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SetBarsRequired (200,0); GraphXSpace = 5; SetChartOptions (0, chartShowArrows | chartShowDates ); k = Optimize ( "K" , Param ( "K" ,1,0.25,5,0.25),0.25,5,0.25); Per= Optimize ( "atr" , Param ( "atr" ,4,3,20,1),3,20,1); HACLOSE=( O + H + L + C )/4; HaOpen = AMA ( Ref ( HaClose, -1 ), 0.5 ); HaHigh = Max ( H , Max ( HaClose, HaOpen ) ); HaLow = Min ( L , Min ( HaClose, HaOpen ) ); PlotOHLC ( HaOpen, HaHigh, HaLow, HaClose, "" + Name (), colorWhite , styleCandle | styleNoLabel ); j=Haclose; //======================================================================================================================= //=========================Indicator============================================================================================== f= ATR (14); rfsctor = WMA ( H - L , Per); revers = k * rfsctor; Trend = 1; NW[0] = 0; for (i = 1; i < BarCount ; i++) { if (Trend[i-1] == 1) { if (j[i] < NW[i-1]) { Trend[i] = -1; NW[i] = j[i] + Revers[i]; } else { Trend[i] = 1; if ((j[i] - Revers[i]) > NW[i-1]) { NW[i] = j[i] - Revers[i]; } else { NW[i] = NW[i-1]; } } } if (Trend[i-1] == -1) { if (j[i] > NW[i-1]) { Trend[i] = 1; NW[i] = j[i] - Revers[i]; } else { Trend[i] = -1; if ((j[i] + Revers[i]) < NW[i-1]) { NW[i] = j[i] + Revers[i]; } else { NW[i] = NW[i-1]; } } } } //===============system================ _SECTION_BEGIN ( "ema5,13sound" ); x = EMA ( Close ,5); y = EMA ( Close ,13); Plot ( EMA ( Close ,5), "" , colorBrightGreen , styleLine , styleThick ); Plot ( EMA ( Close ,13), "" , colorOrange , styleLine , styleThick ); XR=( EMA ( Close ,5) * (2 / 6 - 1) - EMA ( Close ,13) * (2 / 11 - 1)) / (2 / 6 - 2 / 11); Buy = Cross (j,nw); Cover = Cross (j,nw); Sell = Cross (nw,j); Short = Cross (nw,j); SellPrice = ValueWhen ( Sell , C ,1); BuyPrice = ValueWhen ( Buy , C ,1); Long= Flip ( Buy , Sell ); Shrt= Flip ( Sell , Buy ); _SECTION_END (); //=================TITLE================================================================================================ _SECTION_BEGIN ( "Title" ); if ( Status ( "action" ) == actionIndicator ) ( Title = EncodeColor ( colorWhite )+ "NICK MA Swing System" + " - " + Name () + " - " + EncodeColor ( colorRed )+ Interval (2) + EncodeColor ( colorWhite ) + " - " + Date () + " - " + "\n" + EncodeColor ( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " + "Cl-" + C + " " + "Vol= " + WriteVal ( V )+ "\n" + EncodeColor ( colorRed )+ WriteIf ( Buy , " GO LONG / Reverse Signal at " + C + " " , "" )+ WriteIf ( Sell , " EXIT LONG / Reverse Signal at " + C + " " , "" )+ "\n" + EncodeColor ( colorWhite )+ WriteIf ( Sell , "Total Profit/Loss for the Last Trade Rs." +( C - BuyPrice )+ "" , "" )+ WriteIf ( Buy , "Total Profit/Loss for the Last trade Rs." +( SellPrice - C )+ "" , "" )+ WriteIf (Long AND NOT Buy , "Trade : Long - Entry price Rs." +( BuyPrice ), "" )+ WriteIf (shrt AND NOT Sell , "Trade : Short - Entry price Rs." +( SellPrice ), "" )+ "\n" + WriteIf (Long AND NOT Buy , "Current Profit/Loss Rs." +( C - BuyPrice )+ "" , "" )+ WriteIf (shrt AND NOT Sell , "Current Profit/Loss Rs." +( SellPrice - C )+ "" , "" )); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorGreen , 0, L , Offset=-30); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorLime , 0, L , Offset=-40); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorWhite , 0, L , Offset=-35); PlotShapes ( IIf ( Short , shapeSquare , shapeNone ), colorRed , 0, H , Offset=40); PlotShapes ( IIf ( Short , shapeSquare , shapeNone ), colorOrange , 0, H , Offset=50); PlotShapes ( IIf ( Short , shapeDownArrow , shapeNone ), colorWhite , 0, H , Offset=-45); PlotShapes ( IIf ( Cover , shapeSquare , shapeNone ), colorGreen , 0, L , Offset=-30); PlotShapes ( IIf ( Cover , shapeSquare , shapeNone ), colorLime , 0, L , Offset=-40); PlotShapes ( IIf ( Cover , shapeUpArrow , shapeNone ), colorWhite , 0, L , Offset=-35); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorRed , 0, H , Offset=40); PlotShapes ( IIf ( Sell , shapeSquare , shapeNone ), colorOrange , 0, H , Offset=50); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorWhite , 0, H , Offset=-45); AlertIf ( Ref ( Buy ,-1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav" , "Nick MA Buy" , 2 ); AlertIf ( Ref ( Sell ,-1), "SOUND C:\\Windows\\Media\\Ringin.wav" , "Nick MA Sell" , 2 ); _SECTION_END (); _SECTION_BEGIN ( "MA" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 8, 2, 200, 1 ); Plot ( EMA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorCycle ), ParamStyle ( "Style" ) | styleNoRescale ); _SECTION_END (); _SECTION_BEGIN ( "Mid MA" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 34, 2, 300, 1 ); Plot ( EMA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorCycle ), ParamStyle ( "Style" ) | styleNoRescale ); _SECTION_END (); _SECTION_BEGIN ( "Long MA" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 200, 2, 400, 1 ); Plot ( EMA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorCycle ), ParamStyle ( "Style" ) | styleNoRescale ); _SECTION_END (); _SECTION_END (); _SECTION_BEGIN ( "SAR" ); acc = Param ( "Acceleration" , 0.02, 0, 1, 0.001 ); accm = Param ( "Max. acceleration" , 0.2, 0, 1, 0.001 ); Plot ( SAR ( acc, accm ), _DEFAULT_NAME (), ParamColor ( "Color" , colorCycle ), ParamStyle ( "Style" , styleDots | styleNoLine , maskDefault | styleDots | styleNoLine ) ); _SECTION_END (); _SECTION_BEGIN ( "Sup / Res Lines" ); RSIperiod = 15; // Param("RSI p",3,14,30,1); Percent = 5; // Param("ZIG %",8,9,15,1); EMAperiod = 2; //Param("EMA p",4,5,10,1); HHVperiod = 8; //Param("HHV p",3,5,10,1); NumLine = 2; //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" , colorRed , styleLine ); Plot ( ValueWhen ( supbase==Base, LLV ( L ,HHVperiod) ), "Support Level" , colorGreen , styleLine ); } _SECTION_END (); _SECTION_BEGIN ( "heikin" ); // Calculate Moving Average MAPeriod = Param ( "MA Period" , 15, 1, 100); MAOpen = EMA ( Open , MAPeriod); MAHigh = EMA ( High , MAPeriod); MALow = EMA ( Low , MAPeriod); MAClose = EMA ( Close , MAPeriod); HaClose = (MAOpen + MAHigh + MALow + MAClose) / 4; HaOpen = AMA ( Ref (HaClose, -1), 0.5); // for graph collapse for (i = 0; i <= MAPeriod; i++) { HaClose[i] = Null ; /* // same // HaOpen = (Ref(HaOpen, -1) + Ref(HaClose, -1)) / 2; HaOpen[ 0 ] = HaClose[ 0 ]; for(i = 1; i < BarCount; i++) { HaOpen[i] = (HaOpen[i - 1] + HaClose[i - 1]) / 2; } */ HaHigh = Max (MAHigh, Max (HaClose, HaOpen)); HaLow = Min (MALow, Min (HaClose, HaOpen)); // outs comments "BarIndex = " + BarIndex (); "Open = " + Open ; "High = " + High ; "Low = " + Low ; "Close = " + Close ; "HaOpen = " + HaOpen; "HaHigh = " + HaHigh; "HaLow = " + HaLow; "HaClose = " + HaClose; /* ********************************** 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); // -- 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 ), colorBrightGreen , 0, Low , Offset=-15); AlertIf ( Ref (aLPivs==1,-1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav" , "Heikin Buy " , 2 ); AlertIf ( Ref (aHPivs==1,-1), "SOUND C:\\Windows\\Media\\Ringin.wav" , "Heikin Sell" , 2 ); Buy =(aLPivs==1); Cover =(aLPivs==1); Sell =(aHPivs==1); Short =(aHPivs==1); SellPrice = ValueWhen ( Sell , C ,1); BuyPrice = ValueWhen ( Buy , C ,1); Long= Flip ( Buy , Sell ); Shrt= Flip ( Sell , Buy ); _SECTION_END (); //=================TITLE================================================================================================ _SECTION_BEGIN ( "Title" ); if ( Status ( "action" ) == actionIndicator ) ( Title = EncodeColor ( colorLightBlue )+ "Heikin-Ashi pivot + NMA Swing system - Boxed arrows NMA buy-sell - Normal Arrows Heikin Pivot Buy-Sell" + " - " + Name () + " - " + EncodeColor ( colorRed )+ Interval (2) + EncodeColor ( colorWhite ) + " - " + Date () + " - " + "\n" + EncodeColor ( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " + "Cl-" + C + " " + "Vol= " + WriteVal ( V )+ "\n" + EncodeColor ( colorRed )+ WriteIf ( Buy , " GO LONG / Reverse Signal at " + C + " " , "" )+ WriteIf ( Sell , " EXIT LONG / Reverse Signal at " + C + " " , "" )+ "\n" + EncodeColor ( colorWhite )+ WriteIf ( Sell , "Total Profit/Loss for the Last Trade Rs." +( C - BuyPrice )+ "" , "" )+ WriteIf ( Buy , "Total Profit/Loss for the Last trade Rs." +( SellPrice - C )+ "" , "" )+ WriteIf (Long AND NOT Buy , "Trade : Long - Entry price Rs." +( BuyPrice ), "" )+ WriteIf (shrt AND NOT Sell , "Trade : Short - Entry price Rs." +( SellPrice ), "" )+ "\n" + WriteIf (Long AND NOT Buy , "Current Profit/Loss Rs." +( C - BuyPrice )+ "" , "" )+ WriteIf (shrt AND NOT Sell , "Current Profit/Loss Rs." +( SellPrice - C )+ "" , "" )); AlertIf ( Ref ( Buy , -1), "SOUND C:\\Windows\\Media\\Windows XP Startup.wav" , "ActionIndicator Buy" , 2 ); AlertIf ( Ref ( Sell , -1), "SOUND C:\\Windows\\Media\\Ringin.wav" , "Action Indicator Sell" , 2 ); _SECTION_END (); _SECTION_BEGIN ( "Shiree_Hanging Man bullish +bearish with volume" ); BT = BBandTop ( C , 20, 2 ); BB = BBandBot ( C , 20, 2 ); X=(BT-BB); RBuy= EMA ( C ,3)< EMA ( C ,10) AND C < EMA ( C ,3) AND (( O + C )/2)> L +0.7*( H - L ) AND abs ( O - C )<0.4*( H - L ) AND V > MA ( V ,10) AND ( H - L )>=0.8* MA (( H - L ),10) AND X>1.2* MA (X,10); Rsell= EMA ( C ,3)> EMA ( C ,10) AND C > EMA ( C ,3) AND (( O + C )/2)< H -0.7*( H - L ) AND abs ( O - C )<0.4*( H - L ) AND V > MA ( V ,10) AND ( H - L )>=0.8* MA (( H - L ),10) AND X>1.2* MA (X,10); PlotShapes (Rsell* shapeDownTriangle , colorCustom12 , 0, High , Offset =-40); PlotShapes (Rsell* shapeDigit5 , colorCustom12 , 0, High , Offset =55); PlotShapes (RBuy* shapeDigit5 , colorYellow , 0, High , Offset =-70); PlotShapes (RBuy* shapeUpTriangle , colorYellow , 0, Low , Offset =-10); Filter =Rbuy OR Rsell; AddColumn ( IIf (RBuy,1, IIf (Rsell,-1, Null )) , "RBS" ,1.0, colorWhite , IIf (RBuy, colorDarkGreen , IIf ( Rsell, colorRed , Null ))); _SECTION_END (); _SECTION_BEGIN ( "Double top detection" ); //------------------------------------------------------------------------------ // // Formula Name: Double top detection // Author/Uploader: Tomasz Janeczko // E-mail: tj@amibroker.com // Date/Time Added: 2001-06-16 08:45:38 // Origin: Created by Tomasz Janeczko // Keywords: pattern,recognition,top,bottom // Level: semi-advanced // Flags: commentary // Formula URL: http://www.amibroker.com/library/formula.php?id=19 // Details URL: AmiBroker - AFL Library // //------------------------------------------------------------------------------ // // Detecting patterns is somewhat tricky thing mainly because you can be sure // about that only if the pattern is complete. This implies delay in detecting // patterns and/or formations and limits usefulness of automatic detection // formulas. Anyway I will try to show you how to write pattern recognition // formulas using AFL. In this article we will focus on detecting very well // known pattern - a double top / double bottom. // // The double top is a major reversal pattern that forms after an extended // uptrend. As its name implies, the pattern is made up of two consecutive // peaks that are roughly equal, with a moderate trough in between. Although // there can be variations, the classic double top marks at least an // intermediate change, if not long-term change, in trend from bullish to // bearish. Many potential double tops can form along the way up, but until // key support is broken, a reversal cannot be confirmed. The whole formation // consists of the following parts: prior trend, first peak, trough, second // peak, decline from the peak, support break and then decline to the price // target. The pattern seems straightforward but there are many details to // watch out. For the purpose of this article I will use simplified model of // double top pattern that consists of double, roughly equal peaks and the // decline from the second peak. So, let's begin. // // AmiBroker Formula Language provides built in functions for detecting peaks // and troughs. These functions are based on Zig( array, thresh ) function // which you can test by trying the follwing formula: // // graph0 = close; // // graph1= zig( close, 5 ); // // As you can see Zig() function determines major peaks and troughs using // percentage threshold given as a second parameter. The bigger threshold you // specify the more significant peaks and troughs are detected. The line // generated by Zig() function indentifies the main trend. There is one caveat // however: please take special attention using Zig() function in trading // systems because it looks in the future so you will get unrealistic system // test results. Zig() function and all function using it (Peak, Trough, // PeakBars, TroughBars) are intended for pattern recognition formulas only. // // We will start wrting the formula for detecting double top pattern with // detecting peaks: // // percdiff = 10; /* this defines percentage threshold for detecting peaks */ // // PK = Peak( H, percdiff, 1 ) == HIGH; // // Now PK array will hold "1" for all bars when peaks occur and "0" elsewhere // because high price is equal to the peak value only on the day when this // peak occurs. // // Now we want to know if two subsequent peaks are more or less the same: // // peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 ); // // The peakdiff variable holds now the high price of the most recent peak // divided by the high price of the second recent peak. Ideally this value // should be 1 - peaks are exactly the same but we will allow slight // differences. Let's say we allow the difference of one fourth of the // percentage threshold used for detecting peaks: // // validdiff = percdiff/400; // // doubletop = PK AND abs( peakdiff - 1 ) < validdiff; // // Now doubletop variable is "1" if double peak occurred and the difference // between the peaks is less than one fourth of the threshold. In our example // the threshold in 10% and validdiff is 0.025 (2.5%). // // Everything is fine but soon you find out that this formula is not too good. // It detects double tops much too often especially tops that are located to // close. For that reason we will add a check for distance between peaks: // // percdiff = 10; // // validdiff = percdiff/400; // // mindistance = 10; // // 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; // // The mindistance variable defines minimum number of bars between peaks // needed for valid double top formation. XPK1 and XPK2 variables hold the bar // number of the first and the second peak. // // Now our formula does not detect peaks located to close but still generates // too much signals because it does not check for the validity of the second // peak. It just assumes too soon that the peak is valid. To be more sure we // need to wait for some days to find out that the second peak is important. // One idea is just to check for a couple of days if the price does not return // above the level of the peak. So our formula now will look like this: // // percdiff = 10; /* peak detection threshold */ // // validdiff = percdiff/400; // // fwdcheck = 4; /* how many days forward to check for valid second peak*/ // // mindistance = 10; // // 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 ); // // Note that this formula now references the future ( look at the following // statement: Ref( H, fwdcheck ) ) - this means that it will not generate ANY // signals until fwdcheck bars pass after the second peak. So, for example, if // double top pattern has occured on Monday you will know about that on Friday // because four days (future quotes) are needed to confirm the pattern. // // Now our formula for detecting double tops is much better, but still is // missing one imporant point - detecting prior trend. That is why it // sometimes generates false signals. I will not, however, go any further in // this article just to keep things simple. You can use the double top formula // in Automatic analysis/Scan function for screening the stocks for potential // reversal patterns or in Commentary. By adding buy=doubletop; sell=0; // statement to the formula you will be able to screen stocks for the // potential reversal patterns and see the arrows when the formula is used in // Commentary window. // //------------------------------------------------------------------------------ /* 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 ); Buy = doubletop; Sell = 0; WriteIf ( Highest ( doubletop ) == 1, "AmiBroker has detected some possible double top patterns for " + Name () + "\nLook for green arrows on the price chart." , "There are no double top patterns for " + Name () ); _SECTION_END (); //_SECTION_BEGIN("foreign NMA"); //Vr=ParamList("Index",List = "^NSEI,^NSEBANK,RELIANCE.NS,SBIN.NS,EURUSD,XAUUSD",0); //SetForeign(Vr); //HaC =(O+H+L+C)/4; //HaO = AMA( Ref( HaC, -1 ), 0.5 ); //HaH = Max( H, Max( HaC, HaO) ); //HaL = Min( L, Min( HaC, HaO) ); //BG3=HHV(LLV(HaL,4)+ATR(4),8); //BR3=LLV(HHV(HaH ,4)-ATR(4),8); //co = IIf(Hac>BG3 ,colorAqua,IIf(Hac < BR3,colorCustom12,colorGrey50)); //Plot(4, "", Co,styleArea+styleOwnScale | styleNoLabel, -1, 100); //Comm2=("\n "+Vr+" Phase: ")+ //WriteIf(Hac>BG3,EncodeColor(colorLime)+"+Up", //WriteIf(Hac<BR3,EncodeColor(colorRed)+"-Down",EncodeColor(colorLightYellow)+"< Flat >")); //RestorePriceArrays(); //_SECTION_END(); //grid_day = IIf(Day()!=Ref(Day(),-1),1,0); //Plot(grid_day,"",colorDarkGrey,styleHistogram|styleDashed|styleNoLabel|styleOwnScale); } |