Displaying ANDREWS PITCHFORK Pastie For Amibroker (AFL)

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SetBarsRequired( 999999,999999);
 
bi=BarIndex();
sbi=SelectedValue(bi);
 
// Pct threshhold for peak() & trough()
 
Zigpct=Param("Zigpct",4.6,1.0,30.0,0.1,0);
 
// Since the Zig function only works on a single array, to get a true
// High/Low peak/trough have to approximate it by an EMA choosing the 
// High/Low based on the direction the EMA is moving.  Very occasionally
// it misses the correct High/Low.  To just use value, for example the close,
// just change zpr=IIf(ROC(zema,1) > 0,H,L); to zpr=C;
zema=EMA(C,14);
zpr=IIf(ROC(zema,1) > 0,H,L);
zag=Zig(zpr,zigpct);
tr=Ref(zag,-1) > zag AND zag < Ref(zag,1);
pk=Ref(zag,-1) < zag AND zag > Ref(zag,1);
pkprice=ValueWhen(pk,zpr);
trprice=ValueWhen(tr,zpr);
 
// This bit is still valid at the right edge.  If price moves far enough in 1 day to show
// a peak or trough on the last bar, the peak or trough won't go away later.  The pk_id or 
// tr_id (below) will appear on the same bar.  Normally peaks & troughs appear in 'the past',
// e.g. the high 10 days ago wasn't a peak yesterday but today it is because the price dropped
// enough to make it a peak. 
pklast=IIf(BarsSince(pk) < BarsSince(tr),1,0);
trlast=IIf(BarsSince(tr) < BarsSince(pk),1,0);
 
// A peak or trough is defined as the price moving X pct down or up from a high or low.
// The identification point is when the price has actually moved that far.  The peak/trough
// will appear 'in the past' on the same day as the pk_id or tr_id appears on the rightmost
// bar.
// Use 'OR tr/OR pk' because when the bar that reveals the pk/tr is also a pk/tr the pklast/
// trlast will have flipped.
// Can't use cross of H or L in the 2nd AND because the H or L may not get above or below the
// trigger price when the pk/tr occurs.
// The NOT conditions eliminate same-day pk/tr pk_id/tr_id cases. i.e. when the day's price 
// range was >= zpct on the pk/tr day.  
pk_id=((pklast OR tr) AND pkprice*(1-(zigpct*0.01)) > L ) AND NOT ( pk AND (H - L)/L >= 0.01 * zigpct);
tr_id=((trlast OR pk) AND H > trprice*(1+(zigpct*0.01)) ) AND NOT ( tr AND (H - L)/L >= 0.01 * zigpct);
 
// The pk_id/tr_id conditions can recur before the next pk or tr
pk_id=ExRem(pk_id,tr_id);
tr_id=ExRem(tr_id,pk_id);
 
pk_idlast=IIf(BarsSince(pk_id) < BarsSince(tr_id),1,0);
tr_idlast=IIf(BarsSince(tr_id) < BarsSince(pk_id),1,0);
 
Lookbk=IIf(pk_idlast,BarsSince(pk),BarsSince(tr));
 
// How many bars to extend the pitchfork past the selected bar.
xtsn=Param("Extension",62,1,2500,1);
 
// Shift to move pitchfork up/down from original position one penny at time.
shift=Param("Shift",0,-2000,2000,0.01);
 
// Filter out cases when the angle of the median lines is too extreme,
// The loop will continue until it finds a pitchfork whose slope falls 
// between +- the Angle Limit.  Setting the angle limit to 90 effectively
// turns it off.
alimit=Param("Angle Limit",40,1,180,1);
 
// bkgrndcolor should match your background color.  It's used to mask the 
// parts of the pitchfork arrays outside the calculated pitchfork from view.
bkgrndcolor=ParamColor("Background Color",colorLightGrey);
pitchforkcolor=ParamColor("Pitchfork Color",colorWhite);
 
// The peak/trough lines will be used to determine the y coordinates
// of the pitchfork's 3 determining points.
 
//pline1=Peak(H,Zigpct,1);
//tline1=Trough(L,Zigpct,1);
pline1=pkprice;
tline1=trprice;
// Identify the pivots.
 
pzag1=pline1 != Ref(pline1,-1);
tzag1=tline1 != Ref(tline1,-1);
 
// Get the x,y coordinates of the pivots skipping adjacent
// peaks and troughs.  Go backwards from the current bar minus the lookback.
 
// These will hold the x,y coordinates of the pivot points in arrays at the
// sbi index.
 
zagx1=0;
zagx2=0;
zagx3=0;
zagy1=0;
zagy2=0;
zagy3=0;
 
for ( i = sbi - Lookbk[sbi], zagfnd = 0, pzagfnd = 0, tzagfnd = 0 ; i >= 0 && zagfnd < 3; i-- ) {
    if ( pzag1[i] || tzag1[i] ) {
        if ( pzag1[i] && NOT pzagfnd ) {
             zagfnd=zagfnd+1;
             pzagfnd=1;
             tzagfnd=0;
             if ( zagfnd == 1 ) {
                 zagx1[sbi]=i;
                 zagy1[sbi]=pline1[i];
             } else if (zagfnd == 2) {
                 zagx2[sbi]=i;
                 zagy2[sbi]=pline1[i];
             } else if (zagfnd == 3) {
                 zagx3[sbi]=i;
                 zagy3[sbi]=pline1[i];
             }
        } else if ( tzag1[i] && NOT tzagfnd ) {
             zagfnd=zagfnd+1;
             tzagfnd=1;
             pzagfnd=0;
             if ( zagfnd == 1 ) {
                 zagx1[sbi]=i;
                 zagy1[sbi]=tline1[i];
             } else if (zagfnd == 2) {
                 zagx2[sbi]=i;
                 zagy2[sbi]=tline1[i];
             } else if (zagfnd == 3) {
                 zagx3[sbi]=i;
                 zagy3[sbi]=tline1[i];
             }
        }
    }
 
    if ( zagfnd == 3 ) {  // Got 3 candidate peak/trough points
 
        echng=0;
        midx=0;
        midy=0;
        Handle=0;
        Top=0;
        Bot=0;
 
        // Determine Midpoint between the rightmost 2 pivots and the slope from the
        // leftmost pivot to the midpoint.
 
        Midx[sbi]=zagx2[sbi] + (zagx1[sbi]-zagx2[sbi]) / 2;
        Midy[sbi]=exp( log(zagy1[sbi]) - ( log(zagy1[sbi])-log(zagy2[sbi]) ) / 2);
        echng=(log(midy[sbi])-log(zagy3[sbi]))/(midx[sbi]-zagx3[sbi]);
 
        // Apply the Angle Limit filter
 
        angle_rad = atan(echng);//radians
        angle_deg = 100 * angle_rad * 180/3.1416;//degrees
 
        if ( angle_deg < -alimit || angle_deg > alimit ) { // Too steep, reset the search
                                                           // to begin from the 2nd pivot found
            if ( tzagfnd == 1 ) {  // was tr,pk,tr so switch to pk,tr,pk
                tzagfnd = 0;
                pzagfnd = 1;
                zagfnd = 1;
                zagx1[sbi]=zagx2[sbi];
                zagy1[sbi]=zagy2[sbi];
                i = zagx1[sbi];
                zagx2=0;
                zagx3=0;
                zagy2=0;
                zagy3=0;
            } else {  // was pk,tr,pk so switch to tr,pk,tr
                tzagfnd = 1;
                pzagfnd = 0;
                zagfnd = 1;
                zagx1[sbi]=zagx2[sbi];
                zagy1[sbi]=zagy2[sbi];
                i = zagx1[sbi];
                zagx2=0;
                zagx3=0;
                zagy2=0;
                zagy3=0;
            } 
       }
    }
}
 
// Calculate the Pitchfork itself
 
// Handle first
 
for ( j=zagx3[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
   Handle[j]=exp(log(zagy3[sbi]) + n*echng) + shift;
}
 
// High & low median lines.
if ( (exp(log(zagy2[sbi]) + (sbi-zagx2[sbi])*echng)) 
     > (exp(log(zagy1[sbi]) + (sbi-zagx1[sbi])*echng)) ) {  // Which one is top?
   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      top[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
   }
   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      bot[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
   }
} else {
   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      bot[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
   }
   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
      top[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
   }
}
 
Hcolor=IIf(Handle==0,bkgrndcolor,IIf(Ref(handle,-1)== 0 AND handle != 0, bkgrndcolor,pitchforkcolor));
Tcolor=IIf(Top==0,bkgrndcolor,IIf(Ref(top,-1)== 0 AND top != 0, bkgrndcolor,pitchforkcolor));
Bcolor=IIf(Bot==0,bkgrndcolor,IIf(Ref(bot,-1)== 0 AND bot != 0, bkgrndcolor,pitchforkcolor));
Htitle=EncodeColor(pitchforkcolor)
      + StrFormat("\nAndrews: pct=%g lkbk=%g shft=%g alimit=%g Angle=%3.2f Handle=",
        Zigpct, Lookbk, shift, alimit, angle_deg);
Plot(Handle,Htitle,Hcolor,styleLine+styleDashed+styleNoRescale);
Plot(Bot,EncodeColor(pitchforkcolor)+" Bot=",Bcolor,styleLine+styleDashed+styleNoRescale);
Plot(Top,EncodeColor(pitchforkcolor)+" Top=",Tcolor,styleLine+styleDashed+styleNoRescale);
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ANDREWS PITCHFORK for Amibroker (AFL)
