Download Woodie's CCI Panel Full Stats For Amibroker (AFL)

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4 / 5 (Votes 2)
amibroker, histogram, cci, heikin, intraday
This is Woodies CSI with color coding and turning points marked and many other things. To find out more about it go to www.woodiescciclub.com
Submitted by mlnd1986 almost 15 years ago
Submitted by alvaroaltair almost 11 years ago
Submitted by kaiji over 15 years ago
Submitted by chweetmady about 11 years ago
Submitted by brevco about 15 years ago
Submitted by shethia over 14 years ago
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/////////////////////////////// 
// CCI Panel for Amibroker
// Codded/Added by Dennis, Kris, Wring, Santacs, Yofa (jtoth100)
// Last Update: 10/19/2008
/////////////////////////////// 
// Go to www.woodiescciclub.com to learn everything about this system.
// You must be a registered user to see the images and downloads.
/////////////////////////////// 
// Setup Axes and Grid section (right click on chart panel, click on Parameters):
// Scaling: Custom , Min=-250  Max=250
// Show Date Axis = Yes , Show Middle Lines = No
/////////////////////////////// 
// To activate the timer properly, make sure the following is set:
// click on Tools==>Preferences==>Intraday....
// make sure "Allign minute bars to market hours" is checked...
// make sure "Start time of interval" is checked...
// make sure "Override: Weekly/monthly bars use day of last trade" is checked.
/////////////////////////////// 
// Tic/PIP values: YM=1.0, ER2=0.10, NQ=0.25, EUR/USD=.0001, USD/JPY=0.01, Stocks=0.01
///////////////////////////////
// Rangebar Settings :
// ER2 1.50 
// YM 25  
// ES 3 
// NQ 3.75 
// DAX 5  
// ZG 1.5  
/////////////////////////////// 
// Discalimer: For educational purposes only. Trade at your own risk.
/////////////////////////////// 
 
//********************************************************************************************
// Static variable functions used in charts
//********************************************************************************************
 
function StaticName( VarName )
{
    return Name() + VarName;
}
 
procedure StaticSet( VarName, VarValue )
{
    StaticVarSet(Name() + VarName, VarValue);
}
  
function StaticGet( VarName )
{
    return Nz(StaticVarGet(Name() + VarName));
}
  
procedure StaticSetText( VarName, VarValue )
{
    StaticVarSetText(Name() + VarName, VarValue);
}
  
function StaticGetText( VarName )
{
    return StaticVarGetText(Name() + VarName);
}
 
//********************************************************************************************
// Basic panel setup
//********************************************************************************************
 
//Disable printing to commentary window
EnableTextOutput(False);
 
//Version info of the panel
Revision = "$Revision: 39 $";
 
SetChartOptions(0, chartShowDates);
SetChartOptions(3, chartLogarithmic, chartGridMiddle | chartGridPercent |
chartGridMargins);
 
//Anything to print at the end of the tooltip for debugging purposes
ToolTipDebug = "";
 
// Bar indexes for titles and commentary
LastBarIndex = BarCount-1;
CurBarIndex = SelectedValue(BarIndex());
if (CurBarIndex > LastBarIndex) //on tick charts SelectedValue(BarIndex()) maypoint beyond last bar
    CurBarIndex = LastBarIndex;
 
//********************************************************************************************
// Low level graphics setup
//********************************************************************************************
if (Status("action") == 1) //indicator
{
    MinY = Status("axisminy"); 
    MaxY = Status("axismaxy"); 
    TotalY = MaxY - MinY;
 
    LastVisibleIndex = Status("lastvisiblebarindex"); 
    FirstVisibleIndex = Status("firstvisiblebarindex"); 
    TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex; 
     
    PixelWidth = Status("pxwidth");
    PixelHeight = Status("pxheight");
    ScaleY = PixelHeight / TotalY;
}
else
{
    MinY = -300; 
    MaxY = 300; 
    TotalY = MaxY - MinY;
 
    LastVisibleIndex = BarCount -1; 
    FirstVisibleIndex = 0; 
    TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex; 
     
    PixelWidth = 1;
    PixelHeight = 1;
    ScaleY = PixelHeight / TotalY;
}
 
FontNameSmall = "Ariel";
FontSizeSmall = 8;
FontWeightSmall = 300;
 
FontNameNormal = "MS Sans Serif";
FontSizeNormal = 8;
FontWeightNormal = 300;
 
FontNameBig = "MS Sans Serif";
FontSizeBig = 10;
FontWeightBig=700;
 
GfxSetOverlayMode(0); //low level graph over chart...
GfxSetBkMode(1);      //transparent
GfxSelectPen( StaticGet("ChartBkColor"), 1, 0); //to clear value area
GfxSelectSolidBrush( StaticGet("ChartBkColor") );
GfxSetTextColor( StaticGet("ChartTextColor") );
 
GfxSetTextAlign(10); //right, buttom
GfxSelectFont(FontNameSmall, FontSizeSmall, FontWeightSmall, True, False, 0);
GfxTextOut("by Yofa", PixelWidth-2, PixelHeight-12 );
GfxTextOut(Revision, PixelWidth-2, PixelHeight );
 
GfxSetTextAlign(26); //right, baseline
GfxSelectFont(FontNameNormal, FontSizeNormal, FontWeightNormal, False, False,
0);
 
function GfxMapYtoPixelY(Y)
{
    return ( TotalY / 2 - Y ) * ScaleY;
}
 
_SECTION_END(); //Woodie CCI - Indicators
 
 
// Timer
 
TTMperiod = 6; 
Low_ma = EMA(L, TTMperiod); 
High_ma = EMA(H, TTMperiod); 
Low_third = (High_ma - Low_ma) / 3 + Low_ma; 
High_third = 2 * (High_ma - Low_ma) / 3 + Low_ma; 
tempnum = Now( 4 ) - TimeNum(); 
TimeRem = Interval() - ((int(tempnum[BarCount - 1] / 100) * 60) +
(tempnum[BarCount - 1] - int(tempnum[BarCount - 1] / 100) * 100)); 
if (TimeRem[BarCount - 1] < 0) TimeRem = 0; 
MinuteVar = int(TimeRem / 60); 
SecondsVar = int(frac(TimeRem / 60) * 60); 
if (TimeRem[BarCount - 1] > 60) 
{ 
TitleTimeRem = EncodeColor(colorWhite) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") +  SecondsVar; 
} 
else if (TimeRem[BarCount - 1] > 20) 
{ 
TitleTimeRem =  EncodeColor(colorYellow) + MinuteVar + ":" + WriteIf(SecondsVar
> 9, "", "0") + SecondsVar; 
} 
else
{ 
TitleTimeRem = EncodeColor(colorRed) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") +  SecondsVar; 
} 
 
// Background color
 
SetChartBkColor(ParamColor("Panel color ",colorCustom1)); 
 
// CCI colors
 
zcolor= ParamColor("WCCI color",colorBlack);
z6color= ParamColor("TCCI color",colorBrown);
patterncolor= ParamColor("Pattern trace color",colorWhite);
 
// CCI periods
 
zperiod=Param("WCCI period",14,0,100);
z = CCI(zperiod); 
z6period=Param("TCCI period",6,0,1000);
z6 = CCI(z6period); 
 
// Tic/PIP value
 
TicMult= Param("Tic multiplier(ER2=10,YM=1,ES=4,FOREX=1)",1,0,1000000);
TicDiv= Param("Tic or PIP value(ER2=0.1,YM=1,FOREX=1)",1,0,1000000);
 
// Rangebar interval
 
rbint= Param("Rangebar
Interval:(YM=25.0,AB=1.5,NQ=3.75,ES=3.0)",1.0,0.25,1000000);
 
// Rangebar counter
 
rbcounter= round(((rbint-(H-L))) * ticmult);
rbcounterpercent= round((rbcounter/(rbint * ticmult))*100);
 
// Timer/counter title
 
timercode= Param("Timer:(minutes=1,rangebar=2)",1,1,2);
timetitle= WriteIf(timercode==1,TitleTimeRem, EncodeColor(colorWhite) +
"Countdown  " + rbcounter + "  (" + rbcounterpercent + "%)"); 
 
// Spread
 
spread= Param("Spread (included in stop)",0,0,1000000); 
 
// Stop value
 
stopval= Param("Stop above/below entry bar",2,0,1000000); 
 
// Plot grids
 
PlotTheGrids = ParamToggle("Plot grids","No|Yes",0); 
if (PlotTheGrids ==1) 
{ 
PlotGrid(0); 
PlotGrid(-100); 
PlotGrid(100);
PlotGrid(-200); 
PlotGrid(200); 
} 
 
// Angle variables
 
PI = atan(1.00) * 4; 
periods = 30; 
HighHigh = HHV(H, periods); 
LowLow = LLV(L, periods); 
range = 25 / (HighHigh - LowLow) * LowLow;
 
// EMA34 Angle
 
EMA34 = EMA(C,34);
x1_EMA34 = 0; 
x2_EMA34 = 1; 
y1_EMA34 = 0; 
y2_EMA34 = (Ref(EMA34, -1) - EMA34) / Avg * range; 
c_EMA34 = sqrt((x2_EMA34 - x1_EMA34)*(x2_EMA34 - x1_EMA34) + (y2_EMA34 -
y1_EMA34)*(y2_EMA34 - y1_EMA34)); 
angle_EMA34 = round(180 * acos((x2_EMA34 - x1_EMA34)/c_EMA34) / PI); 
angle_EMA34 = IIf(y2_EMA34 > 0, - angle_EMA34, angle_EMA34); 
 
// LSMA25 Angle
 
LSMA25 = LinearReg(C, 25 ); 
x1_LSMA25 = 0; 
x2_LSMA25 = 1; 
y1_LSMA25 = 0; 
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range; 
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 -
y1_LSMA25)*(y2_LSMA25 - y1_LSMA25)); 
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI); 
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25); 
 
// Color the bars for Woodies Trend Following 
 
function Consecutive( array ) 
{ 
return BarsSince( NOT( array ) ); 
} 
function Occurrences( array , period ) 
{ 
return Sum( array, period ); 
} 
array = z; 
HighBars = Consecutive( array > 0 ); 
LowBars = Consecutive( array < 0 ); 
UpCondition = BarsSince( HighBars >= 6 AND Occurrences( array > 100 , 5 ) > 0
); 
DnCondition = BarsSince( LowBars >= 6 AND Occurrences( array < -100 , 5 ) > 0
); 
UpTrend = ( array > 0 ) AND ( UpCondition < DnCondition ); 
DnTrend = ( array < 0 ) AND ( UpCondition > DnCondition ); 
TrTrend = ( HighBars >= 5 AND NOT UpTrend ) OR ( LowBars >= 5 AND NOT DnTrend
); 
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorRed, IIf( TrTrend,
colorYellow, colorGrey40 ) ) ); 
 
// Plot the Mock CZI on the 100s 
 
ColorANGLE_EMA = IIf(angle_EMA34 >=5,colorTurquoise,
IIf(angle_EMA34 <5 AND angle_EMA34 >=3.57,colorDarkGreen,
IIf(angle_EMA34 <3.57 AND angle_EMA34 >=2.14,colorPaleGreen,
IIf(angle_EMA34 <2.14 AND angle_EMA34 >=.71,colorLime,
IIf(angle_EMA34 <=-1*5,colorDarkRed,
IIf(angle_EMA34 >-1*5 AND angle_EMA34 <=-1*3.57,colorRed,
IIf(angle_EMA34 >-1*3.57 AND angle_EMA34 <=-1*2.14,colorOrange,
IIf(angle_EMA34 >-1*2.14 AND angle_EMA34
<=-1*.71,colorLightOrange,colorYellow))))))));
Plot(100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 
Plot(-100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 
 
// Plot the Mock Sidewinder on the 200s
 
SW = IIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 + angle_LSMA25) >= 50),
IIf(angle_LSMA25 > 0, 2, -2), 
IIf((abs(angle_EMA34) >= 0) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >= 0))
OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 +
angle_LSMA25) >= 5), IIf(angle_LSMA25 > 0, 1, -1), 0)); 
ColorSW = IIf(abs(SW) == 2, colorBrightGreen, 
IIf(abs(SW) == 1, colorYellow, colorRed)); 
Plot(200,"", ColorSW, styleLine | styleThick | styleNoLabel); 
Plot(-200,"", ColorSW, styleLine | styleThick | styleNoLabel);
 
// Zero line 25lsma 
 
Plot(0,"", IIf(C > LSMA25,colorBrightGreen,IIf(C < LSMA25,colorRed,colorTeal)),
styleLine | styleThick | styleNoLabel); 
 
// CCI Points
 
diffCode=ParamToggle("Plot CCI diff ","No|Yes",1); 
CCipointmove= z-Ref(z,-1);
CCIpointmovetitle= WriteIf(diffcode==1 AND
abs(CCipointmove)<15,EncodeColor(colorRed) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND abs(CCipointmove)>=15
AND abs(CCipointmove)<20,EncodeColor(colorYellow) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND
abs(CCIpointmove)>=20,EncodeColor(colorBrightGreen) + "\n"  + "DIFF  " + 
abs(round(CCipointmove))+ "\n","")));
 
// Price Panel
 
Lastpricetitlehi= WriteIf(H>Ref(H,-1),EncodeColor(colorBrightGreen) + Ref(H,-1)
+ "  " + H , EncodeColor(colorWhite)+ Ref(H,-1) + "  " + H);
Lastpricetitlelo= WriteIf(L<Ref(L,-1),EncodeColor(colorRed) + Ref(L,-1) + "  "
+ L , EncodeColor(colorWhite) + Ref(L,-1) + "  " + L);
Closecolor=WriteIf(C==H AND
H>Ref(H,-1),EncodeColor(colorBrightGreen),WriteIf(C==L AND
L<Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorWhite)));
 
//Pivot Points Calculations
 
pivCode=ParamToggle("Plot pivots ","No|Yes",1); 
DayH = TimeFrameGetPrice("H", inDaily, -1);
DayL = TimeFrameGetPrice("L", inDaily, -1);
DayC = TimeFrameGetPrice("C", inDaily, -1);
DayO = TimeFrameGetPrice("O", inDaily);
HiDay = TimeFrameGetPrice("H", inDaily); 
LoDay = TimeFrameGetPrice("L", inDaily); 
PP = (DayH + DayL + DayO + DayO) / 4 ; 
R1 = (2 * PP) - DayL; 
S1 = (2 * PP) - DayH; 
R2 = PP + R1 - S1; 
S2 = PP + S1 - R1; 
R3 = R2 + (R1 - PP); 
S3 = S2 - (PP - S1); 
ppvalue= round(abs((C-pp)/ticdiv));
r1value= round(abs((C-r1)/ticdiv));
s1value= round(abs((C-s1)/ticdiv));
r2value= round(abs((C-r2)/ticdiv));
s2value= round(abs((C-s2)/ticdiv));
r3value= round(abs((C-r3)/ticdiv));
s3value= round(abs((C-s3)/ticdiv));
wptitle=  WriteIf(pivCode==1 AND C>=R3, "\n" + EncodeColor(colorYellow)+"R3 " +
"-" + (R3value) + "\n" + "\n",
WriteIf(pivCode==1 AND C<=R3 AND C>=R2, "\n" + EncodeColor(colorYellow)+"R3  "
+ "+" + (R3value) + "\n" +  EncodeColor(colorYellow) + "R2  " + "-" + (R2value)
+ "\n" + "\n", 
WriteIf(pivCode==1 AND C<=R2 AND C>=R1, "\n" + EncodeColor(colorYellow)+"R2  "
+ "+" + (R2value) + "\n" +  EncodeColor(colorYellow) + "R1  " + "-" + (R1value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=R1 AND C>=PP, "\n" + EncodeColor(colorYellow)+"R1  "
+ "+" + (R1value) + "\n" +  EncodeColor(colorYellow) + "PP  " + "-" + (PPvalue)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=PP AND C>=S1, "\n" + EncodeColor(colorYellow)+"PP  "
+ "+" + (PPvalue) + "\n" +  EncodeColor(colorYellow) + "S1  " + "-" + (S1value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=S1 AND C>=S2, "\n" + EncodeColor(colorYellow)+"S1  "
+ "+" + (S1value) + "\n" +  EncodeColor(colorYellow) + "S2  " + "-" + (S2value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=S2 AND C>=S3, "\n" + EncodeColor(colorYellow)+"S2  "
+ "+" + (S2value) + "\n" +  EncodeColor(colorYellow) + "S3  " + "-" + (S3value)
+ "\n" + "\n", 
WriteIf(pivCode==1 AND C<=S3, "\n" + EncodeColor(colorYellow)+"S3  " + "+" +
(S3value) + "\n"+ "\n",""))))))));
 
// HOD , LOD, Range
 
HiDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "HOD  ",""); 
HiDayTitle = WriteIf(pivCode==1,HiDayTitle + EncodeColor(colorYellow) + HiDay +
"   +" + round(abs((HiDay-C)/ticdiv)) + "\n","");
LoDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "LOD  ",""); 
LoDayTitle = WriteIf(pivCode==1,LoDayTitle + EncodeColor(colorYellow) + LoDay +
"    -" + round(abs((C-LoDay)/ticdiv)) + "\n"," ");
RangeTitle1 =WriteIf(pivCode==1,EncodeColor(colorYellow) + "Day Range    " +
EncodeColor(colorYellow) + StrToNum(NumToStr(round((HiDay - LoDay)/ticdiv),
4.4)) + "\n","");
 
// Pattern codes
 
Cziquallong= ((angle_EMA34>=5 OR Ref(angle_EMA34,-1)>=5) AND
Ref(angle_EMA34,-2)>=5) OR (Ref(angle_EMA34,-1)>=5 AND angle_EMA34>=5);
Cziqualshort= ((angle_EMA34<=-5 OR Ref(angle_EMA34,-1)<=-5) AND
Ref(angle_EMA34,-2)<=-5) OR (Ref(angle_EMA34,-1)<=-5 AND angle_EMA34<=-5);
 
// ZLR Long 
 
Linex_long=Ref(z,-1)>100 AND z<100; 
barsfromline_long=BarsSince(Linex_long); 
CCIhook_long=z>Ref(z,-1) AND Ref(z,-1)>-100 AND Ref(z,-1)<Ref(z,-2) AND
Ref(z,-2)>-100 AND z>0;
SW_trendinglong= sw==1 OR sw==2; 
zlrlong1=  abs(CCipointmove)>=15 AND SW_trendinglong AND z<120 AND barsfromline_long<=10 AND CCIhook_long AND UpTrend;
zlrnextl= z<120 AND barsfromline_long<10 AND CCIhook_long AND UpTrend;
zlrlong= Cziquallong AND (zlrlong1 OR ( NOT Ref(zlrlong1,-1) AND Ref(zlrnextl,-1) AND abs(CCipointmove)>=15 AND z>=Ref(z,-1) AND SW_trendinglong AND z<120 AND UpTrend));
 
// ZLR Short 
 
Linex_short=Ref(z,-1)<=-100 AND z>=-100; 
barsfromline_short=BarsSince(Linex_short); 
CCIhook_short=z<Ref(z,-1) AND Ref(z,-1)<100 AND Ref(z,-1)>Ref(z,-2) AND
Ref(z,-2)<100 AND z<0; 
SW_trendingshort= sw==-1 OR sw==-2;
zlrshort1= abs(CCipointmove)>=15 AND SW_trendingshort AND z>-120 AND barsfromline_short<=10 AND CCIhook_short AND DnTrend;
zlrnexts=  z>-120 AND barsfromline_short<10 AND CCIhook_short AND DnTrend;
zlrshort= Cziqualshort AND (zlrshort1 OR (NOT Ref(zlrshort1,-1) AND Ref(zlrnexts,-1) AND abs(CCipointmove)>=15 AND z<=Ref(z,-1) AND SW_trendingshort AND z>-120 AND DnTrend));
 
// Famir Long 
 
FamirLinex_long=Ref(z,-1)<=-100 AND z>-100; 
Famir_barsfromline_long=BarsSince(FamirLinex_long); 
Famir_pivotlong= (Ref(z,-2)>Ref(z,-1)AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55) OR
(Ref(z,-3)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55)OR
(Ref(z,-4)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55);
 
Famirhook_long=Famir_pivotlong AND z>Ref(HHV(z,Famir_barsfromline_long),-1) AND (z>=-55 AND z<=55); 
Famirlong= Famir_barsfromline_long<10 AND Famirhook_long AND ((DnTrend OR Ref(Dntrend,-BarsSince(z<0))==1) AND NOT UpTrend) AND C>LSMA25; 
 
// Famir Short 
 
FamirLinex_short=Ref(z,-1)>=100 AND z<100; 
Famir_barsfromline_short=BarsSince(FamirLinex_short); 
Famir_pivotshort= (Ref(z,-2)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55) OR
(Ref(z,-3)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55) OR
(Ref(z,-4)<Ref(z,-1) AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55); 
Famirhook_short=Famir_pivotshort AND z<Ref(LLV(z,Famir_barsfromline_short),-1) AND (z>=-55 AND z<=55); 
Famirshort= Famir_barsfromline_short<10 AND Famirhook_short AND ((UpTrend OR Ref(Uptrend,-BarsSince(z>0))==1) AND NOT DnTrend) AND C<LSMA25; 
 
// HFE 
 
HFEshort=(Ref(z,-1)>200 AND z<200); 
HFElong=(Ref(z,-1)<-200 AND z>-200); 
HFE= HFEshort OR HFElong; 
 
// VT Long 
 
vtLinex_long=Ref(z,-1)<=-200 AND z>-200; 
vt_barsfromline_long=BarsSince(vtLinex_long); 
vtlong_A = z<-200; 
vtlong_B = Ref(z,-1)<=Ref(z,-2) OR
Ref(z,-2)<=Ref(z,-3) OR
Ref(z,-3)<=Ref(z,-4) OR
Ref(z,-4)<=Ref(z,-5) OR
Ref(z,-5)<=Ref(z,-6) OR
Ref(z,-6)<=Ref(z,-7) OR
Ref(z,-7)<=Ref(z,-8); 
vtlong_bs_A = BarsSince(vtlong_A); 
vtlong_bs_B = BarsSince(vtlong_b); 
Vtlong_bars = vtlong_bs_A>=5 AND vtlong_bs_B<=0; 
vt_pivotlong= Vtlong_bars; 
swinghibars=BarsSince(z>Ref(HHV(z,vt_barsfromline_long),-1)); 
vthook_long= vt_pivotlong AND z>Ref(HHV(z,vt_barsfromline_long),-1); 
vtlong= z<100 AND vt_barsfromline_long<=11 AND (Ref(HHV(z,vt_barsfromline_long),-1)<0 OR HHV(z,vt_barsfromline_long)<=0) AND
vthook_long AND C>Lsma25 AND Ref(swinghibars>=2,-1) AND z>-100; 
 
// VT Short 
 
vtLinex_short=Ref(z,-1)>=200 AND z<200; 
vt_barsfromline_short=BarsSince(vtLinex_short); 
vtshort_A = z>200 ; 
vtshort_B =Ref(z,-1)>=Ref(z,-2) OR
Ref(z,-2)>=Ref(z,-3) OR
Ref(z,-3)>=Ref(z,-4) OR
Ref(z,-4)>=Ref(z,-5) OR
Ref(z,-5)>=Ref(z,-6) OR
Ref(z,-6)>=Ref(z,-7) OR
Ref(z,-7)>=Ref(z,-8); 
vtshort_bs_A = BarsSince(vtshort_A); 
vtshort_bs_B = BarsSince(vtshort_b); 
Vtshort_bars = vtshort_bs_A>=5 AND vtshort_bs_B<=0; 
vt_pivotshort= Vtshort_bars; 
swinglowbars= BarsSince(z<Ref(LLV(z,vt_barsfromline_short),-1)); 
vthook_short= vt_pivotshort AND z<Ref(LLV(z,vt_barsfromline_short),-1); 
vtshort= z>-100 AND vt_barsfromline_short<=11 AND
(Ref(LLV(z,vt_barsfromline_short),-1)>0 OR LLV(z,vt_barsfromline_short)>0) AND vthook_short AND C<Lsma25 AND Ref(swinglowbars>=2,-1) AND z<100; 
 
// GB 100 Long 
 
Linex_longGB=Ref(z,-1)>100 AND z<100; 
barsfromline_longGB=BarsSince(Linex_longGB); 
CCIhook_longGB= Ref(z,-1)<-100 AND z>-100; 
GB100long= z<100 AND barsfromline_longGB<=12 AND Cziquallong AND CCIhook_longGB AND (Ref(UpTrend,-BarsSince(z>0))==1 AND NOT DnTrend);
 
// GB100 Short 
 
Linex_shortGB=Ref(z,-1)<-100 AND z>-100; 
barsfromline_shortGB=BarsSince(Linex_shortGB); 
CCIhook_shortGB=Ref(z,-1)>100 AND z<100; 
Gb100short= z>-100 AND barsfromline_shortGB<=12 AND Cziqualshort AND CCIhook_shortGB AND (Ref(DnTrend,-BarsSince(z<0))==1 AND NOT UpTrend);
 
// TT Long 
 
Minuszero=BarsSince(Ref(z,-1)>0) + 1;
TTCCIhook_long= z>Ref(z,-1) AND z>0; 
TTlong= Cziquallong AND z<100 AND Ref(UpTrend,-Minuszero)==1 AND LLV(Ref(z,-1),BarsSince(Ref(z,-1)>=100))>-100 AND
HHV(Ref(z,-1),BarsSince(Ref(z,-1)< 0))>=100 AND TTCCIhook_long AND Ref(LowBars,-1)>=4 AND Ref(LowBars,-1)<=9;
 
// TT Short 
 
Pluszero=BarsSince(Ref(z,-1)<0) + 1;
TTCCIhook_short=z<Ref(z,-1) AND z<0; 
TTshort= Cziqualshort AND z>-100 AND Ref(DnTrend,-Pluszero)==1 AND HHV(Ref(z,-1),BarsSince(Ref(z,-1)<=-100))<100 AND
LLV(Ref(z,-1),BarsSince(Ref(z,-1)>0))<=-100 AND  TTCCIhook_short AND Ref(HighBars,-1)>=4 AND Ref(HighBars,-1)<=9;
 
// PT Long
 
Phook_long1=  Ref(z,-1)>=Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND Ref(z,-3)>0; 
Phook_long2= Ref(z,-3)>-100 AND Ref(z,-1)>Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND Ref(z,-3)<Ref(z,-4) AND Ref(z,-4)>0;
Ptlong= Cziquallong AND (Phook_long1 OR Phook_long2) AND (z>0 AND Ref(z,-1)<0 AND z<120 AND Ref(z,-1)>-100 AND Ref(z,-2)>-100 AND z>Ref(z,-1) AND UpTrend);
 
// PT Short
 
Phook_short1=  Ref(z,-1)<=Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND Ref(z,-3)<0; 
Phook_short2= Ref(z,-3)<100 AND Ref(z,-1)<Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND Ref(z,-3)> Ref(z,-4) AND Ref(z,-4)<0;
Ptshort= Cziqualshort AND (Phook_short1 OR Phook_short2) AND (z<0 AND Ref(z,-1)>0 AND z>-120 AND Ref(z,-1)<100 AND Ref(z,-2)<100 AND z<Ref(z,-1) AND
DnTrend);
 
// Ghosts (6)
GhostBarIndex = LastBarIndex;
if (LastBarIndex != CurBarIndex)
    GhostBarIndex = CurBarIndex;
 
C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciShift=300;
C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciChange=C14GhostChange / 2; //CCI values are shifted up 300 ponts (-300- + 300 -> 0 - 600)
C14GhostSteepCompToZL=Param("Ghost - Max trend line slope to ZL(CCI/bar)", 8,0, 30, 1);
C14GhostSteepCompFromZL=Param("Ghost - Max trend line slope from ZL(CCI/bar)",4, 0, 30, 1);
 
// Ghost Long (6)
C14Shifted = -Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);
 
GhostLongLeft = -Peak(C14Shifted, GhostCciChange, 3) + GhostCciShift; 
GhostLongHead = -Peak(C14Shifted, GhostCciChange, 2) + GhostCciShift; 
GhostLongRight = -Peak(Ref(C14Shifted,-1), GhostCciChange, 1) + GhostCciShift;
 
GhostLongRightDip = -Ref(Trough(C14Shifted, GhostCciChange, 1), -1) + GhostCciShift;
GhostLongRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 1), -1)-1;
GhostLongLeftDip = -Ref(Trough(C14Shifted, GhostCciChange, 2), -1) +GhostCciShift; 
GhostLongLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted, GhostCciChange,2), -1) -1;
GhostLongHeadWidth = GhostLongRightDipIndex - GhostLongLeftDipIndex;
GhostLongRightWidth = BarIndex() - GhostLongRightDipIndex;
GhostLongComp = (GhostLongRightDip - GhostLongLeftDip) / GhostLongHeadWidth;
GhostLongBar = ( (GhostLongLeft > GhostLongHead AND GhostLongRight > GhostLongHead AND GhostLongHead <= -100 ) //Ghost
              OR (GhostLongLeft < GhostLongHead AND GhostLongRight < GhostLongHead AND GhostLongLeft <= -100)) //MGhost
           AND GhostLongLeftDip <= 0
           AND GhostLongRightDip <= 0
           AND (GhostLongRightDip + GhostLongComp*GhostLongRightWidth <= Z OR Z>0)//WCCI returned above neckline
           AND GhostLongHeadWidth < 25
           AND GhostLongRightWidth > 1 AND GhostLongRightWidth < 12;
GhostLong = GhostLongBar AND NOT Ref(GhostLongBar,-1) AND Z < 120 AND GhostLongComp >= -C14GhostSteepCompFromZL AND GhostLongComp <= C14GhostSteepCompToZL;
 
GhostLongRef = BarsSince(GhostLong);
 
if ( GhostLongRef[GhostBarIndex] <= 5 )
{
    GhostLongIndex = GhostBarIndex - GhostLongRef[GhostBarIndex];
    GhostLine = LineArray( GhostLongLeftDipIndex[GhostLongIndex],
                           GhostLongLeftDip[GhostLongIndex],
                           GhostLongRightDipIndex[GhostLongIndex] + 10,
                           GhostLongRightDip[GhostLongIndex] + GhostLongComp[GhostLongIndex] * 10,
                           0, False);
    Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(-120, "GhostLongBar", IIf(GhostLongBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostLongLeftDipIndex[CurBarIndex],
//                       GhostLongLeftDip[CurBarIndex],
//                       GhostLongRightDipIndex[CurBarIndex] + 10,
//                       GhostLongLeftDip[CurBarIndex] + GhostLongComp[CurBarIndex]*(GhostLongHeadWidth[CurBarIndex]+10),
//                       0, False);
//Plot(GhostLine, "", colorGreen, styleThick);
 
 
// Ghost Short (6)
C14Shifted = Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);
 
GhostShortLeft = Peak(C14Shifted, GhostCciChange, 3) - GhostCciShift; 
GhostShortHead = Peak(C14Shifted, GhostCciChange, 2) - GhostCciShift; 
GhostShortRight = Peak(C14Shifted, GhostCciChange, 1) - GhostCciShift; 
GhostShortRightDip = Ref(Trough(C14Shifted, GhostCciChange, 1), -1) - GhostCciShift;
GhostShortRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 1), -1) -1;
GhostShortLeftDip = Ref(Trough(C14Shifted, GhostCciChange, 2), -1) -GhostCciShift; 
GhostShortLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 2), -1) -1;
GhostShortHeadWidth = GhostShortRightDipIndex - GhostShortLeftDipIndex;
GhostShortRightWidth = BarIndex() - GhostShortRightDipIndex;
GhostShortComp = (GhostShortRightDip - GhostShortLeftDip) / GhostShortHeadWidth;
GhostShortBar = ( (GhostShortLeft < GhostShortHead AND GhostShortRight < GhostShortHead AND GhostShortHead >= 100) //Ghost
               OR (GhostShortLeft > GhostShortHead AND GhostShortRight > GhostShortHead AND GhostShortLeft >= 100)) //MGhost
            AND GhostShortLeftDip >= 0
            AND GhostShortRightDip >=0
            AND (GhostShortRightDip + GhostShortComp*GhostShortRightWidth >= Z OR Z<0) //WCCI returned below neckline
            AND GhostShortHeadWidth < 25
            AND GhostShortRightWidth > 1 AND GhostShortRightWidth < 12;
GhostShort = GhostShortBar AND NOT Ref(GhostShortBar,-1) AND Z > -120 AND GhostShortComp <= C14GhostSteepCompFromZL AND GhostShortComp >=-C14GhostSteepCompToZL;
 
GhostShortRef = BarsSince(GhostShort);
 
if ( GhostShortRef[GhostBarIndex] <= 5 )
{
    GhostShortIndex = GhostBarIndex - GhostShortRef[GhostBarIndex];
    GhostLine = LineArray( GhostShortLeftDipIndex[GhostShortIndex],
                           GhostShortLeftDip[GhostShortIndex],
                           GhostShortRightDipIndex[GhostShortIndex] + 10,
                           GhostShortRightDip[GhostShortIndex] + GhostShortComp[GhostShortIndex] * 10, 0, False);
    Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(120, "GhostShortBar", IIf(GhostShortBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostShortLeftDipIndex[CurBarIndex],
//                       GhostShortLeftDip[CurBarIndex],
//                       GhostShortRightDipIndex[CurBarIndex] + 10,
//                       GhostShortLeftDip[CurBarIndex] + GhostShortComp[CurBarIndex]*(GhostShortHeadWidth[CurBarIndex]+10),
//                       0, False);
//Plot(GhostLine, "", colorRed, styleThick);
 
 
 
// Signal Title 
 
PatCode1=ParamToggle("Plot ZLR (1)","No|Yes",1); 
PatCode2=ParamToggle("Plot FAMIR (2)","No|Yes",1); 
PatCode3=ParamToggle("Plot VT (3)","No|Yes",1); 
PatCode4=ParamToggle("Plot GB100 (4)","No|Yes",1); 
PatCode5=ParamToggle("Plot TT (5)","No|Yes",1); 
PatCode6=ParamToggle("Plot GHOST (6)","No|Yes",1); 
PatCode7=ParamToggle("Plot HFE","No|Yes",1); 
 
Signaltitle= WriteIf(PatCode1==1 AND zlrlong,EncodeColor(colorDarkRed) + "\n" +
"*** ALERT -- ZLR ***" + "\n",
WriteIf(PatCode1==1 AND zlrshort,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- ZLR ***" + "\n", 
WriteIf(PatCode2==1 AND Famirshort,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- FAMIR ***" + "\n",  
WriteIf(PatCode2==1 AND Famirlong,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- FAMIR ***" + "\n", 
WriteIf(PatCode3==1 AND VTlong AND NOT famirlong,EncodeColor(colorDarkRed) +
"\n" +  "*** ALERT -- VT ***" + "\n", 
WriteIf(PatCode3==1 AND VTshort AND NOT famirshort,EncodeColor(colorDarkRed) +
"\n" +  "*** ALERT -- VT ***" + "\n", 
WriteIf(PatCode4==1 AND GB100long,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GB100 ***" + "\n",
WriteIf(PatCode4==1 AND Gb100short,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GB100 ***" + "\n", 
WriteIf(PatCode5==1 AND TTLong,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- TT ***" + "\n", 
WriteIf(PatCode5==1 AND TTShort,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- TT ***" + "\n",
WriteIf(PatCode6==1 AND GhostLong,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GHOST ***" + "\n", 
WriteIf(PatCode6==1 AND GhostShort,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GHOST ***" + "\n",
WriteIf(PatCode7==1 AND HFE,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT --
HFE ***" + "\n","")))))))))))));
 
// Pattern signal codes
 
PlotShapes(IIf(PatCode1==1 AND
zlrlong,shapeDigit1,shapeNone),colorBlue,0,Min(z,0),-15); 
PlotShapes(IIf(PatCode1==1 AND zlrshort,shapeDigit1+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15);
PlotShapes(IIf(PatCode2==1 AND
famirlong,shapeDigit2,shapeNone),colorBlue,0,Min(z,0),-15); 
PlotShapes(IIf(PatCode2==1 AND famirShort ,shapeDigit2+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15) ;
PlotShapes(IIf(PatCode3==1 AND vtlong AND NOT
famirlong,shapeDigit3,shapeNone),colorBlue,0,Min(z,0),-47); 
PlotShapes(IIf(PatCode3==1 AND vtshort AND NOT famirshort,shapeDigit3+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-47);
PlotShapes(IIf(PatCode4==1 AND
GB100long,shapeDigit4,shapeNone),colorBlue,0,Min(z,0),-60); 
PlotShapes(IIf(PatCode4==1 AND GB100short,shapeDigit4+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-60); 
PlotShapes(IIf(PatCode5==1 AND
ttlong,shapeDigit5,shapeNone),colorBlue,0,Min(z,0),-50); 
PlotShapes(IIf(PatCode5==1 AND ttshort,shapeDigit5+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode6==1 AND
GhostLong,shapeDigit6,shapeNone),colorBlue,0,Min(z,0),-50); 
PlotShapes(IIf(PatCode6==1 AND GhostShort,shapeDigit6+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode7==1 AND HFEshort,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFEshort,colorYellow,shapeNone),0,200,10); 
PlotShapes(IIf(PatCode7==1 AND HFElong,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFElong,colorYellow,shapeNone),0,-200,-10) ;
 
// CCI hook Exit
HookExitLong= z<=Ref(z,-1);
HookExitShort= z>=Ref(z,-1);
 
// 100 Line Cross Exit Conservative
Cross100longC= z<=Ref(z,-1) AND z<100;
Cross100shortC= z>=Ref(z,-1) AND z>-100;
 
// 100 Line Cross Exit Aggressive
Cross100longA= Ref(z,-1)>100 AND z<100;
Cross100shortA= Ref(z,-1)<-100 AND z>-100;
 
// Mplay Exit 
 
MplayExitLong= z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O; 
MplayExitShort= z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O; 
 
// Heikin-Ashi Exit
 
HaClose =EMA((O+H+L+C)/4,3); 
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); 
HaHigh = Max( H, Max( HaClose, HaOpen ) ); 
HaLow = Min( L, Min( HaClose, HaOpen ) );
HExitConLong=  HaLow < HaOpen;
HExitConShort=  HaHigh > HaOpen;
 
// Exit code
ExitCode=Param("Exits:Hook=1,100xConservative=2,100xAggressive=3,Mplay=4,H-Ashi=5",1,1,5);
ExitCodeTitleLong=IIf(ExitCode==1,HookExitLong,IIf(Exitcode==2,Cross100longC,IIf(Exitcode==3,Cross100longA,IIf(Exitcode==4,MplayExitLong,IIf(Exitcode==5,HExitConLong,0)))));
ExitCodeTitleShort=IIf(ExitCode==1,HookExitShort,IIf(Exitcode==2,Cross100shortC,IIf(Exitcode==3,Cross100shortA,IIf(Exitcode==4,MplayExitShort,IIf(Exitcode==5,HExitConShort,0)))));
AllPatterns =(zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1)
OR (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR (Vtshort AND
patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND patcode5==1) OR
(GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
BuyPattern = (zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1);
SellPattern= ExitCodeTitleLong;
ShortPattern = (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR
(Vtshort AND patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND
patcode5==1) OR (GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
CoverPattern = ExitCodeTitleShort;
 
//Plot Sell/Cover Arrows 
 
Sell1=ExRem(SellPattern,BuyPattern); 
Cover1=ExRem(CoverPattern,ShortPattern); 
SellCode=ParamToggle("Plot sell/cover arrows ","No|Yes",0); 
PlotShapes(IIf(Sell1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorBlue,0,200,10); 
PlotShapes(IIf(Cover1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorRed,0,200,10); 
 
// Calculate pattern hilites
 
// Long
 
AsellL= BuyPattern;
BsellL= Sell1;
bs_AsellL= BarsSince(AsellL);
bs_BsellL= BarsSince(BsellL);
bars_sellL= IIf(bs_ASellL<= bs_BsellL,bs_AsellL,0);
 
//Short
AsellS= ShortPattern;
BsellS= Cover1;
bs_AsellS= BarsSince(AsellS);
bs_BsellS= BarsSince(BsellS);
bars_sellS= IIf(bs_ASellS<= bs_BsellS,bs_AsellS,0);
hilitecode=ParamToggle("Hi-lite patterns","No|Yes",0);
 
// CCI Line 
 
CCIcolor= IIf(((bars_sellL OR bars_sellS) OR AllPAtterns) AND
hilitecode==1,patterncolor,zcolor);
Plot(round(z),"WCCI", CCIcolor , styleLine | styleThick);
 
// Turbo CCI 
 
Plot(round(z6),"TCCI", z6color, styleLine); 
 
// CCI Histogram 
 
Plot( array, "", colorDefault, styleLine | styleThick | styleNoLabel); 
Plot( array, "", Color, styleHistogram | styleThick| styleNoLabel); 
 
// BackTest Long
 
LastPatLong= BuyPattern;
LastPatBarLong= BarsSince(LastPatLong);
DDL=IIf((((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv>=0,0,(((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
BTExitLong= (((C-Ref(C,-LastPatBarLong))))/ticdiv; 
PeakLong=IIf((((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv<=0,0,(((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
StopLong1= Ref(C,-LastPatBarLong) - (Ref(L,-LastPatBarLong) - (stopval*ticdiv) -  (spread*ticdiv));
stoplong= (((StopLong1)))/ticdiv;
BackTestLongTitle= WriteIf(Sell1,EncodeColor(colorBlue) + "\n" +
"Stop    " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + "    " +
round(stoplong) + "\n" +
"DD      " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + "    " + 
round(DDL) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + "    " +
round(BTExitLong) + "\n" +
"Peak   " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + "    " +
round(PeakLong) +  "\n",EncodeColor(colorBlue) + "\n" +
"Stop    " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + "    " +
round(stoplong) + "\n" +
"DD      " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + "    " + 
round(DDL) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + "    " +
round(BTExitLong) + "\n" +
"Peak   " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + "    " +
round(PeakLong) + "\n"); 
 
// BackTest Short
 
LastPatShort= ShortPattern;
LastPatBarShort= BarsSince(LastPatShort);
DDS=
IIf((((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv>=0,0,(((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv);
BTExitShort= (((Ref(C,-LastPatBarShort)-C)))/ticdiv; 
PeakShort=IIf((((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv<=0,0,(((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv);
StopShort1= (Ref(H,-LastPatBarShort) + (Stopval*ticdiv) + (spread*ticdiv)) -
Ref(C,-LastPatBarShort);
StopShort= (((StopShort1)))/ticdiv;
BackTestShortTitle= WriteIf(Cover1,EncodeColor(colorRed) + "\n" +
"Stop    " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + "    " + round(stopshort) + "\n" +
"DD      " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + "    " + round(DDS) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + "    " + round(BTExitShort) + "\n" +
"Peak   " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) +   "    "  + round(PeakShort) + "\n",EncodeColor(colorRed)+ "\n" + 
"Stop    " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + "    " + round(stopshort) + "\n" +
"DD      " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + "    " +  round(DDS) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + "    " + round(BTExitShort) + "\n" + 
"Peak   " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) +   "    "  + round(PeakShort) + "\n");
 
// Backtest title
 
BackTestCode= ParamToggle("Display Stop,DD,Peak,Exit stats","No|Yes",0); 
BackTestTitle= WriteIf((bars_sellL>0 OR Sell1) AND
BackTestCode==1,BackTestLongTitle ,WriteIf((bars_sellS>0 OR Cover1 )AND
BackTestCode==1,BackTestShortTitle ,""));
 
// Stop in
 
Longbar= L+rbint;
Shortbar= H-rbint;
sstoptitle=WriteIf(timercode==2, EncodeColor(colorBlue) + "\n" + "Stop In Long " + Longbar + EncodeColor(colorRed) + "\n" + "Stop In Short  " + Shortbar +
"\n","");
 
// Stop out
 
stopCode=ParamToggle("Display stop-out ","No|Yes",0); 
StopLong1= C -(L - (stopval*ticdiv) - (spread*ticdiv));
stoplong1c=C-stoplong1;
stoplong= round(StopLong1/ticdiv);
StopShort1= (H + (stopval*ticdiv) + (spread*ticdiv)) - C;
stopshortc= C+StopShort1;
StopShort= round(StopShort1/ticdiv);
stoptitle= WriteIf(stopcode==1,EncodeColor(colorBlue) + "\n" + "Stop Out Long " + stoplong1c + "   " +stoplong + "\n" +
EncodeColor(colorRed) + "Stop Out Short  " + stopshortc + "   " + stopshort +
"\n","");
 
// Title
 
Title = "\n" + "" + EncodeColor(colorWhite) + Date() + "\n" + "\n" + 
timetitle + "\n" + "\n" + Lastpricetitlehi + "\n" +  Closecolor + C + "\n" + 
Lastpricetitlelo + "\n" + CCIpointmovetitle + wptitle + HiDayTitle + LoDayTitle
+ RangeTitle1 + BackTestTitle + Signaltitle + sstoptitle + stoptitle;
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Woodie's CCI Panel Full Stats for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)

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