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Fibonacci Linear Reg for Amibroker for Amibroker (AFL)
anandnst
over 13 years ago
Amibroker (AFL)

Rating:
3 / 5 (Votes 4)
Tags:
trading system, amibroker, fibonacci, pivot

Everyone must have seen Linear Regression AFL but in this afl Fibanoacci added to it.

Screenshots

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Indicator / Formula

Indicator
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_SECTION_BEGIN("Background");
	SetChartOptions(0,chartShowArrows|chartShowDates);
	SetChartBkColor(ParamColor("Outer panel",colorGrey40)); // color of outer border 
	SetChartBkGradientFill( ParamColor("Inner panel upper",colorGrey40),ParamColor("Inner panel lower",colorBlack));
	tchoice=Param("Title Selection ",2,1,2,1);

Plot(C, "", IIf(O>=C, colorOrange, colorGreen), ParamStyle("Price Style",styleCandle, maskPrice));

//////////////////////////////////////////////////////////////////
_SECTION_BEGIN("Fib Retracements");
	fibs = ParamToggle("Plot Fibs","Off|On",1);
	pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
	HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
	pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
	LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
	Back = Param ("Extend Left = 2",1,1,500,1);
	Fwd  = Param("Plot Forward", 0, 0, 500, 1);
	text = ParamToggle("Plot Text","Off|On",1);
	hts  = Param ("Text Shift", -33.5,-50,50,0.10);
	style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp  = PeakBars( H, pctH, 1) == 0;
yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
pSp  = TroughBars( L, pctL, 1) == 0;
ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;

function fib(ret)
{
retval = (Delta * ret);
Fibval = IIf(ret < 1.0 
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0 
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0 
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0 
AND xSp0 > xRp0, ySp0 + retval, Null)))); 
return FibVal;
}

x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
//////////////////////////////////////////////////////////////////
r236 = fib(0.236);	r236I = LastValue (r236,1);
r382 = fib(0.382);	r382I = LastValue (r382,1);
r050 = fib(0.50);		r050I = LastValue (r050,1);
r618 = fib(0.618);	r618I = LastValue (r618,1);
r786 = fib(0.786);	r786I = LastValue (r786,1);
e127 = fib(1.27);		e127I = LastValue (e127,1);
e162 = fib(1.62);		e162I = LastValue (e162,1);
e200 = fib(2.00);		e200I = LastValue (e200,1);
e262 = fib(2.62);		e262I = LastValue (e262,1);
e424 = fib(4.24);		e424I = LastValue (e424,1);
//////////////////////////////////////////////////////////////////
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); 	p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); 	p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
//////////////////////////////////////////////////////////////////
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
//////////////////////////////////////////////////////////////////
if(fibs==1)
{
Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
}
//////////////////////////////////////////////////////////////////
if(text==1)
{ 
PlotText(" 0% = " + WriteVal(p00,fraction), 	LastValue(BarIndex())-(numbars/hts), p00I  + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
}
_SECTION_END();
//////////////////////////////////////////////////////////////////
if (tchoice==1 ) 
{
_N(Title = EncodeColor(colorWhite)+StrFormat(" {{NAME}} -   {{INTERVAL}}      {{DATE}}    Open:  %g,    High:  %g,     Low:  %g,     Close:  %g     {{VALUES}}",O, H, L, C, SelectedValue( ROC( C, 1   ) ) ));
}
//////////////////////////////////////////////////////////////////
if (tchoice==2 ) 
{
Title = EncodeColor(colorWhite)+  Date() + "   Tick = " + EncodeColor(5) + Interval()+
EncodeColor(colorWhite) + "     Open = " + EncodeColor(colorWhite) + O + 
EncodeColor(colorWhite) + "     High = " + EncodeColor(5) + H +
EncodeColor(colorWhite) + "      Low = " + EncodeColor(colorRed) + L + 
EncodeColor(colorWhite) + "     Close = " + EncodeColor(colorWhite) + C + "\n" +
EncodeColor( colorWhite) +"_______________"+"\n"+
EncodeColor( colorWhite)  + "424%   =  "	+ 	EncodeColor(25)+ e424 + " " +"\n"+
EncodeColor( colorWhite)  + "262%   =  "	+ 	EncodeColor(47)+ e262 + " " +"\n"+
EncodeColor( colorWhite)  + "200%   =  "	+ 	EncodeColor(47)+ e200 + " " +"\n"+
EncodeColor( colorWhite)  + "162%   =  "	+ 	EncodeColor(47)+ e162 + " " +"\n"+
EncodeColor( colorWhite)  + "127%   =  "	+ 	EncodeColor(47)+ e127 + " " +"\n"+
EncodeColor( colorYellow) + "  Res    =  "	+ 	EncodeColor(32)+ p100 + " " +"\n"+
EncodeColor( colorWhite)  + "  78%   =  "	+	EncodeColor(42)+ r786 + " " +"\n"+
EncodeColor( colorWhite)  + "  62%   =  "	+ 	EncodeColor(43)+ r618 + " " +"\n"+
EncodeColor( colorWhite)  + "  50%   =  "	+ 	EncodeColor(41)+ r050 + " " +"\n"+
EncodeColor( colorWhite)  + "  38%   =  "	+ 	EncodeColor(44)+ r382 + " " +"\n"+
EncodeColor( colorWhite)  + "  23%   =  "	+ 	EncodeColor(45)+ r236+ " " +"\n"+
EncodeColor( colorYellow) + "  Sup   =   "	+ 	EncodeColor(34)+ p00 + " " ;
}
GraphXSpace=5;

SetChartOptions(1, chartShowDates);   // put dates at bottom of chart

pr = Param("Elliot Wave minimum % move", 2, 1, 100);
// Beginner Elliot Wave stuff 
EWpk = PeakBars(H, pr, 1) == 0;
EWtr = TroughBars(L, pr, 1) == 0;

// Intermediate Elliot Wave stuff 
zz = Zig(C, pr);
zzHi = Zig(H, pr);
zzLo = Zig(L, pr);
Avg = (zzHi+zzLo)/2;

// Advanced Elliot Wave stuff 
RetroSuccessSecret = IIf(EWpk, zzHi, IIf(EWtr, zzLo, IIf(Avg > Ref(Avg,-1), H, L)));
EW = Zig(RetroSuccessSecret, pr);

// Plot on price chart 
/*Plot(C, "Close", colorBlack, styleCandle);*/
Plot(EW, "EW", colorWhite, styleLine);

// Plot buy and sell arrows 
Buy = TroughBars(EW, pr, 1) == 0;
Sell = PeakBars(EW, pr, 1) ==0;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-15);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-15);
PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0);

AlertIf( Buy , "SOUND C:\\Windows\\Media\\Notify.wav", "Audio alert", 2 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\Tada.wav", "Audio alert", 2 );

_SECTION_BEGIN("Elliot Fractals");

/*
The basic definition of an 'up' fractal is a bar high that is both higher than the two bars immediately preceding it
and higher than the two bars immediately following it.
The lows of the bars are NOT considered in determining the up fractal progression.

If two bars in the progression have equal highs followed by two consecutive bars with lower highs,
then a total of six bars rather than the usual five bars will make up the progression.
The first High becomes the counting fractal. Reverse for 'down' fractals.

The 5 bar formation works best on Daily or longer time frame charts.For intraday data charts we often use 9 bar, 13 bar and 21 bar formations for fractal counting
*/
Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;
Up6BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H AND Ref(H,3) < H;
Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;
Down6BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L AND Ref(L,3) > L;

//TODO: More filtering: Show only troughs that are around atrough in trix(9).

PlotShapes( IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
PlotShapes( IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);

PlotShapes( IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
PlotShapes( IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);

Up = (Up5BarFractal OR Up6BarFractal);
Down = (Down5BarFractal OR Down6BarFractal);
//Removing false fractals:
DownSignal = Flip(Ref(Up,-1), Ref(Down,-1));
UpSignal = Flip(Ref(Down,-1), Ref(Up,-1));

LastHigh[0] = H[0];
LastLow[0] = L[0];

LastLowIndex = 0;
LastHighIndex = 0;
Valid = 0;
for (i=1; i < BarCount; i++)
{

	LastHigh[i] = LastHigh[i-1];
	LastLow[i] = LastLow[i-1];
	if (Up[i])
	{								
 		Valid[i] = True;
 		if (DownSignal[i])
		{
			//Sequence of 2 Up Fractals. Validate only the higher one.
			Valid[i] = H[i] >= H[LastHighIndex];
			Valid[LastHighIndex] = H[LastHighIndex] >  H[i];
		}
		LastHigh[i] = Max(H[i], H[LastHighIndex ]);	
		LastHighIndex = i;	
	}

	if (Down[i])
	{	
 		Valid[i] = True;
		if (UpSignal[i])
		{
			//Sequence of 2 Down Fractals. Validate only the lower one.
			Valid[i] = L[i] <= L[LastLowIndex];
			Valid[LastLowIndex] = L[LastLowIndex] <  L[i];
		}
	
		LastLow[i] = Min(L[i], L[LastLowIndex]);
		LastLowIndex = i;		
	}	
}

TrixN = Trix(9);
TroughLow = Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN, 3) > TrixN;
TroughHigh = Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN, 3) < TrixN;
//TroughLow = Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN;
//TroughHigh = Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN;
ZeroValid = Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);
ValidLow = TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow, 4);// OR Ref(TroughLow, 5));
ValidHigh = TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));

//Plot(LastHigh-10 ,"LastHigh", colorBlue, styleLine);
//Plot(LastLow-10 ,"LastLow ", colorRed, styleLine);
//Plot(Valid*5 + 10 ,"LastLow ", colorGreen, styleLine | styleThick);

//PlotShapes( IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);
//PlotShapes( IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);
Maxi = Up AND (ValidHigh OR ZeroValid);
Mini = Down AND (ValidLow OR ZeroValid);
PlotShapes( IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);
PlotShapes( IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);
//Plot(UpSignal*3+5,"UpSignal", colorBlue, styleLine| styleThick);
//Plot(DownSignal*3 ,"DownSignal", colorRed, styleLine| styleThick);

/*
LastMaxi = 0;
LastMini = 0;
ElliotLines = 0;
State = 0;
for (i=1; i < BarCount; i++)
{
	State[i] = State[i-1]; 
	if (Maxi[i])
	{		
		State[i] = 1;//down
	}

	if (Mini[i])
	{		
		State[i] = 2;
	}

} 

PlotShapes(IIf(State > 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0, IIf(State == 1, H, L), -5); 
*/
//Line = LineArray( x0, y0, x1, y1, 1 ); 
//Plot( Line, "Trend line", colorBlue ); 

/*
Wave B
Usually 50% of Wave A
Should not exceed 75% of Wave A
Wave C
either 1 x Wave A
or 1.62 x Wave A
or 2.62 x Wave A 
*/
function CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta)
{
	
	ALength = abs(startPrice - A);	BLength = abs(A-B);
	CLength = abs(B-C);

	Ratio1 = BLength  / CLength ;
	Cond1 = Ration1 >= 0.5 - RatioDelta AND ratio1 <= 0.75 + RatioDelta;
	Cond2 = abs(Clength - ALength) < Delta  OR abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta;
	
	return Cond1 AND Cond2;
}

function ImpulseRules(StartPrice, One, Two, Three, Four, Five)
{
	//Wave 2 should be beneath wave 1 start:
	Cond1 = Two > StartPrice AND Two < One;
	//Wave 4 - the same:
	Cond2 = Four > Two AND Four < Three;
	//Wave 5 should be <= wave 3
	Cond3 = abs(Three-Two) >= abs(Five - Four);
	//Wave 1 should be smaller than wave five, making wave 3 the biggest:
	Cond4 = abs(StartPrice - One) < abs(Five - Four);
	return Cond1 AND Cond2 AND Cond3 AND Cond4;
}
_SECTION_END();


_SECTION_BEGIN("Ribbon");
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();


Plot( 1, /*efines the height of the ribbon in percent of pane width */"ribbon",
 IIf( uptrend, colorGreen, IIf( downtrend, colorRed,IIf(Signal()<MACD(), colorYellow, 0 ))), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -1, 100 );
_SECTION_END();


_SECTION_BEGIN("Price With Regression Channel");


//  Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below 

P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
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 );
Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); //  styleDots ); 

// ==========================  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) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
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", SDColor,SDStyle ); 
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle ); 

//  ==========================  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) );   // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET  
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", SDColor2,SDStyle2 ); 
Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 ); 

// ============================ End Indicator Code ==============================================================

_SECTION_END();


_SECTION_BEGIN("trailing stop atr");
function vstop_func(tr)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];

if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ]; 
}
}
return trailArray;
}

per = Param("per",20, 5, 150, 1);
mult = Param("mult",0.5, 0.5, 4, 0.05);
tr = mult * ATR(per);
trailArray = vstop_func(tr);
//trailArray = Ref(trailArray,-1);

//LISTING 1: Zero-lag moving average

function ZeroLagMA( data, periods )
{
EMA1 = EMA( data, periods );
EMA2 = EMA( EMA1, periods );
Diff = EMA1 - EMA2;
return EMA1 + Diff;
}

Periods = Param("Periods", 20, 2, 100 );

//Plot( ZeroLagMA( Close, Periods ), "ZeroLagMA-"+Periods, colorYellow, styleDashed  );

TrailStop = HHV( C - 2 * ATR(10), 15 ); 
ProfitTaker = EMA( H, 13 ) + 2 * ATR(10); 

_SECTION_BEGIN("ProjHL");
//Function pembulatan
function bulat(Lo)
{
 return (
IIf(Lo<= 200,round(Lo/1)*1,
IIf(Lo<= 500,round(Lo/5)*5,
IIf(Lo<=2000,round(Lo/10)*10,
IIf(Lo<=5000,round(Lo/25)*25,
IIf(Lo> 5000,round(Lo/50)*50,0)))))
);
}

GfxSetOverlayMode(0);
GfxSelectFont("Arial",9, 700);
GfxSetTextColor( colorRose );
GfxSetBkMode(0); // transparent
GfxTextOut("PivHL   = " + (H+L)/2, 250, 45);
GfxTextOut("Diff    = " + (C-((H+L)/2)), 350, 45);
GfxSetTextColor( colorYellow );
GfxTextOut("TStop   = " + bulat(TrailStop), 450, 45);
GfxTextOut("TPrc   = " + bulat(ProfitTaker), 550, 45);



// PIVOT Calculation
p = bulat( H+ L + C )/3;
GfxSetTextColor( colorLightOrange );
GfxTextOut("Pivot    = " +bulat(p), 350, 60);


rph1=(H+C+2*L)/2-L;
rph2=(2*H+L+C)/2-L;
rph3=(H+L+2*C)/2-L;
rpl1=(H+C+2*L)/2-H;
rpl2=(2*H+L+C)/2-H;
rpl3=(H+L+2*C)/2-H;
rph=IIf((C<O),rph1,IIf((C>O),rph2,IIf((C=O),rph3,0)));
rpl=IIf((C<O),rpl1,IIf((C>O),rpl2,IIf((C=O),rpl3,0)));
GfxSetTextColor( colorBrightGreen );
GfxTextOut("Proj-H   = " + bulat(rph), 250, 60);
GfxSetTextColor( colorCustom12 );
GfxTextOut("Proj-L   = " + bulat(rpl), 450, 60);
GfxSetTextColor( colorOrange );
GfxTextOut("Trail   = " + bulat(trailArray), 550, 60);

//2 Week New High-New Low
HI = High > Ref(HHV(High,10),-1);
LI = Low < Ref(LLV(Low,10),-1);
HIV1= Ref(HHV(High,10),-1);
LIV1=Ref(LLV(Low,10),-1);
Variable = WriteIf(H>HIV1,"High",WriteIf(L<LIV1,"Low","Neutral"));
GfxSetTextColor( colorSkyblue );
GfxTextOut("2 WHL: " + HIV1+" : "+LIV1+  "    " +  Variable,290,75);
_SECTION_END();

6 comments

1. godbeest
over 13 years ago

EROOOOR !!!!!!!!!!!
EROR EROR
EROR CODE !!!!!!!!!

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2. administrator
over 13 years ago

Fixed now

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3. godbeest
over 13 years ago

OK
TANKS ADMINISTRATOR

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4. ole
over 13 years ago

Code references future values so backtesting can produce inaccurate and inconsistent results.

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5. milma
over 13 years ago

Excellent

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6. drcm
over 12 years ago

Hi,

errors in these lines

rph=IIf((C<O),rph1,IIf((C>O),rph2,IIf((C=O),rph3,0)));
rpl=IIf((C<O),rpl1,IIf((C>O),rpl2,IIf((C=O),rpl3,0)));

when you change “=” to “==” it`s ok then

cheers

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