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The ultimate porfolio management solution.
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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
TREND MODIFIED for Amibroker (AFL)
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SetBarsRequired (350, -0); parmPlotScoreCard = ParamToggle ( "Plot KPScoreCard" , "No|Yes" , 1); parmPlotA900AutoStop = ParamToggle ( "Plot A900/AutoStop" , "No|Yes" , 0); parmA900Color = ParamColor ( "A900 Color" , colorWhite ); parmA900Style = ParamStyle ( "A900 Style" , styleLine , maskAll ); parmAutoStopColor = ParamColor ( "AutoStop Color" , colorYellow ); parmAutoStopStyle = ParamStyle ( "AutoStop Style" , styleLine , maskAll ); parmPPTextColor = ParamColor ( "PP Text color" , colorBlue ); parmPPTrndColorUp = ParamColor ( "PP Trend Up color" , ColorRGB (167,224,243) ); parmPPTrndColorDn = ParamColor ( "PP Trend Dwn color" , ColorRGB (255,192,203) ); parmPPTextOffSet = Param ( "PP OffSet" , 0.60, 0.40, 1.5, 0.1); parmTickMultipler = Param ( "M/W tick allowance" , 1, 0, 10, 1); parmA900AutoStopX = ParamToggle ( "Plot A900/AutoStop Cross" , "No|Yes" ); parmA900AutoStopColorX = ParamColor ( "A900/AutoStop Cross Color" , colorBlue ); ParmSCThreshold = Param ( "ScoreCard Threshold" , 3, 1, 9, 1); parmVoice = ParamToggle ( "Voice 123 Setups" , "No|Yes" , 0); parmAlert = ParamToggle ( "Alert 123 Setups" , "No|Yes" , 0); parmPivotPop = ParamToggle ( "PivotPop" , "No|Yes" , 1); parmBarCancel = Param ( "Bar Cancel" , 7, 1, 20, 1); parmWaterLevelColor = ParamColor ( "WalterLevel Color" , ColorRGB (127,255,212)); parmWaterLevelStyle = ParamStyle ( "WaterLevel Style" , styleLine , maskAll ); parmBBPeriod = Param ( "Bollinger Band Period" , 10, 2, 30, 1); parmBBSD = Param ( "bollinger Band SD" , 0.8, 0.2, 3.0); ParmPlotPPIndicators = ParamToggle ( "Plot Pivot Pop indicators" , "No|Yes" , 0); parmBBColor = ParamColor ( "BBands Color" , colorWhite ); parmBBStyle = ParamStyle ( "BBands Style" , styleLine , maskAll ); ParmDebug = ParamToggle ( "Debug" , "No|Yes" , 0); _N (PaneName = Name () + Interval (2)+ _SECTION_NAME ()); _N (NewBarName = "NewBar" + PaneName); 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; } ObjAB = CreateObject ( "Broker.Application" ); ticker = objAB.Stocks( Name () ); if (ticker.TickSize == 0) { TickValue = 0.01; } else { TickValue = ticker.TickSize; } NewBarSignal = NewBarP(); 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) ); //Plot( C, "Close", Color , styleNoTitle | ParamStyle("OHLC Style") | GetPriceStyle() ); } //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; PLDifference = MroundP(PLPrice - PRevPLPrice, ticker.TickSize); PHDifference = MroundP(PHPrice - PrevPHPrice, ticker.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, IIf (XOUp AND ( abs (PLDifference) <= PivotsCloseEnough) AND PrevPHPrice > PrevPLPrice AND PRevPHPrice > PLPrice, 2, IIf (XODn AND ( abs (PHDifference) <= PivotsCloseEnough) AND PrevPLPrice < PrevPHPrice AND PrevPLPrice < PHPrice, -2, 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%", PHDifference, PLDifference, PivotsCloseEnough); } //PLot pivots as text dist = parmPPTextOffSet * ATR (10); //for( i = 0; i < BarCount -1; i++) for ( i = 0; i < BarCount ; i++) { if (XOUp[i ] == 1 AND abs (PPTrend[i]) != 2) //cross up -plot the Pivot Low { PlotText ( "PL" , i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, IIf (PPTrend[i] == 1, parmPPTrndColorUp, IIf (PPTrend[i] == -1, parmPPTrndColorDn, colorYellow ) )); } if (XODn[i ] == 1 AND abs (PPTrend[i]) != 2) //cross down - plot the pivot high { PlotText ( "PH" , i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, IIf (PPTrend[i] == 1, parmPPTrndColorUp, IIf (PPTrend[i] == -1, parmPPTrndColorDn, colorYellow ) )); } if (XOUp[i ] == 1 AND (PPTrend[i]) == 2) // the Pivot Low is a W Bottom { PlotText ( "PW" , i - PLBars[i], PLPrice[i] - dist[i] , parmPPTextColor, colorYellow ) ; } if (XODn[i ] == 1 AND PPTrend[i] == -2) //cross down - pivot high is a M Top { PlotText ( "PM" , i - PHBars[i], PHPrice[i] + dist[i], parmPPTextColor, colorYellow ) ; } } //end For // Plot A900/AutoStop cross over/under if (parmA900AutoStopX == 1) { PlotShapes ( IIf ( Cross (KPA900, KPAutoStop), shapeUpTriangle , shapeNone ), colorYellow , 0, L , -30); PlotShapes ( IIf ( Cross (KPAutoStop, KPA900), shapeDownTriangle , shapeNone ), colorRed , 0, H , -30); } if (parmPivotPop == 1) { //Kp indicators for Pivot Pop dummy = E_TSKPFAST2( Open , High , Low , Close , Volume ); KPFast2 = IIf (tskp_fast2val1 > 0, 1, -1); //calculations BarsSinceXOUp = BarsSince (XOUp); BarsSinceXODn = BarsSince (XODn); UBB = BBandTop ( C , parmBBPeriod, parmBBSD); LBB = BBandBot ( C , parmBBPeriod, parmBBSD); PopFilter = True ; if (parmDebug == 1) { //printf("\nFast2: %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) ); } PPopUp = ( BarsSince (PPTrend >= 1) < BarsSince (PPTrend <= -1)) 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) < BarsSince (PPTrend >= 1)) 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%\n", Sum(PPopUP, BarsSince(XOUp)) , Sum(PPopDn, BarsSince(XODn)) ); } // Plots PlotShapes ( IIf (PPopUp, shapeHollowUpArrow , shapeNone ), colorYellow , 0, L , -25); PlotShapes ( IIf (PPopDn, shapeHollowDownArrow, shapeNone ), colorRed , 0, H , -25); if (ParmPlotPPIndicators == 1) //plot the Pivot Pop Indicators { //Plot(UBB, "Upper BB", colorYellow, parmBBStyle); //Plot(LBB, "Lower BB", colorRed, 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 } // end if parmPivotPop // Type 1, 2 or 3 setups // kp indicators KPWaterlevel = E_TSKPWATERLEVEL( Open , High , Low , Close , Volume ); dummy = E_TSKPMEDIUM( Close ); KPMediumUp = tskp_mediumup; KPMediumDn = tskp_mediumdown; KPMediumMA = tskp_mediumma; KPMedium = KPMediumUp + KPMediumDn; //calculations PLBars = IIf (XOUp, LowestSince (XODn, KPMedium ,1), 0); //find the Lowest Low PHBars = IIf (XODn, HighestSinceBars (XOUp, KPMedium, 1),0); //find the bar that produced the Highest High PrevPLMedium = Ref (KPMedium, -prevPLBars); PrevPHMedium = Ref (KPMEdium, -PrevPHBars ); Type1Filter = IIf (PPopUp AND ( LowestSince (XODn, KPMedium, 1) > 0 ) AND ( HighestSince (XODn, KPMedium, 1) > 0 ), True , IIf (PPopDn AND ( HighestSince (XOUp, KPMedium ,1) < 0) AND ( LowestSince (XOUp, KPMedium ,1) < 0), True , False )); Type2Filter = IIf (PPopUp AND LowestSince (XODn, KPMedium, 1) < 0 AND KPMedium > 0, True , IIf (PPopDn AND ( HighestSince (XOUp, KPMedium ,1) > 0) AND KPMEdium < 0, True , False )); Type3Filter = IIf (PPopUp AND LowestSince (XODn, KPMedium, 1) < 0 AND KPMedium < 0 AND (KPMedium > KPMediumMA), True , IIf (PPopDn AND ( HighestSince (XOUp, KPMedium ,1) > 0) AND KPMEdium > 0 AND (KPMedium < KPMediumMA), True , False )); Type1Buy = PPopUp AND (( Close - Open ) >= 0) AND (KPScoreCard >= ParmSCThreshold) AND Type1Filter; Type1Sell = PPopDn AND (( Close - Open ) <= 0) AND (KPScoreCard <= -ParmSCThreshold) AND Type1Filter; Type2Buy = PPopUp AND (( Close - Open ) >= 0) AND (KPScoreCard >= ParmSCThreshold) AND Type2Filter AND C > KPWaterLevel; Type2Sell = PPopDn AND (( Close - Open ) <= 0) AND (KPScoreCard <= -ParmSCThreshold) AND Type2Filter AND C < KPWaterLevel; Type3Buy = PPopUp AND (( Close - Open ) >= 0) AND (KPScoreCard >= ParmSCThreshold) AND Type3Filter AND C > KPWaterLevel; Type3Sell = PPopDn AND (( Close - Open ) <= 0) AND (KPScoreCard <= -ParmSCThreshold) AND Type3Filter AND C < KPWaterLevel; if (parmDebug == 1) { //printf("Type1Filter: %g%\nType2Filter: %g%\nType3Filter: %g%\n", Type1Filter, Type2Filter, Type3Filter); //printf("KPWaterlevel: %g%\n", KPWaterLevel); //printf("KPMedium: %g%\nKPMediumMA: %g%\n", KPMedium, KPMediumMA); //printf("Highest XOUp Medium: %g%\nLowest XOUp Medium: %g%\n", HighestSince(XOUp, KPMedium, 1), LowestSince(XOUp, KPMedium ,1) ); //printf("Highest XODn Medium: %g%\nLowest XODn Medium: %g%\n", HighestSince(XODn, KPMedium, 1), LowestSince(XODn, KPMedium ,1) ); //printf("Prev PH Medium: %g%:Prev PL Medium: %g%\n", PrevPHMedium, PrevPLMedium); //printf("Type1Buy: %g%:Type1Sell: %g%\n", Type1Buy, Type1Sell); //printf("Type2Buy: %g%:Type2Sell: %g%\n", Type2Buy, Type2Sell); //printf("Type3Buy: %g%:Type3Sell: %g%\n", Type3Buy, Type3Sell); } // Plots PlotShapes ( IIf (Type1Buy, shapeDigit1 , IIf (Type1Sell, shapeDigit1 , shapeNone )), IIf (Type1Buy, colorBlue , IIf (Type1Sell, colorRed , Null )), 0, IIf (Type1Buy, High , IIf (Type1Sell, L , O )), IIf (Type1Buy, 30, IIf (Type1Sell, -30, 0)) ); PlotShapes ( IIf (Type2Buy, shapeDigit2 , IIf (Type2Sell, shapeDigit2 , shapeNone )), IIf (Type2Buy, colorBlue , IIf (Type2Sell, colorRed , Null )), 0, IIf (Type2Buy, High , IIf (Type2Sell, L , O )), IIf (Type2Buy, 30, IIf (Type2Sell, -30, 0)) ); PlotShapes ( IIf (Type3Buy, shapeDigit3 , IIf (Type3Sell, shapeDigit3 , shapeNone )), IIf (Type3Buy, colorBlue , IIf (Type3Sell, colorRed , Null )), 0, IIf (Type3Buy, High , IIf (Type3Sell, L , O )), IIf (Type3Buy, 30, IIf (Type3Sell, -30, 0)) ); //Plot(KPWaterLevel, "KPWaterLevel", parmWaterLevelColor, parmWaterLevelStyle); // HMM how to print Medium on a price chart //voice if (parmVoice ==1) { if (NewBarSignal) { if ( LastValue ( Ref (Type1Buy, -1)) == 1) Say ( Interval (2) + " New Type one buy." ); if ( LastValue ( Ref (Type2Buy, -1)) == 1) Say ( Interval (2) + " New Type two buy" ); if ( LastValue ( Ref (Type3Buy, -1)) == 1) Say ( Interval (2) + " New Type three buy." ); if ( LastValue ( Ref (Type1Sell,-1)) ==1) Say ( Interval (2) + " New Type one sell." ); if ( LastValue ( Ref (Type2Sell,-1)) ==1) Say ( Interval (2) + " New Type two sell." ); if ( LastValue ( Ref (Type3Sell,-1)) ==1) Say ( Interval (2) + " New Type three sell." ); } } //alerts if (parmAlert ==1) { AlertIf (NewbarSignal AND Ref (Type1Buy, -1), "" , "Type 1 Buy." , 1, 15, 0); AlertIf (NewbarSignal AND Ref (Type2Buy, -1), "" , "Type 2 Buy." , 1, 15, 0); AlertIf (NewbarSignal AND Ref (Type3Buy, -1), "" , "Type 3 Buy." , 1, 15, 0); AlertIf (NewbarSignal AND Ref (Type1Sell, -1), "" , "Type 1 Sell." , 2, 15, 0); AlertIf (NewbarSignal AND Ref (Type2Sell, -1), "" , "Type 2 Sell." , 2, 15, 0); AlertIf (NewbarSignal AND Ref (Type3Sell, -1), "" , "Type 3 Sell." , 2, 15, 0); } _SECTION_END (); //********************************* //********************************* _SECTION_BEGIN ( "Chart Settings" ); SetChartOptions (0, chartShowArrows | chartShowDates ); SetChartBkColor ( ParamColor ( "Outer Panel" , colorPaleBlue )); SetChartBkGradientFill ( ParamColor ( "Upper Chart" ,1), ParamColor ( "Lower Chart" ,23)); _SECTION_END (); //================================================Start Chart Configuration============================================================================ _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " + WriteVal ( V , 1.0 ) + " {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 )) )); Plot ( C , "Close" , colorBlue , styleCandle , Zorder = 1); //================================================End Chart Configuration=============================================================================== //====================================Start of Linear Regression Code================================================================================== P = ParamField ( "Price field" ,-1); Length = 150; Daysback = Param ( "Period for Liner Regression Line" ,Length,1,240,1); shift = Param ( "Look back period" ,0,0,240,1); //=============================== Math Formula ======================================================================================================== x = Cum (1); lastx = LastValue ( x ) - shift; aa = LastValue ( Ref ( LinRegIntercept ( p, Daysback), -shift) ); bb = LastValue ( Ref ( LinRegSlope ( p, Daysback ), -shift) ); y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); //==================Plot the Linear Regression Line ==================================================================================================== LRColor = ParamColor ( "LR Color" , colorCycle ); LRStyle = ParamStyle ( "LR Style" ); LRLine = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y, Null ); LRStyle = ParamStyle ( "LR Style" ); Angle = Param ( "Angle" , 0.05, 0, 1.5, 0.01); // A slope higher than 0.05 radians will turn green, less than -0.05 will turn red and anything in between will be white. LRLine = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y, Null ); Pi = 3.14159265 * atan (1); // Pi SlopeAngle = atan (bb)*(180/Pi); LineUp = SlopeAngle > Angle; LineDn = SlopeAngle < - Angle; if (LineUp) { Plot (LRLine, "Lin. Reg. Line Up" , IIf (LineUp, colorBrightGreen , colorWhite ), LRStyle); } else { Plot (LRLine, "Lin. Reg. Line Down" , IIf (LineDn, colorDarkRed , colorWhite ), LRStyle); } //========================== Plot 1st SD Channel ====================================================================================================== SDP = Param ( "Standard Deviation" , 1.5, 0, 6, 0.1); SD = SDP/2; width = LastValue ( Ref (SD* StDev (p, Daysback),-shift) ); //Set width of inside chanels here. SDU = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y+width , Null ) ; SDL = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y-width , Null ) ; SDColor = ParamColor ( "SD Color" , colorCycle ); SDStyle = ParamStyle ( "SD Style" ); Plot ( SDU , "Upper Lin Reg" , colorBrown ,SDStyle ); //Inside Regression Lines Plot ( SDL , "Lower Lin Reg" , colorLime ,SDStyle ); //Inside Regression Lines //========================== Plot 2d SD Channel ======================================================================================================== SDP2 = Param ( "2d Standard Deviation" , 2.0, 0, 6, 0.1); SD2 = SDP2/2; width2 = LastValue ( Ref (SD2* StDev (p, Daysback),-shift) ); //Set width of outside chanels here. SDU2 = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y+width2 , Null ) ; SDL2 = IIf ( x > (lastx - Daysback) AND BarIndex () < Lastx, y-width2 , Null ) ; SDColor2 = ParamColor ( "2 SD Color" , colorCycle ); SDStyle2 = ParamStyle ( "2 SD Style" ); Plot ( SDU2 , "Upper Lin Reg" , colorRed ,SDStyle2 ); //OutSide Regression Lines Plot ( SDL2 , "Lower Lin Reg" , colorLime ,SDStyle2 ); //OutSide Regression Lines Trend = IIf (LRLine > Ref (LRLine,-1), colorGreen , colorRed ); //Changes LR line to green if sloping up and red if sloping down. Plot ( LRLine , "LinReg" , Trend, LRSTYLE ); PlotOHLC (SDU,SDL2,SDU2,SDL, "" , colorYellow , styleNoLabel | styleCloud ); //============================ End Indicator Code ======================================================================================================== _SECTION_BEGIN ( " " ); farback= Param ( "How Far back to go" ,100,50,5000,10); nBars = Param ( "Number of bars" , 12, 5, 40); aHPivs = H - H ; aLPivs = L - L ; // -- More for future use, not necessary for basic plotting aHPivHighs = H - H ; aLPivLows = L - L ; aHPivIdxs = H - H ; aLPivIdxs = L - L ; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; // -- looking back from the current bar, how many bars // back were the hhv and llv values of the previous // n bars, etc.? aHHVBars = HHVBars ( H , nBars); aLLVBars = LLVBars ( L , nBars); aHHV = HHV ( H , nBars); aLLV = LLV ( L , nBars); // -- Would like to set this up so pivots are calculated back from // last visible bar to make it easy to "go back" and see the pivots // this code would find. However, the first instance of // _Trace output will show a value of 0 aVisBars = Status ( "barvisible" ); nLastVisBar = LastValue ( Highest ( IIf (aVisBars, BarIndex (), 0))); _TRACE ( "Last visible bar: " + nLastVisBar); // -- Initialize value of curTrend curBar = ( BarCount -1); curTrend = "" ; if (aLLVBars[curBar] < aHHVBars[curBar]) { curTrend = "D" ; } else { curTrend = "U" ; } // -- Loop through bars. Search for // entirely array-based approach // in future version for (i=0; i<farback; i++) { curBar = ( BarCount - 1) - i; // -- Have we identified a pivot? If trend is down... if (aLLVBars[curBar] < aHHVBars[curBar]) { // ... and had been up, this is a trend change if (curTrend == "U" ) { curTrend = "D" ; // -- Capture pivot information curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L [curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } // -- or current trend is up } else { if (curTrend == "D" ) { curTrend = "U" ; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H [curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } // -- If curTrend is up...else... } // -- loop through bars } // -- Basic attempt to add a pivot this logic may have missed // -- OK, now I want to look at last two pivots. If the most // recent low pivot is after the last high, I could // still have a high pivot that I didn't catch // -- Start at last bar curBar = ( BarCount -1); candIdx = 0; candPrc = 0; lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; if (lastLPIdx > lastHPIdx) { // -- Bar and price info for candidate pivot candIdx = curBar - aHHVBars[curBar]; candPrc = aHHV[curBar]; if ( lastHPH < candPrc AND candIdx > lastLPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aHPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j=0; j<nHPivs; j++) { aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs- (j+1)]; aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-(j+1)]; } aHPivHighs[0] = candPrc ; aHPivIdxs[0] = candIdx; nHPivs++; } } else { // -- Bar and price info for candidate pivot candIdx = curBar - aLLVBars[curBar]; candPrc = aLLV[curBar]; if ( lastLPL > candPrc AND candIdx > lastHPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aLPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j=0; j<nLPivs; j++) { aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)]; aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+1)]; } aLPivLows[0] = candPrc; aLPivIdxs[0] = candIdx; nLPivs++; } } PlotShapes ( IIf (aHPivs==1, shapeDownArrow , shapeNone ), colorRed , 0, High , Offset=-15); PlotShapes ( IIf (aLPivs==1, shapeUpArrow , shapeNone ), colorGreen , 0, Low , Offset=-15); AlertIf ( aHPivs==1, "SOUND C:\\Windows\\Media\\Ding.wav" , "Sell " + C ,2,1+2,1); AlertIf ( aLPivs==1, "SOUND C:\\Windows\\Media\\Ding.wav" , "Buy " + C ,1,1+2,1); _SECTION_END (); _SECTION_BEGIN ( "" ); n=25; Av=12; Av1=16; Av2=2; stp=2; Var1= TEMA ( Close ,n); Var2= TEMA (var1,av); Var3= (var1-var2)+var1; Var1= TEMA (var3,av1); Var4= MA ((var1-var2)+var1,av2); Var5=(Var1-Var2)+Var1; //Buy=Cover=Cross(Var5,Var4); //Sell=Short=Cross(Var4,VAR5); Buy = Cover = Cross (Var5, Ref (Var5,-1)); Sell = Short = Cross ( Ref (Var5,-1),VAR5); Filter = Buy OR Sell ; Plot ( Flip ( Buy , Sell ), "Trade" , 9, styleArea | styleOwnScale , 0, 1 ); _SECTION_END (); |