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Darvas Box for Amibroker (AFL)
dominoc
almost 13 years ago
Amibroker (AFL)

Rating:
5 / 5 (Votes 2)
Tags:
trading system, amibroker, pivots, darvas

I’ve found it in internet. Try it wisely

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Indicator / Formula

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_SECTION_BEGIN("Darvas Box SupportResistance by Isfandi");
box1=0;
box2=0;
SetBarsRequired(10000,10000);
procedure fillDarvas(start,end,swap,top, bottom )
{
  for ( j = start; j < end; j++)
  {
      if( box1[j] == swap)
  box1[j]= top ;
else
box1[j]= bottom;

      if(box2[j] == swap)
  box2[j]= bottom ;
else
box2[j]= top;
  }
}

BoxArr1 = 0;
BoxArr2 = 0;
StateArray = 0;
DBuy = 0;
DSell = 0;
TopArray = 0;
BotArray = 0;
tick=0;

BoxTop = High[0];
BoxBot = Low[0];
swap=0;
state = 0;
BoxStart = 0;

for (i=0; i<BarCount; i++)
{
if (state==5)
{
  TopArray[i]=BoxTop;
  BotArray[i]=BoxBot;
  if (Low[i]<(BoxBot*(1-tick/100)) || High[i]>(BoxTop*(1+tick/100)))
  {
fillDarvas(BoxStart,i,swap,BoxTop,BoxBot);

  state = 1;
  swap =  !swap;
  BoxTop = High[i];
  BoxStart = i;
  }
}
else
{
  if (High[i]<BoxTop)
  {
      if ((state<3) || (Low[i]>BoxBot))
      {
  state++;
  }
      else
  {
      state=3;
  }
      if (state==3)
      BoxBot=Low[i];
  }
  else
  {
      state=1;
      BoxTop=High[i];
  }
}
StateArray[i] = state;
}

fillDarvas(BoxStart,BarCount,swap,BoxTop,BoxBot);
Buy=Cover=H>Ref(box1,-1) AND H>Ref(box2,-1) AND Ref(statearray,-1)==5;
Short=Sell=L<Ref(box1,-1) AND L<Ref(box2,-1) AND Ref(statearray,-1)==5;


PlotShapes(shapeUpArrow*(Buy) ,colorGreen, 0,H,Offset= 25);
PlotShapes(shapeDownArrow*(Sell) ,colorRed, 0,L,Offset= 35);


Plot( box1, "" , 1 + statearray, styleLine );
Plot( box2, "" , 1 + statearray , styleLine );

_SECTION_END();

_SECTION_BEGIN("14 Line HHLL by: Isfandi");
//****** sahamlq45.blogspot.com ******


of=1;
n=100;
Hh=HHV(H,n);
Ll=LLV(L,n);

p1=ll+(hh-ll)*0.5;
p2=ll+(hh-ll)*0.382;
p3=ll+(hh-ll)*0.618;
p4=ll+(hh-ll)*0.236;
p5=ll+(hh-ll)*0.786;

Plot(p1, "p1:",9,styleDashed);
Plot(p2, "p1:",24,styleDashed);
Plot(p3, "p1:",24,styleDashed);
Plot(p4, "p1:",24,styleDashed);
Plot(p5, "p1:",24,styleDashed);
Plot(Hh, "p1:",8,styleDashed);
Plot(Ll, "p1:",13,styleDashed);

_SECTION_END();
_SECTION_END();

_SECTION_BEGIN("Price ADX");
function PercentR( periods )
{ return -100 * ( HHV( H, periods ) - C )/( HHV( H, periods ) - LLV( L, periods
) ); }
range = Param("Periods", 14, 2, 200, 1 );
ADX(range);
PDI(range) ;
MDI(range);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C,
SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", IIf( PDI(range) > MDI(range), ParamColor("Up Color",
colorGreen ), ParamColor("Down Color", colorRed ) ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() );
Bull_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )> -30);
Bear_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )< -70);
Ribbon_kol=IIf( Bull_Trend, colorGreen, IIf(Bear_Trend, colorRed,colorYellow))
;
Plot(6, "ribbon", Ribbon_kol, styleOwnScale| styleArea|
styleNoLabel,-0.5,100);
_SECTION_END();

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

Code to automatically identify pivots

********************************** */
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,50,5000,10);
nBars = Param("Number of bars", 12, 5, 40);
// -- Title.
Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",
H: " + High + ", L: " + Low + ", C: " + Close;
// -- Plot basic candle chart
PlotOHLC(Open, High, Low, Close,
"BIdx = " + BarIndex() +
"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
+ "\n"+"C ",
colorBlack, 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) {
// -- 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, shapeDownArrow, shapeNone), colorRed, 0, High,
Offset=-15);
PlotShapes(IIf(aLPivs==1, shapeUpArrow , shapeNone), colorBlue, 0, Low,
Offset=-15);

_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );
_SECTION_END();

_SECTION_BEGIN("EMA2");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

1 comments

1. pananh

Very Good!
Thanks so much!

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