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;
_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;
No comments:
Post a Comment
Thanks