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Oz trail long version 5c Mullhall code for Amibroker (AFL)

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_SECTION_BEGIN("Oz Trail Stop Long using Mulhall code");
// E.M.Pottasch, Feb 2014
// based on http://www.tradernexus.com/advancedstop/advancedstop.html
 
_N(PersistentPath="C:\\Program Files\\AmiBroker64\\PersistentVariables\\");  // **** You need to create a directory to store the persistent variable ****
 
selectDate=ParamDate("Start date","08/01/2013",0);
per1=Param("Length ATR",20,1,150,1); //ATR length
fac1=Param("ATR Multiple (Initial)",1,0.1,10,0.1); //Initial ATR multiple, first bar
fac2=Param("ATR Multiple (Trail)",2,0.1,10,0.1); //Trail ATR multiple
tog1=ParamToggle("Trail value","Close|High&Low",1); //trail calculated with respect to the High or the Close price
tog2=ParamToggle("Display Exit Levels","No|Yes",1); //
nlev=Param("Number of target Levels",2,0,12,1);
levMultiple=Param("Target Level Multiple",2,0,12,1);
entryPrice=Param("Entry Price Trade",0,0,150000,0.01); //entry price, use 0 for Close price
trg1=ParamTrigger("Save Changes", "Click Here"); //press to save changes every time you change parameter settings
trg2=ParamTrigger("Remove Persistent Variable", "Click Here"); //remove persistant trail for active symbol
 
idx1=idx2=0;bi=BarIndex();//trailArray=0;
 
if(entryPrice==0)
{
    ttt=IIf(DateNum()>=selectDate,1,0);
    ttt=ttt-Ref(ttt,-1);
    entryPrice=LastValue(ValueWhen(ttt,C));
}
function conDate(nDate)
{
    string=StrFormat("%0.9g",nDate);
    aa=StrLeft(string,3);mm=StrMid(string,3,2);dd=StrRight(string,2);
    aa1=StrToNum(aa)+1900; // ONLY CORRECT AFTER 2000
    result= mm + "/" + dd + "/" + NumToStr(aa1,1,False);
    return result;
}
function PersistentArraySet(VarName,infoArray)
{
    fh=fopen( PersistentPath+VarName+".pva","w" );
    if(fh)
    {
        cnt=0;
        while(!IsEmpty(infoArray[cnt]))
        {
            String=NumToStr(infoArray[cnt])+"\n";
            fputs( String,fh);
            cnt=cnt+1;
        }
        fclose(fh);
    }
}
function PersistentArrayGet(VarName)
{
    infoArray=0;
    fh = fopen( PersistentPath+VarName+".pva","r" );
    if(fh)
    {
        cnt=0;
        while(!feof(fh))
        {
            infoArray[cnt]=StrToNum(fgets( fh ));
            cnt=cnt+1;
        }
        fclose(fh);
    }
    return infoArray;
}
function PersistentVarRemove(VarName)
{
    Fn=PersistentPath+VarName+".pva";
    fh=fdelete(Fn) ;
}
 
infoArrayLONG=Null;
infoArrayLONG[0]=selectdate;
infoArrayLONG[1]=per1;
infoArrayLONG[2]=fac1;
infoArrayLONG[3]=fac2;
infoArrayLONG[4]=tog1;
infoArrayLONG[5]=LastValue(entryPrice);
infoArrayLONG[6]=nlev;
infoArrayLONG[7]=levMultiple;
 
infoLONG=PersistentArrayGet("LONG"+Name());
lvspLONG=LastValue(Cum(infoLONG));
 
if(trg1)PersistentArraySet("LONG"+Name(),infoArrayLONG);
if(trg2)PersistentVarRemove("LONG"+Name());
 
procedure displayTargetLevels(trailArray,entryPriceArr,idx1,idx2,unitStop,nlevArr,levMultipleArr)
{
    lgth=5;
    validWindow=Flip(idx1==bi,idx2==bi);
    for(i=1;i<=nlevArr;i++)
    {
        ll=IIf(trailArray,entryPriceArr+unitStop*i*levMultipleArr,0);
        if(LastValue(Cum(ll))>0)
        {
            sig=Cross(H,ll) AND validWindow;sig=ExRem(sig,idx2==bi);
            //Plot(ll,"",ColorRGB(60,60,60),styleLine,Null,Null,0,-1,1);
            //PlotText(""+ll[idx1],BarCount,ll[idx1],ColorRGB(100,100,100));
            line=LineArray(BarCount-lgth,ll[idx1],BarCount,ll[idx1]);
            Plot(line,"",ColorRGB(100,100,100),styleLine,Null,Null,lgth,0,1);
            PlotShapes(IIf(sig,shapeSmallCircle,shapeNone),colorOrange,0,Max(O,ll),0);
            PlotShapes(IIf(sig,shapeDownArrow,shapeNone),colorOrange,0,H,-15);
        }
    }
    // entry signal
    PlotShapes(IIf(idx1==bi,shapeSmallCircle,shapeNone),colorLightBlue,0,EntryPriceArr,0);
    PlotShapes(IIf(idx1==bi,shapeUpArrow,shapeNone),colorGreen,0,L,-15);       
    // exit signal
    PlotShapes(IIf(idx2==bi,shapeSmallCircle,shapeNone),colorOrange,0,C,0);
    PlotShapes(IIf(idx2==bi,shapeDownArrow,shapeNone),colorRed,0,H,-15);   
    // entry level
    th=IIf(trailArray,entryPriceArr,Null);//+unitStop;
    th=LineArray(BarCount-lgth,th[idx1],BarCount,th[idx1]);
    Plot(th,"",ColorRGB(0,0,160),styleLine,Null,Null,lgth,0,1);
    //PlotText("Entry "+th[idx1],BarCount,th[idx1],ColorRGB(0,0,200));
    // background color trade
    Plot(validWindow,"",ColorRGB(10,10,10),styleArea|styleOwnScale|styleNoLabel,0,1,0,-5);
}
 
///////////// Chandelier code by Geoff Mulhall
function aChandelierCl(AtrARRAY,fac1,AtrMult,entryPrice)
{
    result=0;
    result[idx1]=entryPrice-fac1*AtrARRAY[idx1];iTrade = "LT";
    HHC[idx1]=C[idx1];LLC[idx1]=C[idx1];cnt=0;
     
    if((idx1+1)<BarCount AND idx1>0)
    {  
        for( i = idx1+1; i < BarCount; i++ )
        {
            cnt=i;
            if (iTrade == "LT") {
                if (C[i] >= result[i-1]) {        // Long Trade is continuing
                    if (C[i] > C[i-1]) {
                        HHC[i] = C[i];
                    }
                    else {
                        HHC[i] = HHC[i-1];
                    }
                    result[i] = HHC[i] - AtrMult * AtrARRAY[i];
                    if (result[i] < result[i-1]) {
                        result[i] = result[i-1];
                    }
                }
                else {                            // Long trade Exit triggered
                    result[i]=result[i-1];idx2=i;
                    break;
                }
            }
        }
        if(idx2>0)
        {
            for(i=cnt+1;i<BarCount;i++)
            {
                result[i]=result[i-1];
            }
        }          
    }
    return result;
}
function aChandelierHL(AtrARRAY,fac1,AtrMult,entryPrice)
{
    result=0;
    result[idx1]=entryPrice-fac1*AtrARRAY[idx1];iTrade = "LT";
    HHC[idx1]=H[idx1];LLC[idx1]=L[idx1];cnt=0;
    if((idx1+1)<BarCount AND idx1>0)
    {
        for( i = idx1+1; i < BarCount; i++ )
        {
            cnt=i;
            if (iTrade == "LT") {
                if (C[i] >= result[i-1]) {        // Long Trade is continuing
                    if (H[i] > H[i-1]) {
                        HHC[i] = H[i];
                    }
                    else {
                        HHC[i] = HHC[i-1];
                    }
                    result[i] = HHC[i] - AtrMult * AtrARRAY[i];
                    if (result[i] < result[i-1]) {
                        result[i] = result[i-1];
                    }
                }
                else {                            // Long trade Exit triggered
                    result[i]=result[i-1];idx2=i;
                    break;
                }
            }
        }
        if(idx2>0)
        {
            for(i=cnt+1;i<BarCount;i++)
            {
                result[i]=result[i-1];
            }
        }      
    }
    return result;
}
function vstopLong_func(ATRBull,fac1,fac2,tog1,per,idx1,entryPrice)
{
    trailArray=Null;
    if(tog1)
    {
        hh=H;
    }
    else
    {
        hh=C;
    }
 
    trailArray[idx1]=entryPrice-fac1*ATRBull[idx1];
 
    // calculate trail
    if((idx1+1)<BarCount AND idx1>0)
    {
        cnt=0; 
        for(i=idx1+1;i<BarCount;i++)
        {
            prev=trailArray[i-1];cnt=i;
  
            if (C[i]>=prev AND C[i-1]>=prev)//long continuation
            {
                trailArray[i]=Max(prev,hh[i]-fac2*ATRBull[i]);
            }
            else if (C[i]<prev AND C[i-1]>=prev)//short trigger
            {
                idx2=i;
                break;
            }
        }
        for(i=cnt+1;i<BarCount;i++)
        {
            trailArray[i]=trailArray[i-1];
        }      
    }
    return trailArray; 
}
 
selectDateArr=infoLONG[0];
per1Arr=infoLONG[1];
fac1Arr=infoLONG[2];
fac2Arr=infoLONG[3];
tog1Arr=infoLONG[4];
entryPriceArr=infoLONG[5];
nlevArr=infoLONG[6];
levMultipleArr=infoLONG[7];
 
if(lvspLONG>0)
{
    tt=IIf(DateNum()>=selectDateArr,1,0);
    tt=tt-Ref(tt,-1);idx1=LastValue(ValueWhen(tt,bi));
    //AtrArr=ATR(per1Arr);
    //trailArray=vstopLong_func(ATRBull,fac1Arr,fac2Arr,tog1Arr,per1Arr,idx1,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray);
     
    AtrARRAY=ATR(per1Arr);
    if(tog1Arr)
    {
        trailArray=aChandelierHL(AtrARRAY,fac1Arr,fac2Arr,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray);
    }
    else
    {
        trailArray=aChandelierCl(AtrARRAY,fac1Arr,fac2Arr,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray);
    }
}
else
{
    trailArray=Null;
}
 
GraphXSpace=5;SetChartBkColor(colorBlack);SetChartOptions(0,chartShowDates);
SetBarFillColor(IIf(C>O,ColorRGB(0,75,0),IIf(C<=O,ColorRGB(75,0,0),colorLightGrey)));
Plot(C,"",IIf(C>O,ColorRGB(0,255,0),IIf(C<=O,ColorRGB(255,0,0),colorLightGrey)),64,Null,Null,0,0,1);
Plot(trailArray,"",ColorRGB(0,255,0),styleStaircase,Null,Null,0,0,1);
 
if(lvspLONG>0)
{  
    if(tog1Arr==0)trailRef="Close";
    else trailRef="High";
 
    unitStop=(entryPriceArr-trailArray[idx1]);
    barsInTrade=0;
    if(idx1>0 AND idx2==0)
    {
        barsInTrade=BarsSince(idx1==bi)+1;
    }
    else if(idx1>0 AND idx2>0)
    {
        barsIntrade=(idx2-idx1)+1;
    }
 
    Title= EncodeColor(colorBrightGreen) +
    "POSITION LONG\n" +
    EncodeColor(colorWhite) +
    "Entry Date: " + conDate(selectDateArr) +"\n"+
    "ATR Period: " + per1Arr +"\n"+
    "ATR Multiple (Initial): " + fac1Arr +"\n"+
    "ATR Multiple (Trail): " + fac2Arr +"\n"+
    "Trail reference: " + trailRef +"\n"+
    "Entry Price: " + entryPriceArr +"\n"+
    "Number of Levels: " + nlevArr +"\n"+
    "Multiple of Unitstop: " + levMultiple +"\n"+  
    EncodeColor(colorYellow) +
    "UnitStop: " + unitStop +"\n"+
    "Bars in Trade: " + barsInTrade;   
     
    if(tog2 AND nlevArr>0 AND levMultipleArr>0)
    {
        displayTargetLevels(trailArray,entryPriceArr,idx1,idx2,unitStop,nlevArr,levMultipleArr);
    }
}
else
{
    Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) );
}
_SECTION_END();
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