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Price Break Indicator for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 | _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 (); |