Displaying ATR ZigZag 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

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

// ATR ZigZag, Multiple Timeframe
// E.M.Pottasch, Nov 2016
 
Version ( 5.87 );
GfxSetZOrder( -5 );
GfxSetCoordsMode( 1 );
x = BarIndex();
fvb = FirstVisibleValue( x );
lvb = LastVisibleValue( x );
 
perBull = Param( "perBull", 20, 1, 150, 1 );
perBear = Param( "perBear", 20, 1, 150, 1 );
multBull = Param( "multBull", 2, 1, 4, 0.05 );
multBear = Param( "multBear", 2, 1, 4, 0.05 );
tf = Param( "Time Frame (min)", 5, 1, 1440 * 10, 1 ); // 1440 minutes is 1 day
tfrm = in1Minute * tf;
tog2 = ParamToggle( "Plot Trail", "No|Yes", 0 );
tog4 = ParamToggle( "Show Labels", "No|Yes", 1 );
tog7 = ParamToggle( "Draw Zig Zag", "No|Yes", 1 );
 
fact = Nz( Max( tfrm / 60, Interval() / 60 ) / ( Interval() / 60 ) );
 
function vstop_func()
{
    tvHigh = C;
    tvLow = C;
 
    sup = tvHigh - multBull * ATR( perBull );
    res = tvLow + multBear * ATR( perBear );
 
    // following Trail code is from TJ
    // http://traders.com/Documentation/FEEDbk_docs/2009/06/TradersTips.html
    trailARRAY = Null;
    trailstop = 0;
 
    for( i = 1; i < BarCount; i++ )
    {
        if( C[ i ] > trailstop AND C[ i - 1 ] > trailstop )
            trailstop = Max( trailstop, sup[ i ] );
        else
            if( C[ i ] < trailstop AND C[ i - 1 ] < trailstop )
                trailstop = Min( trailstop, res[ i ] );
            else
                trailstop = IIf( C[ i ] > trailstop, sup[ i ], res[ i ] );
 
        trailARRAY[ i ] = trailstop;
    }
 
    return trailARRAY;
}
 
TimeFrameSet( tfrm );
trBull = multBull * ATR( perBull );
trBear = multBear * ATR( perBear );
trailArray = vstop_func();
ts = IIf( trailArray > C, trailArray, Null ); // dntrend
tl = IIf( trailArray < C, trailArray, Null ); // uptrend
TimeFrameRestore();
 
ts = TimeFrameExpand( ts, tfrm, expandLast );
tl = TimeFrameExpand( tl, tfrm, expandLast );
 
lll = LLV( L, BarsSince( !IsEmpty( tl ) ) );
lll = IIf( ts, lll, Null );
trm = ts AND L == lll;
 
hhh = HHV( H, BarsSince( !IsEmpty( ts ) ) );
hhh = IIf( tl, hhh, Null );
pkm = tl AND H == hhh;
 
tr = ExRem( Reverse( trm ), Reverse( pkm ) );
pk = ExRem( Reverse( pkm ), Reverse( trm ) );
 
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 ) );
}
 
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;
 
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 );
 
PlotShapes( shapeSmallCircle*trm, ColorRGB( 0, 30, 0 ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pkm, ColorRGB( 50, 0, 0 ), 0, H, 10 );
PlotShapes( shapeSmallCircle*tr, IIf( ValueWhen( trm, x, 1 ) < ValueWhen( pkm, x, 0 ), ColorRGB( 0, 255, 0 ), ColorRGB( 255, 255, 255 ) ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pk, IIf( ValueWhen( pkm, x, 1 ) < ValueWhen( trm, x, 0 ), ColorRGB( 255, 0, 0 ), ColorRGB( 255, 255, 255 ) ), 0, H, 10 );
 
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 );
            }
        }
    }
}
function drawZigZag()
{
    for( i = lvb; i > fvb; i-- )
    {
        if( tr[i] )
        {
            GfxSelectPen( colorOrange, 1 );
            GfxMoveTo( tx1[i], tl1[i] );
            GfxLineTo( px1[i], ph1[i] );
        }
 
        if( pk[i] )
        {
            GfxSelectPen( colorLightBlue, 1 );
            GfxMoveTo( px1[i], ph1[i] );
            GfxLineTo( tx1[i], tl1[i] );
        }
    }
}
Title = Name() +
        " | " + Now( 2 );
 
if( tog4 ) drawPivotLabels();
 
if( tog7 ) drawZigZag();
 
if( tog2 )
{
    Plot( ts, "", colorRed, styleStaircase | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( lll, "", colorRed, styleDashed | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( tl, "", colorGreen, styleStaircase | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( hhh, "", colorGreen, styleDashed | styleNoRescale, Null, Null, 0, 0, 1 );
}

Back

Stock Portfolio Organizer

WiseTrader Toolbox

ATR ZigZag for Amibroker (AFL)