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| Heiken Ashi Based Trading System |
//www.aflcode.com _SECTION_BEGIN(""); /////////////////////////////////// SetChartOptions(0,chartShowArrows|chartShowDates); SetChartBkGradientFill( ParamColor("Inner panel upper",colorBlack),ParamColor("Inner panel lower",colorBlack)); Title = EncodeColor(colorWhite)+ Title = Name () + " | " +EncodeColor(colorYellow) + Date() +" | " + Interval( 2 )+ " | " +EncodeColor(colorTurquoise)+ "Op : "+ EncodeColor(colorLightGrey)+ O + " | " +EncodeColor(colorTurquoise)+ "Hi : "+ EncodeColor(colorLightGrey)+ H + " | " +EncodeColor(colorTurquoise)+ "Lo : "+ EncodeColor(colorLightGrey)+ L + " | " +EncodeColor(colorTurquoise)+ "Cls : "+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ C + " | " +EncodeColor(colorTurquoise)+ "Change : ("+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed)) + WriteVal(C-Ref(C,-1))+" Rs." +EncodeColor(colorTurquoise)+ " /"+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal( ROC( C, 1 ))+""+ " % " +EncodeColor(colorTurquoise)+ ") | Volume : " + WriteIf(V> Ref(V, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(V,1); _SECTION_END(); _SECTION_BEGIN("Nirvana_Ribbon"); GraphXSpace=10; a = Param("Average Pds", 5, 1, 10, 1 ); n = Param("Short Pds", 14, 5, 21, 1 ); m = Param("Long Pds", 60, 35, 90, 1 ); Var4 =(Low+High+2*Close)/4; OP = EMA(Var4,a); res1 = HHV(OP,n); res2 =HHV(OP,m); sup2 =LLV(OP,m); sup1 =LLV(OP,n); Linecolor = IIf(op>sup1 AND Ref(Op,-1)==Ref(sup1,-1), colorBrightGreen, IIf(op<res1 AND Ref(Op,-1)==Ref(res1,-1), colorRed, 3)); Plot(5, "",Linecolor, styleOwnScale|styleArea|styleNoLabel,-0.5, 350 ); Linecolor = IIf(Op==sup1,11,IIf(Op==res1,10,7)); //Plot(OP, "OP", linecolor, 1+4); //Plot(res1, "Resistance1", 11, 1); //Plot(sup1, "Support1", 10, 1); //Plot(res2, "Resistance2", 4, 1); //Plot(sup2, "Support2", 5, 1); _SECTION_END(); _SECTION_BEGIN("colorMeBad"); // added new lines of code flowerClose =EMA((O+H+L+C)/4,3); // Woodie m = 17; a=MA(flowerClose,m)+abs(MA(flowerClose,m)-Ref(MA(flowerClose,m),-1)); b=MA(flowerClose,m)+MA(flowerClose,m)-Ref(MA(flowerClose,m),-1); balance=IIf(MA(flowerClose,m)<b,b,MA(flowerClose,m )); pma=balance; sig = MA(2*balance-EMA(flowerClose,3),1); //Plot(sig,"Signal", 40, 1); //40 instead of 7 s=(pma>sig); pm=MA(flowerClose,5); pmcolor=IIf(pm>Ref(pm,-1),43,13); //42 ins colorLightYellow,13 insrd colorRed Plot(pm,"CMB", pmcolor,4); _SECTION_END(); /* _SECTION_BEGIN("Haiken"); Show_color = ParamToggle("Display CandleColor", "No|Yes", 1); r1 =5; //Param( "ColorFast avg", 5, 2, 200, 1 ); r2 =10; //Param( "ColorSlow avg", 10, 2, 200, 1 ); r3 =5; //Param( "ColorSignal avg", 5, 2, 200, 1 ); Prd1=4; //Param("ATR Period",4,1,20,1); Prd2=7; //Param("Look Back",7,1,20,1); green = HHV(LLV(L,Prd1)+ATR(Prd1),Prd2); red = LLV(HHV(H,Prd1)-ATR(Prd1),Prd2); HaClose =EMA((O+H+L+C)/4,3); // Woodie //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 ) ); //HaClose = ( HaClose + HaOpen + HaHigh + HaLow )/4; // // Velvoort is using not original, but modified Heikin-Ashi close Temp = Max(High, HaOpen); Temp = Min(Low,HaOpen); /*m1=MACD(r1,r2); s1=Signal(r1,r2,r3); mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorBrightGreen,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed))); if(Show_color) { ColorHighliter = myColor; SetBarFillColor( ColorHighliter ); }*/ ////////// /* m1=MACD(r1,r2); s1=Signal(r1,r2,r3); mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorWhite,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed))); if(Show_color) { ColorHighliter = mycolor; SetBarFillColor( ColorHighliter ); } barColor=IIf(C>Green ,colorWhite,IIf(C < RED,colorRed,colorYellow)); barColor2=IIf(Close > Open, colorWhite, colorRed); if( ParamToggle("Plot Normal Candle", "No,Yes", 1 ) ) PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, " " , barcolor, styleCandle | styleThick ); else PlotOHLC( Open, High, Low, Close, " " , barcolor2, styleCandle | styleThick ); _SECTION_END(); */ _SECTION_BEGIN("Flower_HA_Normal Candle"); Show_color = ParamToggle("Display CandleColor", "No|Yes", 1); r1 =5; //Param( "ColorFast avg", 5, 2, 200, 1 ); r2 =10; //Param( "ColorSlow avg", 10, 2, 200, 1 ); r3 =5; //Param( "ColorSignal avg", 5, 2, 200, 1 ); Prd1=4; //Param("ATR Period",4,1,20,1); Prd2=7; //Param("Look Back",7,1,20,1); green = HHV(LLV(L,Prd1)+ATR(Prd1),Prd2); red = LLV(HHV(H,Prd1)-ATR(Prd1),Prd2); HaClose =EMA((O+H+L+C)/4,3); // Woodie //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 ) ); //HaClose = ( HaClose + HaOpen + HaHigh + HaLow )/4; Temp = Max(High, HaOpen); Temp = Min(Low,HaOpen); ////////// m1=MACD(r1,r2); s1=Signal(r1,r2,r3); mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorWhite,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed))); if(Show_color) { ColorHighliter = mycolor; SetBarFillColor( ColorHighliter ); } barColor=IIf(C>Green ,colorWhite,IIf(C < RED,colorRed,colorYellow)); barColor2=IIf(Close > Open, colorWhite, colorRed); if( ParamToggle("Plot Normal Candle", "No,Yes", 1 ) ) PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, " " , barcolor, styleCandle | styleThick ); else PlotOHLC( Open, High, Low, Close, " " , barcolor2, styleCandle | styleThick ); _SECTION_END(); _SECTION_BEGIN("Breakout Setting"); Buyperiods=Param("Breakout periods best is usually 18",5,1,100,1,1); Sellperiods=Param("Exit Breakout",5,1,100,1,1); Buy= C>Ref(HHV(High,Buyperiods),-1); Sell= C<Ref(LLV(Low,Sellperiods),-1); /* exrem is one method to remove surplus trade signals. It removes excessive signals of arrow */ Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, layer = 0,yposition = HaLow, offset = -15); //PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, layer = 0,yposition = HaLow, offset = -8); PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = 15); //PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = 8); _SECTION_END(); _SECTION_BEGIN("Pivot Box"); Hi=Param("High_Period",7,1,50,1); Lo=Param("Low_Period",7,1,50,1); A1=ExRemSpan(Ref(High,-2)==HHV(High,Hi),3); A2=ExRemSpan(Ref(Low,-2)==LLV(Low,Lo),3); A3=Cross(A1,0.9); A4=Cross(A2,0.9); TOP=Ref(HaHigh,-BarsSince(A3)); breakoutLine=Param("BrOutLineLength",10,2,30,0.1); upDaysback1 = breakoutLine; upFirstBar1 = BarCount - upDaysBack1; upst2=TOP; upYYY2=IIf(BarIndex() >= upFirstbar1,EndValue(upSt2),Null); Plot(upYYY2,"",ParamColor("BreakoutColor", colorOrange) ,ParamStyle("BreakoutLine",styleLine|styleThick|styleStaircase,maskAll)); //Plot(top,"",11,styleDots+styleLine+styleThick); bot=Ref(HaLow,-BarsSince(A4)); breakDownLine=Param("BrDownLineLength",10,2,30,0.1 ); dnDaysback1 = breakDownLine; dnFirstBar1 = BarCount - dnDaysBack1; dnst2=BOT; dnYYY2=IIf(BarIndex() >= dnFirstbar1,EndValue(dnSt2),Null); Plot(dnYYY2,"",ParamColor("BreakDownColor", colorBrightGreen) ,ParamStyle("BreakdownLine",styleLine|styleThick|styleStaircase,maskAll)); //Plot(bot,"",6,styleDots+styleLine); _SECTION_END(); function T3(price,periods) { s = 0.84; e1=EMA(price,periods); e2=EMA(e1,Periods); e3=EMA(e2,Periods); e4=EMA(e3,Periods); e5=EMA(e4,Periods); e6=EMA(e5,Periods); c1=-s*s*s; c2=3*s*s+3*s*s*s; c3=-6*s*s-3*s-3*s*s*s; c4=1+3*s+s*s*s+3*s*s; Ti3=c1*e6+c2*e5+c3*e4+c4*e3; return ti3; } //************************************************** ******************************** // Plot price horizontal line * //************************************************** ********************************/ _SECTION_BEGIN("Price Line"); PriceLineColor=ParamColor("PriceLineColor",ColorRGB(82,82,82)); PriceLevel = ParamField("PriceField", field = 3 ); Daysback = Param("Bars Back",500,10,900,1); FirstBar = BarCount - DaysBack; YY = IIf(BarIndex() >= Firstbar,EndValue(PriceLevel),Null); Plot(YY,"Current Price",PriceLineColor,ParamStyle("LineStyle",styleLine|styleDashed|styleNoTitle|styleNoLabel|styleThick,maskAll)); side = Param("side",1,0,1000,1); dist = 0; for( i = 0; i < BarCount; i++ ) { if(i+side== BarCount) PlotText( "\n " + PriceLevel[ i ], i, YY[ i ]-dist[i], colorAqua ); } _SECTION_END(); /*_SECTION_BEGIN("Average 0"); //Average_switch = ParamToggle("Candle On/off", "Off|On"); P = HaClose; Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear Regression-45,Exponential,Double Exponential,Tripple Exponential,Wilders,Simple"); Periods = Param("Periods", 20, 2, 200 ); 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 ); Plot( m, _DEFAULT_NAME(), ParamColor("Color", colorDarkYellow),ParamStyle("Style",styleLine |styleThick|styleDots|styleNoTitle ,maskAll),Displacement ); _SECTION_END();*/ _SECTION_BEGIN("Bands_Short"); BandDays= Param("DaysBack",40,10,900,1); HighestHigh = HHV( H, BandDays ) ; LowestLow = LLV( L, BandDays) ; KS = ( HHV( H, BandDays ) + LLV( L, BandDays) )/2; //Plot(HighestHigh ,"HighestHigh ",colorBlue,styleLine | styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); // unchecked //Plot(LowestLow ,"LowestLow ",colorRed,styleLine | styleStaircase ); // unchecked Plot(KS,"KS",50,styleLine |styleThick | styleStaircase ); //50 instaed of colorBrightGreen //Plot((KS+HighestHigh )/2,"",colorYellow, styleLine | styleThick | styleStaircase ); //Plot((KS+LowestLow )/2,"",colorYellow, styleLine | styleThick | styleStaircase ); CloudUpColor1=ParamColor("ShortupColor1",ColorRGB( 0,55,55)); CloudUpColor2=ParamColor("ShortupColor2",ColorRGB( 60,15,0)); CloudDownColor1=ParamColor("ShortDnColor1",ColorRGB(0,0,83)); CloudDownColor2= ParamColor("ShortDnColor2",ColorRGB(43,43,89)); CU1=HighestHigh; CU2=(KS+HighestHigh )/2; CD1=LowestLow = LLV( L, 22) ; CD2=(KS+LowestLow )/2; //PlotOHLC( CU1, CU1,CU2,CU2, "", CloudUpColor1, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); //PlotOHLC( CU2, CU2,KS,KS, "", CloudUpColor2, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); //PlotOHLC( KS, KS,CD2,CD2, "", CloudDownColor1, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); //PlotOHLC( CD2, CD2,CD1,CD1, "", CloudDownColor2, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); _SECTION_END(); _SECTION_BEGIN("Pivot"); nBars = Param("Number of bars", 25, 5, 40); LP=Param("LookBack Period",250,1,500,1); bShowTCZ = Param("Show TCZ", 0, 0, 1); nExploreBarIdx = 0; nExploreDate = 0; nCurDateNum = 0; DN = DateNum(); DT = DateTime(); bTCZLong = False; bTCZShort = False; nAnchorPivIdx = 0; ADX8 = ADX(8); if(Status("action")==1) { bDraw = True; bUseLastVis = 1; } else { bDraw = False; bUseLastVis = False; bTrace = 1; nExploreDate = Status("rangetodate"); for (i=LastValue(BarIndex());i>=0;i--) { nCurDateNum = DN[i]; if (nCurDateNum == nExploreDate) { nExploreBarIdx = i; } } } GraphXSpace=7; if (bDraw) { } aHPivs = H - H; aLPivs = L - L; aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; aAddedHPivs = H - H; aAddedLPivs = L - L; aLegVol = H - H; aRetrcVol = H - H; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; aHHVBars = HHVBars(H, nBars); aLLVBars = LLVBars(L, nBars); aHHV = HHV(H, nBars); aLLV = LLV(L, nBars); nLastVisBar = LastValue( Highest(IIf(Status("barvisible"), BarIndex(), 0))); curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex()))); curTrend = ""; if (aLLVBars[curBar] < aHHVBars[curBar]) curTrend = "D"; else curTrend = "U"; if (curBar >= LP) { for (i=0; i<LP; i++) { curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar-i, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx-i, LastValue(BarIndex())-i)); if (aLLVBars[curBar] < aHHVBars[curBar]) { if (curTrend == "U") { curTrend = "D"; curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } } else { if (curTrend == "D") { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } } } } curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex())) ); if (nHPivs >= 2 AND nLPivs >= 2) { lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx); nAddPivsRng = curBar - nLastHOrLPivIdx; aLLVAfterLastPiv = LLV(L, nAddPivsRng); nLLVAfterLastPiv = aLLVAfterLastPiv[curBar]; aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng); nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar]; aHHVAfterLastPiv = HHV(H, nAddPivsRng); nHHVAfterLastPiv = aHHVAfterLastPiv[curBar]; aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar]; if (lastHPIdx > lastLPIdx) { /* There are at least two possibilities here. One is that the previous high was higher, indicating that this is a possible short retracement or one in the making. The other is that the previous high was lower, indicating that this is a possible long retracement in the working. However, both depend on opposing pivots. E.g., if I find higher highs, what if I have lower lows? If the highs are descending, then I can consider: - a lower low, and leave it at that - a higher high and higher low - a lower low and another lower high */ if (aHPivHighs[0] < aHPivHighs[1]) { if (nLLVAfterLastPiv < aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1 AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Here, the last piv is a high piv, and we have // higher-highs. The most likely addition is a // Low piv that is a retracement. } else { if (nLLVAfterLastPiv > aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1 AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- The last piv is a high and we have higher highs // OR lower highs } /* ************************************************** ************** Still finding missed pivot(s). Here, the last piv is a low piv. ************************************************** ************** */ } else { // -- First case, lower highs if (aHPivHighs[0] < aHPivHighs[1]) { if (nHHVAfterLastPiv < aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1 AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark that for plotting aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Second case when last piv is a low piv, higher highs // Most likely addition is high piv that is a retracement. // Considering adding a high piv as long as it is higher } else { // -- Where I have higher highs, if (nHHVAfterLastPiv > aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1 AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } } } // -- If there are at least two of each } /* **************************************** // -- Done with finding pivots ***************************************** */ if (bDraw) { // -- OK, let's plot the pivots using arrows /*PlotShapes( IIf(aHPivs==1, shapeHollowSmallSquare, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 10); //PlotShapes( IIf(aHPivs==1, shapeSmallCircle, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 10); PlotShapes( IIf(aAddedLPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -10); //PlotShapes( IIf(aAddedLPivs==1, shapeSquare, shapeNone), colorBlack, layer = 0, yposition = HaLow, offset = -14); //PlotShapes( IIf(aAddedLPivs==1, shapeSmallCircle, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -9);*/ //PlotShapes( IIf(aHPivs==1, shapeSmallCircle, shapeNone), colorCustom12, layer = 0, yposition = HaHigh, offset = 9); PlotShapes( IIf(aHPivs==1, shapeHollowSmallSquare, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 12); //color=custom12 //PlotShapes( IIf(aAddedHPivs==1, shapeSmallCircle, shapeNone), colorCustom10,layer = 0, yposition = HaHigh, offset = 9); PlotShapes( IIf(aAddedHPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaHigh, offset = 12); //PlotShapes( IIf(aLPivs==1, shapeSmallCircle, shapeNone), colorPaleGreen, layer = 0, yposition = HaLow, offset = -9); PlotShapes( IIf(aLPivs==1, shapeHollowSmallSquare, shapeNone), colorBrightGreen, layer = 0, yposition = HaLow, offset = -12);//col=brightgreen //PlotShapes( IIf(aAddedLPivs==1, shapeSmallCircle, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -10); PlotShapes( IIf(aAddedLPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -13); } /* **************************************** // -- Done with discovering and plotting pivots ***************************************** */ // -- I'm going to want to look for possible retracement risk = 0; profInc = 0; nLeg0Pts = 0; nLeg0Bars = 0; nLeg0Vol = 0; nLeg1Pts = 0; nLeg1Bars = 0; nLeg1Vol = 0; nLegBarsDiff = 0; nRtrc0Pts = 0; nRtrc0Bars = 0; nRtrc0Vol = 0; nRtrc1Pts = 0; nRtrc1Bars = 0; nRtrc1Vol = 0; minRtrc = 0; maxRtrc = 0; minLine = 0; maxLine = 0; triggerLine = 0; firstProfitLine = 0; triggerInc = 0; triggerPrc = 0; firstProfitPrc = 0; retrcPrc = 0; retrcBar = 0; retrcBarIdx = 0; retrcRng = 0; aRetrcPrc = H-H; aRetrcPrcBars = H-H; aRetrcClose = C; retrcClose = 0; // -- Do TCZ calcs. Arrangement of pivs very specific // for this setup. if (nHPivs >= 2 AND nLPivs >=2 AND aHPivHighs[0] > aHPivHighs[1] AND aLPivLows[0] > aLPivLows[1]) { tcz500 = (aHPivHighs[0] - (.5 * (aHPivHighs[0] - aLPivLows[1]))); tcz618 = (aHPivHighs[0] - (.618 * (aHPivHighs[0] - aLPivLows[1]))); tcz786 = (aHPivHighs[0] - (.786 * (aHPivHighs[0] - aLPivLows[0]))); retrcRng = curBar - aHPivIdxs[0]; aRetrcPrc = LLV(L, retrcRng); aRetrcPrcBars = LLVBars(L, retrcRng); retrcPrc = aRetrcPrc[curBar]; retrcBarIdx = curBar - aRetrcPrcBars[curBar]; retrcClose = aRetrcClose[retrcBarIdx]; // -- bTCZLong setup? bTCZLong = ( // -- Are retracement levels arranged in // tcz order? // .500 is above .786 for long setups tcz500 >= (tcz786 * (1 - .005)) AND // .681 is below .786 for long setups tcz618 <= (tcz786 * (1 + .005)) AND // -- Is the low in the tcz range // -- Is the close >= low of tcz range // and low <= high of tcz range retrcClose >= ((1 - .01) * tcz618) AND retrcPrc <= ((1 + .01) * tcz500) ); // -- risk would be high of signal bar minus low of zone //risk = 0; // -- lower highs and lower lows } else if (nHPivs >= 2 AND nLPivs >=2 AND aHPivHighs[0] < aHPivHighs[1] AND aLPivLows[0] < aLPivLows[1]) { tcz500 = (aHPivHighs[1] - (.5 * (aHPivHighs[1] - aLPivLows[0]))); tcz618 = (aHPivHighs[0] - (.618 * (aHPivHighs[1] - aLPivLows[0]))); tcz786 = (aHPivHighs[0] - (.786 * (aHPivHighs[0] - aLPivLows[0]))); retrcRng = curBar - aLPivIdxs[0]; aRetrcPrc = HHV(H, retrcRng); retrcPrc = aRetrcPrc[curBar]; aRetrcPrcBars = HHVBars(H, retrcRng); retrcBarIdx = curBar - aRetrcPrcBars[curBar]; retrcClose = aRetrcClose[retrcBarIdx]; bTCZShort = ( // -- Are retracement levels arranged in // tcz order? // .500 is below .786 for short setups tcz500 <= (tcz786 * (1 + .005)) AND // .681 is above .786 for short setups tcz618 >= (tcz786 * (1 - .005)) AND // -- Is the close <= high of tcz range // and high >= low of tcz range retrcClose <= ((1 + .01) * tcz618) AND retrcPrc >= ((1 - .01) * tcz500) ); // -- Risk would be top of zone - low of signal bar //risk = 0; } // -- Show zone if present if (bTCZShort OR bTCZLong) { // -- Be prepared to see symmetry if (bTCZShort) { if (aLPivIdxs[0] > aHPivIdxs[0]) { // -- Valuable, useful symmetry information nRtrc0Pts = aHPivHighs[0] - aLPivLows[1]; nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1; nRtrc1Pts = retrcPrc - aLPivLows[0]; nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1; } else { nRtrc0Pts = aHPivHighs[1] - aLPivLows[1]; nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1; nRtrc1Pts = aHPivHighs[0] - aLPivLows[0]; nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1; } } else { // bLongSetup if (aLPivIdxs[0] > aHPivIdxs[0]) { nRtrc0Pts = aHPivHighs[0] - aLPivLows[1]; nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1; nRtrc1Pts = retrcPrc - aLPivLows[0]; nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1; } else { nRtrc0Pts = aHPivHighs[1] - aLPivLows[0]; nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1; nRtrc1Pts = aHPivHighs[0] - aLPivLows[0]; nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1; } } if (bShowTCZ) { Plot( LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]), tcz500, curBar, tcz500 , 0), "tcz500", colorPaleBlue, styleLine); Plot( LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]), tcz618, curBar, tcz618, 0), "tcz618", colorPaleBlue, styleLine); Plot( LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]), tcz786, curBar, tcz786, 0), "tcz786", colorTurquoise, styleLine); } // -- if (bShowTCZ) } // ************************** // END INDICATOR CODE // ************************** _SECTION_END(); ///********************************************// flowerClose = EMA((Open+High+Low+Close)/4,3) ; flowerOpen = EMA((Ref(Open,-1) + Ref(flowerClose,-1))/2,3); Temp = Max(High, flowerOpen); flowerHigh = EMA(Max(Temp, flowerClose),3); Temp = Min(Low,flowerOpen); flowerLow = EMA(Min(Temp, flowerClose),3); //------------// //#include <T3.AFL>; /* _SECTION_BEGIN("trending ribbon"); //BT=ParamColor("BT", colorRed ); TimeFrameSet (inDaily); uptrend=PDI()>MDI()AND Signal()<MACD(); downtrend=MDI()>PDI()AND Signal()>MACD(); //UTM3=IIf( uptrend, colorGreen, IIf( downtrend, colorRed, colorLightGrey )); TimeFrameRestore(); UpA=uptrend; DownB=downtrend; Trend1 = WriteIf( UpA,"Up1", ""); Trend2 = WriteIf( DownB,"Down1", ""); RequestTimedRefresh( 0 ); GfxSelectFont( "Tahoma", 12, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite ); if ( Trend1 =="Up1") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,70,0) 30 to 34 } else if ( Trend2 =="Down1") { GfxSelectSolidBrush( 25); //ColorRGB(70,0,0)// 48 to 25 } else if ( Trend2 =="") { GfxSelectSolidBrush( colorGrey40 ); } GfxSelectPen( colorBlack, 0 ); // broader color //GfxRoundRect( 15,305,135,215, 5, 5 ); GfxRectangle( 15,121,95,131 ); _SECTION_END();*/ _SECTION_BEGIN("Trendslong"); //CT=ParamColor("CT", colorRed ); UpTrendCond3 = Cross ( T3( flowerclose, 7), T3( flowerclose, 9) ); dnTrendCond3 = Cross ( T3( flowerclose, 9),T3( flowerclose, 7) ); upt3= T3( flowerclose, 7)> T3( flowerclose, 9) ; dnTrend3 = T3( flowerclose, 9)>T3( flowerclose, 7) ; //for Trend1 Trendslongup= WriteIf(upt3,"trendlongup", ""); Trendslongdown= WriteIf( dnTrend3,"trendlongdn", ""); //Trendslongcon= WriteIf( UpTrendCond3,"trendlongcon", ""); if ( Trendslongup =="trendlongup") { GfxSelectSolidBrush(34 ); //ColorRGB(0,90,0) } else if (Trendslongdown =="trendlongdn") { GfxSelectSolidBrush(25 ); //ColorRGB(90,0,0) } else if (Trendslongdown =="") { GfxSelectSolidBrush( colorYellow ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,109,95,119 ); _SECTION_END(); _SECTION_BEGIN("Trendsmid"); //DT=ParamColor("DT", colorRed ); UpTrendCond2 = Cross ( T3( flowerclose, 5), T3( flowerclose, 7) ); dnTrendCond2 = Cross (T3( flowerclose, 7), T3( flowerclose, 5) ); upt2= T3( flowerclose, 5)> T3( flowerclose, 7) ; dnTrend2 = T3( flowerclose, 7)>T3( flowerclose, 5) ; //for trend2 Trendmidup= WriteIf(upt2,"trendmidup", ""); Trendmiddown= WriteIf( dnTrend2,"trendmiddn", ""); Trendmidcon= WriteIf( UpTrendCond2,"trendmidcon", ""); if ( Trendmidup =="trendmidup") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,120,0) } else if (Trendmiddown =="trendmiddn") { GfxSelectSolidBrush(25 ); //ColorRGB(120,0,0) } else if (Trendmidcon =="trendmidcon") { GfxSelectSolidBrush( 14 ); //colorYellow } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,97,95,107 ); _SECTION_END(); _SECTION_BEGIN("Trendsshort"); //ET=ParamColor("ET", colorRed ); UpTrendCond1 = Cross( flowerClose, T3( flowerClose, 5 ) ); dnTrendCond1 = Cross( T3( flowerClose, 5 ),flowerClose ); upt1=flowerClose > T3( flowerClose, 5 ) ; dnTrend1 = flowerClose< T3( flowerClose, 5 ); //for Trend1 Trendshortup= WriteIf(upt1,"trendup", ""); Trendshortdown= WriteIf( dnTrend1,"trenddn", ""); Trendshortcon= WriteIf( UpTrendCond1,"trendcon", ""); if ( Trendshortup =="trendup") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,150,0) } else if (Trendshortdown =="trenddn") { GfxSelectSolidBrush(25 ); //ColorRGB(150,0,0) } else if (Trendshortcon =="trendcon") { GfxSelectSolidBrush( colorYellow ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,85,95,95 ); _SECTION_END(); _SECTION_BEGIN("Rays"); //FT=ParamColor("FT", colorRed ); Pp1=3; Pp2=2; CS33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),4); CR33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),5); AtrupTrendCond1 = flowerClose> CS33 ; AtrdnTrendCond1 =CS33>flowerClose ; ATRup = WriteIf(AtrupTrendCond1,"atrup", ""); ATRdown= WriteIf( AtrdnTrendCond1,"atrdn", ""); if ( ATRup =="atrup") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,180,0) } else if (ATRdown =="atrdn") { GfxSelectSolidBrush( 25); //ColorRGB(180,0,0) } else if ( ATRdown =="") { GfxSelectSolidBrush( colorGrey40 ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,73,95,83 ); _SECTION_END(); _SECTION_BEGIN("Exit_Beast-3"); //GT=ParamColor("GT", colorRed ); EntrylookbackPeriod=10; EntryATRperiod=1.9; EntrySig = C > ( LLV( flowerLow, EntrylookbackPeriod ) + EntryATRperiod * ATR( 10 ) ); ExitSig = C < ( HHV( flowerHigh, EntrylookbackPeriod ) -EntryATRperiod * ATR( 10 ) ); RequestTimedRefresh( 0 ); GfxSelectFont( "Tahoma", 12, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite ); EntryB = WriteIf( EntrySig,"eu", ""); ExitB = WriteIf( ExitSig,"ed", ""); if ( EntryB =="eu") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,210,0) } else if ( ExitB =="ed") { GfxSelectSolidBrush( 25); //ColorRGB(210,0,0) } else if ( ExitB =="") { GfxSelectSolidBrush( colorGrey40 ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,61,95,71 );// changing the value of x,y,rad x-70, y-90, rad-24 _SECTION_END(); _SECTION_BEGIN("CCI9-2"); //HT=ParamColor("HT", colorRed ); ccidn=CCI(8) < 0; cciup=CCI(9) > 0; ccresult1 = WriteIf( cciup,"cu", ""); ccresult2 = WriteIf( ccidn,"cd", ""); RequestTimedRefresh( 0 ); GfxSelectFont( "Tahoma", 12, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite ); if ( ccresult1 =="cu") { GfxSelectSolidBrush( 34 ); //ColorRGB(0,240,0) } else if ( ccresult2 =="cd") { GfxSelectSolidBrush(25 ); // } else if ( ccresult2 =="") { GfxSelectSolidBrush( colorGrey40 ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,49,95,59 ); _SECTION_END(); _SECTION_BEGIN("%BB7-1"); //IT=ParamColor("IT", colorRed ); p=7; x=((C+2*StDev(C,p)-MA(C,p))/(4*StDev(C,p)))*100; bbdown= x < 40; bbup= x > 40; bbresult1 = WriteIf( bbup,"bu", ""); bbresult2 = WriteIf( bbdown,"bd", ""); bbresult3 = WriteIf( C,"bearishrevers", ""); RequestTimedRefresh( 0 ); GfxSelectFont( "Tahoma", 12, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite ); if ( bbresult1 =="bu") { GfxSelectSolidBrush(34 ); //ColorRGB(62,255,62) } else if ( bbresult2 =="bd") { GfxSelectSolidBrush(25 ); //ColorRGB(255,62,62) } else if ( bbresult2 =="") { GfxSelectSolidBrush( colorGrey40 ); } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorBlack ); GfxSelectPen( colorBlack, 1 ); // broader color GfxRectangle( 15,37,95,47 );// _SECTION_END(); _SECTION_BEGIN("Fast_trend"); //JT=ParamColor("JT", colorRed ); Prd3=5; //Param("Daily_Period1",8,1,200,1); Prd4=8; //Param("Daily_Period2",15,1,200,1); TimeFrameSet (inDaily); TM3 = T3 ( C , Prd3) ; TM4 = T3 ( C , Prd4) ; TimeFrameRestore(); A=C>TM3 AND C<TM4; B=C>TM3 AND C>TM4; C=C<TM3 AND C>TM4; D=C<TM3 AND C<TM4; result1 = WriteIf( A,"bullrevers", ""); result2 = WriteIf( B,"bull", ""); result3 = WriteIf( C,"bearishrevers", ""); result4 = WriteIf( D,"bear", ""); RequestTimedRefresh( 0 ); GfxSelectFont( "Tahoma", 12, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite ); if ( result1 =="bullrevers") { GfxSelectSolidBrush( 17 ); // colorwhite } else if ( result2 =="bull") { GfxSelectSolidBrush( 34 ); //ColorRGB(113,255,113) } else if ( result3 =="bearishrevers") { GfxSelectSolidBrush( 36 ); // colorGrey40 } else if ( result4 =="bear") { GfxSelectSolidBrush( 25 ); //ColorRGB(255,113,113) OP = "M"; } GfxSelectFont( "Arial", 10, 100 ); GfxSetBkMode( 1 ); GfxSetTextColor( colorWhite );//text color black to white GfxSelectPen( colorBlack,1); // broader color GfxRectangle( 15,25,95,35 );// rectangle instead circle //GfxTextOut( OP ,92,235) ;// this line added _SECTION_END();
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