Displaying gapfill3b Pastie For Amibroker (AFL)

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// code by E.M.Pottasch, Dec 2014
// idea based on:
// http://www.traderji.com/day-trading/49521-thoughts-day-swing-trading-9.html#post540250
// and: http://www.traderji.com/amibroker/96658-afl-help-needed-plot-lines.html
SetBarsRequired(sbrAll,sbrAll);
xx=BarIndex();Lx=LastValue(xx); 
lvb=Min(Lx,Status("lastvisiblebarindex"));
rightStrength=Param("Right Strength (Major Pivot)",5,1,50,1);
leftStrength=Param("Left Strength (Major Pivot)",5,1,50,1);
rightStrength_mini=Param("Right Strength (Mini Pivot)",1,1,50,1);
leftStrength_mini=Param("Left Strength (Mini Pivot)",1,1,50,1);
showUpGap=ParamToggle("Display Up Gap","No|Yes",1);
showDnGap=ParamToggle("Display Dn Gap","No|Yes",1);
minimumGapFactor=Param("Minimum Gap Factor",0.1,0,5,0.01);
atrArrayPeriod=Param("ATR Array Period",10,0,50,1);
tf=Param("Time Frame (Minutes)",5,1,1440,1);tfrm=in1Minute*tf;
chartArea=ParamToggle("Display Area","Visible Chart|Complete Chart",0);
htag=ParamToggle("Signal Handling","Show Basic Signals|System Type Signals",0);
 
if(chartArea==0)fvb=Status("firstvisiblebarindex");
if(chartArea==1)fvb=0;
GfxSetOverlayMode(1); 
GfxSetCoordsMode(1); 
GfxSetBkMode(1);
     
cntDnGap=valDnGapHi=valDnGapLo=idxDnGapStart=idxDnGapEnd=exitShort=exitShortPrice=0;
cntUpGap=valUpGapHi=valUpGapLo=idxUpGapStart=idxUpGapEnd=exitLong=exitLongPrice=0;
 
function pkID(rightStrength,leftStrength)
{
    pk=H>Ref(HHV(H,leftStrength),-1) AND H>=Ref(HHV(H,rightStrength),rightStrength);
    return pk;
}
function trID(rightStrength,leftStrength)
{
    tr=L<Ref(LLV(L,leftStrength),-1) AND L<=Ref(LLV(L,rightStrength),rightStrength);
    return tr;
}
 
TimeFrameSet(tfrm); 
    pk=pkID(rightStrength,leftStrength);
    tr=trID(rightStrength,leftStrength);
    pkh=IIf(pk,H,Null);
    trl=IIf(tr,L,Null);
    atrarray=Ref(ATR(atrArrayPeriod),-1);
TimeFrameRestore();
atrArray=TimeFrameExpand(atrArray,tfrm,expandfirst);
fact=Nz(Max(tfrm/60,Interval()/60)/(Interval()/60));
if(fact==0)fact=1;
Lkbk=Nz(tfrm/Interval());
if(Lkbk>1)
{
    pk=TimeFrameExpand(pk,tfrm,expandFirst);
    pkh=TimeFrameExpand(pkh,tfrm,expandFirst);
    pkhs=IIf(!IsEmpty(pkh),1,0);pkhs=pkhs-Ref(pkhs,-1);
    pk=pk AND H==pkh;
    cond1=Sum(pk,BarsSince(pkhs==1)+1)==1 AND pk;
    pk=pk AND cond1;
     
    tr=TimeFrameExpand(tr,tfrm,expandFirst);    
    trl=TimeFrameExpand(trl,tfrm,expandFirst);
    trls=IIf(!IsEmpty(trl),1,0);trls=trls-Ref(trls,-1);
    tr=tr AND L==trl;
    cond1=Sum(tr,BarsSince(trls==1)+1)==1 AND tr;
    tr=tr AND cond1;
}
 
pkm=pkID(rightStrength_mini,leftStrength_mini);
trm=trID(rightStrength_mini,leftStrength_mini);
 
function handleSignals(Buy,BuyPrice,Sell,SellPrice,Short,ShortPrice,Cover,CoverPrice)
{
global BuyAdjusted;
global BuyPriceAdjusted;
global ShortAdjusted;
global ShortPriceAdjusted;
global SellAdjusted;
global SellPriceAdjusted;
global CoverAdjusted;
global CoverPriceAdjusted;
global longTarget;
global shortTarget;
 
BuyAdjusted=0;
BuyPriceAdjusted=0;
ShortAdjusted=0;
ShortPriceAdjusted=0;
SellAdjusted=0;
SellPriceAdjusted=0;
CoverAdjusted=0;
CoverPriceAdjusted=0;
slip=0;
 
for(i=fvb;i<lvb;i++) 
{
    if(Buy[i])
    {
        BuyAdjusted[i]=1;
        BuypriceAdjusted[i]=BuyPrice[i]+slip;
         
        for(j=i+1;j<BarCount;j++) 
        {                   
            if(Sell[j])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=SellPrice[j]-slip;
                i=j;
                break;              
            }
            else if(Short[j])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=ShortPrice[j]-slip;
                i=j-1;
                break;              
            }
            else if(j==BarCount-1)
            {
                i=j;
                break;
            }                       
        }
    }
    else if(Short[i])
    {
        ShortAdjusted[i]=1;
        ShortPriceAdjusted[i]=ShortPrice[i]-slip;
         
        for(j=i+1;j<BarCount;j++) 
        {                   
            if(Cover[j])
            {
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=CoverPrice[j]-slip;
                i=j;
                break;              
            }
            else if(Buy[j])
            {
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=BuyPrice[j]-slip;
                i=j-1;
                break;              
            }
            else if(j==BarCount-1)
            {
                i=j;
                break;
            }                                       
        }
    }
 
}
 
}
 
pkHigh1=Ref(ValueWhen(pk,H,1),-(rightStrength*fact+fact));
trLow1=Ref(ValueWhen(Tr,L,1),-(rightStrength*fact+fact));
 
upGap=Cross(C,pkHigh1);
dnGap=Cross(trLow1,C);
pkHigh0=ValueWhen(pkm,H,0);
trLow0=ValueWhen(trm,L,0);
minimumGap=minimumGapFactor*atrArray;
upGap=Cross(C,pkHigh1) AND pkHigh1<trLow0 AND (trLow0-pkHigh1)>minimumGap AND !pk;
dnGap=Cross(trLow1,C) AND trLow1>pkHigh0 AND (trLow1-pkHigh0)>minimumGap AND !tr;
 
gapBaseUp=ValueWhen(upGap,pkHigh1);
gapBaseDn=ValueWhen(dnGap,trLow1);
gapExtrUp=ValueWhen(upGap,trLow0);
gapExtrDn=ValueWhen(dnGap,pkHigh0);
 
function drawRectangle(x1,y1,x2,y2,clr,clr1)
{ 
    GfxSelectPen(clr); 
    GfxSelectSolidBrush(clr); 
    GfxPolygon(x1,y1,x2,y1,x2,y2,x1,y2); 
    GfxSelectPen(clr1,3);
    GfxRoundRect(x1,y1,x2,y2,0,0);  
}
function locateUpGapArea()
{
    for(i=fvb;i<lvb;i++) 
    {
        if(upGap[i])
        {
            valUpGapHi[cntUpGap]=gapExtrUp[i];
            valUpGapLo[cntUpGap]=gapBaseUp[i];
            idxUpGapStart[cntUpgap]=i;
            for(j=i+1;j<BarCount;j++)//find end of Up gap area
            {
                if(L[j]<valUpGapLo[cntUpGap] AND L[j-1]>=valUpGapLo[cntUpGap])
                {
                    idxUpGapEnd[cntUpgap]=j;
                    exitLong[j]=1;
                    exitLongPrice[j]=valUpGapLo[cntUpGap];
                    break;
                }
                else if(j==(BarCount-1))
                {
                    idxUpGapEnd[cntUpgap]=j;
                    break;              
                }
            }
            cntUpGap=cntUpGap+1;
        }
    }
}
function locateDnGapArea()
{
    for(i=fvb;i<lvb;i++) 
    {
        if(dnGap[i])
        {
            valDnGapHi[cntDnGap]=gapBaseDn[i];
            valDnGapLo[cntDnGap]=gapExtrDn[i];
            idxDnGapStart[cntDngap]=i;
            for(j=i+1;j<BarCount;j++)//find end of Down gap area
            {
                if(H[j]>valDnGapHi[cntDnGap] AND H[j-1]<=valDnGapHi[cntDnGap])
                {
                    idxDnGapEnd[cntDngap]=j;
                    exitShort[j]=1;
                    exitShortPrice[j]=valDnGapHi[cntDnGap];
                    break;
                }
                else if(j==(BarCount-1))
                {
                    idxDnGapEnd[cntDngap]=j;
                    break;              
                }       
            }
            cntDnGap=cntDnGap+1;
        }
    }
}
function drawUpGapZones()
{
    for(i=0;i<cntUpGap;i++) 
    {
        x1=idxUpGapStart[i];
        y1=valUpGapHi[i];
        x2=idxUpGapEnd[i];
        y2=valUpGapLo[i];
        drawRectangle(x1,y1,x2,y2,ColorRGB(0,255,0),ColorRGB(0,100,0));     
    }
}
function drawDnGapZones()
{
    for(i=0;i<cntDnGap;i++) 
    {
        x1=idxDnGapStart[i];
        y1=valDnGapHi[i];
        x2=idxDnGapEnd[i];
        y2=valDnGapLo[i];
        drawRectangle(x1,y1,x2,y2,ColorRGB(255,153,0),ColorRGB(166,82,0));
    }
}
 
SetChartBkColor(ColorRGB(0,0,0));SetChartOptions(0,chartShowDates);
SetBarFillColor(IIf(C>O,colorGreen,IIf(C<=O,colorRed,colorLightGrey)));
Plot(C,"Price",IIf(C>O,colorDarkGreen,IIf(C<=O,colorDarkRed,colorLightGrey)),64,null,null,0,0,1);
PlotShapes(shapeCircle*tr,IIf(Lx-ValueWhen(tr,xx)>rightStrength*fact+fact,ColorRGB(0,255,0),colorWhite),0,L,-10);
PlotShapes(shapeCircle*pk,IIf(Lx-ValueWhen(pk,xx)>rightStrength*fact+fact,ColorRGB(255,0,0),colorWhite),0,H,10);
PlotShapes(shapeSmallCircle*trm,IIf(Lx-ValueWhen(tr,xx)>rightStrength_mini,ColorRGB(0,70,0),colorWhite),0,L,-10);
PlotShapes(shapeSmallCircle*pkm,IIf(Lx-ValueWhen(pk,xx)>rightStrength_mini,ColorRGB(70,0,0),colorWhite),0,H,10);
 
Plot(pkHigh1,"",colorBlue,1,Null,Null,0,0,1);
Plot(trLow1,"",colorRed,1,Null,Null,0,0,1);
 
 
if(showDnGap)
{
    locateDnGapArea();
    drawDnGapZones();
}
if(showUpGap)
{
    locateUpGapArea();
    drawUpGapZones();
}
 
// add basic trading signals
idxDnGap=ValueWhen(dnGap,xx,1);idxMiniPk=ValueWhen(pkm,xx,0);
shiftx=IIf(dnGap,((idxMiniPk-idxDnGap) + rightStrength_mini + 1),0);
shiftx=ValueWhen(dnGap,shiftx,1);
Short=Ref(dnGap,-shiftx);ShortPrice=O;
Cover=exitShort;CoverPrice=exitShortPrice;
 
idxUpGap=ValueWhen(upGap,xx,1);idxMiniTr=ValueWhen(trm,xx,0);
shiftx=IIf(upGap,((idxMiniTr-idxUpGap) + rightStrength_mini + 1),0);
shiftx=ValueWhen(UpGap,shiftx,1);
Buy=Ref(upGap,-shiftx);BuyPrice=O;
Sell=exitLong;SellPrice=exitLongPrice;
 
if(htag)
{
    handleSignals(Buy,BuyPrice,Sell,SellPrice,Short,ShortPrice,Cover,CoverPrice);
    Buy=BuyAdjusted;
    BuyPrice=BuyPriceAdjusted;
    Short=ShortAdjusted;
    ShortPrice=ShortPriceAdjusted;
    Sell=SellAdjusted;
    SellPrice=SellPriceAdjusted;
    Cover=CoverAdjusted;
    CoverPrice=CoverPriceAdjusted;
}
 
if(showUpGap)
{
    PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorDarkGreen,0,L,-15);
    PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
    PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
    PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
}
if(showDnGap)
{
    PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorRed,0,H,IIf(Short AND Sell,-30,-15));
    PlotShapes(IIf(Short,shapeSmallCircle,shapeNone),colorWhite,0,ShortPrice,0);
    PlotShapes(IIf(Cover,shapeSmallUpTriangle,shapeNone),colorDarkGreen,0,L,IIf(Cover AND Buy,-30,-15));
    PlotShapes(IIf(Cover,shapeSmallCircle,shapeNone),colorWhite,0,CoverPrice,0);
}
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gapfill3b for Amibroker (AFL)
