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T3 buy/sell update for Amibroker (AFL)
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_SECTION_BEGIN("T3 Function"); SetChartOptions(0,chartShowArrows|chartShowDates); SetChartBkColor(31) ; function T3(price,periods) { s = 0.84; e1=EMA(price,periods); e2=EMA(e1,Periods); e3=EMA(e2,Periods); e4=EMA(e3,Periods); e5=EMA(e4,Periods); e6=EMA(e5,Periods); c1=-s*s*s; c2=3*s*s+3*s*s*s; c3=-6*s*s-3*s-3*s*s*s; c4=1+3*s+s*s*s+3*s*s; Ti3=c1*e6+c2*e5+c3*e4+c4*e3; return ti3; } PercentChange = 4; ZZ = Zig(C,LastValue(PercentChange)) ; PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1); PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1); Buy_Valid = IIf(C>(.01+(LastValue(PercentChange)/100))*(ValueWhen(PivotLow, C, 1)) AND ROC(ZZ,1) > 0,1,0); Color=IIf(Buy_Valid OR PivotLow,5,IIf(NOT Buy_Valid,colorDarkRed,colorBlue)); Plot (C,"Close",color,64,32); //Plot(C,"",4,64); Plot(T3(C,50),"T3",colorCustom12,4); Plot(t3(C,20),"T3",colorBlue,4); X1=Ref(C,-1); X1=Ref(C,-2); //Buy=H<T3(C,50) AND H<t3(C,20) AND C>X1 ; _SECTION_END(); Plot (EMA (C,20), "EMA 20",colorCustom11,4); Plot (EMA (C,45), "EMA 45",colorYellow,4); Plot (EMA (C,200), "EMA 200",9,4);//colorAqua Plot (EMA (C,420), "EMA 200",colorAqua,4);// Plot(TEMA(C+(C/60),2),"C*2",colorBlack,4); _SECTION_BEGIN("MA"); P = ParamField("Price field",-1); Periods = Param("Periods", 10, 2, 200, 1 );//colorOrange //Plot( MA( P, Periods ), _DEFAULT_NAME(),colorOrange, 4); _SECTION_END(); _SECTION_BEGIN("WMA1"); P = ParamField("Price field",-1); Periods = Param("Periods",8, 1, 300, 1, 5 ); //Plot( WMA( P, 5 ), "WMA(5)", colorBrightGreen, ParamStyle("Style") ); _SECTION_END(); _SECTION_BEGIN("Colud10"); Color = IIf(EMA (C,20) < t3(C,20) , colorWhite,//LightGrey//30 IIf(EMA (C,20) > t3(C,20),colorGreen,7 ) );//PaleGreen,colorPink Colori = IIf(T3(C,50) < t3(C,20) , 30, IIf(T3(C,50) > t3(C,20), colorLightGrey,7 ) ); PlotOHLC(EMA (C,20), EMA (C,20), t3(C,20) , t3(C,20) , "", Color, styleCloud | styleNoLabel); PlotOHLC(t3(C,50), t3(C,50), t3(C,20) , t3(C,20) , "", Colori, styleCloud | styleNoLabel); _SECTION_END(); _SECTION_BEGIN("Cloud10"); Color = IIf(EMA (C,20) < t3(C,20) , colorWhite,//LightGrey//30 IIf(EMA (C,20) > t3(C,20),12 ,7 ) );//PaleGreen,colorPink Colori = IIf(T3(C,50) < t3(C,20) , colorGreen, IIf(T3(C,50) > t3(C,20), colorLightGrey,7 ) ); PlotOHLC(EMA (C,20), EMA (C,20), t3(C,20) , t3(C,20) , "", Color, styleCloud | styleNoLabel); PlotOHLC(t3(C,50), t3(C,50), t3(C,20) , t3(C,20) , "", Colori, styleCloud | styleNoLabel); //Buy=H>EMA (C,20) AND Ref(H,-1)<EMA (C,20)AND Ref(H,-2)<EMA (C,20); _SECTION_BEGIN("Zig Zag Indicator with Valid Entry and Exit Points"); //------------------------------------------------------------------------------ // // Formula Name: Zig Zag Indicator with Valid Entry and Exit Points PercentChange = 6; ZZ = Zig(C,LastValue(PercentChange)) ; PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1); PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1); PlotShapes ( IIf(PivotHigh, shapeSmallCircle, shapeNone), colorCustom12,0,H, 5); PlotShapes( IIf(PivotLow, shapeSmallCircle, shapeNone), colorBlue,0, L, -5); _SECTION_END(); _SECTION_BEGIN("GIP-3"); // -- what will be our lookback range for the hh and ll? nBars = Param("Number of bars", 12, 5, 40); bTrace = Param("Include trace output", 1, 0, 1); nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1); bShowTCZ = Param("Show TCZ", 1, 0, 1); nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1); nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2, .01); bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1); retrcTolerance = .01; tczTolerance = .005; nNumBarsToScan = 120; // -- added from exploration version 20040204 nExploreBarIdx = 0; nExploreDate = 0; nCurDateNum = 0; DN = DateNum(); DT = DateTime(); // -- key exploration variables bTCZLong = False; bTCZShort = False; nAnchorPivIdx = 0; ADX8 = ADX(8); // 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, // 4 - EXPLORATION, 5 - BACKTEST / Optimize if(Status("action")==1) { bDraw = True; bUseLastVis = Param("Use last visible bar", 1, 0, 1); } else { bDraw = False; bUseLastVis = False; bTrace = False; nExploreDate = Status("rangetodate"); for (i=LastValue(BarIndex());i>=0;i--) { nCurDateNum = DN[i]; if (nCurDateNum == nExploreDate) { nExploreBarIdx = i; } } // -- if(Status("action")==1... } GraphXSpace=7; // -- Create 0-initialized arrays the size of barcount aHPivs = H - H; aLPivs = L - L; aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; aAddedHPivs = H - H; aAddedLPivs = L - L; aLegVol = H - H; aRetrcVol = H - H; 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); // -- Initialize value of curTrend nLastVisBar = LastValue( Highest(IIf(Status("barvisible"), BarIndex(), 0))); curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex()))); curTrend = ""; if (aLLVBars[curBar] < aHHVBars[curBar]) curTrend = "D"; else curTrend = "U"; // -- Make sure there are enough bars! if (curBar >= nNumBarsToScan) { for (i=0; i<nNumBarsToScan; i++) { // -- value of curBar dependent on two parameters curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar-i, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx-i, LastValue(BarIndex())-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 } } // -- Start at last bar. Reestablish curBar curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex())) ); // -- Make sure I found at least two of each above. if (nHPivs >= 2 AND nLPivs >= 2) { lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx); nAddPivsRng = curBar - nLastHOrLPivIdx; aLLVAfterLastPiv = LLV(L, nAddPivsRng); nLLVAfterLastPiv = aLLVAfterLastPiv[curBar]; aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng); nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar]; aHHVAfterLastPiv = HHV(H, nAddPivsRng); nHHVAfterLastPiv = aHHVAfterLastPiv[curBar]; aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar]; // -- Later want to add last high pivot only if if (lastHPIdx > lastLPIdx) { if (aHPivHighs[0] < aHPivHighs[1]) { if (nLLVAfterLastPiv < aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Here, the last piv is a high piv, and we have // higher-highs. The most likely addition is a // Low piv that is a retracement. } else { if (nLLVAfterLastPiv > aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- The last piv is a high and we have higher highs // OR lower highs } /* **************************************************************** Still finding missed pivot(s). Here, the last piv is a low piv. **************************************************************** */ } else { // -- First case, lower highs if (aHPivHighs[0] < aHPivHighs[1]) { if (nHHVAfterLastPiv < aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark that for plotting aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Second case when last piv is a low piv, higher highs // Most likely addition is high piv that is a retracement. // Considering adding a high piv as long as it is higher } else { // -- Where I have higher highs, if (nHHVAfterLastPiv > aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } } } // -- If there are at least two of each } /* **************************************** // -- Done with finding pivots ***************************************** */ if (bDraw) { // -- OK, let's plot the pivots using arrows PlotShapes( IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0, High, Offset=-15); PlotShapes( IIf(aAddedHPivs==1, shapeDownArrow, shapeNone), colorCustom12, 0, High, Offset=-15); PlotShapes( IIf(aLPivs==1, shapeUpArrow , shapeNone), 5, 0, Low, Offset=-15); PlotShapes( IIf(aAddedLPivs==1, shapeUpArrow , shapeNone), colorBlue, 0, Low, Offset=-15); } Buy = aLPivs OR aAddedLPivs; Sell = aHPivs OR aAddedHPivs; Title = EncodeColor(colorYellow)+Title =Name() + " " + Date() +EncodeColor( colorYellow) + EncodeColor(55)+ " Open: "+ WriteIf(O> Ref(O,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(O,format=1.2) + EncodeColor(55)+ " High: "+ WriteIf(H> Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(H,format=1.2) + EncodeColor(55)+ " Low: "+ WriteIf(L> Ref(L,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(L,format=1.2) + EncodeColor(55)+ " Close: "+ WriteIf(C> Ref(C,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(C,format=1.2)+ EncodeColor(55)+ " Change: "+WriteIf(C> Ref(C,-1),EncodeColor(5),EncodeColor(55))+ WriteVal((C-Ref(C,-1)),format=1.2)+ " ("+ WriteVal(ROC(C,1),format=1.2)+ "%"+ ") "+ "\n"+EncodeColor(55)+"Volume = "+ WriteIf(V> Ref(V,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(V,format=1.2)+ "\n"+EncodeColor(55)+"Change: "+WriteIf(V> Ref(V,-1),EncodeColor(5),EncodeColor(55))+ WriteVal((V-Ref(V,-1)),format=1.2)+ " ("+ WriteVal(ROC(V,1),format=1.2)+ "%"+ ") "+ "\n"+EncodeColor(colorCustom11)+"EMA (C,20) = "+ WriteVal(EMA (C,20),format=1.2)+ "\n"+EncodeColor(colorYellow)+"EMA (C,45) = "+ WriteVal(EMA (C,45),format=1.2)+ "\n"+EncodeColor(9)+"EMA(C,200) = "+ WriteVal(EMA (C,200),format=1.2)+ "\n"+EncodeColor(colorAqua)+"EMA(C,420) = "+ WriteVal(EMA (C,420),format=1.2)+ "\n"+EncodeColor(colorBlue)+"T3(C,20) = "+ WriteVal(t3(C,20),format=1.2)+ "\n"+EncodeColor(colorCustom12)+"T3(C,50) = "+ WriteVal(t3(C,20),format=1.2); _SECTION_END();