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Kwikpop pivot high Low stamp for Amibroker (AFL)
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//Kwikpop PHPL Stamping starts _SECTION_BEGIN("Kwikpop PHPL Stamping"); /* TSKPPivot and PivotPop A PP (Pivot Point) occurs when A900 crosses over/under AutoStop and is confirmed when ScoreCard value be >= 5/<= -5. When A900 crosses over AutoStop and ScoreCard confirms with a reading >= 5, then a new PL (Pivot Low) has been made. The PL point is the bar that has the lowest low price since the last PH. When A900 crosses under AutoStop and ScoreCard confirms witha reading <= -5, then a new PH (Pivot High) and been made. The PH point is the bar that has the highest high price since the last PL. One can NOT have two consecutive PHs OR two consecutive PLs. PP Trend requires 3 Pivot Points. THe PP trend is either Up (PPTrend = 1) or Down (PPTrend = -1). There are 2 basic Pivot Point patterns: PL-PH-PL or PH-PL-PH. Note: if 'M/W tick allowance is NOT equal to 0 then you must have Tick Size correctly specified to get the correct results. Pivot Pop Up occurs when: Pivot Pop Down occurs when: Pivot Low Pivot High Pivot Low has occured within the last X bars Pivot High has occured within the last X bars A900 >= AutoStop A900 <= AutoStop Fast2 = 1 Fast2 = -1 ScoreCard >= 5 ScoreCard <= -5 Close > MeanSwingLine (optional) Close < MeanSwingLine (optional) Close > Upper Bollinger Band Close < Lower Bollinger Band Close > Open Close < Open */ //SetBarsRequired(350, -0); //user parameters parmPlotScoreCard = 1;//ParamToggle("Plot KPScoreCard", "No|Yes", 1); parmPlotA900AutoStop = 0;//ParamToggle("Plot A900/AutoStop", "No|Yes", 0); parmA900Color = colorWhite;//ParamColor("A900 Color", colorWhite); parmA900Style = styleLine;//ParamStyle("A900 Style", styleLine, maskAll); parmAutoStopColor = colorYellow;//ParamColor("AutoStop Color", colorYellow); parmAutoStopStyle = styleLine;//ParamStyle("AutoStop Style", styleLine, maskAll); parmPPTextColor = colorBlack;//ParamColor("PP Text color", colorBlack); parmPPTrndColorUp = colorLightGrey;//ParamColor("PP Trend Up color", colorGreen ); parmPPTrndColorDn = colorLightGrey;//ParamColor("PP Trend Dwn color", colorRed) ; parmPPTextOffSet = 0.40;//Param("PP OffSet", 0.90, 0.40, 1.5, 0.1); parmTickMultipler = 0;//Param("M/W tick allowance", 0, 0, 10, 1); parmA900AutoStopX = 0;//ParamToggle("Plot A900/AutoStop Cross", "No|Yes"); parmA900AutoStopColorX = colorBlack;//ParamColor("A900/AutoStop Cross Color", colorBlack); ParmSCThreshold = 5;//Param("ScoreCard Threshold", 5, 1, 9, 1); parmVoice = 0;//ParamToggle("Pivot Voice", "No|Yes", 0); parmPivotPop = 1;//ParamToggle("PivotPop", "No|Yes", 1); parmBarCancel = 4;//Param("Bar Cancel", 4, 1, 20, 1); parmFilter = ParamList("Filter", "None|KPMSL|KPWaterLevel|KPMedium", 0); parmPlotFilter = 0;//ParamToggle("Plot Filter", "No|Yes", 0); parmFilterColor = ColorRGB(127,255,212);//ParamColor("Filter Color", ColorRGB(127,255,212)); parmFilterStyle = styleLine;//ParamStyle("Filter Style", styleLine, maskAll); parmBBPeriod = 20;//Param("Bollinger Band Period", 20, 2, 30, 1); parmBBSD = 1;//Param("Bollinger Band width", 1.0, 0.5, 3.0, 0.5); ParmPlotPPIndicators = 0;//ParamToggle("Plot Pivot Pop indicators", "No|Yes", 0); parmBBColor = colorBlack;//ParamColor("BBands Color", colorBlack); parmBBStyle = styleLine;//ParamStyle("BBands Style", styleLine, maskAll); ParmDebug = 0;//ParamToggle("Debug", "No|Yes", 0); // constants _N(PaneName = Name() + Interval(2)+ _SECTION_NAME()); _N(NewBarName = "NewBar" + PaneName); //functions function NewBarP() { PrevDT = StaticVarGet( NewBarName); DT = LastValue(DateTime()); StaticVarSet( NewBarName,DT); return DT != PrevDT; } function MRoundP(Number, Multiple ) { if(Multiple == 0 ) { xMultiple = 0.01; } else { xMultiple = Multiple; } Divided = Number / xMultiple; intDivided = int(Divided); intDivided = intDivided + round(Divided - intDivided); return intDivided * xMultiple; } /* // kasi Amibroker solution to eliminate ticker //miscellaneous setups ObjAB = CreateObject("Broker.Application"); ticker = objAB.Stocks(Name() ); if(ticker.TickSize == 0) { TickValue = 0.01; //set TickValue to a penney } else { TickValue = ticker.TickSize; // use Tick Size for this symbol } */ //ticker = objAB.Stocks(Name() ); if(TickSize == 0) { TickValue = 0.01; //set TickValue to a penney } else { TickValue = TickSize; // use Tick Size for this symbol } NewBarSignal = NewBarP(); // KP Indicators KPA900 = E_TSKPA900(Close); KPAutoStop = E_TSKPAUTOSTOP(High,Low,Close); Ctmpl = E_TSKPCOLORTMPL(Open,High,Low,Close,Volume); //ScoreCard KPScoreCard = 0; KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd0 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd1 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd2 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd3 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd4 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd5 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd6 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd7 > 0, 1, -1); KPScoreCard = KPScoreCard + IIf(tskp_colortmplcnd8 > 0, 1, -1); if(parmDebug == 1) { printf("a900: %0.6f% \nAutoStop: %0.6f%\nScoreCard: %0.0f%\n", KPA900, KPAutoStop, KPScoreCard); } if(parmPlotScoreCard == 1) { //_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g% (%0.4f%) {{VALUES}}", O, H, L, C, SelectedValue( C - Ref(C, -1)) )); //if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) ) //{ //ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.2f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 ))); //} Color = IIf(KPScoreCard >= parmSCThreshold, colorBlue, IIf(KPScoreCard <= -parmSCThreshold, colorRed, colorYellow) ); // kasi //Plot( C, "Close", Color , styleNoTitle | styleBar | GetPriceStyle() ); Plot( C, "Close", Color , styleNoTitle | styleBar | styleLine ); } //user want A900/AutoStop plotted if(parmPlotA900AutoStop == 1) { Plot(KPA900, "A900", parmA900Color, parmA900Style); Plot(KPAutoStop, "AutoStop", parmAutoStopColor, parmAutoStopStyle); } // find A900/AutoStop cross over/under with ScoreCard confirmation. XOUp = (KPA900 > KPAutoStop) AND (KPScoreCard >= parmSCThreshold); // New Pivot Low XODn = (KPA900 < KPAutoStop) AND (KPScoreCard <= -parmSCThreshold); // New Pivot High if(parmDebug == 1) { printf(WriteIf(XOUp, "before= XOUp: True", "before= XOUp: False") + WriteIf(XODn, " XODn: True\n", " XODn: False\n") ); } //remove duplicate signals XOUp = ExRem(XOUp, XODn); XODn = ExRem(XODn, XOUp); if(parmDebug == 1) { printf(WriteIf(XOUp, "after= XOUp: True", "after= XOUp: False") + WriteIf(XODn, " XODn: True\n", " XODn: False\n") ); } //find the current Pivot Points - PL and PH //remember XOUp = 1 means a PL and XODn =1 means a PH PLBars = IIf(XOUp, LowestSinceBars(XODn, L ,1), 0); //find the bar that produced the Lowest Low PHBars = IIf(XODn, HighestSinceBars(XOUp, H, 1),0); //find the bar that produced the Highest High //PLPrice = IIf(XOUp, Ref(L, -PLBars), 0); //PHPrice = IIf(XODn, Ref(H, -PHBars),0); PLPrice = Ref(L, -PLBars); PHPrice = Ref(H, -PHBars); //keep track of the previous Pivot Points PrevPLBars = Ref(BarsSince(XOUp), -1) +1; PrevPHBars = Ref(BarsSince(XODn), -1) +1; PrevPLPrice = Ref(PLPrice, -prevPLBars); PrevPHPrice = Ref(PHPrice, -PrevPHBars ); PivotsCloseEnough = TickValue * parmTickMultipler; /* // kasi Amibroker solution to eliminate ticker PLDifference = MroundP(PLPrice - PRevPLPrice, ticker.TickSize); PHDifference = MroundP(PHPrice - PrevPHPrice, ticker.TickSize); */ PLDifference = MroundP(PLPrice - PRevPLPrice, TickSize); PHDifference = MroundP(PHPrice - PrevPHPrice, TickSize); PPTrend = IIf(XOUp AND (PLDifference > PivotsCloseEnough) AND PrevPHPrice > PrevPLPrice AND PRevPHPrice > PLPrice, 1, IIf(XOUp AND (PLDifference < - PivotsCloseEnough) AND PRevPHPrice > PrevPLPrice AND PrevPHPrice > PLPrice, -1, IIf(XODn AND (PHDifference > PivotsCloseEnough) AND PrevPLPrice < PrevPHprice AND PrevPLPrice < PHPrice, 1, IIf(XODn AND (PHDifference < -PivotsCloseEnough) AND PrevPLPrice < PrevPHPrice AND PrevPLPrice < PHPrice, -1, 0)) )); /* PPTrend = IIf(XOUp AND PLPrice > PRevPLPrice AND PrevPHPrice > PrevPLPrice AND PRevPHPrice > PLPrice, 1, IIf(XOUp AND PLPrice < PRevPLPrice AND PRevPHPrice > PrevPLPrice AND PrevPHPrice > PLPrice, -1, IIf(XODn AND PHPrice > PrevPHPrice AND PrevPLPrice < PrevPHprice AND PrevPLPrice < PHPrice, 1, IIf(XODn AND PHPrice < PrevPHPrice AND PrevPLPrice < PrevPHPrice AND PrevPLPrice < PHPrice, -1, 0)) )); */ if(ParmDebug) { printf("Current PH Bar: %g% /Price: %g%\n", PHBars, PHPrice); printf("Current PL Bar: %g% /Price: %g%\n", PLBars, PLPrice); printf("Previous PH Bar: %g% /Price: %g%\n", PrevPHBars, PrevPHPrice); printf("Previous PL Bar: %g% /Price: %g%\n", PrevPLBars, PrevPLPrice) ; printf("PP Trend: %g%\n", PPTrend); printf("PHPrice - PrevPHPrice: %g%\nPLPrice - PrevPLPrice: %g%\nPivotsCloseEnough: %g%\n", PHDifference, PLDifference, PivotsCloseEnough); } //PLot pivots as text dist = 1* ATR(10); //for( i = 0; i < BarCount -1; i++) for( i = 0; i < BarCount ; i++) { if(XOUp[i ] == 1 ) //cross up -plot the Pivot Low //swingLow = PLPrice[ i ]; { // kasi kwikpop pivots //PlotText("PL", i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorYellow) )); //PlotText(WriteVal(PLPrice[ i ],1.3), i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorDefault) )); PlotText(WriteVal(PLPrice[ i ],1.3), i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn,ColorRGB(225,225,225)) )); } if(XODn[i ] == 1 ) //cross down - plot the pivot high //swinghigh = PHPrice[ i ]; {// kasi kwikpop pivots //PlotText("PH", i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorYellow) )); //PlotText(WriteVal(PHPrice[ i ],1.3), i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn, colorDefault) )); PlotText(WriteVal(PHPrice[ i ],1.3), i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, IIf(PPTrend[i] == 1, parmPPTrndColorUp, IIf(PPTrend[i] == -1, parmPPTrndColorDn,ColorRGB(225,225,225)) )); } } //end For // Plot A900/AutoStop cross over/under if(parmA900AutoStopX == 1) { PlotShapes(IIf(Cross(KPA900, KPAutoStop), shapeUpTriangle, shapeNone), parmA900AutoStopColorX, 0, L, -20); PlotShapes(IIf(Cross(KPAutoStop, KPA900), shapeDownTriangle, shapeNone), parmA900AutoStopColorX, 0, H , -20); } //PHLine = LineArray(BarCount - LastValue(PHBars) -3, LastValue(PHPrice), BarCount - LastValue(PHBars) +2, LastValue(PHPrice), 0); //Plot(PHLine, "PH", colorBlack, styleLine); //PLLine = LineArray(BarCount - LastValue(PLBars) -3, LastValue(PLPrice), BarCount - LastValue(PLBars) +2, LastValue(PLPrice), 0); //Plot(PLLine, "PL", colorBlack, styleLine); // identify M, lazy M, W and Lazy W formations //voice if(parmVoice ==1) { if(NewBarSignal) { if( LastValue(Ref(XODn, -1)) == 1 AND LastValue(Ref(PPTrend, -1)) == 1) Say(Interval(2) + " New pivot. Higher high."); if( LastValue(Ref(XODn, -1)) == 1 AND LastValue(Ref(PPTrend, -1)) == -1) Say(Interval(2) + " New pivot. Lower high."); if( LastValue(Ref(XODn, -1)) == 1 AND LastValue(Ref(PPTrend, -1)) == 0) Say(Interval(2) + " New pivot. M Top."); if( LastValue(Ref(XOUp,-1)) ==1 AND LastValue(Ref(PPTrend, -1)) == 1) Say(Interval(2) + " New pivot. Higher low."); if( LastValue(Ref(XOUp,-1)) ==1 AND LastValue(Ref(PPTrend, -1)) == -1) Say(Interval(2) + " New pivot. Lower low."); if( LastValue(Ref(XOUp,-1)) ==1 AND LastValue(Ref(PPTrend, -1)) == 0) Say(Interval(2) + " New pivot. W bottom."); } } //Pivot Pop code if(parmPivotPop == 1) { //Kp indicators for Pivot Pop dummy = E_TSKPFAST2(Open, High, Low, Close, Volume); KPFast2 = IIf(tskp_fast2val1 > 0, 1, -1); BarsSinceXOUp =BarsSince(XOUp); BarsSinceXODn = BarsSince(XODn); switch(parmFilter) { case "None": PopFilter = True; break; case "KPMSL": swVal = E_TSKPSWINGLINE(High, Low, Close); KPMSL = tskp_swmean; PopFilter = IIf(BarsSinceXOUp < BarsSinceXODn AND (C > KPMSL), True, IIf(BarsSinceXODn < BarsSinceXOUp AND (C < KPMSL), True, False)); break; case "KPWaterLevel": KPWaterlevel = E_TSKPWATERLEVEL(Open,High,Low,Close,Volume); PopFilter = IIf(BarsSinceXOUp < BarsSinceXODn AND (C > KPWaterLevel), True, IIf(BarsSinceXODn < BarsSinceXOUp AND (C < KPWaterLevel), True, False)); break; case "KPMedium": dummy = E_TSKPMEDIUM(Close); KPMediumUp = tskp_mediumup; KPMediumDn = tskp_mediumdown; KPMediumMA = tskp_mediumma; KPMedium = KPMediumUp + KPMediumDn; PopFilter = IIf(BarsSinceXOUp < BarsSinceXODn AND (KPMedium > KPMediumMA), True, IIf(BarsSinceXODn < BarsSinceXOUp AND (KPMedium < KPMediumMA), True, False)); break; } //calculations UBB = BBandTop(C, parmBBPeriod, parmBBSD); LBB = BBandBot(C, parmBBPeriod, parmBBSD); if(parmDebug == 1) { printf("Fast2: %1.0f% \nUBB: %0.6f%\nLBB: %0.6f%\nC: %g%\n", KPFast2, UBB, LBB, C); printf("Bars since Last XOUp: %1.0f%\nBars since last XODn: %1.0f%\n", BarsSinceXOUp, BarsSinceXODn ); printf("Bars since PPTrnd =1: %1.0f%\nBars since PPTrnd = -1: %1.0f%\n", BarsSince(PPTrend ==1), BarsSince(PPTrend == -1) ); printf("ParmFilter: " + parmFilter + "\nPopFilter: %g%\n", PopFilter); switch(parmFilter) { case "None": break; case "KPMSL": printf("KPMSL: %g%\n", KPMSL); break; case "KPWaterLevel": printf("KPWaterlevel: %g%\n", KPWaterLevel); break; case "KPMedium": printf("KPMedium: %g%\nKPMediumMA: %g%\n", KPMedium, KPMediumMA); break; } } PPopUp = (BarsSince(PPTrend == 1) <= parmBarCancel) AND (BarsSince(XOUp) <= parmBarCancel) AND (KPA900 >= KPAutoStop) AND(KPFast2 == 1) AND (KPScoreCard >= 5) AND PopFilter AND (C > UBB) AND (C > O) ; PPopUp = IIf( PPopUp AND Sum(PPopUP, BarsSince(XOUp)+1) == 1, True, False ); //keep only the 1st signal PPopDn = (BarsSince(PPTrend == -1) <= parmBarCancel) AND (BarsSince(XODn) <= parmBarCancel) AND (KPA900 <= KPAutoStop) AND(KPFast2 == -1) AND (KPScoreCard <= -5) AND PopFilter AND (C < LBB) AND (C < O) ; PPopDn = IIf( PPopDn AND Sum(PPopDn, BarsSince(XODn) + 1) == 1, True, False); //keep only the first signal if(parmDebug == 1) { printf(WriteIf(PPopUp,"PPopUp: True", "PPopUp: False") + WriteIf(PPopDn, " PPopDn: True\n", " PPopDn: False\n") ); printf("PPopUp sum: %1.0f% \nPPopDn sum: %1.0f%", Sum(PPopUP, BarsSince(XOUp)) , Sum(PPopDn, BarsSince(XODn)) ); } // Plots // kasi PlotShapes(IIf(PPopUp, shapeHollowUpArrow, shapeNone), colorDarkBlue, 0, L, -30); //PlotShapes(IIf(PPopDn, shapeHollowDownArrow, shapeNone), colorDarkRed, 0, H, -30); if(ParmPlotPPIndicators == 1) //plot the Pivot Pop Indicators { Plot(UBB, "Upper BB", parmBBColor, parmBBStyle); Plot(LBB, "Lower BB", parmBBColor, parmBBStyle); if(parmPlotA900AutoStop == 1) { Plot(KPA900, "A900", parmA900Color, parmA900Style); Plot(KPAutoStop, "AutoStop", parmAutoStopColor, parmAutoStopStyle); } Plot( 0.5, "Fast2", IIf(tskp_fast2val1 > 0, parmPPTrndColorUp, parmPPTrndColorDn) , styleArea | styleNoLabel | styleOwnScale , 0, 10); } //endif parmPlotPPIndicators if(parmPlotFilter == 1) { switch(parmFilter) { case "None": break; case "KPMSL": Plot(KPMSL, "KPMSL", parmFilterColor, parmFilterStyle); break; case "KPWaterLevel": Plot(KPWaterLevel, "KPWaterLevel", parmFilterColor, parmFilterStyle); break; case "KPMedium": // HMM how to print Medium on a price chart break; } } //endif parmPlotFilter } // end if parmPivotPop _SECTION_END(); // Kwikpop ends