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Price Break Indicator for Amibroker (AFL)
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_SECTION_BEGIN("3 Price Break"); Title = Name()+ " Price Break Indicator." ; //+ " Trend is " + Trend_Text + ". SEQUENCE IS " + Sequence_Text; Plot(C,Title,colorBlack,styleCandle); ///////// Parameters //////// nBars_To_Scan = Param("Number of bars to Scan",20, 10,480, 10); //Number of bars to include in scan PB_Interval = Param("Number of Bars for Price Break",3,2,3,1); ///////// Use Array of Prices and Price Breaks to Look Back and Determine What Price Break is For Current Bar Seedbar = nBars_To_Scan + 1; //Need an initial value to start the PB process if (BarCount > Seedbar) //Make sure there are enough bars available to evaluate { Price[0]= LastValue(Ref(C,-Seedbar)); //Seed the 0 Bar in the Array with Values Trend[0]=1; //1 = Long, 0=Short Sequence[0]=0; //Sequence counter - counts number of new price breaks Price_Break[0] = LastValue(Ref(C,-Seedbar)); High_C1[0] = LastValue(Ref(C,-Seedbar)); //Highest Close 1 Ago High_C2[0]= LastValue(Ref(C,-Seedbar)); //Highest Close 2 Ago High_C3[0]= LastValue(Ref(C,-Seedbar)); //Highest Close 3 Ago Low_C1[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 1 Ago Low_C2[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 2 Ago Low_C3[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 3 Ago for ( i=1; i < Seedbar ; i++) //Cycle through prices filling in price array and caculating price breaks { Prior = i-1; //Index for Prior entry in array. Set the current array values to Trend[i]=Trend[Prior]; //prior values to make sure everything that isn't changed later Price_Break[i] = Price_Break[Prior]; //gets carried forward to the next row in the array. Low_C1[i] = Low_C1[Prior]; //Carryover current values Low_C2[i] = Low_C2[Prior]; Low_C3[i] = Low_C3[Prior]; High_C1[i] = High_C1[Prior]; //Carryover current values High_C2[i] = High_C2[Prior]; High_C3[i] = High_C3[Prior]; Sequence[i] = Sequence[Prior]; Price[i] = LastValue (Ref (C,-(Seedbar-i))); //Seedbar is the bar just in front of where I start the method. Works since i starts at 1 if (Price[i] >Price[Prior] AND Trend[Prior] == 1 ) // If Close is Greater than the prior close And the Trend is Long { if (Price[i] >High_C1[Prior]) //If the Close is greater than the last highest close { //Test For Price Break. The IIF is there to accomodate a 2 price or 3 price break option //based on the PB_Interval parameter Price_Break[i] = IIf(PB_Interval == 3,High_C3[Prior],IIf(PB_Interval == 2,High_C2[Prior],High_C3[Prior])); //The 3PB method says I take the highest close 4 ago as the new price break. Sequence[i] = Sequence[i] + 1; //Increment Sequence if Price Break High_C3[i] = High_C2[Prior]; //Stacking the higher closes like this avoids having to go back and iterate through the. High_C2[i] = High_C1[Prior]; //closes to find and count the higher closes. They are just carried forward in the stack. High_C1[i] = Price[i]; //When a higher close occurs, it is put on the top of the stack, each close below is } //pushed down in sequence, and the earliest (farthest back) close goes away. } if (Price[i] >Price[Prior] AND Trend[Prior] == 0 ) // If Close is Greater than the prior close And the Trend is Short { if (Price[i] >Price_Break[Prior]) //If Close > Price Break in trend is Short, Reverse and go Long { High_C1[i] = High_C2[i] = High_C3[i] = Price[i]; //Initialize sequence of new Highs Price_Break[i] = Price[i]; //Set new value for Price Break Trend[i] = 1; //Set the trend Long Sequence = 0; } } if (Price[i] <Price[Prior] AND Trend[Prior] ==0) // If The Close is less than the prior close And the Trend is Short { if (Price[i] <Low_C1[Prior]) //If the Close is less than the last lowest close { Price_Break[i] = IIf(PB_Interval == 3,Low_C3[Prior],IIf(PB_Interval == 2,Low_C2[Prior],Low_C3[Prior])); //Test For Price Break Sequence[i] = Sequence[i] + 1; //Increment Sequence if Price Break Low_C3[i] = Low_C2[Prior]; //Update sequence of new Lows Low_C2[i] = Low_C1[Prior]; Low_C1[i] = Price [i]; } } if (Price[i] <Price[Prior] AND Trend[Prior] ==1) // If The Close is less than the prior close And the Trend is Long { if (Price[i] < Price_Break[Prior]) //If Close < Price Break in Long Trend, reverse and go Short { Low_C1[i] = Low_C2[i] = Low_C3[i] = Price[i]; //Initialize sequence of new Lows Price_Break[i] = Price[i]; //Set new value for Price Break Trend[i] = 0; //Set Trend Short Sequence = 0; } } //// Plot the Price Breaks. Bar_x1=BarCount - (nBars_To_Scan - Prior ); Bar_x2=BarCount - ( nBars_To_Scan - i); PB_Color = IIf(Trend[i] == 1,colorGreen, colorRed); Plot(LineArray(Bar_x1,Price_Break[i],Bar_x2,Price_Break[i],extend=0),"",PB_Color,styleThick); Sequence_Text = NumToStr(Sequence,format=1.0); Trend_Text = WriteIf(Trend[i] > 0, "Long","Short"); } //Close the For Loop } //Close the first test for sufficient bars to do the study _SECTION_END(); SetChartOptions(0,chartShowArrows|chartShowDates); GraphXSpace=5; Plot(C,"",colorBlack,styleCandle); _SECTION_BEGIN("Magnified Market Price"); //by Vidyasagar, (E? ??? C?????? ??? ???? ?IC?? ?O??? C???EI?)// FS=Param("Font Size",35,11,100,1); GfxSelectFont("Times New Roman", FS, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor( ParamColor("Color",colorGreen) ); Hor=Param("Horizontal Position",750,1,1200,1); Ver=Param("Vertical Position",1,1,830,1); GfxTextOut(""+C, Hor , Ver ); YC=TimeFrameGetPrice("C",inDaily,-1); DD=Prec(C-YC,2); xx=Prec((DD/YC)*100,2); GfxSelectFont("Times New Roman", 11, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor(ParamColor("Color",colorGreen) ); GfxTextOut(""+DD+" ("+xx+"%)", Hor , Ver+45 ); _SECTION_END(); _SECTION_BEGIN("Price"); //SetChartBkColor( colorBlack ); Col_1 = IIf(EMA(RSI(39),30) > Ref(EMA(RSI(39),30),-1),colorGreen,colorRed); //Plot( C, "", col_1, styleBar); Plot(C,"",Col_1,128); _SECTION_END(); Plot(EMA(C,10), "EMA(10)", colorRed, styleLine| styleNoLabel); Plot(EMA(C,50), "EMA(50)", colorBlue, styleLine| styleNoLabel); Plot(MA(C,200), "MA(200)", colorRed, styleThick| styleNoLabel); _SECTION_END(); _SECTION_BEGIN("Phase"); RCP = C > EMA(C,50) AND EMA(C,50) < MA(C,200); // Recovery Blue ACP = C > EMA(C,50) AND C > MA(C,200) AND EMA(C,50) < MA(C,200); // Accumulation seagreen BLP = C > EMA(C,50) AND C > MA(C,200) AND EMA(C,50) > MA(C,200); // Bullish Limegreen WRP = C < EMA(C,50) AND EMA(C,50) > MA(C,200); // Warning Pink DSP = C < EMA(C,50) AND C < MA(C,200) AND EMA(C,50) > MA(C,200); // Distribution Orange BRP = C < EMA(C,50) AND C < MA(C,200) AND EMA(C,50) < MA(C,200); // Bearish Red //Plot( 1, "", IIf(RCP, colorBlue, IIf(ACP, colorSeaGreen, IIf(BLP, colorDarkGreen, IIf(WRP, colorOrange, IIf(DSP, colorRed, IIf(BRP, colorDarkRed, 0)))))), styleOwnScale|styleArea|styleNoLabel, -0.1, 50 ); Plot( 1, "", IIf(RCP, colorBlue, IIf(ACP, colorAqua, IIf(BLP, colorLime, IIf(WRP, colorPink, IIf(DSP, colorOrange, IIf(BRP, colorRed, 0)))))), styleOwnScale|styleArea|styleNoLabel, -0.1, 50 ); Buy_cross1050 = Cross(EMA(Close,10),EMA(Close,50)); Sell_cross1050 = Cross(EMA(Close,50),EMA(Close,10)); Buy_cross1050 = ExRem(Buy_cross1050, Sell_cross1050 ); sell_cross1050 = ExRem(sell_cross1050, buy_cross1050 ); dist = 1.5*ATR(10); for( i = 0; i < BarCount; i++ ) { HH1 = HHV(H,20); LL1 = LLV(L,20); if( Buy_cross1050[i] ) PlotText( "A=" + HH1[ i ], i, L[ i ]-dist[i], colorBlack, colorLime); if( sell_cross1050[i] ) PlotText( "A=" + LL1[ i ], i, H[ i ]+dist[i], colorLightYellow, colorRed); } PlotShapes(Buy_cross1050*shapeUpArrow,colorGreen, 0, Low, Offset =-12); PlotShapes(sell_cross1050*shapeDownArrow,colorRed, 0, High, Offset =-12); pds = 20; DonchianUpper =HHV(Ref(H,-1),pds); DonchianLower = LLV(Ref(L,-1),pds); Buy_Price = C; Sell_Price = C; BuySL = DonchianLower ; SellSL = DonchianUpper; BPdiff = HH1 - BuySL ; SPdiff = LL1 - SellSL; SwingBuy = (BPdiff/BuySL)*100 ; SwingSell = (SPdiff/SellSL)*100 ; BuyTarget = Buy_Price + BPdiff ; SellTarget = Sell_Price + SPdiff ; // Exploration Filter=Buy_cross1050 OR sell_cross1050;// OR Buy_cross10200 OR sell_cross10200;// OR Buy_cross50200 OR sell_cross50200; mytimenum = DateTimeConvert( 1, DateTime() ); AddColumn( IIf(Buy_cross1050,C,IIf(sell_cross1050,-C,Null)) ,"A=Cross",1.1,colorBlack,IIf(Buy_cross1050,colorLightGrey,IIf(sell_cross1050,colorLightGrey,colorLightGrey))); AddColumn( IIf(Buy_cross1050,HH1,IIf(sell_cross1050,-LL1,Null)) ,"Enter",1.1,colorBlack,IIf(Buy_cross1050,colorGreen,IIf(sell_cross1050,colorRed,colorLightGrey))); AddColumn( IIf(Buy_cross1050 ,Prec(SwingBuy,1),IIf(Sell_cross1050 ,Prec(SwingSell,1),Null)) ,"%SWING",1.1,colorBlack,IIf(Buy_cross1050 ,colorLightGrey,IIf(Sell_cross1050 ,colorLightGrey,colorLightGrey))); AddColumn( mytimenum,"TimeNum",colorBlack); SetSortColumns(-6); _SECTION_END(); _SECTION_BEGIN( "Fundamental Data" ); if ( ParamToggle( "Show Columns in AA", "Off,On", 1 ) ) { AddColumn( GetFnData( "EPS" ), "EPS" ); AddColumn( GetFnData( "EPSEstCurrentYear" ), "EPS Est Current Year" ); AddColumn( GetFnData( "EPSEstNextYear" ), "EPS Est Next Year" ); AddColumn( GetFnData( "EPSEstNextQuarter" ), "EPS Est Next Quarter" ); AddColumn( GetFnData( "PEGRatio" ), "PEG Ratio" ); AddColumn( GetFnData( "SharesFloat" ), "Shares Float", 1.0 ); AddColumn( GetFnData( "SharesOut" ), "Shares Out", 1.0 ); AddColumn(GetFnData("DividendPayDate"),"Dividend Pay Date"); AddColumn(GetFnData("ExDividendDate"),"Ex Dividend Date"); AddColumn( GetFnData( "BookValuePerShare" ), "Book Value Per Share" ); AddColumn( GetFnData( "DividendPerShare" ), "Dividend Per Share" ); AddColumn( GetFnData( "ProfitMargin" ), "Profit Margin" ); AddColumn( GetFnData( "OperatingMargin" ), "Operating Margin" ); AddColumn( GetFnData( "OneYearTargetPrice" ), "One Year Target Price" ); AddColumn( GetFnData( "ReturnOnAssets" ), "Return On Assets" ); AddColumn( GetFnData( "ReturnOnEquity" ), "Return On Equity" ); AddColumn( GetFnData( "QtrlyRevenueGrowth" ), "Qtrly Revenue Growth" ); AddColumn( GetFnData( "GrossProfitPerShare" ), "Gross Profit Per Share" ); AddColumn( GetFnData( "SalesPerShare" ), "Sales Per Share" ); AddColumn( GetFnData( "EBITDAPerShare" ), "EBITDA Per Share" ); AddColumn( GetFnData( "QtrlyEarningsGrowth" ), "Qtrly Earnings Growth" ); AddColumn( GetFnData( "InsiderHoldPercent" ), "Insider Hold Percent" ); AddColumn( GetFnData( "InstitutionHoldPercent" ), "Institution Hold Percent" ); AddColumn( GetFnData( "SharesShort" ), "Shares Short", 1.0 ); AddColumn( GetFnData( "SharesShortPrevMonth" ), "Shares Short Prev Month", 1.0 ); AddColumn( GetFnData( "ForwardDividendPerShare" ), "Forward Dividend Per Share" ); AddColumn( GetFnData( "ForwardEPS" ), "Forward EPS" ); AddColumn( GetFnData( "OperatingCashFlow" ), "Operating Cash Flow", 1.0 ); AddColumn( GetFnData( "LeveredFreeCashFlow" ), "Levered Free Cash Flow", 1.0 ); AddColumn( GetFnData( "Beta" ), "Beta" ); AddColumn( GetFnData( "LastSplitRatio" ), "Last Split Ratio" ); AddColumn(GetFnData("LastSplitDate"),"Last Split Date"); } _SECTION_END();