Displaying clean pivots Pastie For Amibroker (AFL)

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex

EOD and Realtime

Dividends and Trust Distributions

And Much More ....

For Portfolio Manager Click Here

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators

Advanced Pattern Exploration

Neural Networks

And Much More ....

Find Out More Here

Copy & Paste Friendly

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

Version( 6.0 );
 
x = BarIndex();
fvb = FirstVisibleValue( x );
lvb = LastVisibleValue( x );
rightStrength = Param( "Fractal Pivot Right side Strength", 5, 0, 50, 1 );
leftStrength = Param( "Fractal Pivot Left side Strength", 10, 0, 50, 1 );
tf = Param( "Time Frame (min)", 5, 1, 10080, 1 );
tog1 = ParamToggle( "Alternate Pivots", "No|Yes", 1 );// clean pivots
 
tfrm = in1Minute * tf;
fact = Nz( Max( tfrm / 60, Interval() / 60 ) / ( Interval() / 60 ) );
 
if( fact == 0 )
    fact = 1;
 
pk = tr = px0 = px1 = px2 = tx0 = tx1 = tx2 = ph0 = ph1 = ph2 = tl0 = tl1 = tl2 = ll = hl = hh = lh = dt = db = 0;
pkn = trn = pxn0 = pxn1 = pxn1 = txn0 = txn1 = txn2 = phn0 = phn1 = phn2 = tln0 = tln1 = tln2 = 0;
 
function calculateMainPivots()
{
    pk = H > Ref( HHV( H, leftStrength * fact ), -1 ) AND Ref( HHV( H, rightStrength * fact ), rightStrength * fact ) <= H;
    tr = L < Ref( LLV( L, leftStrength * fact ), -1 ) AND Ref( LLV( L, rightStrength * fact ), rightStrength * fact ) >= L;
 
    if( tog1 )
    {
        pkw = pk;
        trw = tr;
        pk = pkw AND H == HighestSince( trw, H );
        tr = trw AND L == LowestSince( pkw, L );
 
        pkw = pk;
        trw = tr;
        tr = ExRem( Reverse( trw ), Reverse( pkw ) );
        pk = ExRem( Reverse( pkw ), Reverse( trw ) );
 
        tr = Reverse( tr );
        pk = Reverse( pk );
    }
 
    for( i = 0; i < 3; i++ )
    {
        VarSet( "px" + i, ValueWhen( pk, x, i ) );
        VarSet( "tx" + i, ValueWhen( tr, x, i ) );
        VarSet( "ph" + i, ValueWhen( pk, H, i ) );
        VarSet( "tl" + i, ValueWhen( tr, L, i ) );
         
        VarSet( "pxdis" + i, lvb - ValueWhen( pk, x, i ) );
        VarSet( "txdis" + i, lvb - ValueWhen( tr, x, i ) );
    }
 
    ll = tr AND tl1 < tl2;
    hl = tr AND tl1 > tl2;
    hh = pk AND ph1 > ph2;
    lh = pk AND ph1 < ph2;
    dt = pk AND ph1 == ph2;
    db = tr AND tl1 == tl2;
}
 
function calculateWorkingPivots()
{
    pkn = H > Ref( HHV( H, ( leftStrength + 0 ) * fact ), -1 );
    trn = L < Ref( LLV( L, ( leftStrength + 0 ) * fact ), -1 );
 
    for( i = 0; i < 3; i++ )
    {
        VarSet( "pxn" + i, ValueWhen( pkn, x, i ) );
        VarSet( "txn" + i, ValueWhen( trn, x, i ) );
        VarSet( "phn" + i, ValueWhen( pkn, H, i ) );
        VarSet( "tln" + i, ValueWhen( trn, L, i ) );
    }
}
 
GraphXSpace = 5;
SetChartBkColor( colorBlack );
SetChartOptions( 1, chartShowDates, chartGridMiddle, 0, 0, 0 );
SetBarFillColor( IIf( C > O, ColorRGB( 0, 75, 0 ), IIf( C <= O, ColorRGB( 75, 0, 0 ), colorLightGrey ) ) );
Plot( C, "", IIf( C > O, ColorRGB( 0, 255, 0 ), IIf( C <= O, ColorRGB( 255, 0, 0 ), colorLightGrey ) ), 64, Null, Null, 0, 0, 1 );
 
function drawPivotLabels()
{
    sz = 5;
 
    for( i = lvb; i > fvb; i-- )
    {
        {
            if( ll[i] ) PlotTextSetFont( "LL", "Arial Black", sz, i, L[i], colorGreen, colorDefault, -25 );
 
            if( hl[i] ) PlotTextSetFont( "HL", "Arial Black", sz, i, L[i], colorGreen, colorDefault, -25 );
 
            if( db[i] ) PlotTextSetFont( "DB", "Arial Black", sz, i, L[i], colorLightBlue, colorDefault, -25 );
 
            if( hh[i] ) PlotTextSetFont( "HH", "Arial Black", sz, i, H[i], colorRed, colorDefault, 20 );
 
            if( lh[i] ) PlotTextSetFont( "LH", "Arial Black", sz, i, H[i], colorRed, colorDefault, 20 );
 
            if( dt[i] ) PlotTextSetFont( "DT", "Arial Black", sz, i, H[i], colorOrange, colorDefault, 20 );
        }
    }
}
 
calculateMainPivots();
calculateWorkingPivots();
drawPivotLabels();
 
PlotShapes( shapeSmallCircle*trn, ColorRGB( 0, 30, 0 ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pkn, ColorRGB( 50, 0, 0 ), 0, H, 10 );
 
if( !tog1 )// cleanpivots turned off
{
    PlotShapes( shapeSmallCircle * tr, IIf( txdis1 > rightStrength * fact, ColorRGB( 0, 255, 0 ), colorWhite ), 0, L, -10 );
    PlotShapes( shapeSmallCircle * pk, IIf( pxdis1 > rightStrength * fact, ColorRGB( 255, 0, 0 ), colorWhite ), 0, H, 10 );
}
else // cleanpivots turned on
{   
    // => this part not finished, validation still needs to be adressed
    PlotShapes( shapeSmallCircle * tr, ColorRGB( 0, 255, 0 ), 0, L, -10 );
    PlotShapes( shapeSmallCircle * pk, ColorRGB( 255, 0, 0 ), 0, H, 10 );            
}
 
Title = Name() +
        " | " + Now( 2 );

Back

Stock Portfolio Organizer

WiseTrader Toolbox

clean pivots for Amibroker (AFL)