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Divergence All in one for Amibroker (AFL)

doanthedung almost 15 years ago Amibroker (AFL)

  • Rating:
    3 / 5 (Votes 14)
  • Tags:
    divergence, amibroker

let see one chart to view MACD RSI STO CCI divergence

Indicator / Formula

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_SECTION_BEGIN("Divergence");
Plot(MA(Close,3),"",IIf(MA(Close,3) > Ref(MA(Close,3),-1),colorBrightGreen,colorRed),styleThick);
Plot(EMA(Close,20),"",IIf(EMA(Close,20) > Ref(EMA(Close,20),-1),colorBrightGreen,colorRed),styleThick+styleNoLabel);
Col_bar = IIf(StochD(14) > Ref(StochD(14),-1),colorBrightGreen,colorRed);
Plot(Close,"close",col_bar,styleBar+styleThick);
 
GraphXSpace=7;
n=Param("% Reverse ",20,0,100,1);

Buy=Sell=0;
Var = Zig(RSI(14), n);
t= Trough(RSI(14), n, 1);
p= Peak(RSI(14), n, 1);
x[0] =Var[0];
price[0] = C[0];
j=0;

// bearish divergence
for ( i=0; i<BarCount; i++)
{
if(Var[i] == p[i])
{

j++;
x[j] =Var[i];
price[j] =C[i];
if(x[j] <x[j-1] && price[j-1]< price[j])
Sell[i] =1;
}
}

// bullish divergence
for ( i=0; i<BarCount; i++)
{
if(Var[i] == t[i])
{
j++;
x[j] =Var[i];
price[j] =C[i];
if(x[j] >x[j-1] && price[j]<price[j-1])
Buy[i] =1;
}
}

//Plot(Var, "", 39);
PlotShapes ( IIf(Sell, shapeDigit2, shapeNone), colorRed);
PlotShapes( IIf(Buy, shapeDigit2, shapeNone), colorBrightGreen);


ST33=StochD(14);
TR1=LLVBars(ST33,4);
TR2=IIf(ST33<30 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);
TRC=IIf(TR2>0,C,0);
vs=ValueWhen(tr2, Ref(st33,-1), 1);
dvs=vs-Ref(vs,-1);
vc=ValueWhen(trc, LLV(C,3), 1);
dvc=vc-Ref(vc,-1);
diver=IIf(dvs>0 AND dvc<0,30,0);
DAS=BarsSince(Ref(TR2,-1)>0);
DD=IIf(DAS<20 AND C>=Ref(C,-1),DIVER,0);
//Graph0=TR2;
//Graph0Style=2;
//Graph0BarColor=12;
//Graph1=dd;
//Graph1BarColor=5;
Buy1=DD>0 ;
PlotShapes( IIf(Buy1, shapeDigit1, shapeNone), colorBrightGreen);

ST33=StochD(14);
TR11=HHVBars(ST33,4);
TR21=IIf(ST33>70 AND TR11>0 AND Ref(TR11,-1)==0,Ref(ST33,-1),0);
TRC1=IIf(TR21>0,C,0);
vs1=ValueWhen(tr21, Ref(st33,-1), 1);
dvs1=vs1-Ref(vs1,-1);
vc1=ValueWhen(trc1, HHV(H,3), 1);
dvc1=vc1-Ref(vc1,-1);
diver1=IIf(dvs1<0 AND dvc1>0,90,0);
DAS1=BarsSince(Ref(TR21,-1)>0);
ddd1=IIf(DAS1<20 AND C<Ref(C,-1),DIVER1,0);
//Graph1=TR2;
//Graph0=ddd;
//Graph0BarColor=4;
//Graph1Style=2;
//Graph1BarColor=1;
Sell1=ddd1==90;
PlotShapes ( IIf(Sell1, shapeDigit1, shapeNone), colorRed);
EMA1= EMA(Close,12);
EMA2= EMA(EMA1,12);
Difference= EMA1 - EMA2;
ZeroLagEMAp= EMA1 + Difference;
//---------------------------------------
EMA1= EMA(Close,26);
EMA2= EMA(EMA1,26);
Difference= EMA1 - EMA2;
ZeroLagEMAq= EMA1 + Difference;
//---------------------------------------
ZeroLagMACD=ZeroLagEMAp - ZeroLagEMAq;

ST33= ZeroLagMACD;
bars=50;
TR1= LLVBars(ST33,5);
COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;
TR2= IIf(COND1,Ref(ST33,-1),0);
M1= ValueWhen(COND1,ST33);
P1= ValueWhen(COND1,LLV(L,3));
DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);
DT= Ref(BarsSince(COND1),-1);
POSDIV=DM1> 0 AND DP1<0 AND DT<BARS; 
TR11= HHVBars(ST33,5);
COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;
TR21= IIf(COND11,Ref(ST33,-1),0);
M11= ValueWhen(COND11,ST33);
P11= ValueWhen(COND11,HHV(H,3));
DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);
DT1= Ref(BarsSince(COND11),-1);
NEGDIV=DM11< 0 AND DP11>0 AND DT1<BARS;
PlotShapes(shapeDigit3*POSDIV,colorBrightGreen);
PlotShapes(shapeDigit3*NEGDIV,colorRed);



//========hist divergence
A1=EMA(C,12)-EMA(C,26);
a2 = EMA(a1,9);
Hist = a1-a2;

ST33= Hist;
bars=50;
TR1= LLVBars(ST33,5);
COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;
TR2= IIf(COND1,Ref(ST33,-1),0);
M1= ValueWhen(COND1,ST33);
P1= ValueWhen(COND1,LLV(L,3));
DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);
DT= Ref(BarsSince(COND1),-1);
POSDIV1=DM1> 0 AND DP1<0 AND DT<BARS; 
TR11= HHVBars(ST33,5);
COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;
TR21= IIf(COND11,Ref(ST33,-1),0);
M11= ValueWhen(COND11,ST33);
P11= ValueWhen(COND11,HHV(H,3));
DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);
DT1= Ref(BarsSince(COND11),-1);
NEGDIV1=DM11< 0 AND DP11>0 AND DT1<BARS;
PlotShapes(shapeDigit4*POSDIV1,colorBrightGreen);
PlotShapes(shapeDigit4*NEGDIV1,colorRed);

//================cci divergence
ST33= CCI(14);
bars=50;
TR1= LLVBars(ST33,5);
COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;
TR2= IIf(COND1,Ref(ST33,-1),0);
M1= ValueWhen(COND1,ST33);
P1= ValueWhen(COND1,LLV(L,3));
DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);
DT= Ref(BarsSince(COND1),-1);
POSDIV2=DM1> 0 AND DP1<0 AND DT<BARS; 
TR11= HHVBars(ST33,5);
COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;
TR21= IIf(COND11,Ref(ST33,-1),0);
M11= ValueWhen(COND11,ST33);
P11= ValueWhen(COND11,HHV(H,3));
DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);
DT1= Ref(BarsSince(COND11),-1);
NEGDIV2=DM11< 0 AND DP11>0 AND DT1<BARS;
PlotShapes(shapeDigit5*POSDIV2,colorBrightGreen);
PlotShapes(shapeDigit5*NEGDIV2,colorRed); 

diff_cci = round((CCI(14) - Ref(CCI(14),-1))*10)/10;
diff_stoch = round((StochD(14) - Ref(StochD(14),-1))*10)/10;
diff_rsi = round((RSI(14)-Ref(RSI(14),-1))*10)/10;
diff_hist = round((Hist - Ref(Hist,-1))*10)/10;
diff_macd = round((ZeroLagMACD - Ref(ZeroLagMACD,-1))*10)/10;



DayH = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high 
DayL = TimeFrameGetPrice("L", inDaily, -1);//low 
DayC = TimeFrameGetPrice("C", inDaily, -1);//close
DayO = TimeFrameGetPrice("O", inDaily );//open today

R6 = (DayH / DayL) * DayC * 1.002;
R5 = (DayH / DayL) * DayC;
R4 = (((DayH / DayL) + 0.83) / 1.83) * DayC;
R3 = ( ( (DayH / DayL) + 2.66) / 3.66) * DayC;
R2 = ( ( (DayH / DayL) + 4.5) / 5.5) * DayC;
R1 = ( ( (DayH / DayL) + 10) / 11) * DayC;
 
S1 = (2- ( ( (DayH / DayL) + 10) / 11)) * DayC;
S2 = (2-( (DayH / DayL) + 4.5) / 5.5) * DayC;
S3 = (2-(( DayH / DayL) + 2.66) / 3.66) * DayC;
S4 = (2-( (DayH / DayL) + 0.83) / 1.83) * DayC;
S5 = (2-( DayH / DayL)) * DayC;
S6 = (2-( DayH / DayL)) * DayC * 0.998;


pivot = (DayO+ DayH+DayL+DayC)/4;
Plot(Pivot,"", colorWhite,styleThick);
intra_buy = C > R4 AND (Buy OR  Buy1 OR posdiv OR posdiv1 OR posdiv2);
intra_sell = C < S4 AND ( Sell OR Sell1 OR negdiv OR negdiv1 OR negdiv2); 
  
Filter=intra_buy OR intra_sell;
AddColumn(C,"Present Price");
AddColumn( IIf(Buy,1,IIf(Sell,-1,0)) ,"RSI",1.0,colorBlack,IIf(Buy,colorGreen,IIf(Sell,colorRed,colorBlack)));
AddColumn( IIf(Buy1,1,IIf(Sell1,-1,0)) ,"STOCH",1.0,colorBlack,IIf(Buy1,colorGreen,IIf(Sell1,colorRed,colorBlack)));
AddColumn( IIf(posdiv,1,IIf(negdiv,-1,0)) ,"MACD",1.0,colorBlack,IIf(posdiv,colorGreen,IIf(negdiv,colorRed,colorBlack)));
AddColumn( IIf(posdiv1,1,IIf(negdiv1,-1,0)) ,"HIST",1.0,colorBlack,IIf(posdiv1,colorGreen,IIf(negdiv1,colorRed,colorBlack)));
AddColumn( IIf(posdiv2,1,IIf(negdiv2,-1,0)) ,"CCI",1.0,colorBlack,IIf(posdiv2,colorGreen,IIf(negdiv2,colorRed,colorBlack)));
AddColumn (r4,"H4",1.0,colorBlack,IIf(C > R4,colorGreen,colorRed));
AddColumn (r3,"H3",1.0,colorBlack,IIf(C > R3,colorGreen,colorRed));
AddColumn (s3,"L3",1.0,colorBlack,IIf(C > S3,colorGreen,colorRed));
AddColumn (S4,"L4",1.0,colorBlack,IIf(C > S4,colorGreen,colorRed));
AddColumn (DayH,"Yesterday's High",1.0,colorBlack,IIf(C > DayH,colorGreen,colorRed));
AddColumn (Pivot,"Pivot",1.0,colorBlack,IIf(C > pivot,colorGreen,colorRed));
AddColumn (DayL,"Yesterday's Low",1.0,colorBlack,IIf(C > DayL,colorGreen,colorRed));








Title = EncodeColor(colorWhite)+ "SHEROUNE ka SYSTEM" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 "  - " + Date() +" - "+
 EncodeColor(colorYellow)+   " Yesterday's High : "+ EncodeColor(colorWhite)+DayH + EncodeColor(colorYellow)+   "    Yesterday's Low : "+ EncodeColor(colorWhite)+DayL

+"\n"+
WriteIf(H > Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"              Hi "+H+"\n"+ 
EncodeColor(colorWhite)+"Op "+O+EncodeColor(colorAqua)+" Cl : " +C+"\n"+
WriteIf(L < Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+"              Lo "+L+
"\n"+
WriteIf(diff_cci > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"Diff in CCI :" + diff_cci+
WriteIf(diff_RSI > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in RSI :" +diff_RSI+
WriteIf(diff_stoch > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in STOCH :" + diff_Stoch+
WriteIf(diff_macd > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in MACD :" + diff_macd+
WriteIf(diff_RSI > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in HIST :" + diff_HIST+

WriteIf(Sell,EncodeColor(colorRed)+"\n SELL :Divergence on RSI","") +
WriteIf(Buy,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on RSI","") +
WriteIf(Sell1,EncodeColor(colorRed)+"\n SELL :Divergence on STOCH","") +
WriteIf(Buy1,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on STOCH","")+ 
WriteIf(POSDIV,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on MACD","")+ 
WriteIf(NEGDIV,EncodeColor(colorRed)+"\n SELL :Divergence on MACD","") +
WriteIf(POSDIV1,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on HIST","")+ 
WriteIf(NEGDIV1,EncodeColor(colorRed)+"\n SELL :Divergence on HIST","") +
WriteIf(POSDIV2,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on CCI","")+ 
WriteIf(NEGDIV2,EncodeColor(colorRed)+"\n SELL :Divergence on CCI","") 

;

Plot( BBandTop( Close, 20, 2 ), "BBTop" , IIf(BBandTop( Close, 20, 2 ) > Ref(BBandTop( Close, 20, 2 ),-1),colorBlue,colorGrey40), styleThick ); 
Plot( BBandBot( Close, 20, 2 ), "BBbot" , IIf(BBandBot( Close, 20, 2 ) < Ref(BBandBot( Close, 20, 2 ),-1),colorBlue,colorGrey40), styleThick ); 

//Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style ); 
_SECTION_END();
_SECTION_END();

15 comments

3. prasadbrao
over 14 years ago

Excellent………. I tested it along with my other indicators its superb.. Here are 2 charts placed for your judgementIMAGE

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5. Kabir
over 14 years ago

prasadbrao Bro

can u gave the Upper amibroker afl which u have post the image

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7. prasadbrao
over 14 years ago

Kabir jee….

I am working on this chart for last once year and have been testing it and refining it. Its still in development mode. If I have to give I have to give something that works and is near to best.

I have to incorporate Candles within this chart. The Candle Patterns shall be indicated on the charts.

Once its all complete i shall put it over here.

The original

http://posterous.com/getfile/files.posterous.com/temp-2011-10-03/iGvnrreCtBJsFdmsrCubBcdgCwfDpbfvjeDnEutiBlrawDbBgdshJaaAmJms/lt.png.scaled1000.png

With the candles indicator

http://posterous.com/getfile/files.posterous.com/temp-2011-10-03/IJkbsdeqxpHlsEwCGyjsJdHIrmnibHpBuCExsIvxxDIygtnbkjffDaDqyBDq/can.png.scaled1000.png

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8. okinawa1
over 14 years ago

Aloha from Hawaii. It looks like the buy signal is not generated until the close of the next bar (in the future), is this the case? Thanks!

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10. Henry
over 10 years ago

Dear Bro,

This is good code but it has error while backtesting, scanning… Could u edit this error?

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13. mhjwisestocktrader
over 8 years ago

you have used zig var on your codes. so naturally it should not work in the “present” time.
I wonder why other guys said “excellent” to this!?!?!?!
does anybody make any money with these codes?

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15. tunglam4991
almost 6 years ago

Hi guy,
Pls tell me, how to use it? Thank you! What does it mean the number 1-5???

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