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 ....
Kwikpop pivot high Low stamp 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 | //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 |