"+EncodeColor(colorGreen)+WriteIf(bullishbreakout,"Bullish Breakout",EncodeColor(colorRed)+WriteIf(bearishbreakout,"Bearish Breakout",""))/*+WriteVal(highline)*/; ///////////////////////////////////// // Automatic Analysis // //////////////////////////////////// Filter=AscendingTriangle OR DecendingTriangle OR Wedge OR DownChannel OR UpChannel OR BroadeningWedge OR Bullishbreakout OR bearishbreakout; AddTextColumn(WriteIf(bullishbreakout,"bullish Breakout",""),"BullBreak"); AddTextColumn(WriteIf(bearishBreakout,"Bearish Breakout",""),"BearBreak"); AddTextColumn(WriteIf(ascendingtriangle,"Ascending Triangle",WriteIf(decendingtriangle,"Decending Triangle",WriteIf(Wedge,"Wedge",WriteIf(DownChannel,"Down Channel",WriteIf(UpChannel,"Up Channel",WriteIf(BroadeningWedge,"Broadening Wedge","")))))),"Pattern"); _SECTION_END(); _SECTION_BEGIN("Calculation Bar"); Version(4.70); // needs AmiBroker 4.70 function msPattPos( element ) { Value1 = Ref( H, -1 ); Value2 = Ref( L, -1 ); Value3 = ( Value1 + Value2 )/2; Dist = Ref( ATR( 10 ), -1 ); Value4 = Value1 + Dist; Value5 = Value2 - Dist; result = IIf( element < Value5, 0, IIf( element < Value2, 1, IIf( element < Value3, 2, IIf( element < Value1, 3, IIf( element < Value4, 4, 5 ) ) ) ) ); return result; } function msPattToText( patt ) { result = WriteIf( patt == 0, " is below previous (Low - ATR 10) ", WriteIf( patt == 1, " is above (at) previous (Low - ATR 10) and below previous Low ", WriteIf( patt == 2, " is above (at) previous Low and below previous Midpoint ", WriteIf( patt == 3, " is above (at) previous Midpoint and below previous High ", WriteIf( patt == 4, " is above (at) previous High and below (High + ATR 10) ", " is above (at) previous (High + ATR(10) " ) ) ) ) ); return result; } function msRecognize() { return 1000 * msPattPos( Open ) + 100 * msPattPos( High ) + 10 * msPattPos( Low ) + msPattPos( Close ); } function msPatternDescription( patt ) { return "Open: " + msPattToText( round( ( patt / 1000 ) % 10 ) ) + "\n" + "High: " + msPattToText( round( ( patt / 100 ) % 10 ) ) + "\n" + "Low: " + msPattToText( round( ( patt / 10 ) % 10 ) ) + "\n" + "Close: " + msPattToText( round( patt % 10 ) ); } patts = msRecognize(); // by default use pattern occuring at selected bar DesiredPattern = SelectedValue( patts ); // if you want manual-entry of pattern code from parameter dialog // then uncomment the line below //DesiredPattern=Param("Pattern to look for", 3434, 0, 5555, 0 ); Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g", O, H, L, C); Title = Title + "\nPattern code is : " + DesiredPattern + "\n" + msPatternDescription( DesiredPattern ); //Plot(C, "Price", ParamColor("Color", colorGrey40), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); PattCloseAbove = DesiredPattern == patts AND Ref( Close > Open, 1 ); PattCloseBelow = DesiredPattern == patts AND Ref( Close < Open, 1 ); //PlotShapes( ( DesiredPattern == patts ) * shapeCircle , IIf( PattCloseAbove, colorDarkGreen, IIf( PattCloseBelow, colorDarkRed, colorDarkBlue ) ), 0, High, 30 ); NumPatterns = LastValue( Cum( DesiredPattern == patts ) ); NumPattCloseAbove = LastValue( Cum( PattCloseAbove ) ); NumPattCloseBelow = LastValue( Cum( PattCloseBelow ) ); NumPattCloseEqual = NumPatterns - NumPattCloseAbove - NumPattCloseBelow; Title = Title + "\n\nTotal number of Patterns: " + NumPatterns + "\n% on Total Bars: " + 100 * NumPatterns/BarCount + "\nIn the next bar\n" + EncodeColor(colorGreen) + "Close has been above the open " + NumPattCloseAbove + " (" + NumPattCloseAbove / NumPatterns + "%) times\n" + EncodeColor(colorRed) + "Close has been below the open " + NumPattCloseBelow + " (" + NumPattCloseBelow / NumPatterns +" %) times\n" + EncodeColor(colorGrey50) + "Close has been equal to the open " + NumPattCloseEqual + " (" + NumPattCloseEqual / NumPatterns +" %)times"; _SECTION_END();
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Write Commentsrepainting rubbish
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