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// ********************************************
// INDICATOR    :DIVERGENCE
// DATE     :07-30-04
// PROGRAMMER   :M.Lauronen
// COPYRIGHTS   :Public Domain
// ********************************************
 
// --------------------------------------------
// Recommended AmiBroker indicator settings:
//      Level 0
//      Percent
//      Middle
//      Scaling: Custom 0 - 100
// --------------------------------------------
 
// Adjust the following parameters to suit your needs
// Adjust the following parameters to suit your needs
 
//period = Param("% change",0.4,0.1,25,0.1);
//period    = 5;
uplimit=2;
uplimit=IIf(Interval()==in15Minute,4,IIf(Interval()==inHourly,8,
                                IIf(Interval()==inDaily,12,uplimit)));
i=uplimit;
globalTitile=" ";
BuyCond  =ShortCond=False;
divergenceCount=0;
highCount=0.0;
 
for(;i>=0.2;){
numChg = i ;
i=i-0.1;
// --------------------------------------------
// Divergence for LONG
// --------------------------------------------
 
trendMom    = RSI(5);
 
periods = 5;
Ksmooth = 3;
trendStoch=StochK( periods , Ksmooth);  
 
bull=High - EMA(Close,13);
bear=Low - EMA(Close,13);
bb=bull+bear;
 
 
Hist=MACD(12,26)-Signal(12,26,9);
 
FI = (Close - Ref(Close, -1)) * V;
 
 
trendZig    = Zig(L, numChg);
 
 
f   = trendZig > Ref(trendZig, -1) AND Ref(trendZig, -1) < Ref(trendZig, -2);
 
p1  = ValueWhen(f, Ref(trendZig, -1), 1); 
p2  = ValueWhen(f, Ref(trendZig, -1), 2);
r1  = ValueWhen(f, Ref(trendMom,-1), 1);
r2  = ValueWhen(f, Ref(trendMom,-1), 2);
stockUp1= ValueWhen(f, Ref(trendStoch,-1), 1);
stockUp2= ValueWhen(f, Ref(trendStoch,-1), 2);
bbUP1= ValueWhen(f, Ref(bb,-1), 1);
bbUP2= ValueWhen(f, Ref(bb,-1), 2);
HistUP1= ValueWhen(f, Ref(Hist,-1), 1);
HistUP2= ValueWhen(f, Ref(Hist,-1), 2);
FIUP1= ValueWhen(f, Ref(FI,-1), 1);
FIUP2= ValueWhen(f, Ref(FI,-1), 2);
 
 
f   = r1 > r2 AND p1 < p2;
fStoch=stockUp1 > stockUp2 AND p1 < p2;
fbb=bbUP1> bbUP2 AND p1 < p2;
HistUP=HistUP1> HistUP2 AND p1 < p2;
FIUP= FIUP1 > FIUP2 AND p1 < p2;
 
sigRSI  = f AND NOT Ref(f, -1) AND trendMom > Ref(trendMom, -1); 
sigStockUp  = fStoch AND NOT Ref(fStoch, -1) AND trendStoch > Ref(trendStoch, -1); 
sigbbUp = fbb AND NOT Ref(fbb, -1) AND bb> Ref(bb, -1); 
HistSigUP   = HistUP AND NOT Ref(HistUP , -1) AND Hist> Ref(Hist, -1); 
FISigUP     = FIUP AND NOT Ref(FIUP, -1) AND FI> Ref(FI, -1);
 
//_N(str = "(" + period + ")");
///Plot(trendMom, "RSI" + str, colorWhite);
Plot(trendZig, "zig", colorBlack,styleOwnScale);
Plot(sigRSI* 100, "RsiSigUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
Plot(sigStockUp* 100, "StockSigUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
Plot(sigbbUp* 100, "bbUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
Plot(HistSigUP * 100, "MACDUp", colorGreen, styleHistogram + styleThick + styleNoLabel);
Plot(FISigUP * 100, "FIUP", colorGreen, styleHistogram + styleThick + styleNoLabel);
 
 
 
// --------------------------------------------
// Divergence for SHORT
// --------------------------------------------
 
trendZig2   = Zig(H, numChg);
 
f   = trendZig2 < Ref(trendZig2, -1) AND Ref(trendZig2, -1) > Ref(trendZig2, -2);
 
p1  = ValueWhen(f, Ref(trendZig2, -1), 1);
p2  = ValueWhen(f, Ref(trendZig2, -1), 2);
r1  = ValueWhen(f, Ref(trendMom,-1), 1);
r2  = ValueWhen(f, Ref(trendMom,-1), 2);
stockDown1= ValueWhen(f, Ref(trendStoch,-1), 1);
stockDown2= ValueWhen(f, Ref(trendStoch,-1), 2);
bbDown1= ValueWhen(f, Ref(bb,-1), 1);
bbDown2= ValueWhen(f, Ref(bb,-1), 2);
HistDown1= ValueWhen(f, Ref(Hist,-1), 1);
HistDown2= ValueWhen(f, Ref(Hist,-1), 2);
FIDown1= ValueWhen(f, Ref(FI,-1), 1);
FIDown2= ValueWhen(f, Ref(FI,-1), 2);
 
 
 
f   = r1 < r2 AND p1 > p2;
fStoch=stockDown1 < stockDown2 AND p1 > p2;
fbb=bbDown1 < bbDown2 AND p1 > p2;
HistDown=HistDown1< HistDown2 AND p1 > p2;
FIDown= FIDown1 < FIDown2 AND p1 > p2;
 
sigRSIDown  = f AND NOT Ref(f, -1) AND trendMom < Ref(trendMom, -1); 
sigStock    = fStoch AND NOT Ref(fStoch, -1) AND trendStoch < Ref(trendStoch, -1); 
sigbbDown   = fbb AND NOT Ref(fbb, -1) AND bb < Ref(bb, -1);
HistSigDown     = HistDown AND NOT Ref(HistDown , -1) AND Hist< Ref(Hist, -1); 
FISigDown   = FIDown AND NOT Ref(FIDown, -1) AND FI< Ref(FI, -1);
 
//_N(str = "(" + period + ")");
Plot(sigRSIDown* 100, "rsiSigDown", colorRed, styleHistogram + styleThick + styleNoLabel);
Plot(sigStock* 100, "StockSigDown", colorRed, styleHistogram + styleThick + styleNoLabel);
Plot(sigbbDown* 100, "bbDown", colorRed, styleHistogram + styleThick + styleNoLabel);
Plot(HistSigDown * 100, "MAcdDown", colorRed, styleHistogram + styleThick + styleNoLabel);
Plot(FISigDown* 100, "FIDown", colorRed, styleHistogram + styleThick + styleNoLabel);
 
 
divergenceCount+=IIf(sigRSI,1,0) + IIf(FISigUP,1,0)+ 
                     IIf(sigStockUp ,1,0)+ IIf(sigbbUp ,1,0)+  IIf(HistSigUp ,1,0);
 
divergenceCount+=IIf(sigRSIDown ,1,0) + IIf(sigStock ,1,0)+ 
                     IIf(sigbbDown ,1,0)+ IIf(HistSigDown ,1,0)+  IIf(FISigDown,1,0);
 
 
 
BuyCondTmp=sigRSI OR sigStockUp OR  sigbbUp OR HistSigUp OR  FISigUP;
ShortCondTmp=sigRSIDown OR sigStock OR sigbbDown OR HistSigDown OR FISigDown;
highCount+=IIf(BuyCondTmp OR ShortCondTmp,numChg,0.0);
 
BuyCond = BuyCond OR BuyCondTmp ;
BuyCond=BuyCond AND (highCount>10);
ShortCond= ShortCond OR ShortCondTmp;
ShortCond=ShortCond AND (highCount>10);  
 
 
 
globalTitile+=WriteIf(BuyCondTmp OR ShortCondTmp ,""+i,"")+
 
        WriteIf(sigRSI,"rsiup ","")+WriteIf(sigStockUp,"stochup ","")+WriteIf(sigbbUp,"bbup ","")
        +WriteIf(HistSigUP ,"macdup ","")+ WriteIf(FISigUP,"FIUP ","") 
 
 
 
        +WriteIf(sigRSIDown ,"rsiDown ","")+WriteIf(sigStock ,"stochDown ","")+WriteIf(sigbbDown,"bbDown ","")
        +WriteIf(HistSigDown ,"macdDown ","")+ WriteIf(FISigDown,"FIDown ","")
        + WriteIf(BuyCondTmp OR ShortCondTmp ,"\n","");
         
 
 
 
 
 
} //for
 
Title=globalTitile;
 
 
 
FirstTradeTime = 091500;                // Earliest time to take a trade
LastTradeTime = 151500;                 // Latest time to take new trades
ExitAllPositionsTime = 151500;  
//change = Param("% change",0.1,0.1,25,0.1);
z = Zig(Close, 0.8 );
 
Buy=(BuyCond )  ;//AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
Sell = IIf(z < Ref(z, -1), 1, 0) ;//  OR TimeNum() > ExitAllPositionsTime;
Short=(ShortCond ) ;//AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
Cover = IIf(z > Ref(z, -1), 1, 0) ;//OR   TimeNum() > ExitAllPositionsTime;
  
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short); 
 
 
Filter=BuyCond OR ShortCond;
//Filter=Filter AND (TimeNum()>091500 AND TimeNum()<100000);
 
 
AddColumn(BuyCond,"DiverBuy");
AddColumn(ShortCond,"DiverSell"); 
AddColumn(divergenceCount,"no of diver");
AddColumn(highCount,"high");
//AddTextColumn(globalTitile,"indicators");
//AddColumn(StrLen(globalTitile),"StrLen",1);
 
 
        

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divergence 85% success rate Avg profit 1.45% for Amibroker (AFL)