Auto Trend Line for Amibroker (AFL)

Trend Line for Amibroker (AFL)





function IIR2( input, f0, f1, f2 )
{
  result[ 0 ] = input[ 0 ];
  result[ 1 ] = input[ 1 ];

  for( i = 2; i < BarCount; i++ )
  {
    result[ i ] = f0 * input[ i ] +
    f1 * result[ i - 1 ] +
    f2 * result[ i - 2 ];
  }

  return result;
}

Plot( Close, "Price", colorBlack, styleCandle );





_SECTION_BEGIN("Bollinger Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorPaleBlue );
Style = ParamStyle("Style");
Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style );
Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style );
_SECTION_END();

per1=Param("#1 S/R %", .25,.05,5,.05);
LB1=Param("#1 Lookback Period",2,2,30,1);
per2=Param("#2 S/R %", .5 ,.05,5,.05);
LB2=Param("#2 Lookback Period",2,2,30,1);
per3=Param("#3 S/R %", 2,.05,5,.05);
LB3=Param("#3 Lookback Period",2,2,30,1);
color=ParamColor("S/R Color",colorCustom11);


procedure SRlines(per,Lb)
{
ys0=LastValue(Trough(L,per,Lb));
ys1=LastValue(Trough(L,per,Lb-1));
xs0=BarCount - 1 - LastValue(TroughBars(L,per,Lb));
xs1=BarCount - 1 - LastValue(TroughBars(L,per,Lb-1));
yr0=LastValue(Peak(H,per,Lb));
yr1=LastValue(Peak(H,per,Lb-1));
xr0=BarCount - 1 - LastValue(PeakBars(H,per,Lb));
xr1=BarCount - 1 - LastValue(PeakBars(H,per,Lb-1));
sl = LineArray( xs0, ys0, xs1, ys1,1 );
rL = LineArray( xr0, yr0, xr1, yr1,1 );
Plot( sl, "S line", color,1 );
Plot( rl, "R line", color,1  );
}


SRlines(per1,Lb1);
SRlines(per2,Lb2);
SRlines(per3,Lb3);


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



Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",

H: " + High + ", L: " + Low + ", C: " + Close;


PlotOHLC(Open, High, Low, Close,

"BIdx = " + BarIndex() +

"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L

+ "\n"+"C ",

colorWhite, styleCandle);

GraphXSpace=7;

// -- Create 0-initialized arrays the size of barcount

aHPivs = H - H;

aLPivs = L - L;

// -- More for future use, not necessary for basic plotting

aHPivHighs = H - H;

aLPivLows = L - L;

aHPivIdxs = H - H;

aLPivIdxs = L - L;

nHPivs = 0;

nLPivs = 0;

lastHPIdx = 0;

lastLPIdx = 0;

lastHPH = 0;

lastLPL = 0;

curPivBarIdx = 0;

// -- looking back from the current bar, how many bars

// back were the hhv and llv values of the previous

// n bars, etc.?

aHHVBars = HHVBars(H, nBars);

aLLVBars = LLVBars(L, nBars);

aHHV = HHV(H, nBars);

aLLV = LLV(L, nBars);

// -- Would like to set this up so pivots are calculated back from

// last visible bar to make it easy to "go back" and see the pivots

// this code would find. However, the first instance of

// _Trace output will show a value of 0

aVisBars = Status("barvisible");

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

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

// -- Initialize value of curTrend

curBar = (BarCount-1);

curTrend = "";

if (aLLVBars[curBar] <

aHHVBars[curBar]) {

curTrend = "D";

}

else {

curTrend = "U";

}

// -- Loop through bars. Search for

// entirely array-based approach

// in future version

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

curBar = (BarCount - 1) - i;

// -- Have we identified a pivot? If trend is down...

if (aLLVBars[curBar] < aHHVBars[curBar]) {

// ... and had been up, this is a trend change

if (curTrend == "U") {

curTrend = "D";

// -- Capture pivot information

curPivBarIdx = curBar - aLLVBars[curBar];

aLPivs[curPivBarIdx] = 1;

aLPivLows[nLPivs] = L[curPivBarIdx];

aLPivIdxs[nLPivs] = curPivBarIdx;

nLPivs++;

}

// -- or current trend is up

} else {

if (curTrend == "D") {

curTrend = "U";

curPivBarIdx = curBar - aHHVBars[curBar];

aHPivs[curPivBarIdx] = 1;

aHPivHighs[nHPivs] = H[curPivBarIdx];

aHPivIdxs[nHPivs] = curPivBarIdx;

nHPivs++;

}

// -- If curTrend is up...else...

}

// -- loop through bars

}

// -- Basic attempt to add a pivot this logic may have missed

// -- OK, now I want to look at last two pivots. If the most

// recent low pivot is after the last high, I could

// still have a high pivot that I didn't catch

// -- Start at last bar

curBar = (BarCount-1);

candIdx = 0;

candPrc = 0;

lastLPIdx = aLPivIdxs[0];

lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];

lastHPH = aHPivHighs[0];

if (lastLPIdx > lastHPIdx) {

// -- Bar and price info for candidate pivot

candIdx = curBar - aHHVBars[curBar];

candPrc = aHHV[curBar];

if (

lastHPH < candPrc AND

candIdx > lastLPIdx AND

candIdx < curBar) {


// -- OK, we'll add this as a pivot...

aHPivs[candIdx] = 1;

// ...and then rearrange elements in the

// pivot information arrays

for (j=0; j<nHPivs; j++) {

aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-

(j+1)];

aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-(j+1)];

}

aHPivHighs[0] = candPrc ;

aHPivIdxs[0] = candIdx;

nHPivs++;

}

} else {


// -- Bar and price info for candidate pivot

candIdx = curBar - aLLVBars[curBar];

candPrc = aLLV[curBar];

if (

lastLPL > candPrc AND

candIdx > lastHPIdx AND

candIdx < curBar) {




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, shapeDownArrow, shapeNone), colorRed, 0,

High, Offset=-15);

PlotShapes(

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

Low, Offset=-15);

GraphXSpace=5;

_SECTION_BEGIN("Background");
    SetChartOptions(0,chartShowArrows|chartShowDates);
    SetChartBkColor(ParamColor("Outer panel",colorBlack)); // color of outer border
    SetChartBkGradientFill( ParamColor("Inner panel upper",colorBlack),ParamColor("Inner panel lower",colorBlack));
    tchoice=Param("Title Selection ",2,1,2,1);