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Head & Shoulders Pattern for Amibroker (AFL)

Rating:
3 / 5 (Votes 4)
Tags:
amibroker, pattern

For a short description of Head & Shoulders Pattern you may see at

http://www.chartpattern.com/head_sholuders.html

http://www.chartpatterns.com/headandshoulderschartsstocks.htm

Paste the formula in Automatic Analysis and Explore for n last quotations, n=1.

Paste the same formula in Indicator Builder and select scaling Automatic.

H&S points and respective neckline is painted yellow, inverted H&S is light blue.
H&S is considered as a bearish formation, confirmed after the neckline breakout.
Inverted H&S is considered as a bullish formation, confirmed after the neckline breakout.

Sensitivity is calibrated at the per=5 line. Increasing per makes the formula less sensitive.

The last shoulder should be less than back=50 days ago and the distance between shoulders should be less than inter=100 days.

Author: Dimitris Tsokakis

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Indicator / Formula

Copy & Paste Friendly
x = Cum(1);
per = 5;
back=50;
inter=100;
s11=H;s12=L;
/* H & S */
pR = PeakBars( s11, per, 1 ) == 0;
endt1= LastValue(ValueWhen( pR, x, 1 ));
medt1=LastValue(ValueWhen( pR, x, 2 ));
startt1=LastValue(ValueWhen( pR, x, 3 ));
dt1=endt1-startt1;
C1=x==endt1 OR x==medt1 OR x==startt1;
endR = LastValue(ValueWhen( pR, s11, 1 ) );
medR=LastValue(ValueWhen( pR, s11, 2 ) );
startR = LastValue( ValueWhen( pR, s11, 3  ));
Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*(startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;
MaxGraph=10;Graph1=C;Graph1Style=64;GraphXSpace=5;
/*H&S Neck Line*/
Aper=medt1-startt1;bper=endt1-medt1;
La=  LastValue(ValueWhen(x==medt1,LLV(L,Aper)));
Lb=LastValue(ValueWhen(x==-1+endt1,LLV(L,bper)));
Fa=L==La AND x>startt1 AND x<medt1;
Fb=L==Lb AND x>medt1 AND x<endt1;
endt= LastValue(ValueWhen( Fb, x ));
startt=LastValue(ValueWhen( Fa, x ));
dtS =endt-startt;endS = Lb;startS = La;
aS = (endS-startS)/dtS;bS = endS;
trendlineS = aS * ( x  -endt ) + bS; 
Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-1e10);Graph3BarColor=7;
/*Inverted H & S*/
tpR = TroughBars( s12, per, 1 ) == 0;
tendt1=LastValue(ValueWhen(tpr,x,1));
tmedt1=LastValue(ValueWhen(tpr,x,2));
tstartt1=LastValue(ValueWhen(tpr,x,3));
tdt1=tendt1-tstartt1;
C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;
tendR = LastValue(ValueWhen( tpR, s12, 1 ) );
tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );
tstartR = LastValue( ValueWhen( tpR, s12, 3  ));
Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)<0.02*(tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;
Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND Filter2,10,1));
/*Inverted H&S Neck Line*/
tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;
Ha=  LastValue(ValueWhen(x==tmedt1,HHV(H,tAper)));
Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(H,tbper)));
tFa=H==Ha AND x>tstartt1 AND x<tmedt1;
tFb=H==Hb AND x>tmedt1 AND x<tendt1;
Rendt= LastValue(ValueWhen(tFb, x ));
Rstartt=LastValue(ValueWhen( tFa, x ));
Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;
aR = (endR-startR)/Rdt;bR = endR;
trendlineR = aR * ( x  -Rendt ) + bR; 
Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-1e10);Graph4BarColor=10;
Filter=Filter1 OR Filter2;
NumColumns=2;/*Graph2=x==-1+tendt1;*/
Column0=Filter1;
Column1=Filter2;
Column0Format=Column1Format=1.0;
Column0Name="H&S";

4 comments

1. arash474

not work

2. RVARORA

NOT WORKING

3. amir4xx112

it’s work for me

4. Ratatutu

Line 27 and 51 (defining aS and aR shows Warning 505 (division to zero). Any idea, how to fix that.

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