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#1 Selling Amibroker Plugin featuring:
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SRI (Super Renko Indicator) for Amibroker (AFL)
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SetBarsRequired(100000,100000);
//------------------------------------------------------------------+
// Block 1 |
//------------------------------------------------------------------+
VR=ParamToggle("View Renko","Bricks|Lines/Bars",0);
FV=Param("Initial size volatility",0.5,0.001,50,0.001);
MV=Param("Method calculation volatility",0,0,2,1);
PeriodVol=Param("Period calculation volatility",14,2,100,1);
Multiplier=Param("Multiplier volatility",1,0.1,10,0.1);
MR=ParamToggle("Method Renko","floating|fixed",1);
SG=ParamToggle("Show gap","No|Yes",1);
CG=ParamColor("Colour show gap",11);
MaxBS=Param("Maximum size brick",0,0,10,0.1);
MinBS=Param("Minimum size brick",0,0,10,0.1);
RenkoUp=ParamColor("Colour Renko upwards",colorBlack);
RenkoDown=ParamColor("Colour Renko downwards",colorBlack);
SB=ParamStyle("View bars",defaultval=styleCandle,mask=maskPrice);
color3=ParamColor("Colour bars",colorBlack);
History=Param("History size",5000,2,BarCount-1,1);
//------------------------------------------------------------------+
// Block 2 |
//------------------------------------------------------------------+
i=Max(BarCount-1-History,PeriodVol+1);
r=j=0;
direction=0;
iGapUp=iGapDown=0;
rOpen[0]=rHigh[0]=rLow[0]=rClose[0]=jUp=jDown=Open[i];
//-------------------------------------------------------------------
switch(MV)
{
case 0: Volatility=FV; break;
case 1: Volatility=ATR(PeriodVol)*Multiplier; break;
case 2: Volatility=StDev(Open,PeriodVol)*Multiplier; break;
}
BrickSize=Volatility[i-1];
//-------------------------------------------------------------------+
// Block 3 |
//-------------------------------------------------------------------+
while(i<=BarCount-1)
{
if(SG==1)
{
if(High[i-1]<Low[i])
{
iGapUp[i]=1;
}
else
{
if(Low[i-1]>High[i])
{
iGapDown[i]=1;
}
}
}
//-------------------------------------------------------------------
if(MR==0)
{
BrickSize=Volatility[i-1];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
}
//------------------------------------------------------------------+
// Block 4 |
//------------------------------------------------------------------+
if(direction==0)
{
if(Open[i]-rClose[r]>BrickSize)
{
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
direction=1;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
//-------------------------------------------------------------------
else
{
if(rClose[r]-Open[i]>BrickSize)
{
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
direction=2;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
}
}
//------------------------------------------------------------------+
// Block 5 |
//------------------------------------------------------------------+
else
{
if(direction==1)
{
if(rOpen[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
direction=2;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
//-------------------------------------------------------------------
else
{
while(Open[i]-rClose[r]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
}
}
}
//------------------------------------------------------------------+
// Block 6 |
//------------------------------------------------------------------+
else
{
if(direction==2)
{
if(Open[i]-rOpen[r]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
direction=1;
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
//-------------------------------------------------------------------
else
{
while(rClose[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
//-------------------------------------------------------------------
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
//-------------------------------------------------------------------
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
}
}
}
}
}
//------------------------------------------------------------------+
// Block 7 |
//------------------------------------------------------------------+
if(VR==1)
{
jOpen[j]=Open[i];
jHigh[j]=High[i];
jLow[j]=Low[i];
jClose[j]=Close[i];
//-------------------------------------------------------------------
if(direction==1)
{
jUp[j]=rClose[r];
jDown[j]=rOpen[r];
color2[j]=color[r];
}
else
{
if(direction==2)
{
jUp[j]=rOpen[r];
jDown[j]=rClose[r];
color2[j]=color[r];
}
}
j++;
}
i++;
}
//------------------------------------------------------------------+
// Block 8 |
//------------------------------------------------------------------+
if(VR==1)
{
delta=BarCount-j;
jOpen=Ref(jOpen,-delta);
jHigh=Ref(jHigh,-delta);
jLow=Ref(jLow,-delta);
jClose=Ref(jClose,-delta);
jUp=Ref(jUp,-delta);
jDown=Ref(jDown,-delta);
color2=Ref(color2,-delta);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
PlotOHLC(jOpen,jHigh,jLow,jClose,"SRI",color3,SB);
Plot(jUp,"Up",color2,styleThick);
Plot(jDown,"Down",color2,styleThick);
}
//-------------------------------------------------------------------
else
{
delta=BarCount-1-r;
rOpen=Ref(rOpen,-delta);
rHigh=Ref(rHigh,-delta);
rLow=Ref(rLow,-delta);
rClose=Ref(rClose,-delta);
color=Ref(color,-delta);
PlotOHLC(rOpen,rHigh,rLow,rClose,"SRI",color,styleCandle);
}