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| CCI Divergence Detector |
//www.aflcode.com Issue = CCI(20); Middle = 0; //Middle: MACD=0, Stoc=50, RSI=50 Div_Version = 32; Pattern = Diverge = ""; //Parameters Trendlines = Param("Trendlines",3,0,3,1); TradeON = Param("TradeON",1,0,1,1); Diag_Trace = Param("Diag_Trace",0,0,1,1); Alerts = Param("Alerts",0,0,1,1); function ParameterSetup(Osc_Issue) { //Variables are defined here if they are assigned values in more than one location global Pattern, Diverge, PlotDiverge; global PlotOver1, PLotOver2, Line1, Line2; global Backtest, explore; global Sel_BarIndex, Sel_Osc_Issue; pattern = ""; diverge = ""; PlotDiverge = 0; Plotover1 = Plotover2 = Line1 = Line2 = 0; Backtest = Status("action") == 5; Explore = Status("action") == 4; Sel_OscIssue = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue(Osc_Issue)); Sel_BarIndex = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue(BarIndex())); // verify this segment if (Backtest ==1) { TradeON = 0; Sel_OscIssue = Osc_Issue; Sel_BarIndex = BarIndex(); } } // end ParameterSetup // ****************************************************************************************** // // Functions // //Determine Peaks - Bearish Reversal function DetectLastHigh(Osc_Issue) { global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK; TurnDn_OK = False; Sel_TurnDn_OK = False; Def_Peak1 = 0; Def_Peak2 = 0; LastHigh = 0; LastHighBars = 0; Def_Peak1 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2); Def_Peak2 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3) AND Osc_Issue < Ref(Osc_Issue,-3); TurnDn_OK = Def_Peak1 OR Def_Peak2; Sel_TurnDn_OK = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue(TurnDn_OK)); HighBar1 = IIf(Def_Peak1==1,1,0); HighBar2 = IIf(Def_Peak2==1,1,0); HighBar = IIf(HighBar1==1,3,4); LastHigh = HHV(Osc_Issue,HighBar); LastHighBars = HHVBars(Osc_issue,HighBar); _TRACE("Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK)); if (Diag_Trace==1) { _TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0) + " Def Peak2 " + WriteVal(Def_Peak2,1.0) + " TurnDn " + WriteVal(TurnDn_OK,1.0)); _TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } return Sel_TurnDn_OK; } // end DetectLastHigh function DetectBearishReversal(Osc_Issue,Middle) { global SDiv_Code, BT_SDiv_Code, Bear_Diverge; SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0; Sel_TurnDn_OK = DetectLastHigh(Osc_Issue); _TRACE("Bear Reversal - Enter Bear Diverge"); if (Sel_TurnDn_OK ==1 OR Backtest==1) { //Find Current Peak FirstBar_CurrGroup = BarsSince(Cross(Osc_Issue,Middle))+1; CurrPeak = HHV(Osc_Issue,FirstBar_Currgroup); CurrPeakBars = HHVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak)); _TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); //Determine Prior Peak //Distances computed relative to selected bar i=0; _TRACE("Bear Reversal 00 - start of loop ------- "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup)); //Lines below need the selected variable to function correctly Peak_PriorGroup = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); PeakBars_PriorGroup = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup)); Sel_PeakBars_PriorGroup = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),SelectedValue(PeakBars_PriorGroup)); Sel_Peak_PriorGroup = IIf(TradeON==1,LastValue(Peak_PriorGroup),SelectedValue(Peak_PriorGroup)); Final_Bars = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup; // Diagnostic _TRACE("Bear Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); _TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) + " Pk_PGBars " + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars)); _TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + " Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2)); } while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10); _TRACE("Bear Reversal 05 - end of loop ------- "); PriorPeak = Peak_PriorGroup; PriorPeakBars = Final_Bars; Sel_LastHigh = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(LastHigh)); Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak)); Sel_PriorPeak = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue(PriorPeak)); Sel_LastHighBars = IIf(TradeON==1,LastValue(LastHighBars),SelectedValue(LastHighBars)); Sel_CurrPeakBars = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedValue(CurrPeakBars)); Sel_PriorPeakBars = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedValue(PriorPeakBars)); //Needed for Backtest Arrays SR1 = CurrPeak > PriorPeak AND LastHigh == CurrPeak; //Curr Peak Higher - Divergence not possible SR2 = CurrPeak < PriorPeak AND LastHigh == CurrPeak; //Curr Peak Lower SR3 = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak; //Curr Peak Higher - Last High Lower SR4 = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak; //Curr Peak Lower - Best SR5 = LastHigh < Middle AND LastHigh < CurrPeak AND SR4==0 AND SR3==0; //Continuation signal with Osc_Issue < Middle //Needed for display Sel_SR1 = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1)); Sel_SR2 = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2)); Sel_SR3 = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3)); Sel_SR4 = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4)); Sel_SR5 = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5)); //Determine Price Divergence if (Sel_SR1==1) { Bear_Diverge = 0; SDiv_Code = 11; Diverge = ""; Pattern = "Higher High"; } if (Sel_SR2==1) { Curr_HighPrice = HHV(High,5); Prior_PeakPrice = Ref(HHV(High,6),-(Sel_PriorPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice)); Sel_PPeakPrice = IIf(TradeON==1,LastValue(Prior_PeakPrice),SelectedValue(Prior_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_PPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 13; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 12; Diverge = ""; Pattern = "Lower High"; } } if (Sel_SR3==1) { _TRACE("Bear Reversal - SR3 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 15; Diverge = "Bearish"; Pattern = "Higher High"; } else { Bear_Diverge = 0; SDiv_Code = 14; Diverge = ""; Pattern = "Higher High"; } } if (Sel_SR4==1) { _TRACE("Bear Reversal - SR4 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 17; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 16; Diverge = ""; Pattern = "Lower High"; } } // end Sel_Bear_Diverge if (Sel_SR5==1) { Bear_Diverge = 0; SDiv_Code = 18; Diverge = ""; Pattern = "Continuation"; } BT_SDiv_Code = IIf(SR1==1,11, IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13, IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15, IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17, IIf(SR5==1 AND SR4==0 AND SR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " -- SR1 " + WriteVal(Sel_SR1,1.0) + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0)); _TRACE("Bear Reversal #00 - LastHigh " + WriteVal(Sel_LastHigh,1.2) + " CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " PriorPeak " + WriteVal(Sel_PriorPeak,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrPeak; y11=Sel_LastHigh; x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10, y10, x11, y11, 0 ); y20=Sel_PriorPeak; y21=Sel_CurrPeak; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); //x20=BarCount - 1 - Sel_PriorPeakBars - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); //Compute area to paint, based on MACD / Stochastic if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(SDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } } else { Area_MinValue = Max(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } } // end if backtest if (Diag_Trace==1) { _TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0)); _TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " CPBars " + WriteVal(Sel_CurrPeakBars,1.0) + " DivCode " + WriteVal(SDiv_Code,1.0)); _TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + " FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0)); _TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + " PB_PG " + WriteVal(PriorPeakBars,1.0)); _TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bear Reversal - end ================================================ "); } // end Diag_Trace } // end Sel_TurnDn_OK // Add code for troughs else { SDiv_Code = 10; } return Sel_TurnDn_OK; } //end DetectBearishReversal //Determine Troughs function DetectLastLow(Osc_Issue) { global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK; TurnUp_OK = False; Sel_TurnUp_OK = False; LastLow = 0; LastLowBars = 0; Def_Trough1 = 0; Def_Trough2 = 0; Def_Trough1 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2); Def_Trough2 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3) AND Osc_Issue > Ref(Osc_Issue,-3); TurnUp_OK = Def_Trough1 OR Def_Trough2; Sel_TurnUp_OK = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue(TurnUp_OK)); LowBar1 = IIf(Def_Trough1==1,1,0); LowBar2 = IIf(Def_Trough2==1,1,0); LowBar = IIf(LowBar1==1,3,4); LastLow = LLV(Osc_Issue,LowBar); LastLowBars = LLVBars(Osc_issue,LowBar); _TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + " LB2 " + WriteVal(LowBar2,1.0) + " LB " + WriteVal(LowBar,1.0)); if (Diag_Trace==1) { _TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0) + " Def Trough2 " + WriteVal(Def_Trough2,1.0) + " TUp " + WriteVal(TurnUp_OK,1.0)); _TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) + " Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } _TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0)); return Sel_TurnUp_OK; } function DetectBullishReversal(Osc_Issue,Middle) { global LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge; LDiv_Code = BT_LDiv_Code = 0; Bull_Diverge = 0; _TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) + " Last Bar " + WriteVal(LastValue(BarIndex()),1.0)); //Determine Trough for current period Sel_TurnUp_OK = DetectLastLow(Osc_Issue); _TRACE("Bull Code - Bull function Start " + Name() + " TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ " Code= " + WriteVal(LDiv_Code,1.0)); if (Sel_TurnUp_OK ==1 OR Backtest==1) // or 1==1 may be needed { FirstBar_CurrGroup = BarsSince(Cross(Middle,Osc_Issue))+1; CurrTrough = LLV(Osc_Issue,FirstBar_Currgroup); CurrTroughBars = LLVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough)); //Distances computed relative to selected bar i=0; _TRACE("Bull Reversal 00 - start of loop ------ "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup)); //Find Trough using scalars - This may interfere with Backtest operation, but needed Trough_PriorGroup = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); TroughBars_PriorGroup = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),SelectedValue(TroughBars_PriorGroup)); Sel_TroughBars_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup)); Sel_Trough_PriorGroup = IIf(TradeON==1,LastValue(Trough_PriorGroup),SelectedValue(Trough_PriorGroup)); Final_Bars = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1; if (Diag_Trace) { _TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0) + " / " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0) + " / " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + " Tr_PGBars " + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars,1.0)); _TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + " Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2)); } } while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10); PriorTrough = Trough_PriorGroup; PriorTroughBars = Final_Bars; //Put Divergence codes into Array //Compute results for display Sel_LastLow = IIf(TradeON==1,LastValue(LastLow),SelectedValue(LastLow)); Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough)); Sel_PriorTrough = IIf(TradeON==1,LastValue(PriorTrough),SelectedValue(PriorTrough)); Sel_LastLowBars = IIf(TradeON==1,LastValue(LastLowBars),SelectedValue(LastLowBars)); Sel_CurrTroughBars = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedValue(CurrTroughBars)); Sel_PriorTroughBars = IIf(TradeON==1,LastValue(PriorTroughBars),SelectedValue(PriorTroughBars)); //Needed for Backtest Arrays LR1 = CurrTrough < PriorTrough AND LastLow == CurrTrough; LR2 = CurrTrough > PriorTrough AND LastLow == CurrTrough; LR3 = Osc_Issue < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough; LR4 = Osc_Issue < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough; LR5 = LastLow > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0; //Needed for display Sel_LR1 = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1)); Sel_LR2 = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2)); Sel_LR3 = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3)); Sel_LR4 = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4)); Sel_LR5 = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5)); //Determine Price Divergence if (Sel_LR1==1) { Bull_Diverge = 0; LDiv_Code = 11; Diverge = ""; Pattern = "Lower Low"; } if (Sel_LR2==1) { Curr_LowPrice = LLV(Low,5); Prior_LowPrice = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice)); Sel_PLowPrice = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedValue(Prior_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_PLowPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 13; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 12; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR3==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 15; Diverge = "Bullish"; Pattern = "Lower Low"; } else { Bull_Diverge = 0; LDiv_Code = 14; Diverge = ""; } } if (Sel_LR4==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 17; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 16; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR5==1) { Bull_Diverge = 0; LDiv_Code = 18; Diverge = ""; } BT_LDiv_Code = IIf(LR1==1,11, IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13, IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15, IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17, IIf(LR5==1 AND LR4==0 AND LR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0)); _TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " -- LR1 " + WriteVal(LR1,1.0) + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0)); _TRACE("Bull Reversal #00C - LastLow " + WriteVal(Sel_LastLow,1.2) + " CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " PriorTrough " + WriteVal(Sel_PriorTrough,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrTrough; y11=Sel_LastLow; x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastLowBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10,y10,x11,y11, 0 ); y20=Sel_PriorTrough; y21=Sel_CurrTrough; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); // //Find min value of oscillator in area of interest Area_MinValue = 0; Area_MaxValue = 0; if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10)-1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(LDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } } else { Area_MinValue = Min(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } _TRACE("Plot - Bull #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0)); } // end if backtest if (Diag_Trace==1) { _TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0)); _TRACE("Bull Reversal #2 - Last Low " + WriteVal(LastLow,1.2)); _TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2)); _TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " LastLow " + WriteVal(Sel_LastLow,1.2)); _TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + " CTBars " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + " FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0)); _TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + " TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0)); _TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + " PrTrBars " + WriteVal(PriorTroughBars,1.0)); _TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bull Reversal - end =========================================== "); } // end Diag_Trace } // end Sel_TurnUp_OK else { LDiv_Code = 10; } return Sel_TurnUp_OK; } // end function BullishReversal function PlotTrendLines(PlotOver1,PlotOver2,BullBear) { //Plot Trendlines _TRACE("Plot - Enter Module "); Line1Color = IIf(BullBear=="Bullish",colorBlack,colorBrown); Line2Color = IIf(BullBear=="Bullish",colorGreen,colorYellow); Area1Color = IIf(BullBear=="Bullish",colorPaleGreen,colorLightYellow); Area2Color = IIf(BullBear=="Bullish",colorAqua,colorLightOrange); if (Trendlines ==1 OR Trendlines ==3) { Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel); Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel); } if (Trendlines>=2) { _TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0)); Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLabel); Plot(Plotover1,"",Area1color,styleArea|styleNoLabel); Plot(Plotover2,"",Area2color,styleArea|styleNoLabel); } // end Trendlines _TRACE("Plot - End Module "); } // end PlotTrendlines // ******************************************************************************************* // //"Div - EndTime " + Now(2); // START OF CONTROL SECTION // Complete loop takes 7ms when no divergence is detected and 17 ms with divergence function DivergeControl(Osc_Issue,Middle) { Backtest = Status("action")==5; //Declare Variable and set up parameters ParameterSetup(Osc_Issue); //Process Bearish Reversal and Continuation RunStatus = Status("action"); StartTime = Now(4); _TRACE("Timer Start - " + WriteVal(StartTime,1.0)); Sel_TurnDn_OK = DetectBearishReversal(Osc_Issue,Middle); _TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4)); //_TRACE("Control Section - DivCode " + WriteVal(SDiv_Code,1.0) + " LB DivCode " + WriteVal(SDiv_Code[BarCount-1],1.0)); Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle); if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1)) { Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_TurnUp_OK==1,"Bullish","")); PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear); } _TRACE("Control Section - end =============================================================="); _TRACE("Control Section - end =============================================================="); if (Status("action")==1 AND Alerts==1) { _TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + " Bear Code " + WriteVal(SDiv_Code,1.0)); AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 ); AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher High.wav","",6,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 ); } return Pattern + " - " + Diverge; } // end DivergeControl Plot(CCI(20),"CCI(20)",colorRed,styleLine); divergeControl(Issue,Middle);
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