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cloke+jig jag for Amibroker (AFL)

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_SECTION_BEGIN("Chaloke.com Peak");
//Chaloke.com Peak-Trough System + Auto ATR + Position sizing+Varible Sensitivity// 
// Last Update 16 Oct 05 By Kook// 

PctVlt=(ATR(14)/C)*100;//PercentVolatility 

PK=IIf(PctVlt<0.5,Peak(Close,0.5,1), 
IIf( PctVlt>=0.5 AND PctVlt< 1.0 ,Peak(Close,0.70,1), 
IIf( PctVlt>=1.0 AND PctVlt< 1.5 ,Peak(Close,0.90,1), 
IIf( PctVlt>=1.5 AND PctVlt< 2.0 ,Peak(Close,1.10,1), 
IIf( PctVlt>=2.0 AND PctVlt< 2.5 ,Peak(Close,1.30,1), 
IIf( PctVlt>=2.5 AND PctVlt< 3.0 ,Peak(Close,1.50,1), 
IIf( PctVlt>=3.0 AND PctVlt< 3.5 ,Peak(Close,1.70,1), 
IIf( PctVlt>=3.5 AND PctVlt< 4.0 ,Peak(Close,2.00,1), 
Peak(Close,2.20,1) )))))))); 

TGH=IIf(PctVlt<0.5,Trough(Close,0.5,1), 
IIf( PctVlt>=0.5 AND PctVlt< 1.0 ,Trough(Close,0.75,1), 
IIf( PctVlt>=1.0 AND PctVlt< 1.5 ,Trough(Close,1.00,1), 
IIf( PctVlt>=1.5 AND PctVlt< 2.0 ,Trough(Close,1.25,1), 
IIf( PctVlt>=2.0 AND PctVlt< 2.5 ,Trough(Close,1.50,1), 
IIf( PctVlt>=2.5 AND PctVlt< 3.0 ,Trough(Close,1.75,1), 
IIf( PctVlt>=3.0 AND PctVlt< 3.5 ,Trough(Close,2.00,1), 
IIf( PctVlt>=3.5 AND PctVlt< 4.0 ,Trough(Close,2.25,1), 
Trough(Close,2.50,1) )))))))); 

Sens=IIf(PctVlt<0.5,0.5, 
IIf( PctVlt>=0.5 AND PctVlt< 1.0 ,0.75, 
IIf( PctVlt>=1.0 AND PctVlt< 1.5 ,1.00, 
IIf( PctVlt>=1.5 AND PctVlt< 2.0 ,1.25, 
IIf( PctVlt>=2.0 AND PctVlt< 2.5 ,1.50, 
IIf( PctVlt>=2.5 AND PctVlt< 3.0 ,1.75, 
IIf( PctVlt>=3.0 AND PctVlt< 3.5 ,2.00, 
IIf( PctVlt>=3.5 AND PctVlt< 4.0 ,2.25, 
2.50 )))))))); 


Color=IIf(BarsSince(Cross(C,Ref(PK,-1)))<BarsSince(Cross(Ref(TGH,-1),C)),colorBrightGreen,colorRed); 
Plot(C,"Chaloke.com Peak-Trough",Color,styleCandle); 

/////////////////////////////////////////////////////////////////////////////////////////////////

Odd=13;//enter Odd numbers only
CoefOdd=round(Odd/2);

Even=12;//enter Even numbers only
Coefeven=Even/2;
Coefeven2=Coefeven+1;

CongestionPercent=2.8;/*Set % above/below Moving average for congestion / sideways market*/

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

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

Color=colorBrightGreen;//select Moving average line color
tickercolor=colorBlack;//select price color

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

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

//Previous Days HI LO //

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,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(DayH,"YH",colorTurquoise,styleLine|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,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(DayH2,"2DBH",colorTurquoise,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(DayL3,"3DBL",colorTurquoise,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(DayH3,"3DBH",colorTurquoise,styleLine|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",colorRed,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(R1, "R1",colorGreen,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(S1, "S1",colorGreen,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(R2, "R2",colorGreen,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(S2, "S2",colorGreen,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(R3, "R3",colorGreen,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(S3, "S3",colorViolet,styleLine|styleNoLine|styleNoRescale|styleNoTitle);

PlotText(" Pivot ", LastValue(BarIndex())-(numbars/Hts), PPI, colorRed);
PlotText(" R1 " , LastValue(BarIndex())-(numbars/Hts), R1I, colorGreen);
PlotText(" S1 " , LastValue(BarIndex())-(numbars/Hts), S1I, colorGreen);
PlotText(" R2 " , LastValue(BarIndex())-(numbars/Hts), R2I, colorGreen);
PlotText(" S2 " , LastValue(BarIndex())-(numbars/Hts), S2I, colorGreen);
PlotText(" R3 " , LastValue(BarIndex())-(numbars/Hts), R3I, colorGreen);
PlotText(" S3 " , LastValue(BarIndex())-(numbars/Hts), S3I, colorGreen);
}
// 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,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(H4,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(H3,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(H2,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(H1,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(L1,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(L2,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(L3,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(L4,"",colorRose,styleLine|styleNoLine|styleNoRescale|styleNoTitle);
Plot(L5,"",colorRose,styleLine|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);
}

// Current Days Hi Lo //
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);//,BarIndex(),1); // AND DateNum()==LastValue(DateNum());
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",colorRed,styleBar|styleNoRescale|styleNoTitle);
Plot(DayLline,"DayL",colorBrightGreen,styleBar|styleNoRescale|styleNoTitle);
PlotText(" Day Hi " , LastValue(BarIndex())-(numbars/Hts), DayHlineI +0.05, colorRed);
PlotText(" Day Lo " , LastValue(BarIndex())-(numbars/Hts), DayLlineI +0.05, colorBrightGreen);
}

///////////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////////////////////////////////////////////////////////////////////////////////////////


_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)); 

/////////////////////////////////////////////////////////////////////////////////////////////////

///// Trailing Stop Module ///// 

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); 
//Plot(PrevLow,"",colorRed); 

//Position sizing// 
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 ,"",colorGold); 

_SECTION_END();
_SECTION_BEGIN("Magnified Market Price");
//by Vidyasagar, vkunisetty@yahoo.com//
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",800,800,800,800);
Ver=Param("Vertical Position",17,17,17,17);
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();


/////////////////////////////////////////////////////////////////////////////////////////////////

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

/////////////////////////////////////////////////////////////////////////////////////////////////

////////////////////////////////////////////////////////////////////////////////////////////////

//Support and resistance levels using RSI.
//graham Kavanagh May 2003
//Load into Indicator Builder
//Sensitivity of the levels can be changed with the variables
//Can test different numbers live with the Param function ctrl-R with open pane
RSIperiod	= 5;	// Param("RSI p",3,14,30,1);
Percent = 5;	//	Param("ZIG %",8,9,15,1);
EMAperiod = 5;	//Param("EMA p",4,5,10,1);
HHVperiod = 5;	//Param("HHV p",3,5,10,1);
NumLine = 1;	//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", colorGreen, styleDots);
Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level", colorDarkGreen, styleDots);
}
Title = Name() + "; " + Date() + ": Support & Resistance Levels using RSI: " +
/*EncodeColor(colorGreen)+ "Support Levels are Green; "+EncodeColor(colorRed)+
"Resistance Levels are Red: "+EncodeColor(colorBlack)+*/ "Num lines
="+WriteVal(numline,1) ;



/////////////////////////////////////////////////////////////////////////////////////////////////


/////////////////////////////////////////////////////////////////////////////////////////////////


_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",100,0,100,10);
nBars = Param("Number of bars", 12, 5, 40);


// -- 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, shapeStar, shapeNone), colorBrightGreen, 0, H, 15);

PlotShapes(

IIf(aLPivs==1, shapeStar , shapeNone), colorCustom12, 0, L, -20);


//////////////////////////////////////////////////////////////////////////////
SetChartOptions(0,chartShowArrows|chartShowDates);

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


//////////////////////////////////////////////////////////////////////////////


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

Code to automatically identify pivots

********************************** */
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,12,30,1);
nBars = Param("Number of bars", 12, 1, 30, 1);
// -- 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, 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);

///////////////////////////////////////////////////////////////////////////////////////////////////////


///////////////////////////////////////////////////////////////////////////////////////////////////////


/////////////////////////////////////////////////////////////////////////////////

//_SECTION_BEGIN("trending ribbon");
//uptrend=PDI()>MDI()AND Signal()<MACD();
//downtrend=MDI()>PDI()AND Signal()>MACD();
//Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
//IIf( uptrend, colorGreen, IIf( downtrend, colorRed, colorRed )), /* choose color */
//styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
//_SECTION_END();
//GraphXSpace=15;
// Zig-Hi-Zag-Lo formula
VolON = ParamToggle( "Plot Volume", "Off|On", 1 );
ZigON = ParamToggle( "Plot Zig", "Off|On", 1 );
pr = Param( "ZigZag change amount", 3.0, 0.05, 20, 0.05 );

pk = PeakBars( H, pr ) == 0;
tr = TroughBars( L, pr ) == 0;

zzHi = Zig( H, pr );
zzLo = Zig( L, pr );
Avg = ( zzHi + zzLo ) / 2;

x = IIf( pk, zzHi, IIf( tr, zzLo, IIf( Avg > Ref( Avg, -1 ), H, L ) ) );
zzHiLo = Zig( x, pr );

zzup = zzHiLo > Ref( zzHiLo, -1 ) ;
zzdn = zzHiLo < Ref( zzHiLo, -1 );
ribboncol = IIf( zzup , colorGreen, colorRed );
// Plot the Zig ribbon
Plot ( 1, "", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 );

if ( ZigON == 1 )
    Plot( zzHiLo, "", ribboncol , styleNoLabel );

//Swing Volume
Volswing = Sum( V, BarsSince( zzup != Ref( zzup, -1 ) ) + 1 );
SwingBar = BarsSince( zzHiLo != Ref( zzHiLo, -1 ) );

// plot Volume at 5% from bottom's pane
percent = Param( "PositTextVol%", 5, 2, 90, 0.5 );
xshift = Param( "xshift %", 4, 1, 90, 0.5 );//4,1
yshift = Param( "yshift %", 3, 1, 90, 0.5 );//3,1
Miny = Status( "axisminy" );
Maxy = Status( "axismaxy" );
y = Maxy +  ( Maxy - Miny ) * percent / 100; // at 5 % above bottom of the pane
FirstVisibleBar = Status( "FirstVisibleBar" );
Lastvisiblebar = Status( "LastVisibleBar" );

for ( i = Firstvisiblebar + 1; i <= Lastvisiblebar AND i < BarCount - 1; i++ )
{
    if ( zzup [i] AND zzup [ i+1] == 0 )
    {
        if ( VolON == 1 )
        {
            PlotText( "" + Volswing [ i] , i - xshift , H[i] + yshift , colorGreen );
        }
    }

    if ( zzup [i] == 0 AND zzup [ i+1] == 1 )
    {
        if ( VolON == 1 )
        {
            PlotText( "" + Volswing [ i] , i - xshift , L[i] - yshift , colorRed );
        }
    }
}

if ( VolON == 1 )
{
    PlotText( "" + Volswing , i + 2  , zzHiLo[BarCount-1], LastValue( ribboncol) );
}
xspace = Param( "GraphXSpace ", 10, 1, 20, 1 );

GraphXSpace = xspace;


//////////////////////////////////////////////////////////////////////////////

// test divergence 

// with linearray 
// to draw a divergence line on price 
// http://www.amibroker.com/guide/afl/afl_view.php?id=250 
// adapted by reinsley 
/* 
_SECTION_BEGIN("ZIG - Zig"); 
P = ParamField( "Price field" ); 
change = Param("% change",0.5,0.1,25,0.1); 
Plot( Zig(P, change), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 
_SECTION_END(); 
*/ 
_SECTION_BEGIN( "ZigHiLo" ); 

//added 

Title = EncodeColor( 4 ) + _DEFAULT_NAME() + ";  " + EncodeColor( 1 ) + StrFormat( "{{NAME}} - {{INTERVAL}}; {{DATE}}; \nO=%g, \nH=%g, \nL=%g, \nC=%g (%.1f%%){{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ); 

SetChartOptions( 0, chartShowArrows | chartShowDates ); 

//Plot( C, "", 1, 64 ); 



ZigPerc = Param( "ZigZag-HL %", 0.2, 0.01, 10, 0.01 ); 
change = ZigPerc ;//Param("% change",0.5,0.1,25,0.1); 

HHLLSel = ParamToggle( "Each Pk/Tr|HH/LL", "Each Pk/Tr|HH/LL Only", 1 ); 

Both_Versions = ParamToggle( "Modified Only|Both", "Modified Only|Both", 1 ); 

ATRmult = Param( "Text Shift (in ATR)", 0.6, 0.1, 3, 0.1 ); 

Show_Arrows = ParamToggle( "Show Arrows", "No|Yes", 1 ); 

Arrowadj = Param( "Arrowadj; ", 12, 2, 25, 1 ); 

pk = PeakBars( H, ZigPerc ) == 0; 

tr = TroughBars( L, ZigPerc ) == 0; 

pkbars = PeakBars( H, ZigPerc ); 

trbars = TroughBars( L, ZigPerc ); 

zHi = Zig( H, ZigPerc ); 
zLo = Zig( L, ZigPerc ); 
HLAvg = ( zHi + zLo ) / 2; 

zp1 = IIf( pk, zHi, IIf( tr, zLo, IIf( HLAvg > Ref( HLAvg, -1 ), H, L ) ) ); //Reinsley original 

zp2 = IIf( pk, zHi, IIf( tr, zLo, IIf( pkbars <= trbars, L, H ) ) );//Modified zp to reduce occasional erroneous Pk/Tr connections at very small ZigPerc values 

//=========Modified version================ 

za2 = Zig( zp2, ZigPerc ); 

Slopeza2 = za2 - Ref( za2, -1 ); 

Plot( za2, "\nZig Modified", 11, 5 | styleNoLabel );//Zig H-L Modified 

if ( Show_Arrows ) 

{ 

    pR = Ref( za2, -1 )<za2 AND za2>Ref( za2, 1 ); 

    pS = Ref( za2, -1 ) > za2 AND za2 < Ref( za2, 1 ); 

    PlotShapes( shapeDownArrow*pR, colorGreen, 0, H, -Arrowadj ); 

    PlotShapes( shapeUpArrow*pS, colorRed, 0, L, -Arrowadj ); 

} 

if ( Both_Versions ) 

{ 

// Original Reinsley Version================= 

    za1 = Zig( zp1, ZigPerc ); 

    Slopeza1 = za1 - Ref( za1, -1 ); 

    Plot( za1, "ZiG Original", 1, 5 | styleNoLabel );//Zig H-L Reinsley original 

    if ( Show_Arrows ) 

    { 

        pR = Ref( za1, -1 )<za1 AND za1>Ref( za1, 1 ); 

        pS = Ref( za1, -1 ) > za1 AND za1 < Ref( za1, 1 ); 

        PlotShapes( shapeDownArrow*pR, colorGreen, 0, H, -Arrowadj ); 

        PlotShapes( shapeUpArrow*pS, colorRed, 0, L, -Arrowadj ); 

    } 

} 


//modified from Tomasco 

// ORIGINAL uses H AND L values for next bar after Zig pk/tr instead at Zig pk/tr and is based on Zig(C); 

// occasionally, that value is lower/higher than the correct ZigLo/ZigHi values, since the Zig is based on C, NOT on H and L 

//added additional bells and whistles 

if ( HHLLSel ) 

{ 

    HH = ( ( za2 > Ref( za2, - 1 ) AND za2 > Ref( za2, 1 ) ) AND ( Peak( za2, ZigPerc, 1 ) > Peak( za2, ZigPerc, 2 ) ) ); //HH 

    LL = ( ( za2 < Ref( za2, - 1 ) AND za2 < Ref( za2, 1 ) ) AND ( Trough( za2, ZigPerc, 1 ) < Trough( za2, ZigPerc, 2 ) ) ); //LL 

    dist = ATRmult * ATR ( 20 );//might not want that 

    for ( i = 0; i < BarCount; i++ ) 

    { 

        if ( HH [i] ) 
            PlotText( "HH" + "\n" + H[ i ], i, H[ i ] + dist[i], colorGreen ); 

        if ( LL [i] ) 
            PlotText( "" + L[ i ] + "\nLL", i, L[ i ] - dist[i], colorRed ); 

    } 

} 

if ( !HHLLSel ) 

{ 

    HH = ( ( za2 > Ref( za2, - 1 ) AND za2 > Ref( za2, 1 ) ) ); 

    LL = ( ( za2 < Ref( za2, - 1 ) AND za2 < Ref( za2, 1 ) ) ); 

} 

dist = ATRmult * ATR ( 20 );//might not want that 

for ( i = 0; i < BarCount; i++ ) 

{ 

    if ( HH [i] ) 
        PlotText( "H" + "\n" + H[ i ], i, H[ i ] + dist[i], colorGreen ); 

    if ( LL [i] ) 
        PlotText( "" + L[ i ] + "\nL", i, L[ i ] - dist[i], colorRed ); 

} 

_SECTION_END(); 

y2t = LastValue( Trough( L, change , 2 ) ) - 4; 
//_TRACE("y2t = "+y2t); 
y1t = LastValue( Trough( L, change , 1 ) ) - 4; 
//_TRACE("y1t = "+y1t); 
x2t = BarCount - 1 - LastValue( TroughBars( L, change , 2 ) ); 
//_TRACE("x2t = "+x2t); 
x1t = BarCount - 1 - LastValue( TroughBars( L, change , 1 ) ); 
//_TRACE("x1t = "+x1t); 
LineLo = LineArray( x2t, y2t, x1t, y1t, 0 ); 


// a = ( low2 - low1 ) / ( bars2 - bars1 ) 
pat = ( y2t - y1t ) / ( x2t - x1t ); 
//_TRACE("slope price trough = "+pat); 

DivColorLo = IIf( pat >= 0, 27, 32 ); 


y2p = LastValue( Peak( H, change , 2 ) ) + 4; 
//_TRACE("y2p = "+y2p); 
y1p = LastValue( Peak( H, change , 1 ) ) + 4; 
//_TRACE("y1p = "+y1p); 
x2p = BarCount - 1 - LastValue( PeakBars( H, change , 2 ) ); 
//_TRACE("x2p = "+x2p); 
x1p = BarCount - 1 - LastValue( PeakBars( H, change , 1 ) ); 
//_TRACE("x1p = "+x1p); 
LineHi = LineArray( x2p, y2p, x1p, y1p, 0 ); 


// a = ( low2 - low1 ) / ( bars2 - bars1 ) // price a (slope) peak 
pap = ( y2p - y1p ) / ( x2p - x1p ); 
//_TRACE("slope price = "+pap); 

DivColorHi = IIf( pap >= 0, 27, 32 ); 

Plot( C, "Cl", colorBlack, styleCandle ); 
Plot( LineHi, "TLhi", DivColorHi, styleLine + styleDots ); 
Plot( LineLo, "TLlo", DivColorLo, styleLine + styleDots + styleThick ); 
//_TRACE("BC = "+BarCount); 

//Le 01/03/2011 08:40, reinsley a écrit :
// MACD fast no cross 
// v 1.1 by reinsley 
// to display the no cross signal ( white bar ) 
// draw up & down divergence lines
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