/*This indicator is useful in Daily, Weekly n Intraday charts to find top n bottoms. Very useful for Investment as well Intraday trading. (Plugin Required – download below link www.mediafire.com/?znmwud2jdwt[/url] ) Copy paste JurikLib.dll and kpami.dll */ _SECTION_BEGIN("Pivot High Pivot Low"); //user parameters parmPlotScoreCard = ParamToggle("Plot KPScoreCard", "No|Yes", 1); parmPlotA900AutoStop = ParamToggle("Plot A900/AutoStop", "No|Yes", 1); parmA900Color = ParamColor("A900 Color", colorWhite); parmA900Style = ParamStyle("A900 Style", styleLine, maskAll); parmAutoStopColor = ParamColor("AutoStop Color", colorYellow); parmAutoStopStyle = ParamStyle("AutoStop Style", styleLine, maskAll); parmPPTextColor = ParamColor("PP Text color", colorBlack); parmPPTrndColorUp = ParamColor("PP Trend Up color", ColorRGB(167,224,243) ); parmPPTrndColorDn = ParamColor("PP Trend Dwn color", ColorRGB(255,192,203) ); parmPPTextOffSet = Param("PP OffSet", 0.60, 0.40, 1.5, 0.1); parmTickMultipler = Param("M/W tick allowance", 1, 0, 10, 1); parmA900AutoStopX = ParamToggle("Plot A900/AutoStop Cross", "No|Yes"); parmA900AutoStopColorX = ParamColor("A900/AutoStop Cross Color", colorBlack); ParmSCThreshold = Param("ScoreCard Threshold", 3, 1, 9, 1); parmVoice = ParamToggle("Voice 123 Setups", "No|Yes", 0); parmAlert = ParamToggle("Alert 123 Setups", "No|Yes", 0); parmPivotPop = ParamToggle("PivotPop", "No|Yes", 1); parmBarCancel = Param("Bar Cancel", 7, 1, 20, 1); parmWaterLevelColor = ParamColor("WalterLevel Color", ColorRGB(127,255,212)); parmWaterLevelStyle = ParamStyle("WaterLevel Style", styleLine, maskAll); parmBBPeriod = Param("Bollinger Band Period", 10, 2, 30, 1); parmBBSD = Param("bollinger Band SD", 0.8, 0.2, 3.0); ParmPlotPPIndicators = ParamToggle("Plot Pivot Pop indicators", "No|Yes", 0); parmBBColor = ParamColor("BBands Color", colorBlack); parmBBStyle = ParamStyle("BBands Style", styleLine, maskAll); ParmDebug = ParamToggle("Debug", "No|Yes", 0); // constants _N(PaneName = Name() + Interval(2)+ _SECTION_NAME()); _N(NewBarName = "NewBar" + PaneName); //functions function NewBarP() { PrevDT = StaticVarGet( NewBarName); DT = LastValue(DateTime()); StaticVarSet( NewBarName,DT); return DT != PrevDT; } function MRoundP(Number, Multiple ) { if(Multiple == 0 ) { xMultiple = 0.01; } else { xMultiple = Multiple; } Divided = Number / xMultiple; intDivided = int(Divided); intDivided = intDivided + round(Divided - intDivided); return intDivided * xMultiple; } //miscellaneous setups ObjAB = CreateObject("Broker.Application"); ticker = objAB.Stocks(Name() ); if(ticker.TickSize == 0) { TickValue = 0.01; //set TickValue to a penney } else { TickValue = ticker.TickSize; // use Tick Size for this symbol } NewBarSignal = NewBarP(); // KP Indicators KPA900 = E_TSKPA900(Close); KPAutoStop = E_TSKPAUTOSTOP(High,Low,Close); Ctmpl = E_TSKPCOLORTMPL(Open,High,Low,Close,Volume); //ScoreCard KPScoreCard = 0; KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd0 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd1 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd2 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd3 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd4 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd5 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd6 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd7 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd8 > 0, 1, -1); if(parmDebug == 1) { printf("a900: %0.6f% \nAutoStop: %0.6f%\nScoreCard: %0.0f%\n", KPA900, KPAutoStop, KPScoreCard); } if(parmPlotScoreCard == 1) { _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g% (%0.4f%) {{VALUES}}", O, H, L, C, SelectedValue( C - Ref(C, -1)) )); if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) ) { ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.2f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 ))); } Color = IIf(KPScoreCard >= parmSCThreshold, colorBlue, IIf(KPScoreCard <= -parmSCThreshold, colorRed, colorYellow) ); Plot( C, "Close", Color , styleNoTitle | ParamStyle("OHLC Style",styleBar | styleThick) | GetPriceStyle() ); } //user want A900/AutoStop plotted if(parmPlotA900AutoStop == 1) { Plot(KPA900, "A900", parmA900Color, parmA900Style); Plot(KPAutoStop, "AutoStop", parmAutoStopColor, parmAutoStopStyle); } // find A900/AutoStop cross over/under with ScoreCard confirmation. XOUp = (KPA900 > KPAutoStop) AND (KPScoreCard >= parmSCThreshold); // New Pivot Low XODn = (KPA900 < KPAutoStop) AND (KPScoreCard <= -parmSCThreshold); // New Pivot High if(parmDebug == 1) { printf(WriteIf(XOUp, "before= XOUp: True", "before= XOUp: False") + WriteIf(XODn, " XODn: True\n", " XODn: False\n") ); } //remove duplicate signals XOUp = ExRem(XOUp, XODn); XODn = ExRem(XODn, XOUp); if(parmDebug == 1) { printf(WriteIf(XOUp, "after= XOUp: True", "after= XOUp: False") + WriteIf(XODn, " XODn: True\n", " XODn: False\n") ); } //find the current Pivot Points - PL and PH //remember XOUp = 1 means a PL and XODn =1 means a PH PLBars = IIf(XOUp, LowestSinceBars(XODn, L ,1), 0); //find the bar that produced the Lowest Low PHBars = IIf(XODn, HighestSinceBars(XOUp, H, 1),0); //find the bar that produced the Highest High //PLPrice = IIf(XOUp, Ref(L, -PLBars), 0); //PHPrice = IIf(XODn, Ref(H, -PHBars),0); PLPrice = Ref(L, -PLBars); PHPrice = Ref(H, -PHBars); //keep track of the previous Pivot Points PrevPLBars = Ref(BarsSince(XOUp), -1) +1; PrevPHBars = Ref(BarsSince(XODn), -1) +1; PrevPLPrice = Ref(PLPrice, -prevPLBars); PrevPHPrice = Ref(PHPrice, -PrevPHBars ); PivotsCloseEnough = TickValue * parmTickMultipler; PLDifference = MroundP(PLPrice - PRevPLPrice, ticker.TickSize); PHDifference = MroundP(PHPrice - PrevPHPrice, ticker.TickSize); PPTrend = IIf(XOUp AND (PLDifference > PivotsCloseEnough) AND PrevPHPrice > PrevPLPrice AND PRevPHPrice > PLPrice, 1, IIf(XOUp AND (PLDifference < - PivotsCloseEnough) AND PRevPHPrice > PrevPLPrice AND PrevPHPrice > PLPrice, -1, IIf(XODn AND (PHDifference > PivotsCloseEnough) AND PrevPLPrice < PrevPHprice AND PrevPLPrice < PHPrice, 1, IIf(XODn AND (PHDifference < -PivotsCloseEnough) AND PrevPLPrice < PrevPHPrice AND PrevPLPrice < PHPrice, -1, IIf(XOUp AND (abs(PLDifference) <= PivotsCloseEnough) AND PrevPHPrice > PrevPLPrice AND PRevPHPrice > PLPrice, 2, IIf(XODn AND (abs(PHDifference) <= PivotsCloseEnough) AND PrevPLPrice < PrevPHPrice AND PrevPLPrice < PHPrice, -2, 0)))) )); if(ParmDebug) { printf("Current PH Bar: %g% /Price: %g%\n", PHBars, PHPrice); printf("Current PL Bar: %g% /Price: %g%\n", PLBars, PLPrice); printf("Previous PH Bar: %g% /Price: %g%\n", PrevPHBars, PrevPHPrice); printf("Previous PL Bar: %g% /Price: %g%\n", PrevPLBars, PrevPLPrice) ; printf("PP Trend: %g%\n", PPTrend); printf("PHPrice - PrevPHPrice: %g%\nPLPrice - PrevPLPrice: %g%\nPivotsCloseEnough: %g%", PHDifference, PLDifference, PivotsCloseEnough); } //PLot pivots as text dist = parmPPTextOffSet * ATR(10); //for( i = 0; i < BarCount -1; i++) for( i = 0; i < BarCount ; i++) { if(XOUp[i ] == 1 AND abs(PPTrend[i]) != 2) //cross up -plot the Pivot Low { PlotText("PL", i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorYellow) )); } if(XODn[i ] == 1 AND abs(PPTrend[i]) != 2) //cross down - plot the pivot high { PlotText("PH", i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorYellow) )); } if(XOUp[i ] == 1 AND (PPTrend[i]) == 2) // the Pivot Low is a W Bottom { PlotText("PW", i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, colorYellow) ; } if(XODn[i ] == 1 AND PPTrend[i] == -2) //cross down - pivot high is a M Top { PlotText("PM", i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, colorYellow) ; } } //end For _SECTION_END();
Sunday, 24 August 2014
Pivot High Pivot Low for Amibroker (AFL)
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