Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Market Profile with Volume and Camarilla Pivots for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
trading system, amibroker, exploration, pivots
More Complete Market Profile included Camarilla Pivots plus volume
Screenshots
Similar Indicators / Formulas
Khichadi_R50_R3212.afl
Submitted
by kartmer555 over 14 years ago
PRA TTS v1.1
Submitted
by jaipal7786 about 12 years ago
PRA TTS
Submitted
by jaipal7786 about 12 years ago
HOLY GRAIL
Submitted
by prasadbrao almost 13 years ago
KNP analysis 1
Submitted
by kushal over 13 years ago
PIVOT POINT WITH VPA1 FOR AMIBROKER
Submitted
by METHUN over 14 years ago
Indicator / Formula
Copy & Paste Friendly
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 | _SECTION_BEGIN("MarketProfile+OR+FPSR bold_POC+IB");//------------------------------------------------------------------------------//// Formula Name: Market Profile //// Use with 5/15min chart// Originial - From AFL library// Edited by - Milind//Market ProfileDen = Param("Density", 1, 0.25, 100, 0.25); // Resolution in terms of $IBBars = Param("Initial Balance Bars", 2, 0, 5, 1);EnIB = Param("Show Initial Balance", 1, 0, 1, 1);EnMP = Param("Show Market Profile", 1, 0, 2, 1);PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),styleCandle);BarsInDay = BarsSince(Day() != Ref(Day(), -1));Bot = TimeFrameGetPrice("L", inDaily, 0);Top = TimeFrameGetPrice("H", inDaily, 0);Vol = TimeFrameGetPrice("V", inDaily, 0);POC = H - H;VAL = H - H;VAH = H - H;CurTop = HHV(H,BarsInDay+1);Curbot = LLV(L,BarsInDay+1);Range = Highest(Top-Bot);TodayRange = Top - Bot;AveRange = Sum(Top-Bot,30)/30;LAveRange = AveRange[BarCount-1];if (LAveRange < 1) {Den = 0.05;}else if (LAveRange < 10) {Den = 0.25;}else if (LAveRange < 20) {Den = 0.5;}else if (LAveRange < 100) {Den = 1;}else if (LAveRange < 500) {Den = 5;}else {Den = 1;}// InitializationbaseX = 0;baseY = floor(Bot[0]/Den)*Den;relTodayRange = 0;firstVisBar = Status("firstvisiblebar");lastVisBar = Status("lastvisiblebar");D=.000125;for (j=0; j <= 100; j++) { x[j] = 0;}i0 = 0;i1 = 0;for (i=0; i<BarCount; i++) { if (BarsInDay[i] == 0 AND i < firstVisBar) { i0 = i; } if (BarsInDay[i] == 0 AND i >= lastVisBar) { i1 = i; }}i1 = BarCount-1;for (i=i0; i<=i1; i++) { if (BarsInDay[i] == 0) { baseX = i; baseY = floor(Bot[i]/Den)*Den; maxY = floor(Top[i]/Den)*Den; relTodayRange = (maxY-baseY)/Den; for (j=0; j <= relTodayRange; j++) { x[j] = 0; } } if (EnMP == 2) { for (j=0; j<= relTodayRange; j++) { if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { PlotText(StrExtract("A,B,C,D,E,F,G,H,I,J,K,L,M,N", BarsInDay[i]), baseX+x[j], baseY+j*Den, colorBlack); x[j]++; } } } else if (EnMP == 1) { for (j=0; j<= relTodayRange; j++) { if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { line = LineArray(baseX, baseY+j*Den, baseX+x[j]+1, baseY+j*Den); Plot(line,"",ParamColor("Color", colorCustom13), styleLine+styleDots); x[j]++; } } } // Draw Initial Balance after 11am bar is complete if (BarsInDay[i] == IBBars+1 AND EnIB == 1) { Line1 = LineArray(i-2, curtop[i-1],i+10, curtop[i-1],0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorBlue,styleDots+styleThick); Plot(Line1a,"",colorBlue,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorBlue,styleDots+styleThick|styleNoLabel); Line1 = LineArray(i-2, curbot[i-1],i+10, curbot[i-1],0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorBlue,styleDots+styleThick); Plot(Line1a,"",colorBlue,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorBlue,styleDots+styleThick|styleNoLabel); } // Examine x[j] if ((i < BarCount - 1 AND BarsInDay[i+1] == 0) OR i == BarCount-1) { maxXj = 0; for (j=0; j<= relTodayRange; j++) { if (maxXj < x[j]) {maxXj = x[j]; maxj = j;} } for (k=i-BarsInDay[i];k<=i;k++) { POC[k] = baseY+maxXj*Den; } Line1 = LineArray(baseX, baseY+maxXj*Den, i, baseY+maxXj*Den,0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorWhite,styleDots+styleThick); Plot(Line1a,"",colorWhite,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorWhite,styleDots+styleThick|styleNoLabel); }}//Plot(POC,"POC",colorWhite,styleDots);_SECTION_END();_SECTION_BEGIN("Price");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | styleHidden | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END();_SECTION_BEGIN("ORBO 10mt");priceTitle=EncodeColor(colorYellow)+ StrFormat(" {{NAME}} -- {{INTERVAL}}" ) + "\n"+ EncodeColor(colorCustom11)+"Date = " + Date() ;ToolTip=StrFormat(" Close = %g (%.1f%%)",C,SelectedValue( ROC( C, 1 ) ));Title ="DHIRAJ" + priceTitle + "\n" + EncodeColor(colorWhite) + ToolTip; breakoutime = 100500;afterbreakout0 = Cross(TimeNum(),100500);afterbreakout1 = TimeNum()>=100500;NewDay = Day()!= Ref(Day(), -1);highestoftheday = HighestSince(newday,H,1);Lowestoftheday =LowestSince(newday,L,1);ORBHigh = ValueWhen(afterbreakout0,highestoftheday,1);ORBLow = ValueWhen(afterbreakout0,lowestoftheday,1);buycandidate =Cross(C,orblow) AND afterbreakout1;sellcandidate = Cross(orbhigh,C) AND afterbreakout1 ;BuyCond2 = Cross(C, WMA((L+C+H)/3,9)+0.01);/*((MidMA, LongMA);*/SellCond4=Cross( WMA((L+C+H)/3,9)+0.01,C); Buy1 = BuyCond2;Sell1 = SellCond4 ;entryprice=WMA((L+C+H)/3,9)+0.01;ENTRYSELL=WMA((L+C+H)/3,9)-0.01;Buy= Cross(C,orbhigh) AND afterbreakout1;Sell = Cross(orblow,C) AND afterbreakout1;color = IIf(Buy,colorGreen,IIf(Sell,colorRed,IIf(buycandidate,colorBlue,IIf(sellcandidate,colorPink,0))));Plot(C,"",colorYellow,styleBar);PlotShapes( shapeUpArrow * Buy, colorGreen,0,L,-12);PlotShapes( shapeDownArrow * Sell, colorRed,0,H,-12);//Plot(afterbreakout0,"",colorBlue,styleHistogram|styleOwnScale);StyleOR=styleNoLine|styleDots+styleThick;Plot(ORBHigh,"RESISTENCE",colorGreen,StyleOR);Plot(ORBLow,"SUPPORT",colorRed,StyleOR);Filter = Buy OR Sell OR sellcandidate OR buycandidate OR Buy1 OR Sell1;//Filter = Buy OR Sell OR sellcandidate OR buycandidate;AddColumn(C,"CMP",0,colorBlue);AddColumn(IIf(Buy OR sellcandidate,ORBHigh,ORBLow),"INTRA ",0,colorDefault,color);AddColumn(IIf(Buy1,entryprice,ENTRYSELL),"DELIVERY ",0,colorDefault,IIf(Buy1,colorGreen, colorRed));_SECTION_END();_SECTION_BEGIN("Weekly MP");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color",colorTurquoise), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END();_SECTION_BEGIN("Market Profile");//Market ProfileGraphXSpace = 5;SetChartOptions(0, chartShowDates);//===========================Den = Param("Density", 200, 10, 300, 10);ShowMP = ParamToggle("Show MP", "No|Yes");ShowVP = ParamToggle("Show VP", "No|Yes");StyleMP = ParamStyle("style MP", styleLine|styleDots, maskAll);StyleVP = ParamStyle("style VP", styleLine|styleDots, maskAll);//===========================//===========================BarsInDay =BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ))+1;//===========================NewDay = DayOfWeek() > Ref( DayOfWeek(),1) OR Cum(1) == BarCount;//===========================Bot = TimeFrameGetPrice("L", inWeekly, 0);Top = TimeFrameGetPrice("H", inWeekly, 0);Vol = TimeFrameGetPrice("V", inWeekly, 0);//===========================Range = Highest(Top-Bot);Box = Range/Den;VolumeUnit = Vol/BarsInDay;for (k = 0; k < Den; k++) // loop through each line (price) starting at the Lowest price{ Line = Bot + k*Box; detect = Line >= L & Line <= H; if(ShowMP == True) { CountMPString = IIf(NewDay, Sum(detect, BarsInDay), 0); CountMPString = Ref(ValueWhen(NewDay, CountMPString, 0), -1); MpLine = IIf(CountMPString >= BarsInDay, Line, Null); Plot(MPLine, "", colorGreen , styleMP); }if(ShowVP == True) { CountVPString = IIf(NewDay, Sum(detect*V, BarsInDay)/VolumeUnit, 0); CountVPString = Ref(ValueWhen(NewDay, CountVPString, 0), -1); VpLine = IIf(CountVPString >= BarsInDay, Line + Box/4, Null);// Plot() Plot(VPLine, "", colorBlue, styleVP); }}Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}} - \\c04 Market Profile \\c06 Volume Profile";_SECTION_END();_SECTION_BEGIN("Price+FPSR+ZG+WW+StoDiv+CCI+");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color", colorPink ), styleNoTitle | styleCandle ); ////////////////////////////////////////////////// DP TOGGLE ///////////////////////////////////////////////////////Show_Prev = ParamToggle( "Display Pivots", "No|Yes", 1); // Get Previous Day's close, Low and HighDayC=Prev_Close = TimeFrameGetPrice( "C", inDaily, -1, expandFirst) ;DayL=Prev_Low = TimeFrameGetPrice( "L", inDaily, -1, expandFirst) ;DayH=Prev_High = TimeFrameGetPrice( "H", inDaily, -1, expandFirst) ;Today = LastValue(Day( ) );P = (Prev_High + Prev_Low + Prev_Close)/ 3;R6 = (DayH / DayL) * DayC * 1.002;R5 = (DayH / DayL) * DayC;R4 = (((DayH / DayL) + 0.83) / 1.83) * DayC;R3 = ( ( (DayH / DayL) + 2.66) / 3.66) * DayC;R2 = ( ( (DayH / DayL) + 4.5) / 5.5) * DayC;R1 = ( ( (DayH / DayL) + 10) / 11) * DayC; S1 = (2- ( ( (DayH / DayL) + 10) / 11)) * DayC;S2 = (2-( (DayH / DayL) + 4.5) / 5.5) * DayC;S3 = (2-(( DayH / DayL) + 2.66) / 3.66) * DayC;S4 = (2-( (DayH / DayL) + 0.83) / 1.83) * DayC;S5 = (2-( DayH / DayL)) * DayC;S6 = (2-( DayH / DayL)) * DayC * 0.998;////////////////////////////// FPSR 30 MT STRATEGY ///////////////////////////////////////////////////////////////TimeFrameSet( inDaily );BS=(Prev_High-Prev_Low)/3;Y=Prev_Close+BS;X=Prev_Close-BS;MULT=0.0003;YT=Y+MULT*Y;YB=Y-MULT*Y;XT=X+MULT*X;XB=X-MULT*X;//PlotOHLC( 0, Prev_High ,Prev_Low ,Prev_Low, "", HLColor, styleCloud|styleNoLabel);HLColor = colorPaleBlue;if(Show_Prev){Plot(IIf(Today == Day(),R5, Null), "R5", ParamColor("R5", colorLightBlue),styleDashed|styleThick|styleNoRescale);Plot(IIf(Today == Day(),R4, Null), "R4", ParamColor("R4",colorLightBlue),styleDots|styleThick|styleNoRescale);Plot(IIf(Today == Day(),R3, Null), "R3", ParamColor("R3",colorLightBlue),styleDots|styleThick|styleNoRescale);//Plot(IIf(Today == Day(),R2, Null), "R2", ParamColor("R2", colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel);//Plot(IIf(Today == Day(),R1, Null), "R1", ParamColor("R1",colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel);//Plot(IIf(Today == Day(),P, Null), "P", ParamColor("P",colorYellow),styleDots|styleThick|styleNoRescale);//Plot(IIf(Today == Day(),S1, Null), "S1", ParamColor("S1", colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel);//Plot(IIf(Today == Day(),S2, Null), "S2", ParamColor("S2",colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel);Plot(IIf(Today == Day(),S3, Null), "S3", ParamColor("S3",colorBrightGreen),styleDots|styleThick|styleNoRescale);Plot(IIf(Today == Day(),S4, Null), "S4", ParamColor("S4", colorBrightGreen),styleDots|styleThick|styleNoRescale );Plot(IIf(Today == Day(),S5, Null), "S5", ParamColor("S5", colorBrightGreen),styleDashed|styleThick|styleNoRescale);//Plot(IIf(Today == Day(), Prev_High, Null), "Prev_High", ParamColor(" Prev_High", HLColor),styleDashed|styleThick|styleNoRescale );//Plot(IIf(Today == Day(), Prev_Low, Null), "Prev_Low", ParamColor(" Prev_Low", HLColor),styleDashed|styleThick|styleNoRescale );}////////////////////////////// DAY HILO SHADOW /////////////////////////////////////////////////////////////BSColor = ColorRGB(80,80,80);HLColor = ColorRGB(20,20,40);//PlotOHLC( 0, Prev_High ,Prev_Low ,Prev_Low, "", HLColor, styleCloud|styleNoLabel);/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// DOUBLE TOP ///////////////////////////////////////////* Detecting double tops */percdiff = 5; /* peak detection threshold */fwdcheck = 5; /* forward validity check */mindistance = 10;validdiff = percdiff/400;PK= Peak( H, percdiff, 1 ) == High;x = Cum( 1 );XPK1 = ValueWhen( PK, x, 1 ); XPK2 = ValueWhen( PK, x, 2 ); peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 - XPK2)>mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );SellDT = doubletop;Buy = 0;//Filter=SellDT;WriteIf( Highest( doubletop ) == 1, "AmiBroker has detected some possibledouble top patterns for " + name() + "\nLook for green arrows on the pricechart.", "There are no double top patterns for " + name() );PlotShapes(SellDT*shapeHollowDownTriangle,colorPink, 0, High, Offset =-25);PlotShapes(SellDT*shapeDigit0,colorPink, 0, High, Offset =40);PlotShapes(SellDT*shapeDigit0,colorPink, 0, High, Offset =50);////////////_SECTION_BEGIN("Volume At Price");PlotVAPOverlay( Param("Lines", 300, 100, 1000, 1 ), Param("Width", 5, 1, 100, 1 ), ParamColor("Color", colorLightBlue ), ParamToggle("Side", "Left|Right" ) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) ); _SECTION_END(); |
4 comments
Leave Comment
Please login here to leave a comment.
Back
There 3 errors. Amibroker 6.20
Formula has been fixed.
sir ,
i am getting this kind of error pls slove the issue,ver 5.70
for (j=0; j<= relTodayRange; j++) { if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { line = LineArray(baseX, baseY+j*Den, baseX+x[j]1, baseYj*Den); Plot(line,"",ParamColor(“Color”, colorCustom13), styleLine+styleDots)^
Warning 502.
You are calling Plot()/PlotOHLC() function over 500 times, it is highly inefficient. Reduce number of calls.
It’s only a warning. The formula should still work.