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PIVOT for Amibroker (AFL)

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_SECTION_BEGIN("Background_Setting");
SetChartBkGradientFill( ParamColor("BgTop", colorCustom4),

ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorWhite )); 
_SECTION_END();


_SECTION_BEGIN("The_Beast_2");
SetBarsRequired(10000,10000); /* this ensures that the charts include all bars
AND NOT just those on screen */
Prd1=Param("ATR Period 1-20",4,1,20,1);//{Default = 4 Because most traders use 5} 
Prd2=Param("LookBack Period 1-20",7,1,20,1);//{Default = 11 Because most traders use 10} 
//{Green} {Start Long position when Close>Green} 
Green=HHV(LLV(L,Prd1)+ATR(Prd1),Prd2); 
//{Red} {Stop loss when Close<Red} 
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,colorWhite)); 

PlotOHLC( Open, High, Low, Close, "", color, styleCandle,styleThick );

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} -      "+ EncodeColor(colorBlack)+"Open = "+ EncodeColor(colorBlack) +"%g    "+ EncodeColor(colorBrightGreen)+"High = "+ EncodeColor(colorGreen) +"%g - "+ EncodeColor(colorRed)+"Low = "+ EncodeColor(colorRed) +"%g    "+ EncodeColor(colorBlack) +"Close = "+ EncodeColor(colorBlack) +" %g                                                                                                                                                                                                           (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));


_SECTION_END();

_SECTION_BEGIN("Trailing_Stop_Short");
stoplossPercentage = Param("Stoploss Percentage", 5, 2, 10);
lookbackPeriod = Param("Lookback period", 10, 5, 30);
Plot(HHV(C,lookbackPeriod) - HHV(C,lookbackPeriod) * (stoplossPercentage / 100), "Trailing stoploss", ParamColor( "Color", colorCycle ),ParamStyle("Style",styleLine|Stylehidden ,maskAll));
_SECTION_END();

_SECTION_BEGIN("Trailing_Stop_Long");
//ATR  values can be changed from 1 to 3 multiplications in steps of 0.25
//ATR value or the last low pivot value  can be selected. This feature can be overridden from the parameter window. It is recommended to use only ATR Value
//Choice of plots line or just dots from the parameter window is also possible
mf = Param("ATR multiplier",3,1,3,0.25); 
ap=Param("ATR Period",10,5,30,1);
Lb=Param("Lookback Period",20,10,40,1);
ps=ParamToggle("Use last low pivot","Use,Dont",1);
//Thick = Param("Thick" , 0.02, 0.01, 0.2, 0.01);

t1=HHV(C,Lb);
t2=(mf*ATR(ap)); 
t3=Trough(C,2,1);
t4=t1-t2;
t5=Min(t4,t3);

if(ps)
	{
	t6 = t1-t2;
		}
else
	{
	t6=t5;
	}

initial=t6; 
stop[ 0 ] = Close[ 0 ]; 

for( i = 1 ; i < BarCount; i++) 
{ 
if( Close[ i ] > stop[ i - 1]) 
{ 
temp = t6[ i ]; 
if( temp > stop[ i - 1 ] ) stop[ i ] = temp; 
else stop[ i ] = stop[ i - 1 ]; 
} 
else 
stop[ i ] = initial[ i ]; 

} 

Plot(stop,"ATR Stop",ParamColor( "Color", colorSeaGreen ),ParamStyle("Style",styleLine|Stylehidden,maskAll));

_SECTION_END();

_SECTION_BEGIN("Trailing_Lines");
Plot(LLV(HHV(H,5)-ATR(5),8),"",ParamColor( "Color Line 0", colorDarkGreen ),ParamStyle("Style Line 0",styleLine,maskAll)); 
Plot(LLV(HHV(H,5)-ATR(5),7),"",ParamColor( "Color Line 1", colorDarkGrey),ParamStyle("styleLine 1",styleLine,maskAll)); 
Plot(LLV(HHV(H,5)-ATR(5),6),"",ParamColor( "Color Line 2", colorDarkGrey ),ParamStyle("Style Line 2",styleLine,maskAll)); 
Plot(LLV(HHV(H,5)-ATR(5),5),"",ParamColor( "Color Line 3", colorDarkGrey),ParamStyle("Style Line 3",styleLine,maskAll)); 
Plot(LLV(HHV(H,5)-ATR(5),4),"",ParamColor( "Color Line 4", colorDarkGrey ),ParamStyle("Style Line 4",styleLine,maskAll)); 
Plot(LLV(HHV(H,5)-ATR(5),3),"",ParamColor( "Color Line 5", colorDarkYellow ),ParamStyle("Style Line 5",styleLine,maskAll));

_SECTION_END();




/*_SECTION_BEGIN("Stop_loss");

lookbackPeriod = Param("Lookback period", 10, 5, 30);
stoplossPercentage = Param("Stoploss Percentage", 5, 2, 10);
Thick = Param("Thick" , 0.02, 0.01, 0.2, 0.01);


StopLoss=(HHV(C,lookbackPeriod) - HHV(C,lookbackPeriod) * (stoplossPercentage / 100));
function SPlot( Pr, Txt, Co, St )
{
PlotOHLC(Pr, Pr,Pr+Thick, Pr+Thick, "",Co,styleCloud );
}
SPlot(StopLoss,"" ,ParamColor( "Color", colorCycle ), 2) ;

_SECTION_END();*/





_SECTION_BEGIN("Pivot_Finder");
/* **********************************

Code to automatically identify pivots

********************************** */

// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,0,5000,10);
nBars = Param("Number of bars", 12, 5, 40);


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) {


// -- 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++;

}

}

// -- Dump inventory of high pivots for debugging



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]);

}



// -- OK, let's plot the pivots using arrows

PlotShapes(

IIf(aHPivs==1, shapeSmallSquare, shapeNone), colorCustom12, 0, H, 25);

PlotShapes(

IIf(aLPivs==1, shapeSmallSquare , shapeNone), colorOrange, 0, L, -20);

_SECTION_BEGIN("Graphics");
GrpPrm=Param("Graphic Space",1,0,10);
GraphXSpace=GrpPrm;
_SECTION_END();
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