Thursday, 24 October 2019

Bollinger band with entry signals AFL for Amibroker



Trading system, Amibroker, Axploration, Bands


The formula use macd and stoch astick signals with the bollinger band and moving averages for entry and exit signals


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All in one AFL for Amibroker



All in one has Patterns Wave, MACD, Candle Details, Guppy Movement, Support-Resistance, BB, Pivot indicator.

One can easily determine the trend.

 
https://drive.google.com/file/d/1HtAZaKWbP84k_nMXecHPxAmHR3rjwZjT/view?usp=sharing


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Wednesday, 23 October 2019

NICK MA Swing + heikin pivots DoubleTop for Amibroker (AFL)



NICK MA Swing + heikin pivots







_SECTION_BEGIN("NICK MA Swing + heikin pivots");
SetBarsRequired(200,0);

GraphXSpace = 5;
SetChartOptions(0,chartShowArrows|chartShowDates);
k = Optimize("K",Param("K",1,0.25,5,0.25),0.25,5,0.25);
Per= Optimize("atr",Param("atr",4,3,20,1),3,20,1);
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 ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "" + Name(), colorWhite, styleCandle | styleNoLabel );
j=Haclose;

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];
}
}
}
}



_SECTION_BEGIN("ema5,13sound");
x = EMA(Close,5);
y = EMA(Close,13);
Plot(EMA(Close,5),"",colorBrightGreen,styleLine, styleThick);
Plot(EMA(Close,13),"",colorOrange,styleLine, styleThick);
XR=(EMA(Close,5) * (2 / 6 - 1) - EMA(Close,13) * (2 / 11 - 1)) / (2 / 6 - 2 / 11);


Buy=Cross(j,nw);
Cover=Cross(j,nw);
Sell=Cross(nw,j);
Short=Cross(nw,j);
SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
_SECTION_END();
_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorWhite)+ "NICK MA Swing System" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorRed)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","")+
WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+
WriteIf(shrt AND NOT Sell, "Trade : Short - Entry price Rs."+(SellPrice),"")+"\n"+
WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+
WriteIf(shrt AND NOT Sell, "Current Profit/Loss Rs."+(SellPrice-C)+"",""));
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-30);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-40);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-35);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-30);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-40);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-35);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
AlertIf( Ref(Buy,-1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav", "Nick MA Buy", 2 );
AlertIf( Ref(Sell,-1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Nick MA Sell", 2 );
_SECTION_END();

_SECTION_BEGIN("MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 8, 2, 200, 1 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") | styleNoRescale );
_SECTION_END();

_SECTION_BEGIN("Mid MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 34, 2, 300, 1 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") | styleNoRescale );
_SECTION_END();

_SECTION_BEGIN("Long MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 200, 2, 400, 1 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") | styleNoRescale );
_SECTION_END();
_SECTION_END();

_SECTION_BEGIN("SAR");
acc = Param("Acceleration", 0.02, 0, 1, 0.001 );
accm = Param("Max. acceleration", 0.2, 0, 1, 0.001 );
Plot( SAR( acc, accm ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style", styleDots | styleNoLine, maskDefault | styleDots | styleNoLine ) );
_SECTION_END();
_SECTION_BEGIN("Sup / Res Lines");
RSIperiod = 15; // Param("RSI p",3,14,30,1);
Percent = 5; // Param("ZIG %",8,9,15,1);
EMAperiod = 2; //Param("EMA p",4,5,10,1);
HHVperiod = 8; //Param("HHV p",3,5,10,1);
NumLine = 2; //Param("Num Lines",3,1,20,1);

Base = DEMA(RSI(RSIperiod),EMAperiod);


for( i = 1; i <= numline; i++ )
{
ResBase = LastValue(Peak(Base,Percent,i));
SupBase = LastValue(Trough(Base,Percent,i));
Plot(ValueWhen( ResBase==Base, HHV(H,HHVperiod) ), "Resist Level", colorRed, styleLine);
Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level", colorGreen, styleLine);

}_SECTION_END();


_SECTION_BEGIN("heikin");

// Calculate Moving Average
MAPeriod = Param("MA Period", 15, 1, 100);
MAOpen = EMA(Open, MAPeriod);
MAHigh = EMA(High, MAPeriod);
MALow = EMA(Low, MAPeriod);
MAClose = EMA(Close, MAPeriod);

HaClose = (MAOpen + MAHigh + MALow + MAClose) / 4;
HaOpen = AMA(Ref(HaClose, -1), 0.5);


for(i = 0; i <= MAPeriod; i++) {

HaClose[i] = Null;


HaHigh = Max(MAHigh, Max(HaClose, HaOpen));
HaLow = Min(MALow, Min(HaClose, HaOpen));


"BarIndex = " + BarIndex();
"Open = " + Open;
"High = " + High;
"Low = " + Low;
"Close = "+ Close;
"HaOpen = " + HaOpen;
"HaHigh = " + HaHigh;
"HaLow = " + HaLow;
"HaClose = "+ HaClose;


farback=Param("How Far back to go",100,50,5000,10);
nBars = Param("Number of bars", 12, 5, 40);



aHPivs = H - H;

aLPivs = L - L;


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;


aHHVBars = HHVBars(H, nBars);

aLLVBars = LLVBars(L, nBars);

aHHV = HHV(H, nBars);

aLLV = LLV(L, nBars);



aVisBars = Status("barvisible");

nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));

_TRACE("Last visible bar: " + nLastVisBar);


curBar = (BarCount-1);

curTrend = "";

if (aLLVBars[curBar] <

aHHVBars[curBar]) {

curTrend = "D";

}

else {

curTrend = "U";

}



for (i=0; i<farback; i++) {

curBar = (BarCount - 1) - i;



if (curTrend == "U") {

curTrend = "D";



aLPivs[curPivBarIdx] = 1;



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

}



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++;

}

}



PlotShapes(

IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0,

High, Offset=-15);

PlotShapes(

IIf(aLPivs==1, shapeUpArrow , shapeNone), colorBrightGreen, 0,

Low, Offset=-15);

AlertIf( Ref(aLPivs==1,-1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav", "Heikin Buy ", 2 );
AlertIf( Ref(aHPivs==1,-1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Heikin Sell", 2 );

Buy=(aLPivs==1);
Cover=(aLPivs==1);
Sell=(aHPivs==1);
Short=(aHPivs==1);
SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
_SECTION_END();
//=================TITLE================================================================================================
_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorLightBlue)+ "Heikin-Ashi pivot + NMA Swing system - Boxed arrows NMA buy-sell - Normal Arrows Heikin Pivot Buy-Sell" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorRed)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","")+
WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+
WriteIf(shrt AND NOT Sell, "Trade : Short - Entry price Rs."+(SellPrice),"")+"\n"+
WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+
WriteIf(shrt AND NOT Sell, "Current Profit/Loss Rs."+(SellPrice-C)+"",""));
AlertIf( Ref(Buy, -1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav", "ActionIndicator Buy", 2 );
AlertIf( Ref(Sell, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Action Indicator Sell", 2 );
_SECTION_END();

_SECTION_BEGIN("Shiree_Hanging Man bullish +bearish with volume");

BT = BBandTop( C, 20, 2 );
BB = BBandBot( C, 20, 2 );
X=(BT-BB);

RBuy=EMA(C,3)<EMA(C,10) AND C<EMA(C,3) AND ((O+C)/2)>L+0.7*(H-L) AND abs(O-C)<0.4*(H-L) AND V>MA(V,10) AND (H-L)>=0.8*MA((H-L),10) AND X>1.2*MA(X,10);
Rsell=EMA(C,3)>EMA(C,10) AND C>EMA(C,3) AND ((O+C)/2)<H-0.7*(H-L) AND abs(O-C)<0.4*(H-L) AND V>MA(V,10) AND (H-L)>=0.8*MA((H-L),10) AND X>1.2*MA(X,10);


PlotShapes(Rsell*shapeDownTriangle,colorCustom12, 0, High, Offset =-40);
PlotShapes(Rsell*shapeDigit5,colorCustom12, 0, High, Offset =55);

PlotShapes(RBuy*shapeDigit5,colorYellow, 0, High, Offset =-70);
PlotShapes(RBuy*shapeUpTriangle,colorYellow, 0, Low, Offset =-10);


Filter =Rbuy OR Rsell;

AddColumn( IIf(RBuy,1,IIf(Rsell,-1,Null)) ,"RBS",1.0,colorWhite,IIf(RBuy,colorDarkGreen,IIf( Rsell,colorRed,Null)));

_SECTION_END();

_SECTION_BEGIN("Double top detection");

percdiff = 5;
fwdcheck = 5;
mindistance = 10;
validdiff = percdiff/400;
PK= Peak( H, percdiff, 1 ) == High;

x = Cum( 1 );
XPK1 = ValueWhen( PK, x, 1 );
XPK2 = ValueWhen( PK, x, 2 );

peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 - XPK2)>mindistance
AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );
Buy = doubletop;
Sell = 0;

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() );
_SECTION_END();

}
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FOREX INTRADAY HEIKIN ASHI + PIVOT POINTS for Amibroker (AFL)

FOREX INTRADAY HEIKIN ASHI + PIVOT POINTS for Amibroker (AFL)



_SECTION_BEGIN("The_Beast_2");
SetBarsRequired(10000,10000); 

Prd1=Param("ATR Period 1-20",4,1,20,1);
Prd2=Param("LookBack Period 1-20",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);
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
Color = IIf(C>Green ,colorBrightGreen,IIf(C < RED,colorRed,colorBlue));

PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "", color, styleCandle,styleThick );


Odd=13;
CoefOdd=round(Odd/2);

Even=12;
Coefeven=Even/2;
Coefeven2=Coefeven+1;

CongestionPercent=2.8;

TriangularOdd=MA(MA(C,CoefOdd),CoefOdd);
TriangularEven=MA(MA(C,Coefeven),Coefeven2);

finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven);

Color=colorBrightGreen;
tickercolor=colorBlack;

Plot(finalMov_avg,"",IIf(C < finalmov_avg,colorRed,Color),styleLine|styleThick);


LB= Param("Look Back Periods",10,1,30,1);
R=ValueWhen(Cross(MA(C,LB),C),HHV(H,LB),1);
S=ValueWhen(Cross(C,MA(C,LB)),LLV(L,LB),1);


UpClose = Close - Ref(Close,-1);
Color = IIf(UpClose > 0, colorBrightGreen, colorRed);


Plot (R,"Resz",ParamColor("R Color",colorRed),8+16);
Plot (S,"Supp",ParamColor("S Color",colorGreen),8+16);


GraphXSpace=4;


_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} -                       "+ EncodeColor(colorYellow)+"Open = "+ EncodeColor(colorYellow) +"%g    "+ EncodeColor(colorBrightGreen)+"High = "+ EncodeColor(colorBrightGreen) +"%g - "+ EncodeColor(colorRed)+"Low = "+ EncodeColor(colorRed) +"%g    "+ EncodeColor(colorYellow) +"Close = "+ EncodeColor(colorYellow) +" %g                                                                                                                                                                                                                                                                                                                                         (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));







DayH = TimeFrameGetPrice("H", inDaily, -1);     DayHI = LastValue (DayH,1);// yesterdays high
DayL = TimeFrameGetPrice("L", inDaily, -1);     DayLI = LastValue (DayL,1);    // yesterdays low
DayC = TimeFrameGetPrice("C", inDaily, -1);         // yesterdays close
DayO = TimeFrameGetPrice("O", inDaily);            // current day open
DayH2= TimeFrameGetPrice("H", inDaily, -2);  DayH2I = LastValue (DayH2,1); // Two days before high
DayL2= TimeFrameGetPrice("L", inDaily, -2);  DayL2I = LastValue (DayL2,1);  // Two days before low
DayH3= TimeFrameGetPrice("H", inDaily, -3);  DayH3I = LastValue (DayH3,1);  // Three days before high
DayL3= TimeFrameGetPrice("L", inDaily, -3);  DayL3I = LastValue (DayL3,1);  // Three days before low

numbars = LastValue(Cum(Status("barvisible")));
hts  = -33.5;

YHL = ParamToggle("Yesterday HI LO","Show|Hide",1);
if(YHL==1) {
  Plot(DayL,"YL",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(DayH,"YH",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  PlotText(" YH " ,     LastValue(BarIndex())-(numbars/Hts), DayHI, colorTurquoise);
  PlotText(" YL " ,     LastValue(BarIndex())-(numbars/Hts), DayLI, colorTurquoise);
}

TDBHL = ParamToggle("2/3Days before HI LO","Show|Hide",0);
if(TDBHL==1) {
  Plot(DayL2,"2DBL",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(DayH2,"2DBH",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(DayL3,"3DBL",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(DayH3,"3DBH",colorTurquoise,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  PlotText(" 2DBH " ,     LastValue(BarIndex())-(numbars/Hts), DayH2I, colorTurquoise);
  PlotText(" 2DBL " ,     LastValue(BarIndex())-(numbars/Hts), DayL2I, colorTurquoise);
  PlotText(" 3DBH " ,     LastValue(BarIndex())-(numbars/Hts), DayH3I, colorTurquoise);
  PlotText(" 3DBL " ,     LastValue(BarIndex())-(numbars/Hts), DayL3I, colorTurquoise);
}

// Pivot Levels //
PP = (DayL + DayH + DayC)/3;  PPI = LastValue (PP,1);   // Pivot
R1  =  (PP * 2) - DayL;       R1I = LastValue (R1,1);   // Resistance 1
S1  =  (PP * 2)  - DayH;      S1I = LastValue (S1,1);   // Support 1
R2  =  PP + R1 - S1;          R2I = LastValue (R2,1);   // Resistance 2
S2  =  PP - R1 + S1;          S2I = LastValue (S2,1);   // Support 2
R3  =  PP + R2 - S1;          R3I = LastValue (R3,1);   // Resistance 3
S3  =  PP - R2 + S1;          S3I = LastValue (S3,1);   // Support 3

ppl = ParamToggle("Pivot Levels","Show|Hide",1);
if(ppl==1)  {
  Plot(PP, "PP",colorYellow,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(R1, "R1",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(S1, "S1",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(R2, "R2",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(S2, "S2",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(R3, "R3",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
  Plot(S3, "S3",colorViolet,styleDots|styleNoLine|styleNoRescale|styleNoTitle);

  PlotText(" Pivot ",  LastValue(BarIndex())-(numbars/Hts), PPI, colorYellow);
  PlotText(" R1 " ,    LastValue(BarIndex())-(numbars/Hts), R1I, colorViolet);
  PlotText(" S1 " ,    LastValue(BarIndex())-(numbars/Hts), S1I, colorViolet);
  PlotText(" R2 " ,    LastValue(BarIndex())-(numbars/Hts), R2I, colorViolet);
  PlotText(" S2 " ,    LastValue(BarIndex())-(numbars/Hts), S2I, colorViolet);
  PlotText(" R3 " ,    LastValue(BarIndex())-(numbars/Hts), R3I, colorViolet);
  PlotText(" S3 " ,    LastValue(BarIndex())-(numbars/Hts), S3I, colorViolet);
}
// Camerilla Levels //

rg = (DayH - DayL);

H5=DayC+1.1*rg;     H5I = LastValue (H5,1);
H4=DayC+1.1*rg/2;   H4I = LastValue (H4,1);
H3=DayC+1.1*rg/4;   H3I = LastValue (H3,1);
H2=DayC+1.1*rg/6;   H2I = LastValue (H2,1);
H1=DayC+1.1*rg/12;  H1I = LastValue (H1,1);
L1=DayC-1.1*rg/12;  L1I = LastValue (L1,1);
L2=DayC-1.1*rg/6;   L2I = LastValue (L2,1);
L3=DayC-1.1*rg/4;   L3I = LastValue (L3,1);
L4=DayC-1.1*rg/2;   L4I = LastValue (L4,1);
L5=DayC-1.1*rg;     L5I = LastValue (L5,1);

pcl = ParamToggle("Camerilla Levels","Show|Hide",0);
if(pcl==1)  {
   Plot(H5,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(H4,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(H3,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(H2,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(H1,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(L1,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(L2,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(L3,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(L4,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   Plot(L5,"",colorRose,styleDots|styleNoLine|styleNoRescale|styleNoTitle);
   PlotText(" H5 = " ,     LastValue(BarIndex())-(numbars/Hts), H5I  +0.05, colorRose);
   PlotText(" H4 = " ,     LastValue(BarIndex())-(numbars/Hts), H4I  +0.05, colorRose);
   PlotText(" H3 = " ,     LastValue(BarIndex())-(numbars/Hts), H3I  +0.05, colorRose);
   PlotText(" H2 = " ,     LastValue(BarIndex())-(numbars/Hts), H2I  +0.05, colorRose);
   PlotText(" H1 = " ,     LastValue(BarIndex())-(numbars/Hts), H1I  +0.05, colorRose);
   PlotText(" L1 = " ,     LastValue(BarIndex())-(numbars/Hts), L1I  +0.05, colorRose);
   PlotText(" L2 = " ,     LastValue(BarIndex())-(numbars/Hts), L2I  +0.05, colorRose);
   PlotText(" L3 = " ,     LastValue(BarIndex())-(numbars/Hts), L3I  +0.05, colorRose);
   PlotText(" L4 = " ,     LastValue(BarIndex())-(numbars/Hts), L4I  +0.05, colorRose);
   PlotText(" L5 = " ,     LastValue(BarIndex())-(numbars/Hts), L5I  +0.05, colorRose);
}

THL = ParamToggle("Todays Hi Lo","Show|Hide",1);
if(THL==1)  {
  isRth = TimeNum() >= 084500 & TimeNum() <= 085959;
  isdRth = TimeNum() >= 084500 & TimeNum() <= 160000;
  aRthL = IIf(isRth, L, 1000000);
  aRthH = IIf(isdRth, H, Null);
  aRthLd = IIf(isdRth, L, 1000000);
  DayH = TimeFrameCompress( aRthH, inDaily, compressHigh );
  DayH = TimeFrameExpand( DayH, inDaily, expandFirst );
  DayL = TimeFrameCompress( aRthLd, inDaily, compressLow );
  DayL = TimeFrameExpand( DayL, inDaily, expandFirst );
  Bars = BarsSince(TimeNum() >= 94500 AND TimeNum() < 095959);
  x0 = BarCount-LastValue(Bars);
  x1 = BarCount-1;
  DayHline=LineArray(x0,LastValue(DayH),x1,LastValue (DayH),0);
  DayLline=LineArray(x0,LastValue(DayL),x1,LastValue (DayL),0);
  DayHlineI = LastValue (DayHline,1);
  DayLlineI = LastValue (DayLline,1);
  Plot(DayHline,"DayH",colorYellow,styleBar|styleNoRescale|styleNoTitle);
  Plot(DayLline,"DayL",colorYellow,styleBar|styleNoRescale|styleNoTitle);
  PlotText(" Day Hi " ,     LastValue(BarIndex())-(numbars/Hts), DayHlineI  +0.05, colorYellow);
  PlotText(" Day Lo " ,     LastValue(BarIndex())-(numbars/Hts), DayLlineI  +0.05, colorYellow);
 }


_SECTION_BEGIN("Pivot_Finder");


farback=Param("How Far back to go",200,0,5000,10);
nBars = Param("Number of bars", 12, 5, 40);


aHPivs = H - H;

aLPivs = L - L;


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;


aHHVBars = HHVBars(H, nBars);

aLLVBars = LLVBars(L, nBars);

aHHV = HHV(H, nBars);

aLLV = LLV(L, nBars);



aVisBars = Status("barvisible");

nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));

_TRACE("Last visible bar: " + nLastVisBar);



curBar = (BarCount-1);

curTrend = "";

if (aLLVBars[curBar] <

aHHVBars[curBar]) {

curTrend = "D";

}

else {

curTrend = "U";

}



for (i=0; i<farback; i++) {

curBar = (BarCount - 1) - 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 = (BarCount-1);

candIdx = 0;

candPrc = 0;

lastLPIdx = aLPivIdxs[0];

lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];

lastHPH = aHPivHighs[0];

if (lastLPIdx > lastHPIdx) {



candIdx = curBar - aHHVBars[curBar];

candPrc = aHHV[curBar];

if (

lastHPH < candPrc AND

candIdx > lastLPIdx AND

candIdx < curBar) {




aHPivs[candIdx] = 1;



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 {




candIdx = curBar - aLLVBars[curBar];

candPrc = aLLV[curBar];

if (

lastLPL > candPrc AND

candIdx > lastHPIdx AND

candIdx < curBar) {




aLPivs[candIdx] = 1;



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++;

}

}

 



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]);

}



PlotShapes(

IIf(aHPivs==1, shapeStar, shapeNone), colorBrightGreen, 0, H, 25);

PlotShapes(

IIf(aLPivs==1, shapeStar , shapeNone), colorRed, 0, L, -20);


farback=Param("How Far back to go",200,12,30,1);
nBars = Param("Number of bars", 12, 1, 30, 1);

aHPivs = H - H;
aLPivs = L - L;

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;

aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);

aVisBars = Status("barvisible");
nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
_TRACE("Last visible bar: " + nLastVisBar);

curBar = (BarCount-1);
curTrend = "";
if (aLLVBars[curBar] <
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}

for (i=0; i<farback; i++) {
curBar = (BarCount - 1) - 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 = (BarCount-1);
candIdx = 0;
candPrc = 0;
lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];
lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];
if (lastLPIdx > lastHPIdx) {

candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {

aHPivs[candIdx] = 1;

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 {

candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar];
if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {

aLPivs[candIdx] = 1;

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++;
}
}

PlotShapes(IIf(aHPivs==1, shapeSmallDownTriangle, shapeNone), colorCustom12, 0, High, Offset=-5);
PlotShapes(IIf(aLPivs==1, shapeSmallUpTriangle , shapeNone), colorCustom11, 0, Low, Offset=-5);

Sell = aHPivs == 1 ;
Buy = aLPivs == 1 ;
Filter=Buy OR Sell;
Sell=ExRem(Sell,Buy);
Buy=ExRem(Buy,Sell);



R=3;
m=0.015*(HHV(H,159)-LLV(L,159));
x=Cum(1);
per = 2.5;
pR = PeakBars( H, per, 1 ) == 0;
x01= LastValue(ValueWhen( pR, x, 1 ));
x02=LastValue(ValueWhen( pR, x, 2 ));
x03=LastValue(ValueWhen( pR, x, 3 ));
y01 = LastValue(ValueWhen( pR, H, 1 ) );
y02=LastValue(ValueWhen( pR, H, 2 ) );
y03 = LastValue( ValueWhen( pR, H, 3 ));

y0=y01;x0=x01;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y02;x0=x02;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y03;x0=x03;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
TpR = TroughBars( L, per, 1 ) == 0;//Trough condition
x01T= LastValue(ValueWhen( TpR, x, 1 ));
x02T=LastValue(ValueWhen( TpR, x, 2 ));
x03T=LastValue(ValueWhen( TpR, x, 3 ));
y01T = LastValue(ValueWhen( TpR, L, 1 ) );
y02T=LastValue(ValueWhen( TpR, L, 2 ) );
y03T = LastValue( ValueWhen( TpR, L, 3 ));
y0T=y01T;x0T=x01T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(Y,"",5,1);Plot(Y1,"",5,1);
y0T=y02T;x0T=x02T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);
y0T=y03T;x0T=x03T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);

R=2;//Marking circle radius
m=0.015*(HHV(H,159)-LLV(L,159));//scaling factor
x=Cum(1);
per = 1.5;//Sensitivity Calibration
pR = PeakBars( H, per, 1 ) == 0;//Peak condition
x01= LastValue(ValueWhen( pR, x, 1 ));
x02=LastValue(ValueWhen( pR, x, 2 ));
x03=LastValue(ValueWhen( pR, x, 3 ));
y01 = LastValue(ValueWhen( pR, H, 1 ) );
y02=LastValue(ValueWhen( pR, H, 2 ) );
y03 = LastValue( ValueWhen( pR, H, 3 ));

y0=y01;x0=x01;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y02;x0=x02;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y03;x0=x03;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
TpR = TroughBars( L, per, 1 ) == 0;//Trough condition
x01T= LastValue(ValueWhen( TpR, x, 1 ));
x02T=LastValue(ValueWhen( TpR, x, 2 ));
x03T=LastValue(ValueWhen( TpR, x, 3 ));
y01T = LastValue(ValueWhen( TpR, L, 1 ) );
y02T=LastValue(ValueWhen( TpR, L, 2 ) );
y03T = LastValue( ValueWhen( TpR, L, 3 ));
y0T=y01T;x0T=x01T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(Y,"",5,1);Plot(Y1,"",5,1);
y0T=y02T;x0T=x02T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);
y0T=y03T;x0T=x03T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);


R=1;
m=0.015*(HHV(H,159)-LLV(L,159));//scaling factor
x=Cum(1);
per = 0.325;//Sensitivity Calibration
pR = PeakBars( H, per, 1 ) == 0;//Peak condition
x01= LastValue(ValueWhen( pR, x, 1 ));
x02=LastValue(ValueWhen( pR, x, 2 ));
x03=LastValue(ValueWhen( pR, x, 3 ));
y01 = LastValue(ValueWhen( pR, H, 1 ) );
y02=LastValue(ValueWhen( pR, H, 2 ) );
y03 = LastValue( ValueWhen( pR, H, 3 ));

y0=y01;x0=x01;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y02;x0=x02;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
y0=y03;x0=x03;
y=y0+m*sqrt(R^2-(x-x0)^2);
y1=y0-m*sqrt(R^2-(x-x0)^2);
Plot(y,"",4,1);Plot(y1,"",4,1);
TpR = TroughBars( L, per, 1 ) == 0;//Trough condition
x01T= LastValue(ValueWhen( TpR, x, 1 ));
x02T=LastValue(ValueWhen( TpR, x, 2 ));
x03T=LastValue(ValueWhen( TpR, x, 3 ));
y01T = LastValue(ValueWhen( TpR, L, 1 ) );
y02T=LastValue(ValueWhen( TpR, L, 2 ) );
y03T = LastValue( ValueWhen( TpR, L, 3 ));
y0T=y01T;x0T=x01T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(Y,"",5,1);Plot(Y1,"",5,1);
y0T=y02T;x0T=x02T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);
y0T=y03T;x0T=x03T;
y=y0T+m*sqrt(R^2-(x-x0T)^2);
y1=y0T-m*sqrt(R^2-(x-x0T)^2);
Plot(y,"",5,1);Plot(y1,"",5,1);

EMA34 = EMA(C,34);
LSMA = LinearReg(C,23);


_SECTION_BEGIN("Price");

SetChartOptions(0,chartShowArrows|chartShowDates);

_N(Title = EncodeColor(colorCustom12) +StrFormat(" {{NAME}} - {{INTERVAL}}     {{DATE}} "+ EncodeColor(colorWhite) +"                       Open  = "+ EncodeColor(colorWhite) +"%g  "+ EncodeColor(colorBrightGreen) +"    High : "+ EncodeColor(colorBrightGreen) +" %g "+ EncodeColor(colorRed) +"  -   Low : "+ EncodeColor(colorRed) +" %g "+ EncodeColor(colorWhite) +"     Close  = "+ EncodeColor(colorWhite) +"%g                                                                                                                                                                                                                                                                              
{{VALUES}}",O,H,L,C ));

_SECTION_END();


_SECTION_BEGIN("Break Outs");
//{Buy}
x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5;
//{Lowest price stock <5}
AA=IIf(C<5,Cross(C,ValueWhen(Peak(H,x1,1) !=Ref(Peak(H,x1,1),-1),H,1)),
//{Price between 5 AND 20}
IIf(C>5 AND C<20,Cross(C,ValueWhen(Peak(H,x2,1) !=Ref(Peak(H,x2,1),-1),H,1)),
//{Price between 20 AND 70}
IIf(C>20 AND C<70,Cross(C,ValueWhen(Peak(H,x3,1) !=Ref(Peak(H,x3,1),-1),H,1)),
//{Price between 70 AND 150}
IIf(C>70 AND C<150,Cross(C,ValueWhen(Peak(H,x4,1) !=Ref(Peak(H,x4,1),-1),H,1)),
//{Price between 150 AND 300}
IIf(C>150 AND C<300,Cross(C,ValueWhen(Peak(H,x5,1) !=Ref(Peak(H,x5,1),-1),H,1)),
//{Price over 300}
Cross(C,ValueWhen(Peak(H,x6,1)!=Ref(Peak(H,x6,1),-1),H,1)))))));

//{Sell }
x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5;
//{Lowest price stock <5}
BB=IIf(C<5,Cross(ValueWhen(Trough(L,x1,1) !=Ref(Trough(L,x1,1),-1),L,1),C),
//{Price between 5 AND 20}
IIf(C>5 AND C<20,Cross(ValueWhen(Trough(L,x2,1) !=Ref(Trough(L,x2,1),-1),L,1),C),
//{Price between 20 AND 70}
IIf(C>20 AND C<70,Cross(ValueWhen(Trough(L,x3,1) !=Ref(Trough(L,x3,1),-1),L,1),C),
//{Price between 70 AND 150}
IIf(C>70 AND C<150,Cross(ValueWhen(Trough(L,x4,1) !=Ref(Trough(L,x4,1),-1),L,1),C),
//{Price between 150 AND 300}
IIf(C>150 AND C<300,Cross(ValueWhen(Trough(L,x5,1) !=Ref(Trough(L,x5,1),-1),L,1),C),
//{Price over 300}
Cross(ValueWhen(Trough(L,x6,1)!=Ref(Trough(L,x6,1),-1),L,1),C))))));

Color=IIf(BarsSince(AA)>BarsSince(BB),colorRed,IIf(RSI()>70,colorCustom11,colorDarkGreen));



P6=Param("Trailing Stop Risk",2.5,2,3.5,0.1);
P7=Param("Trailing Stop LookBack",2,5,25,1);
P8=Param("Trailing Stop PrevLow Switch",0,0,1,1);
PrevLow=IIf(P8==1, Ref(C,-TroughBars(C,3,1)) ,Null);

MyTotalPort = Param("MyTotalPort",1000000,10000,10000000,100000);
AcceptableRisk = Param("AcceptableRisk",0.5,0.1,3,0.1);
BarsFromStart = BarsSince(Cross(AA,BB)AND Ref(Color,-1)==colorRed) ;
InitialStopLoss =Ref( H - P6*ATR(P7),-BarsFromStart);
PositionSizing = 0.01*AcceptableRisk*MyTotalPort/( C - InitialStopLoss );

PPP = IIf( HHV(H - P6*ATR(P7),BarsFromStart+1) <C ,HHV(H - P6*ATR(P7),BarsFromStart+1),Null);
Plot( PPP ,"",colorCustom12);



_SECTION_BEGIN("Magnified Market Price");

FS=Param("Font Size",30,30,100,1);
GfxSelectFont("Arial", FS, 900, italic = False, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor( ParamColor("Color",colorYellow) );
Hor=Param("Horizontal Position",1350,1350,1350,1350);
Ver=Param("Vertical Position",12,14,16,18);
GfxTextOut(""+C,Hor , Ver );
YC=TimeFrameGetPrice("C",inDaily,-1);
DD=Prec(C-YC,2);
xx=Prec((DD/YC)*100,2);
GfxSelectFont("Arial", 12, 700, italic = False, underline = False, True );
GfxSetBkMode( colorWhite );
GfxSetTextColor(ParamColor("Color",colorYellow) );
GfxTextOut(""+DD+" ("+xx+"%)", Hor+5, Ver+45 );
_SECTION_END();



_SECTION_BEGIN("Ribbon");
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();
Plot( 1, "ribbon",
IIf( uptrend, colorLime, IIf( downtrend, colorRed,IIf(Signal()<MACD(), colorBlack, colorBlack ))), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -01, 50 );
_SECTION_END();



GraphXSpace=10;

 
Posted by at No comments:

ANDREWS Peak Trough for Amibroker (AFL)


 ANDREWS Peak Trough for Amibroker (AFL)




bi=BarIndex();
sbi=SelectedValue(bi);

// Pct threshhold for peak() & trough()

Zigpct=Param("Zigpct",4.6,1.0,30.0,0.1,0);


zema=EMA(C,14);
zpr=IIf(ROC(zema,1) > 0,H,L);
zag=Zig(zpr,zigpct);
tr=Ref(zag,-1) > zag AND zag < Ref(zag,1);
pk=Ref(zag,-1) < zag AND zag > Ref(zag,1);
pkprice=ValueWhen(pk,zpr);
trprice=ValueWhen(tr,zpr);


pklast=IIf(BarsSince(pk) < BarsSince(tr),1,0);
trlast=IIf(BarsSince(tr) < BarsSince(pk),1,0);


pk_id=((pklast OR tr) AND pkprice*(1-(zigpct*0.01)) > L ) AND NOT ( pk AND (H - L)/L >= 0.01 * zigpct);
tr_id=((trlast OR pk) AND H > trprice*(1+(zigpct*0.01)) ) AND NOT ( tr AND (H - L)/L >= 0.01 * zigpct);


pk_id=ExRem(pk_id,tr_id);
tr_id=ExRem(tr_id,pk_id);

pk_idlast=IIf(BarsSince(pk_id) < BarsSince(tr_id),1,0);
tr_idlast=IIf(BarsSince(tr_id) < BarsSince(pk_id),1,0);

Lookbk=IIf(pk_idlast,BarsSince(pk),BarsSince(tr));


xtsn=Param("Extension",62,1,2500,1);


shift=Param("Shift",0,-2000,2000,0.01);


alimit=Param("Angle Limit",40,1,180,1);


bkgrndcolor=ParamColor("Background Color",14);
pitchforkcolor=ParamColor("Pitchfork Color",10);


pline1=pkprice;
tline1=trprice;


pzag1=pline1 != Ref(pline1,-1);
tzag1=tline1 != Ref(tline1,-1);



zagx1=0;
zagx2=0;
zagx3=0;
zagy1=0;
zagy2=0;
zagy3=0;

for ( i = sbi - Lookbk[sbi], zagfnd = 0, pzagfnd = 0, tzagfnd = 0 ; i >= 0 && zagfnd < 3; i-- ) {
    if ( pzag1[i] || tzag1[i] ) {
        if ( pzag1[i] && NOT pzagfnd ) {
             zagfnd=zagfnd+1;
             pzagfnd=1;
             tzagfnd=0;
             if ( zagfnd == 1 ) {
                 zagx1[sbi]=i;
                 zagy1[sbi]=pline1[i];
             } else if (zagfnd == 2) {
                 zagx2[sbi]=i;
                 zagy2[sbi]=pline1[i];
             } else if (zagfnd == 3) {
                 zagx3[sbi]=i;
                 zagy3[sbi]=pline1[i];
             }
        } else if ( tzag1[i] && NOT tzagfnd ) {
             zagfnd=zagfnd+1;
             tzagfnd=1;
             pzagfnd=0;
             if ( zagfnd == 1 ) {
                 zagx1[sbi]=i;
                 zagy1[sbi]=tline1[i];
             } else if (zagfnd == 2) {
                 zagx2[sbi]=i;
                 zagy2[sbi]=tline1[i];
             } else if (zagfnd == 3) {
                 zagx3[sbi]=i;
                 zagy3[sbi]=tline1[i];
             }
        }
    }

    if ( zagfnd == 3 ) {  // Got 3 candidate peak/trough points

        echng=0;
        midx=0;
        midy=0;
        Handle=0;
        Top=0;
        Bot=0;

       

        Midx[sbi]=zagx2[sbi] + (zagx1[sbi]-zagx2[sbi]) / 2;
        Midy[sbi]=exp( log(zagy1[sbi]) - ( log(zagy1[sbi])-log(zagy2[sbi]) ) / 2);
        echng=(log(midy[sbi])-log(zagy3[sbi]))/(midx[sbi]-zagx3[sbi]);

       

        angle_rad = atan(echng);//radians
        angle_deg = 100 * angle_rad * 180/3.1416;//degrees

        if ( angle_deg < -alimit || angle_deg > alimit ) { // Too steep, reset the search
                                                           // to begin from the 2nd pivot found
            if ( tzagfnd == 1 ) {  // was tr,pk,tr so switch to pk,tr,pk
                tzagfnd = 0;
                pzagfnd = 1;
                zagfnd = 1;
                zagx1[sbi]=zagx2[sbi];
                zagy1[sbi]=zagy2[sbi];
                i = zagx1[sbi];
                zagx2=0;
                zagx3=0;
                zagy2=0;
                zagy3=0;
            } else {  // was pk,tr,pk so switch to tr,pk,tr
                tzagfnd = 1;
                pzagfnd = 0;
                zagfnd = 1;
                zagx1[sbi]=zagx2[sbi];
                zagy1[sbi]=zagy2[sbi];
                i = zagx1[sbi];
                zagx2=0;
                zagx3=0;
                zagy2=0;
                zagy3=0;
            }
       }
    }
}

// Calculate the Pitchfork itself

// Handle first

for ( j=zagx3[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
   Handle[j]=exp(log(zagy3[sbi]) + n*echng) + shift;
}

// High & low median lines.
if ( (exp(log(zagy2[sbi]) + (sbi-zagx2[sbi])*echng))
     > (exp(log(zagy1[sbi]) + (sbi-zagx1[sbi])*echng)) ) {  // Which one is top?
   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      top[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
   }
   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      bot[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
   }
} else {
   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      bot[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
   }
   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      top[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
   }
}

Hcolor=IIf(Handle==0,bkgrndcolor,IIf(Ref(handle,-1)== 0 AND handle != 0, bkgrndcolor,pitchforkcolor));
Tcolor=IIf(Top==0,bkgrndcolor,IIf(Ref(top,-1)== 0 AND top != 0, bkgrndcolor,pitchforkcolor));
Bcolor=IIf(Bot==0,bkgrndcolor,IIf(Ref(bot,-1)== 0 AND bot != 0, bkgrndcolor,pitchforkcolor));
Htitle=EncodeColor(pitchforkcolor)
      + StrFormat("\nAndrews: pct=%g lkbk=%g shft=%g alimit=%g Angle=%3.2f Handle=",
        Zigpct, Lookbk, shift, alimit, angle_deg);
Plot(Handle,Htitle,Hcolor,styleLine+styleDashed+styleNoRescale);
Plot(Bot,EncodeColor(pitchforkcolor)+" Bot=",Bcolor,styleLine+styleDashed+styleNoRescale);
Plot(Top,EncodeColor(pitchforkcolor)+" Top=",Tcolor,styleLine+styleDashed+styleNoRescale);

_SECTION_BEGIN("Price");
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 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
Posted by at 1 comment:

Polynomial curves for Amibroker (AFL)

Polynomial curves for Amibroker (AFL)
 
_SECTION_BEGIN("Chart Settings");
 SetChartOptions(0,chartShowArrows|chartShowDates);
 SetChartBkColor(ParamColor("Outer Panel",colorPaleBlue)); 
 SetChartBkGradientFill(ParamColor("Upper Chart",colorBlack),ParamColor("Lower Chart",colorBlack));  
_SECTION_END(); 


_SECTION_BEGIN("Katsayı Optimizeli 6.ncı Dereceden Polynom'un WMA()'sı Alınmış Deklem");
PG = ParamToggle(" Polynom Göstermek ","hide|show",0);

ACID=Param("Süper İnce Ayar",1,1,180,0.001);
Derece3 = ParamToggle("3.ncü Derece Polynom ","hide|show",0);
Derece4 = ParamToggle("4.ncü Derece Polynom ","hide|show",0);
Derece5 = ParamToggle("5.ncü Derece Polynom ","hide|show",0);
Derece6 = ParamToggle("6.ncü Derece Polynom ","hide|show",0);
Shape = ParamToggle(" Okları Göstermek ","hide|show",0);

Katsayi43=(Param("3.Katsayı1",0,-2,30,0.001));
Katsayi53=Param("3.Katsayı2",0,-2,30,0.001);
Katsayi63=Param("3.Katsayı3",0,-2,30,0.001);

Katsayi34=Param("4.Katsayı1",0,-30,30,0.001);
Katsayi44=Param("4.Katsayı2",0,-30,30,0.001);
Katsayi54=Param("4.Katsayı3",0,-30,30,0.001);
Katsayi64=Param("4.Katsayı4",0,-30,30,0.001);

Katsayi25=Param("5.Katsayı1",0,-30,30,0.001);
Katsayi35=Param("5.Katsayı2",0,-30,30,0.001);
Katsayi45=Param("5.Katsayı3",0,-30,30,0.001);
Katsayi55=Param("5.Katsayı4",0,-30,30,0.001);
Katsayi65=Param("5.Katsayı5",0,-30,30,0.001);

Katsayi16=Param("6.Katsayı1",0,-30,30,0.001);
Katsayi26=Param("6.Katsayı2",0,-30,30,0.001);
Katsayi36=Param("6.Katsayı3",0,-30,30,0.001);
Katsayi46=Param("6.Katsayı4",0,-30,30,0.001);
Katsayi56=Param("6.Katsayı5",0,-30,30,0.001);
Katsayi66=Param("6.Katsayı6",0,-30,30,0.001);

Moveto=Param("Sağa Sola Kaydır",1,1,1456,2);
Moveto1=Param("Yukarı Aşağı Kaydır",1,1,1456,2);
if(PG)
{

GfxSelectPen( colorGreen, 4 ); 
GfxSelectSolidBrush( colorYellow ); 

GfxRoundRect( 20+Moveto, 30+Moveto1, 300+Moveto, 430+Moveto1, 15, 15 ); 

GfxSelectPen( colorRed);
GfxSetTextColor( colorBlue );
GfxSetTextAlign( 0 ); 
GfxSetBkColor( colorYellow );
GfxTextOut( "Süper İnce Ayar               :   "+ StrFormat("%-3.000d",ACID), 50+Moveto, 35+Moveto1 );


PlotOHLC(O, H, L, C, "Data", colorWhite, styleBar | styleThick); 
pi=22/7;

Rtd = 180 / Pi;
Dtr = 1 / Rtd;
x=(O+C+H+L)/4;


if(Derece3)
{

Katsayi43=Katsayi43*(ACID*DTR);
Katsayi53=Katsayi53*(ACID*DTR);
Katsayi63=Katsayi63*(ACID*DTR);

y3=Katsayi43*x*exp(3) + Katsayi53*x*exp(2) + Katsayi63*x;
y3m=WMA(x,y3);

for( i = 1 ; i < BarCount-2; i++ ) 
{
if (y3m[i] <y3m[i-1] && y3m[i] <y3m[i+1]) Lpml[i]=1; 
else
Lpml[i] =0;

if (y3m[i] >y3m[i-1] && y3m[i] >y3m[i+1]) Lpmh[i]=1;
else
Lpmh[i] =0;
}

GR =ExRem(LpmH,Lpmh);
RD =ExRem(Lpml,Lpml);

if(Shape)
{
PlotShapes(IIf(GR!=0,shapeDownArrow,shapeNone),colorRed,H,y3m,-30);
PlotShapes(IIf(RD!=0,shapeUpArrow,shapeNone),colorBrightGreen,L,y3m,-30);
}



Plot(y3m,"",IIf(y3m>Ref(y3m,-1),colorLime,colorRed),styleLine|styleThick);

GfxTextOut( "3.ncü Derece Katsayı-1 :   "+ StrFormat("%-3.000d",Katsayi43), 50+Moveto, 60+Moveto1);
GfxTextOut( "3.ncü Derece Katsayı-2 :   "+ StrFormat("%-3.000d",Katsayi53), 50+Moveto, 80+Moveto1); 
GfxTextOut( "3.ncü Derece Katsayı-3 :   "+ StrFormat("%-3.000d",Katsayi63), 50+Moveto, 100+Moveto1); 

}

if(Derece4)
{

Katsayi34=Katsayi34*(ACID*DTR);
Katsayi44=Katsayi44*(ACID*DTR);
Katsayi54=Katsayi54*(ACID*DTR);
Katsayi64=Katsayi64*(ACID*DTR);

y4=Katsayi34*x*exp(4) +Katsayi44*x*exp(3) + Katsayi54*x*exp(2) + Katsayi64*x;
y4m=WMA(x,y4);


for( i = 1 ; i < BarCount-2; i++ ) 
{
if (y4m[i] <y4m[i-1] && y4m[i] <y4m[i+1]) Lpml[i]=1; 
else
Lpml[i] =0;

if (y4m[i] >y4m[i-1] && y4m[i] >y4m[i+1]) Lpmh[i]=1;
else
Lpmh[i] =0;
}

GR =ExRem(LpmH,Lpmh);
RD =ExRem(Lpml,Lpml);

if(Shape)
{

PlotShapes(IIf(GR!=0,shapeDownArrow,shapeNone),colorRed,H,y4m,-40);
PlotShapes(IIf(RD!=0,shapeUpArrow,shapeNone),colorBrightGreen,L,y4m,-40);
}


Plot(y4m,"",IIf(y4m>Ref(y4m,-1),colorLime,colorRed),styleLine|styleThick);


  
GfxTextOut( "4.ncü Derece Katsayı-1 :   "+ StrFormat("%-3.000d",Katsayi34), 50+Moveto, 120+Moveto1); 
GfxTextOut( "4.ncü Derece Katsayı-2 :   "+ StrFormat("%-3.000d",Katsayi44), 50+Moveto, 140+Moveto1); 
GfxTextOut( "4.ncü Derece Katsayı-3 :   "+ StrFormat("%-3.000d",Katsayi54), 50+Moveto, 160+Moveto1); 
GfxTextOut( "4.ncü Derece Katsayı-4 :   "+ StrFormat("%-3.000d",Katsayi64), 50+Moveto, 180+Moveto1); 



}

if(Derece5)
{

Katsayi25=Katsayi25*(ACID*DTR);
Katsayi35=Katsayi35*(ACID*DTR);
Katsayi45=Katsayi45*(ACID*DTR);
Katsayi55=Katsayi55*(ACID*DTR);
Katsayi65=Katsayi65*(ACID*DTR);

y5=Katsayi25*x*exp(5) + Katsayi35*x*exp(4) +Katsayi45*x*exp(3) + Katsayi55*x*exp(2) + Katsayi65*x; 
y5m=WMA(x,y5);

for( i = 1 ; i < BarCount-2; i++ ) 
{
if (y5m[i] <y5m[i-1] && y5m[i] <y5m[i+1]) Lpml[i]=1; 
else
Lpml[i] =0;

if (y5m[i] >y5m[i-1] && y5m[i] >y5m[i+1]) Lpmh[i]=1;
else
Lpmh[i] =0;
}

GR =ExRem(LpmH,Lpmh);
RD =ExRem(Lpml,Lpml);

if(Shape)
{

PlotShapes(IIf(GR!=0,shapeDownArrow,shapeNone),colorRed,H,y5m,-50);
PlotShapes(IIf(RD!=0,shapeUpArrow,shapeNone),colorBrightGreen,L,y5m,-50);
}


Plot(y5m,"",IIf(y5m>Ref(y5m,-1),colorLime,colorRed),styleLine|styleThick);


GfxTextOut( "5.ncü Derece Katsayı-1 :   "+ StrFormat("%-3.000d",Katsayi25), 50+Moveto, 200+Moveto1); 
GfxTextOut( "5.ncü Derece Katsayı-2 :   "+ StrFormat("%-3.000d",Katsayi35), 50+Moveto, 220+Moveto1); 
GfxTextOut( "5.ncü Derece Katsayı-3 :   "+ StrFormat("%-3.000d",Katsayi45), 50+Moveto, 240+Moveto1); 
GfxTextOut( "5.ncü Derece Katsayı-4 :   "+ StrFormat("%-3.000d",Katsayi55), 50+Moveto, 260+Moveto1); 
GfxTextOut( "5.ncü Derece Katsayı-5 :   "+ StrFormat("%-3.000d",Katsayi65), 50+Moveto, 280+Moveto1); 


}

if(Derece6)
{


Katsayi16=Katsayi16*(ACID*DTR);
Katsayi26=Katsayi26*(ACID*DTR);
Katsayi36=Katsayi36*(ACID*DTR);
Katsayi46=Katsayi46*(ACID*DTR);
Katsayi56=Katsayi56*(ACID*DTR);
Katsayi66=Katsayi66*(ACID*DTR);

y6 =Katsayi16*x*exp(6)+Katsayi26*x*exp(5) +Katsayi36*x*exp(4) + Katsayi46*x*exp(3) + Katsayi56*x*exp(2) + Katsayi66*x; 
y6m=WMA(x,y6);

for( i = 1 ; i < BarCount-2; i++ ) 
{
if (y6m[i] <y6m[i-1] && y6m[i] <y6m[i+1]) Lpml[i]=1; 
else
Lpml[i] =0;

if (y6m[i] >y6m[i-1] && y6m[i] >y6m[i+1]) Lpmh[i]=1;
else
Lpmh[i] =0;
}

GR =ExRem(LpmH,Lpmh);
RD =ExRem(Lpml,Lpml);

if(Shape)
{

PlotShapes(IIf(GR!=0,shapeHollowCircle,shapeNone),colorRed,H,y6m,0);
PlotShapes(IIf(RD!=0,shapeHollowCircle,shapeNone),colorBrightGreen,L,y6m,0);
}




Plot(y6m,"",IIf(y6m>Ref(y6m,-1),colorYellow,colorRed),styleLine|styleThick);


GfxTextOut( "6.ncü Derece Katsayı-1 :   "+ StrFormat("%-3.000d",Katsayi16), 50+Moveto, 300+Moveto1); 
GfxTextOut( "6.ncü Derece Katsayı-2 :   "+ StrFormat("%-3.000d",Katsayi26), 50+Moveto, 320+Moveto1); 
GfxTextOut( "6.ncü Derece Katsayı-3 :   "+ StrFormat("%-3.000d",Katsayi36), 50+Moveto, 340+Moveto1); 
GfxTextOut( "6.ncü Derece Katsayı-4 :   "+ StrFormat("%-3.000d",Katsayi46), 50+Moveto, 360+Moveto1); 
GfxTextOut( "6.ncü Derece Katsayı-5 :   "+ StrFormat("%-3.000d",Katsayi56), 50+Moveto, 380+Moveto1); 
GfxTextOut( "6.ncü Derece Katsayı-6 :   "+ StrFormat("%-3.000d",Katsayi66), 50+Moveto, 400+Moveto1); 

}


 }

_SECTION_END();

 
_SECTION_BEGIN("Colored Bollinger Bands");

Bg = ParamToggle(" Bollinger göster ","hide|show",0);
pr=Param( "Period",20,0,100,1);
P = ParamField("Price field",-1);
Style = ParamStyle("Style") | styleNoRescale | styleNoLabel |styleDashed;


if(Bg)
{

BBT=BBandTop(P,pr,2);
BBB=BBandBot(P,pr,2);
topcond = (Cross(BBT,C)OR C>BBT)AND Ref(C, -1)> BBT;
botcond = ( Cross(C,BBB))AND Ref(C, -1 < BBB);
bbtcolor = IIf( BBT> Ref (BBT, -1), colorDarkGreen,colorYellow );
bbbcolor = IIf( BBB > Ref (BBB, -1), colorDarkGreen,colorYellow );
PlotOHLC(O, H, L, C, "Data", colorWhite, styleBar | styleThick); 

Plot( BBT, "BBTop" + _PARAM_VALUES(), bbtcolor, styleLine|styleThick); 
Plot( BBB, "BBBot" + _PARAM_VALUES(), bbbcolor, styleLine|styleThick ); 

Buy=botcond;
Sell=topcond ;

//PlotShapes(shapeUpArrow * Buy, colorGreen, 0, L, - 10);
//PlotShapes(shapeDownArrow * Sell, colorRed, 0, H, - 10);

}
 _SECTION_END();


_SECTION_BEGIN("Hurst Cycle");
#include <PolyFit.afl>

p1    = Param("CMA Period 1",  13, 0, 999, 1);
p2    = Param("CMA Period 2",  25, 0, 999, 1);
p3    = Param("CMA Period 3",  50, 0, 999, 1);
p4    = Param("CMA Period 4", 100, 0, 999, 1);
p5    = Param("CMA Period 5", 200, 0, 999, 1);
p6    = Param("CMA Period 6", 600, 0, 999, 1);

BType = ParamList("Band Type", "Percent|Amount");

Pct1  = Param("Pct or Amt 1", 1.6, 0, 33, 0.05);
Pct2  = Param("Pct or Amt 2", 2.4, 0, 33, 0.05);
Pct3  = Param("Pct or Amt 3", 3.6, 0, 33, 0.05);
Pct4  = Param("Pct or Amt 4", 5.4, 0, 33, 0.05);
Pct5  = Param("Pct or Amt 5", 8.1, 0, 33, 0.05);
Pct6  = Param("Pct or Amt 6",12.0, 0, 33, 0.05);

ePFac = Param("Extrapolation Period Factor",      0.35, 0.10, 5.00, 0.05);
ePOrd = Param("Extrapolation PolyFit Order",      2,    1,    8,    1);
eAuto = Param("Extrapolation Auto Fixup Passes",  5,    0,    9,    1); 
eLFac = Param("Extrapolation AF Lag Factor",      0.33, 0,    1,    0.01);
eFFac = Param("Extrapolation AF Factor",          0.25, 0,    1,    0.01);
eFLen = Param("Extrapolation Future Length",      0,    0,   10,    1);
HT = ParamToggle("Hurst Cycle Göstermek ","hide|show",0);
BI    = BarIndex();
SVBI  = SelectedValue(BI);
LVBI  = LastValue(BI);
Data  = (H + L) / 2;

Title = EncodeColor(colorWhite) + " Hurst / Millard DE " +
EncodeColor(colorDefault) + " - BI = " + NumToStr(BI, 1.0) + " - CMA Periods =
";



GraphXSpace = 5;




function CMA_DE(Period, Percent, Red, Green, Blue)
{
    Pm = int(Period * 2 / 3);
    if (Pm % 2 == 0)
        Pm = Pm + 1;
    Pn = Period - Pm;
    if (Pn < 3) 
        Pn = 3;
    if (Pm <= Pn)
        Pm = Pn + 2;
    if (Pn % 2 == 0)
        Pn = Pn + 1;

    if (SVBI - (Pm + Pn) * (1 + eLFac + 0.02) > 0)
    {
        Lag    = (Pm - 1) / 2 + (Pn - 1) / 2;
        ExtraF = Lag + eFLen;
        CMA    = Ref(MA(MA(Data, Pm), Pn), Lag);
        EndBar = SVBI - Lag;
        BegBar = EndBar - round(Period * ePFac) + 1;
        if (EndBar - BegBar < 2)
            BegBar = EndBar - 2;

        CMA = IIf(BI <= SVBI - Lag, CMA, -1e10);

        if (BType == "Amount")
        {
            UBIS = CMA + Percent;
            LBIS = CMA - Percent;
        }
        else
        if (BType == "Percent")
        {
            UBIS = CMA * (1 + Percent / 100);
            LBIS = CMA * (1 - Percent / 100);
        }

        Plot(UBIS, "", ColorRGB(Red, Green, Blue), styleThick);
        Plot(LBIS, "", ColorRGB(Red, Green, Blue), styleThick);

        if (Red   > 0) Red   = 254;
        if (Green > 0) Green = 254;
        if (Blue  > 0) Blue  = 254;

        CMAx = PolyFit(CMA, BegBar, EndBar, ePOrd, 0, ExtraF);
        CMAx = IIf(BI >= SVBI - Lag - ExtraF, CMAx, -1e10);

        if (BType == "Amount")
        {
            CMAx = CMAx + CMA[SVBI - Lag] - CMAx[SVBI - Lag - ExtraF];
            UBOS = CMAx + Percent; 
            LBOS = CMAx - Percent;
        }
        else
        {
            CMAx = CMAx * CMA[SVBI - Lag] / CMAx[SVBI - Lag - ExtraF];
            UBOS = CMAx * (1 + Percent / 100); 
            LBOS = CMAx * (1 - Percent / 100); 
        }

        k = 0;

        for (j = 1; j <= eAuto; j++)
        {   
            k = j;
            AdjBar = 0;

            for (i = SVBI - ExtraF; i >= SVBI - ExtraF - Lag * eLFac; i--)
            { 
                if (i + ExtraF <= LVBI) 
                { 
                    if (UBOS[i] < (H[i + ExtraF] + L[i + ExtraF]) / 2)
                    { 
                        AdjBar = i + ExtraF;
                        Target = CMAx[i] + (C[i + ExtraF] - CMAx[i]) * eFFac;
                    } 
                    if (LBOS[i] > (H[i + ExtraF] + L[i + ExtraF]) / 2)
                    { 
                        AdjBar = i + ExtraF;
                        Target = CMAx[i] - (CMAx[i] - C[i + ExtraF]) * eFFac;
                    } 
                    if (AdjBar > 0)
                        i = 0;
                } 
            }

            if (AdjBar > 0)
            {
                ExtraB = AdjBar - EndBar;
                ExtraF = ExtraF - ExtraB;
                EndBar = EndBar + ExtraB;

                StepSize = (Target - CMA[SVBI - Lag]) / (EndBar - (SVBI -
Lag));

                CMA = IIf(BI <= SVBI - Lag, CMA, 0);

                for (i = SVBI - Lag + 1; i <= EndBar; i++)
                {
                    CMA[i] = CMA[i - 1] + StepSize;
                }

                CMAx = PolyFit(CMA, BegBar, EndBar, ePOrd, 0, ExtraF);
                CMAx = IIf(BI >= SVBI - Lag - ExtraF, CMAx, -1e10);

                if (BType == "Amount")
                {
                    CMAx = CMAx + CMA[SVBI - Lag] - CMAx[SVBI - Lag - ExtraF];
                    UBOS = CMAx + Percent; 
                    LBOS = CMAx - Percent;
                }
                else
                {
                    CMAx = CMAx * CMA[SVBI - Lag] / CMAx[SVBI - Lag - ExtraF];
                    UBOS = CMAx * (1 + Percent / 100); 
                    LBOS = CMAx * (1 - Percent / 100); 
                }
            }
            else 
                j = 999;
        }

        k = k - 1;

        Plot(UBOS, "", ColorRGB(Red, Green, Blue), styleThick, Null, Null,
ExtraF);
        Plot(LBOS, "", ColorRGB(Red, Green, Blue), styleThick, Null, Null,
ExtraF);

        Title = Title + EncodeColor(ColorRGB(Red, Green, Blue)) +
NumToStr(Period, 1.0) + " (" + NumToStr(Pm, 1.0) + "/" + NumToStr(Pn, 1.0) + ")
" + NumToStr(k, 1.0) + "     ";

        PlotShapes((BI == SVBI - Lag) * shapeSmallUpTriangle,   ColorRGB(Red,
Green, Blue), 0, CMA * (1 - Percent / 100), -15); 
        PlotShapes((BI == SVBI - Lag) * shapeSmallDownTriangle, ColorRGB(Red,
Green, Blue), 0, CMA * (1 + Percent / 100), -15); 

    } 
    return;
}
if(HT)
{
PlotOHLC(O, H, L, C, "Data", colorWhite, styleBar | styleThick); 
if (p1 > 0)
    CMA_DE(p1, Pct1, 000, 160, 000);
if (p2 > 0)
    CMA_DE(p2, Pct2, 160, 112, 000);
if (p3 > 0)
    CMA_DE(p3, Pct3, 160, 000, 000);
if (p4 > 0)
    CMA_DE(p4, Pct4, 160, 000, 160);
if (p5 > 0)
    CMA_DE(p5, Pct5, 000, 000, 160);
if (p6 > 0)
    CMA_DE(p6, Pct6,   0, 160, 160);
}
_SECTION_END();

_SECTION_BEGIN(" DESTEK DİRENÇ");

DDG = ParamToggle("Destek Direnç Göstermek ","hide|show",0);
chartflag = ParamToggle("Heikin Ashi","show|hide",1);

xx = Cum(1);
nbar = Param("nbar",5,2,50,1); 
if(DDG)
{
PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) <= H;
PHighPrice = ValueWhen(PHigh,H);
PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) >= L;
PLowPrice = ValueWhen(PLow,L); 

startval_L = ValueWhen(PLow,L,1); 
endval_L = ValueWhen(PLow,L,0); 
startbar_L = ValueWhen(PLow,xx,1); 
endbar_L = ValueWhen(PLow,xx,0); 
aa_L = (endval_L-startval_L)/(endbar_L-startbar_L);
bb_L = startval_L;
trendline_L = aa_L * (xx - startbar_L) + bb_L;
dtrendline_L = trendline_L - Ref(trendline_L,-1);

startval_L_extend = ValueWhen(PLow,L,2); 
endval_L_extend = ValueWhen(PLow,L,1); 
startbar_L_extend = ValueWhen(PLow,xx,2); 
endbar_L_extend = ValueWhen(PLow,xx,1); 
aa_L_extend = (endval_L_extend-startval_L_extend)/(endbar_L_extend-startbar_L_extend);
bb_L_extend = startval_L;
trendline_L_extend = aa_L_extend * (xx - startbar_L) + endval_L_extend; 

dtrendline_L_extend = trendline_L_extend - Ref(trendline_L_extend,-1);
dtrendline_L_extend = IIf(PLow,Ref(dtrendline_L,-1),dtrendline_L_extend);

startval_L_extend2 = ValueWhen(PLow,L,3); 
endval_L_extend2 = ValueWhen(PLow,L,2); 
startbar_L_extend2 = ValueWhen(PLow,xx,3); 
endbar_L_extend2 = ValueWhen(PLow,xx,2); 
aa_L_extend2 = (endval_L_extend2-startval_L_extend2)/(endbar_L_extend2-startbar_L_extend2);
bb_L_extend2 = endval_L_extend2;
trendline_L_extend2 = aa_L_extend2 * (xx - endbar_L_extend2) + endval_L_extend2; 

dtrendline_L_extend2 = trendline_L_extend2 - Ref(trendline_L_extend2,-1);
dtrendline_L_extend2 = IIf(PLow,Ref(dtrendline_L_extend,-1),dtrendline_L_extend2);

startval_H = ValueWhen(PHigh,H,1); 
endval_H = ValueWhen(PHigh,H,0); 
startbar_H = ValueWhen(PHigh,xx,1); 
endbar_H = ValueWhen(PHigh,xx,0); 
aa_H = (endval_H-startval_H)/(endbar_H-startbar_H);
bb_H = startval_H;
trendline_H = aa_H * (xx - startbar_H) + bb_H; 
dtrendline_H = trendline_H - Ref(trendline_H,-1);

startval_H_extend = ValueWhen(PHigh,H,2); 
endval_H_extend = ValueWhen(PHigh,H,1); 
startbar_H_extend = ValueWhen(PHigh,xx,2); 
endbar_H_extend = ValueWhen(PHigh,xx,1); 
aa_H_extend = (endval_H_extend-startval_H_extend)/(endbar_H_extend-startbar_H_extend);
bb_H_extend = startval_H;
trendline_H_extend = aa_H_extend * (xx - startbar_H) + endval_H_extend; 
dtrendline_H_extend = trendline_H_extend - Ref(trendline_H_extend,-1);
dtrendline_H_extend = IIf(PHigh,Ref(dtrendline_H,-1),dtrendline_H_extend);

startval_H_extend2 = ValueWhen(PHigh,H,3); 
endval_H_extend2 = ValueWhen(PHigh,H,2); 
startbar_H_extend2 = ValueWhen(PHigh,xx,3); 
endbar_H_extend2 = ValueWhen(PHigh,xx,2); 
aa_H_extend2 = (endval_H_extend2-startval_H_extend2)/(endbar_H_extend2-startbar_H_extend2);
bb_H_extend2 = endval_H_extend2;
trendline_H_extend2 = aa_H_extend2 * (xx - endbar_H_extend2) + endval_H_extend2; 

dtrendline_H_extend2 = trendline_H_extend2 - Ref(trendline_H_extend2,-1);
dtrendline_H_extend2 = IIf(PHigh,Ref(dtrendline_H_extend,-1),dtrendline_H_extend2);

tld = ParamToggle("All trendlines","show|hide",1);
if (tld)
{
 
 trendline_L = IIf(dtrendline_L > 0,trendline_L,Null);
 trendline_L_extend = IIf(dtrendline_L_extend > 0,trendline_L_extend,Null);
 trendline_L_extend2 = IIf(dtrendline_L_extend2 > 0,trendline_L_extend2,Null);
 trendline_H = IIf(dtrendline_H < 0,trendline_H,Null);
 trendline_H_extend = IIf(dtrendline_H_extend < 0,trendline_H_extend,Null);
 trendline_H_extend2 = IIf(dtrendline_H_extend2 < 0,trendline_H_extend2,Null);
}

trendline_L_extend2 = IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null);
trendline_H_extend2 = IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null);

GraphXSpace = 5;
SetChartOptions(0, chartShowDates);

if (chartFlag)
{
 PlotOHLC(O, H, L, C, "Data", colorWhite, styleBar | styleThick); 
} 
else
{
 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 ) ); 
 PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(), colorWhite, styleBar); 
}

PlotShapes(shapeUpArrow*PLow,colorYellow,0,L,-20);
PlotShapes(shapeDownArrow*PHigh,colorWhite,0,H,-20);


Plot(trendline_L, "", colorLime,styleLine|styleThick);

Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend,Null), "", colorLightGrey, styleLine | styleThick);
Plot(IIf(BarsSince(Plow) > nbar,trendline_L_extend,Null), "",colorBrightGreen,  styleLine | styleThick);

Plot(IIf(BarsSince(Plow) <= nbar,trendline_L_extend2,Null), "",colorDarkGreen, styleLine| styleThick);

Plot(trendline_H, "", colorRed,styleLine|styleThick);

Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend,Null), "", colorLightGrey, styleLine | styleThick);
Plot(IIf(BarsSince(PHigh) > nbar,trendline_H_extend,Null), "",colorOrange, styleLine | styleThick);

Plot(IIf(BarsSince(PHigh) <= nbar,trendline_H_extend2,Null), "",colorOrange, styleLine | styleThick);


signalFlag = ParamToggle("Possible Signals","show|hide",1);

if (signalFlag)
{

Buy = (!IsEmpty(trendline_H_extend) AND Cross(C,trendline_H_extend) AND BarsSince(PHigh) > nbar) OR 
(!IsEmpty(trendline_H_extend2) AND Cross(C,trendline_H_extend2) AND !PHigh) OR
(PHigh AND C > trendline_H_extend2 AND Ref(C,-1) < Ref(trendline_H_extend,-1) AND !IsEmpty(trendline_H_extend) AND !IsEmpty(trendline_H_extend2) );
BuyPrice = C;
Short = (!IsEmpty(trendline_L_extend) AND Cross(trendline_L_extend,C)  AND BarsSince(PLow) > nbar)  OR 
(!IsEmpty(trendline_L_extend2) AND Cross(trendline_L_extend2,C) AND !PLow) OR
(PLow AND C < trendline_L_extend2 AND Ref(C,-1) > Ref(trendline_L_extend,-1) AND !IsEmpty(trendline_L_extend) AND !IsEmpty(trendline_L_extend2)); 
ShortPrice = C;
Sell = 0;
Cover = 0;


}

_SECTION_END();

_SECTION_BEGIN(" EXPLORE");

AL=(!IsEmpty(trendline_H_extend) AND Cross(C,trendline_H_extend) AND BarsSince(PHigh) > nbar) OR 
(!IsEmpty(trendline_H_extend2) AND Cross(C,trendline_H_extend2) AND !PHigh) OR
(PHigh AND C > trendline_H_extend2 AND Ref(C,-1) < Ref(trendline_H_extend,-1) AND !IsEmpty(trendline_H_extend) AND !IsEmpty(trendline_H_extend2) );
BuyPrice = C;

SAT=(!IsEmpty(trendline_L_extend) AND Cross(trendline_L_extend,C)  AND BarsSince(PLow) > nbar)  OR 
(!IsEmpty(trendline_L_extend2) AND Cross(trendline_L_extend2,C) AND !PLow) OR
(PLow AND C < trendline_L_extend2 AND Ref(C,-1) > Ref(trendline_L_extend,-1) AND !IsEmpty(trendline_L_extend) AND !IsEmpty(trendline_L_extend2)); 
ShortPrice = C;

AL_status=WriteIf(AL,"Alış Yap"," ");

SAT_status=WriteIf(SAT,"Satış Yap"," ");

AL_col=IIf(AL, colorDarkGreen , colorWhite);

SAT_col=IIf(SAT, colorRed,colorWhite);


Filter= AL OR SAT;

AddColumn(C, "KAPANIŞ", 1.2, IIf(C > Ref(C,-1),colorBlue, colorRed));
AddTextColumn(AL_status, "ALIŞ", 1.2, colorWhite, Al_col);
AddTextColumn(SAT_status, "SATIŞ", 1.2, colorWhite, SAT_col);
}

_SECTION_END();

_SECTION_BEGIN("Parabolic Sar");

acc=Param("Acceleration factor",0.02,0.01,0.05,0.01);
af_start=Param("Starting AF value",0.02,0.01,0.05,0.01);
af_max=Param("Maximum AF value",0.2,0.1,0.3,0.01);
Ct=Param("Crossover threshold in %",1,0,3,0.5);

PS = ParamToggle(" Parabolic Sar Göstermek ","hide|show",0);

Ct1=Ct/100;

IAF = acc; 
MaxAF = af_max;
psar = Close; 
long = 1;
af = af_start;
ep = Low[ 0 ];
hp = High [ 0 ];
lp = Low [ 0 ];

for( i = 2; i < BarCount; i++ )
{
 if ( long )
 {
  psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
 }
 else
 {
  psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] );
 }

 reverse =  0;

 if ( long )
 {
  if ( Low [ i ] < psar [ i ] * (1-Ct1) )
  {
   long = 0; reverse = 1;
   psar [ i ] =  hp;
   lp = Low [ i ];
   af = af_start;
  }
 }
 else
 {
  if ( High [ i ] > psar [ i ] * (1+Ct1) )
  {
   long = 1; reverse = 1; 
   psar [ i ] =  lp;
   hp = High [ i ];
   af = af_start;
  }
 }

 if ( reverse == 0 )
 {
  if ( long )
  {
   if ( High [ i ] > hp ) 
   {
    hp = High [ i ]; 
    af = af + IAF; 
    if( af > MaxAF ) af = MaxAF; 
   }
             
   if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ];
   if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ];
  }
       else
  {
   if ( Low [ i ] < lp )  
   { 
    lp = Low [ i ]; 
    af = af + IAF; 
    if( af > MaxAF ) af = MaxAF; 
   } 
    
   if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ];
   if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ];

  }
 }
}

if(PS)
{
Plot( psar, _DEFAULT_NAME(), ParamColor( "Color", colorYellow), styleDots | styleNoLine | styleThick ); 
PlotOHLC(O, H, L, C, "Data", colorWhite, styleBar | styleThick); 
}
_SECTION_END();
Posted by at 2 comments:

POLYNOMIAL for Amibroker (AFL)









_SECTION_BEGIN("nth ( 1 - 8)");


// *********************************************************
// *
// * VBS Function for Gaussian Elimination
// *
// *     Called by PolyFit ( AFL )
// *
// *********************************************************

EnableScript("VBScript");

<%
function Gaussian_Elimination (GE_Order, GE_N, GE_SumXn, GE_SumYXn)
    Dim b(10, 10)
    Dim w(10)
    Dim Coeff(10)

    for i = 1 To 10
        Coeff(i) = 0
    next

    n = GE_Order + 1

    for i = 1 to n
        for j = 1 to  n
            if i = 1 AND j = 1 then
                b(i, j) = cDBL(GE_N)
            else
                b(i, j) = cDbl(GE_SumXn(i + j - 2))
            end if
        next     
        w(i) = cDbl(GE_SumYXn(i))
    next

    n1 = n - 1
    for i = 1 to n1
        big = cDbl(abs(b(i, i)))
        q = i
        i1 = i + 1

        for j = i1 to n
            ab = cDbl(abs(b(j, i)))
            if (ab >= big) then
                big = ab
                q = j
            end if
        next

        if (big <> 0.0) then
            if (q <> i) then
                for j = 1 to n
                    Temp = cDbl(b(q, j))
                    b(q, j) = b(i, j)
                    b(i, j) = Temp
                next
                Temp = w(i)
                w(i) = w(q)
                w(q) = Temp
            end if
        end if

        for j = i1 to n
            t = cDbl(b(j, i) / b(i, i))
            for k = i1 to n
                b(j, k) = b(j, k) - t * b(i, k)
            next        
            w(j) = w(j) - t * w(i)
        next     
    next

    if (b(n, n) <> 0.0) then

        Coeff(n) = w(n) / b(n, n)
        i = n - 1

        while i > 0
            SumY = cDbl(0)
            i1 = i + 1
            for j = i1 to n
                SumY = SumY + b(i, j) * Coeff(j)
            next
            Coeff(i) = (w(i) - SumY) / b(i, i)
            i = i - 1
        wend  

        Gaussian_Elimination = Coeff

    end if
end function
%>

// *********************************************************
// *
// * AFL Function for nth Order Polynomial Fit
// *     Calls Gaussian_Elimination ( VBS )
// *
// *     Y      = The array to Fit
// *     BegBar = Beg Bar in range to fit
// *     EndBar = End Bar in range to fit
// *     Order  = 1 - 8 = Order of Poly Fit (Integer)
// *     ExtraB = Number of Bars to Extrapolate (Backward)
// *     ExtraF = Number of Bars to Extrapolate (Forward)
// *
// *********************************************************

function PolyFit(GE_Y, GE_BegBar, GE_EndBar, GE_Order, GE_ExtraB, GE_ExtraF)
{
    BI        = BarIndex();

    GE_N      = GE_EndBar - GE_BegBar + 1;
    GE_XBegin = -(GE_N - 1) / 2;
    GE_X      = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0, (GE_XBegin + BI - GE_BegBar)));

    GE_X_Max  = LastValue(Highest(GE_X));

    GE_X      = GE_X / GE_X_Max;

    X1 = GE_X;
    AddColumn(X1, "X1", 1.9);

    GE_Y      = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0, GE_Y));

    GE_SumXn  = Cum(0);
                                 GE_SumXn[1]   = LastValue(Cum(GE_X));
    GE_X2     = GE_X * GE_X;     GE_SumXn[2]   = LastValue(Cum(GE_X2));
    GE_X3     = GE_X * GE_X2;    GE_SumXn[3]   = LastValue(Cum(GE_X3));
    GE_X4     = GE_X * GE_X3;    GE_SumXn[4]   = LastValue(Cum(GE_X4));
    GE_X5     = GE_X * GE_X4;    GE_SumXn[5]   = LastValue(Cum(GE_X5));
    GE_X6     = GE_X * GE_X5;    GE_SumXn[6]   = LastValue(Cum(GE_X6));
    GE_X7     = GE_X * GE_X6;    GE_SumXn[7]   = LastValue(Cum(GE_X7));
    GE_X8     = GE_X * GE_X7;    GE_SumXn[8]   = LastValue(Cum(GE_X8));
    GE_X9     = GE_X * GE_X8;    GE_SumXn[9]   = LastValue(Cum(GE_X9));
    GE_X10    = GE_X * GE_X9;    GE_SumXn[10]  = LastValue(Cum(GE_X10));
    GE_X11    = GE_X * GE_X10;   GE_SumXn[11]  = LastValue(Cum(GE_X11));
    GE_X12    = GE_X * GE_X11;   GE_SumXn[12]  = LastValue(Cum(GE_X12));
    GE_X13    = GE_X * GE_X12;   GE_SumXn[13]  = LastValue(Cum(GE_X13));
    GE_X14    = GE_X * GE_X13;   GE_SumXn[14]  = LastValue(Cum(GE_X14));
    GE_X15    = GE_X * GE_X14;   GE_SumXn[15]  = LastValue(Cum(GE_X15));
    GE_X16    = GE_X * GE_X15;   GE_SumXn[16]  = LastValue(Cum(GE_X16));

    GE_SumYXn = Cum(0);
                                 GE_SumYXn[1]  = LastValue(Cum(GE_Y));
    GE_YX     = GE_Y    * GE_X;  GE_SumYXn[2]  = LastValue(Cum(GE_YX));
    GE_YX2    = GE_YX   * GE_X;  GE_SumYXn[3]  = LastValue(Cum(GE_YX2));
    GE_YX3    = GE_YX2  * GE_X;  GE_SumYXn[4]  = LastValue(Cum(GE_YX3));
    GE_YX4    = GE_YX3  * GE_X;  GE_SumYXn[5]  = LastValue(Cum(GE_YX4));
    GE_YX5    = GE_YX4  * GE_X;  GE_SumYXn[6]  = LastValue(Cum(GE_YX5));
    GE_YX6    = GE_YX5  * GE_X;  GE_SumYXn[7]  = LastValue(Cum(GE_YX6));
    GE_YX7    = GE_YX6  * GE_X;  GE_SumYXn[8]  = LastValue(Cum(GE_YX7));
    GE_YX8    = GE_YX7  * GE_X;  GE_SumYXn[9]  = LastValue(Cum(GE_YX8));

    GE_Coeff  = Cum(0);

    GE_VBS    = GetScriptObject();
    GE_Coeff  = GE_VBS.Gaussian_Elimination(GE_Order, GE_N, GE_SumXn, GE_SumYXn);

    for (i = 1; i <= GE_Order + 1; i++)
        printf(NumToStr(i, 1.0) + " = " + NumToStr(GE_Coeff[i], 1.9) + "\n");

    GE_X   = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, 0, IIf(BI > GE_EndBar, 0, (GE_XBegin + BI - GE_BegBar + GE_ExtraF) / GE_X_Max));

    GE_X2  = GE_X   * GE_X; GE_X3  = GE_X2  * GE_X; GE_X4  = GE_X3  * GE_X; GE_X5  = GE_X4  * GE_X; GE_X6  = GE_X5  * GE_X;
    GE_X7  = GE_X6  * GE_X; GE_X8  = GE_X7  * GE_X; GE_X9  = GE_X8  * GE_X; GE_X10 = GE_X9  * GE_X; GE_X11 = GE_X10 * GE_X;
    GE_X12 = GE_X11 * GE_X; GE_X13 = GE_X12 * GE_X; GE_X14 = GE_X13 * GE_X; GE_X15 = GE_X14 * GE_X; GE_X16 = GE_X15 * GE_X;

    GE_Yn = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, -1e10, IIf(BI > GE_EndBar, -1e10,
            GE_Coeff[1]  +
            GE_Coeff[2]  * GE_X   + GE_Coeff[3]  * GE_X2  + GE_Coeff[4]  * GE_X3  + GE_Coeff[5]  * GE_X4  + GE_Coeff[6]  * GE_X5  +
            GE_Coeff[7]  * GE_X6  + GE_Coeff[8]  * GE_X7  + GE_Coeff[9]  * GE_X8));

    return GE_Yn;
}

// *********************************************************
// *
// * Demo AFL to use PolyFit
// *
// *********************************************************

Filter = 1;

BI        = BarIndex();
PF_BegBar = BeginValue(BI);
PF_EndBar = EndValue(BI);
PF_Y      = (H + L) / 2;
PF_Order  = Param("nth Order",             3, 0,  8, 1);
PF_ExtraB = Param("Extrapolate Backwards", 0, 0, 50, 1);
PF_ExtraF = Param("Extrapolate Forwards",  0, 0, 50, 1);

Yn = PolyFit(PF_Y, PF_BegBar, PF_EndBar, PF_Order, PF_ExtraB, PF_ExtraF);

GraphXSpace = 10;

Plot(Yn, "nth Order Polynomial Fit - " + NumToStr(PF_Order, 1.0), IIf(BI > PF_EndBar - PF_ExtraF, colorWhite, IIf(BI < PF_BegBar - PF_ExtraF, colorWhite, colorBrightGreen)), styleThick, Null, Null, PF_ExtraF);
PlotOHLC(O, H, L, C, "Close", colorLightGrey, styleCandle);

_SECTION_END();


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