Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
alternative ZIG type function some additions for Amibroker (AFL)
Copy & Paste Friendly
Back
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 | // Amibroker AFL code by Edward Pottasch, Oct 2012// Alternative ZIG type function based on the ATR and VSTOP functions// Added multiple timeframes. Maximum timeframe set to 1440 minutes x=xx=BarIndex();tc=ParamList("Display Mode","ZIG|VSTOP|ZIG&VSTOP",0);disp0=ParamToggle("Display labels","Off|On",1);disp1=ParamToggle("Display value labels","Off|On",1);tf=Param("Time Frame (min)",60,1,1440,1);tfrm=in1Minute*tf;perBull=Param("perBull",20,1,150,1);perBear=Param("perBear",20,1,150,1);multBull=Param("multBull",2,0.05,4,0.05);multBear=Param("multBear",2,0.05,4,0.05);perc=Param("Percentage Range (S/R lines)",20,0.05,100,0.01);npiv=Param("N Pivots Used (S/R lines)",1,1,250,1);disp2=ParamToggle("Display S/R levels","Off|On",0);TimeFrameSet(tfrm);function vstop_func(trBull,trBear){ trailArray[0]=C[0]; for(i=1;i<BarCount;i++) { prev=trailArray[i-1]; if(C[i]>prev AND C[i-1]>prev) { trailArray[i]=Max(prev,C[i]-trBull[i]); } else if(C[i]<prev AND C[i-1]< prev) { trailArray[i]=Min(prev,C[i]+trBear[i]); } else if (C[i]>prev) { trailArray[i]=C[i]-trBull[i]; } else { trailArray[i]=C[i]+trBear[i]; } } return trailArray;}trBull=multBull*ATR(perBull);trBear=multBear*ATR(perBear);trailArray = vstop_func(trBull,trBear);ts=IIf(trailArray>C,trailArray,Null);tl=IIf(trailArray<C,trailArray,Null);TimeFrameRestore();ts=TimeFrameExpand(ts,tfrm,expandLast);tl=TimeFrameExpand(tl,tfrm,expandLast); GraphXSpace = 5;SetChartOptions(0, chartShowDates);SetBarFillColor(IIf(C>O,ParamColor("Candle Up Color", colorBrightGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));Plot(C,"Price",IIf(C>O,ParamColor("Shadow Up Color", ColorRGB(0,255,0)),IIf(C<=O,ParamColor("Shadow Color", ColorRGB(255,0,0)),colorLightGrey)),64,0,0,0,0,1);lll=LLV(L,BarsSince(!IsEmpty(tl)));lll=IIf(ts,lll,Null);llls=lll;ttt1=IIf((!IsEmpty(ts) AND IsEmpty(Ref(ts,1))) OR BarIndex()==BarCount-1,1,Null);ttt=ValueWhen(ttt1,lll,0);ttt=IIf(ts,ttt,Null);ttt=IIf(ttt1,Ref(ttt,-1),ttt);tr=L==ttt;lll=Sum(tr,BarsSince(!IsEmpty(tl)));qqq=ValueWhen(ttt1,lll,0);qqq=IIf(ts,qqq,Null);qqq=IIf(ttt1,Ref(qqq,-1),qqq);tr=tr AND lll==qqq;tr=IIf((!IsEmpty(ts) AND IsEmpty(Ref(ts,1)) AND IsEmpty(Ref(ts,-1))),1,tr);//exceptionhhh=HHV(H,BarsSince(!IsEmpty(ts)));hhh=IIf(tl,hhh,Null);hhhs=hhh;ttt1=IIf((!IsEmpty(tl) AND IsEmpty(Ref(tl,1))) OR BarIndex()==BarCount-1,1,Null);ttt=ValueWhen(ttt1,hhh,0);ttt=IIf(tl,ttt,Null);ttt=IIf(ttt1,Ref(ttt,-1),ttt);pk=H==ttt;hhh=Sum(pk,BarsSince(!IsEmpty(ts)));sss=ValueWhen(ttt1,hhh,0);sss=IIf(tl,sss,Null);sss=IIf(ttt1,Ref(sss,-1),sss);pk=pk AND hhh==sss;pk=IIf((!IsEmpty(tl) AND IsEmpty(Ref(tl,1)) AND IsEmpty(Ref(tl,-1))),1,pk);//exceptionpx0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);minipk=H>=Ref(HHV(H,1),-1) AND Ref(HHV(H,1),1)<H;minitr=L<=Ref(LLV(L,1),-1) AND Ref(LLV(L,1),1)>L;switch(tc){case("ZIG"):aa1=IIf(px0>tx1,(ph0-tl1)/(px0-tx1),0);aa1=IIf(pk,Ref(aa1,-1),aa1);ls1=aa1*(xx-tx1)+tl1;bb1=IIf(px0>tx1 AND px1<tx1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);aa1=IIf(tx0>px1,(tl0-ph1)/(tx0-px1),0);aa1=IIf(tr,Ref(aa1,-1),aa1);ls1=aa1*(xx-px1)+ph1;bb1=IIf(tx0>px1 AND tx1<px1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);Plot(ls1,"",colorOrange,styleLine,0,0,0,2,3);break;case("VSTOP"):Plot(ts,"\ntrailShort",colorRed,styleLine,0,0,0,1,1);Plot(llls,"",colorRed,styleDashed,0,0,0,1,1);Plot(tl,"\ntrailLong",colorGreen,styleLine,0,0,0,1,1);Plot(hhhs,"",colorGreen,styleDashed,0,0,0,1,1);break;case("ZIG&VSTOP"):aa1=IIf(px0>tx1,(ph0-tl1)/(px0-tx1),0);aa1=IIf(pk,Ref(aa1,-1),aa1);ls1=aa1*(xx-tx1)+tl1;bb1=IIf(px0>tx1 AND px1<tx1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);aa1=IIf(tx0>px1,(tl0-ph1)/(tx0-px1),0);aa1=IIf(tr,Ref(aa1,-1),aa1);ls1=aa1*(xx-px1)+ph1;bb1=IIf(tx0>px1 AND tx1<px1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);Plot(ls1,"",colorOrange,styleLine,0,0,0,2,3);Plot(ts,"\ntrailShort",colorRed,styleLine,0,0,0,1,1);Plot(llls,"",colorRed,styleDashed,0,0,0,1,1);Plot(tl,"\ntrailLong",colorGreen,styleLine,0,0,0,1,1);Plot(hhhs,"",colorGreen,styleDashed,0,0,0,1,1);break;}PlotShapes(shapeSmallCircle*tr,colorGreen,0,L,-10);PlotShapes(shapeSmallCircle*pk,colorRed,0,H,10);qq=Interval()/60;if(qq < 60){tf=" min";tt=qq;}else if(qq >= 60 AND qq < 1440){tf=" hrs";tt=qq/60;}else if(qq >= 1440){tf=" days";tt=(qq/60)/24;}qq=Max(tfrm/60,Interval()/60);if(qq < 60){tfa=" min";tta=qq;}else if(qq >= 60 AND qq < 1440){tfa=" hrs";tta=qq/60;}else if(qq >= 1440){tfa=" days";tta=(qq/60)/24;}Title = Name() + "\nChart TF: " + tt + tf + "\nZig TF: " + tta + tfa;dxhm=14;dxlm=10;dxh=0;dxl=0;dyhm=5;dylm=3;dyh=18;dyl=29;hm=30;lm=30;dyl2=42;dylm2=16;dyhm2=18;dyh2=31;function GetVisibleBarCount() { lvb=Status("lastvisiblebar"); fvb=Status("firstvisiblebar"); return Min(lvb-fvb,BarCount-fvb);} function GfxConvertPixelsToBarX(Pixels){ lvb=Status("lastvisiblebar"); fvb=Status("firstvisiblebar"); pxchartleft=Status("pxchartleft"); pxchartwidth=Status("pxchartwidth"); fac=pxchartwidth/Pixels; bar=(lvb-fvb)/fac; return bar;} function GfxConvertPixelToValueY(Pixels) { local Miny,Maxy,pxchartbottom,pxchartheight; Miny=Status("axisminy"); Maxy=Status("axismaxy"); pxchartbottom=Status("pxchartbottom"); pxchartheight=Status("pxchartheight"); fac=pxchartheight/Pixels; Value=(Maxy-Miny)/fac; return Value;} 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;miny=Status("axisminy");maxy=Status("axismaxy");AllVisibleBars=GetVisibleBarCount();fvb=Status("firstvisiblebar");LowMargin=Miny+GfxConvertPixelToValueY(lm);HighMargin=Maxy-GfxConvertPixelToValueY(hm);dyllm=GfxConvertPixelToValueY(dylm);dyhhm=GfxConvertPixelToValueY(dyhm);dyll=GfxConvertPixelToValueY(dyl);dyhh=GfxConvertPixelToValueY(dyh);dxllm=GfxConvertPixelsToBarX(dxlm);dxhhm=GfxConvertPixelsToBarX(dxhm);dxll=GfxConvertPixelsToBarX(dxl);dxhh=GfxConvertPixelsToBarX(dxh);dyllm2=GfxConvertPixelToValueY(dylm2);dyll2=GfxConvertPixelToValueY(dyl2);dyhhm2=GfxConvertPixelToValueY(dyhm2);dyhh2=GfxConvertPixelToValueY(dyh2);if(disp0){for(i=0;i<AllVisibleBars;i++) { // HH,HL etc. labels if(ll[i+fvb] AND L[i+fvb]>LowMargin) PlotText("LL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorDefault); if(ll[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("LL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorDefault); if(hl[i+fvb] AND L[i+fvb]>LowMargin) PlotText("HL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorDefault); if(hl[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("HL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorDefault); if(db[i+fvb] AND L[i+fvb]>LowMargin) PlotText("DB",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorDefault); if(db[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("DB",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorDefault); if(hh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("HH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorDefault); if(hh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("HH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorDefault); if(lh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("LH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorDefault); if(lh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("LH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorDefault); if(dt[i+fvb] AND H[i+fvb]<HighMargin) PlotText("DT",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorDefault); if(dt[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("DT",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorDefault);}}if(disp1){for(i=0;i<AllVisibleBars;i++) { // value labels at HH,HL etc. if(ll[i+fvb] AND L[i+fvb]>LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll,L[i+fvb]-dyll2,colorWhite,colorDefault); if(ll[i+fvb] AND L[i+fvb]<=LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll+dxllm,L[i+fvb]-dyllm2,colorWhite,colorDefault); if(hl[i+fvb] AND L[i+fvb]>LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll,L[i+fvb]-dyll2,colorWhite,colorDefault); if(hl[i+fvb] AND L[i+fvb]<=LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll+dxllm,L[i+fvb]-dyllm2,colorWhite,colorDefault); if(db[i+fvb] AND L[i+fvb]>LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll,L[i+fvb]-dyll2,colorWhite,colorDefault); if(db[i+fvb] AND L[i+fvb]<=LowMargin) PlotText(""+L[i+fvb],i+fvb+dxll+dxllm,L[i+fvb]-dyllm2,colorWhite,colorDefault); if(hh[i+fvb] AND H[i+fvb]<HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh,H[i+fvb]+dyhh2,colorWhite,colorDefault); if(hh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm2,colorWhite,colorDefault); if(lh[i+fvb] AND H[i+fvb]<HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh,H[i+fvb]+dyhh2,colorWhite,colorDefault); if(lh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm2,colorWhite,colorDefault); if(dt[i+fvb] AND H[i+fvb]<HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh,H[i+fvb]+dyhh2,colorWhite,colorDefault); if(dt[i+fvb] AND H[i+fvb]>=HighMargin) PlotText(""+H[i+fvb],i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm2,colorWhite,colorDefault);}}if(disp2){miny=LastVisibleValue(C)-LastVisibleValue(C)/100*perc;maxy=LastVisibleValue(C)+LastVisibleValue(C)/100*perc;for (i=1;i<=npiv;i++){ rr=ValueWhen(pk,H,i); rr=IIf(rr>maxy OR rr<miny,Null,rr); ss=ValueWhen(tr,L,i); ss=IIf(ss>maxy OR ss<miny,Null,ss); Plot(rr,"",colorBlue,styleNoLine|styleDots,0,0,0,-1); Plot(ss,"",colorRed,styleNoLine|styleDots,0,0,0,-1);}} |