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#1 Selling Amibroker Plugin featuring:
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Darvas Box for Amibroker (AFL)
Rating:
5 / 5 (Votes 2)
Tags:
trading system, amibroker, pivots, darvas
I’ve found it in internet. Try it wisely
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Indicator / Formula
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_SECTION_BEGIN("Darvas Box SupportResistance by Isfandi"); box1=0; box2=0; SetBarsRequired(10000,10000); procedure fillDarvas(start,end,swap,top, bottom ) { for ( j = start; j < end; j++) { if( box1[j] == swap) box1[j]= top ; else box1[j]= bottom; if(box2[j] == swap) box2[j]= bottom ; else box2[j]= top; } } BoxArr1 = 0; BoxArr2 = 0; StateArray = 0; DBuy = 0; DSell = 0; TopArray = 0; BotArray = 0; tick=0; BoxTop = High[0]; BoxBot = Low[0]; swap=0; state = 0; BoxStart = 0; for (i=0; i<BarCount; i++) { if (state==5) { TopArray[i]=BoxTop; BotArray[i]=BoxBot; if (Low[i]<(BoxBot*(1-tick/100)) || High[i]>(BoxTop*(1+tick/100))) { fillDarvas(BoxStart,i,swap,BoxTop,BoxBot); state = 1; swap = !swap; BoxTop = High[i]; BoxStart = i; } } else { if (High[i]<BoxTop) { if ((state<3) || (Low[i]>BoxBot)) { state++; } else { state=3; } if (state==3) BoxBot=Low[i]; } else { state=1; BoxTop=High[i]; } } StateArray[i] = state; } fillDarvas(BoxStart,BarCount,swap,BoxTop,BoxBot); Buy=Cover=H>Ref(box1,-1) AND H>Ref(box2,-1) AND Ref(statearray,-1)==5; Short=Sell=L<Ref(box1,-1) AND L<Ref(box2,-1) AND Ref(statearray,-1)==5; PlotShapes(shapeUpArrow*(Buy) ,colorGreen, 0,H,Offset= 25); PlotShapes(shapeDownArrow*(Sell) ,colorRed, 0,L,Offset= 35); Plot( box1, "" , 1 + statearray, styleLine ); Plot( box2, "" , 1 + statearray , styleLine ); _SECTION_END(); _SECTION_BEGIN("14 Line HHLL by: Isfandi"); //****** sahamlq45.blogspot.com ****** of=1; n=100; Hh=HHV(H,n); Ll=LLV(L,n); p1=ll+(hh-ll)*0.5; p2=ll+(hh-ll)*0.382; p3=ll+(hh-ll)*0.618; p4=ll+(hh-ll)*0.236; p5=ll+(hh-ll)*0.786; Plot(p1, "p1:",9,styleDashed); Plot(p2, "p1:",24,styleDashed); Plot(p3, "p1:",24,styleDashed); Plot(p4, "p1:",24,styleDashed); Plot(p5, "p1:",24,styleDashed); Plot(Hh, "p1:",8,styleDashed); Plot(Ll, "p1:",13,styleDashed); _SECTION_END(); _SECTION_END(); _SECTION_BEGIN("Price ADX"); function PercentR( periods ) { return -100 * ( HHV( H, periods ) - C )/( HHV( H, periods ) - LLV( L, periods ) ); } range = Param("Periods", 14, 2, 200, 1 ); ADX(range); PDI(range) ; MDI(range); SetChartOptions(0,chartShowArrows|chartShowDates); _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", IIf( PDI(range) > MDI(range), ParamColor("Up Color", colorGreen ), ParamColor("Down Color", colorRed ) ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); Bull_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )> -30); Bear_Trend=(PercentR( Param("Periods", 14, 2, 100 ) )< -70); Ribbon_kol=IIf( Bull_Trend, colorGreen, IIf(Bear_Trend, colorRed,colorYellow)) ; Plot(6, "ribbon", Ribbon_kol, styleOwnScale| styleArea| styleNoLabel,-0.5,100); _SECTION_END(); /* ********************************** Code to automatically identify pivots ********************************** */ // -- what will be our lookback range for the hh and ll? farback=Param("How Far back to go",100,50,5000,10); nBars = Param("Number of bars", 12, 5, 40); // -- Title. Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ", H: " + High + ", L: " + Low + ", C: " + Close; // -- Plot basic candle chart PlotOHLC(Open, High, Low, Close, "BIdx = " + BarIndex() + "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L + "\n"+"C ", colorBlack, styleCandle); GraphXSpace=7; // -- Create 0-initialized arrays the size of barcount 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++; } } // -- Dump inventory of high pivots for debugging /* for (k=0; k<nHPivs; k++) { _TRACE("High pivot no. " + k + " at barindex: " + aHPivIdxs[k] + ", " + WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k], DateTime(), 1), formatDateTime) + ", " + aHPivHighs[k]); } */ // -- OK, let's plot the pivots using arrows PlotShapes(IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0, High, Offset=-15); PlotShapes(IIf(aLPivs==1, shapeUpArrow , shapeNone), colorBlue, 0, Low, Offset=-15); _SECTION_BEGIN("EMA1"); P = ParamField("Price field",-1); Periods = Param("Periods", 15, 2, 200, 1, 10 ); Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); _SECTION_END(); _SECTION_BEGIN("EMA2"); P = ParamField("Price field",-1); Periods = Param("Periods", 15, 2, 300, 1, 10 ); Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); _SECTION_END();
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Very Good!
Thanks so much!