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POLYNOMIAL for Amibroker (AFL)
elliot
almost 13 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 5)
Tags:
amibroker, polynomial

POLYNOMIALS

Use the parameters to enable and disable certain options.

Screenshots

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Indicator / Formula

Indicator
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_SECTION_BEGIN( "Chart Settings" );
SetChartOptions( 0, chartShowArrows | chartShowDates );
SetChartBkColor( ParamColor( "Outer Panel", colorPaleBlue ) );
SetChartBkGradientFill( ParamColor( "Upper Chart", colorBlack ), ParamColor( "Lower Chart", colorBlack ) );
_SECTION_END();

_SECTION_BEGIN( "Katsay? Optimizeli 6.nc? Dereceden Polynom'un WMA()'s? Al?nm?s, Deklem" );
PG = ParamToggle( " Polynom Göstermek ", "hide|show", 0 );
ACID = Param( "Süper I.nce Ayar", 1, 1, 180, 0.001 );
Derece3 = ParamToggle( "3.ncü Derece Polynom ", "hide|show", 0 );
Derece4 = ParamToggle( "4.ncü Derece Polynom ", "hide|show", 0 );
Derece5 = ParamToggle( "5.ncü Derece Polynom ", "hide|show", 0 );
Derece6 = ParamToggle( "6.ncü Derece Polynom ", "hide|show", 0 );

Shape = ParamToggle( " Oklar? Göstermek ", "hide|show", 0 );

Katsayi43 = ( Param( "3.Katsay?1", 0, -2, 30, 0.001 ) );
Katsayi53 = Param( "3.Katsay?2", 0, -2, 30, 0.001 );
Katsayi63 = Param( "3.Katsay?3", 0, -2, 30, 0.001 );
Katsayi34 = Param( "4.Katsay?1", 0, -30, 30, 0.001 );
Katsayi44 = Param( "4.Katsay?2", 0, -30, 30, 0.001 );
Katsayi54 = Param( "4.Katsay?3", 0, -30, 30, 0.001 );
Katsayi64 = Param( "4.Katsay?4", 0, -30, 30, 0.001 );
Katsayi25 = Param( "5.Katsay?1", 0, -30, 30, 0.001 );
Katsayi35 = Param( "5.Katsay?2", 0, -30, 30, 0.001 );
Katsayi45 = Param( "5.Katsay?3", 0, -30, 30, 0.001 );
Katsayi55 = Param( "5.Katsay?4", 0, -30, 30, 0.001 );
Katsayi65 = Param( "5.Katsay?5", 0, -30, 30, 0.001 );
Katsayi16 = Param( "6.Katsay?1", 0, -30, 30, 0.001 );
Katsayi26 = Param( "6.Katsay?2", 0, -30, 30, 0.001 );
Katsayi36 = Param( "6.Katsay?3", 0, -30, 30, 0.001 );
Katsayi46 = Param( "6.Katsay?4", 0, -30, 30, 0.001 );
Katsayi56 = Param( "6.Katsay?5", 0, -30, 30, 0.001 );
Katsayi66 = Param( "6.Katsay?6", 0, -30, 30, 0.001 );
Moveto = Param( "Sag(a Sola Kayd?r", 1, 1, 1456, 2 );
Moveto1 = Param( "Yukar? As,ag(? Kayd?r", 1, 1, 1456, 2 );

if( PG )
{
    GfxSelectPen( colorGreen, 4 );
    GfxSelectSolidBrush( colorYellow );
    GfxRoundRect( 20 + Moveto, 30 + Moveto1, 300 + Moveto, 430 + Moveto1, 15, 15 );
    GfxSelectPen( colorRed );
    GfxSetTextColor( colorBlue );
    GfxSetTextAlign( 0 );
    GfxSetBkColor( colorYellow );
    GfxTextOut( "Süper I.nce Ayar : " + StrFormat( "%-3.000d", ACID ), 50 + Moveto, 35 + Moveto1 );

    PlotOHLC( O, H, L, C, "Data", colorWhite, styleBar | styleThick );
    pi = 22 / 7;
    Rtd = 180 / Pi;
    Dtr = 1 / Rtd;
    x = ( O + C + H + L ) / 4;

    if( Derece3 )
    {
        Katsayi43 = Katsayi43 * ( ACID * DTR );
        Katsayi53 = Katsayi53 * ( ACID * DTR );
        Katsayi63 = Katsayi63 * ( ACID * DTR );
        y3 = Katsayi43 * x * exp( 3 ) + Katsayi53 * x * exp( 2 ) + Katsayi63 * x;
        y3m = WMA( x, y3 );

        for( i = 1 ; i < BarCount - 2; i++ )
        {
            if( y3m[i] < y3m[i - 1] && y3m[i] < y3m[i + 1] ) Lpml[i] = 1;
            else
                Lpml[i] = 0;

            if( y3m[i] > y3m[i - 1] && y3m[i] > y3m[i + 1] ) Lpmh[i] = 1;
            else
                Lpmh[i] = 0;
        }

        GR = ExRem( LpmH, Lpmh );
        RD = ExRem( Lpml, Lpml );

        if( Shape )
        {
            PlotShapes( IIf( GR != 0, shapeDownArrow, shapeNone ), colorRed, H, y3m, -30 );
            PlotShapes( IIf( RD != 0, shapeUpArrow, shapeNone ), colorBrightGreen, L, y3m, -30 );
        }


        Plot( y3m, "", IIf( y3m > Ref( y3m, -1 ), colorLime, colorRed ), styleLine | styleThick );
        GfxTextOut( "3.ncü Derece Katsay?-1 : " + StrFormat( "%-3.000d", Katsayi43 ), 50 + Moveto, 60 + Moveto1 );
        GfxTextOut( "3.ncü Derece Katsay?-2 : " + StrFormat( "%-3.000d", Katsayi53 ), 50 + Moveto, 80 + Moveto1 );
        GfxTextOut( "3.ncü Derece Katsay?-3 : " + StrFormat( "%-3.000d", Katsayi63 ), 50 + Moveto, 100 + Moveto1 );
    }

    if( Derece4 )
    {
        Katsayi34 = Katsayi34 * ( ACID * DTR );
        Katsayi44 = Katsayi44 * ( ACID * DTR );
        Katsayi54 = Katsayi54 * ( ACID * DTR );
        Katsayi64 = Katsayi64 * ( ACID * DTR );
        y4 = Katsayi34 * x * exp( 4 ) + Katsayi44 * x * exp( 3 ) + Katsayi54 * x * exp( 2 ) + Katsayi64 * x;
        y4m = WMA( x, y4 );

        for( i = 1 ; i < BarCount - 2; i++ )
        {
            if( y4m[i] < y4m[i - 1] && y4m[i] < y4m[i + 1] ) Lpml[i] = 1;
            else
                Lpml[i] = 0;

            if( y4m[i] > y4m[i - 1] && y4m[i] > y4m[i + 1] ) Lpmh[i] = 1;
            else
                Lpmh[i] = 0;
        }

        GR = ExRem( LpmH, Lpmh );
        RD = ExRem( Lpml, Lpml );

        if( Shape )
        {
            PlotShapes( IIf( GR != 0, shapeDownArrow, shapeNone ), colorRed, H, y4m, -40 );
            PlotShapes( IIf( RD != 0, shapeUpArrow, shapeNone ), colorBrightGreen, L, y4m, -40 );
        }

        Plot( y4m, "", IIf( y4m > Ref( y4m, -1 ), colorLime, colorRed ), styleLine | styleThick );


        GfxTextOut( "4.ncü Derece Katsay?-1 : " + StrFormat( "%-3.000d", Katsayi34 ), 50 + Moveto, 120 + Moveto1 );
        GfxTextOut( "4.ncü Derece Katsay?-2 : " + StrFormat( "%-3.000d", Katsayi44 ), 50 + Moveto, 140 + Moveto1 );
        GfxTextOut( "4.ncü Derece Katsay?-3 : " + StrFormat( "%-3.000d", Katsayi54 ), 50 + Moveto, 160 + Moveto1 );
        GfxTextOut( "4.ncü Derece Katsay?-4 : " + StrFormat( "%-3.000d", Katsayi64 ), 50 + Moveto, 180 + Moveto1 );


    }

    if( Derece5 )
    {
        Katsayi25 = Katsayi25 * ( ACID * DTR );
        Katsayi35 = Katsayi35 * ( ACID * DTR );
        Katsayi45 = Katsayi45 * ( ACID * DTR );
        Katsayi55 = Katsayi55 * ( ACID * DTR );
        Katsayi65 = Katsayi65 * ( ACID * DTR );
        y5 = Katsayi25 * x * exp( 5 ) + Katsayi35 * x * exp( 4 ) + Katsayi45 * x * exp( 3 ) + Katsayi55 * x * exp( 2 ) + Katsayi65 * x;
        y5m = WMA( x, y5 );

        for( i = 1 ; i < BarCount - 2; i++ )
        {
            if( y5m[i] < y5m[i - 1] && y5m[i] < y5m[i + 1] ) Lpml[i] = 1;
            else
                Lpml[i] = 0;

            if( y5m[i] > y5m[i - 1] && y5m[i] > y5m[i + 1] ) Lpmh[i] = 1;
            else
                Lpmh[i] = 0;
        }

        GR = ExRem( LpmH, Lpmh );
        RD = ExRem( Lpml, Lpml );

        if( Shape )
        {
            PlotShapes( IIf( GR != 0, shapeDownArrow, shapeNone ), colorRed, H, y5m, -50 );
            PlotShapes( IIf( RD != 0, shapeUpArrow, shapeNone ), colorBrightGreen, L, y5m, -50 );
        }

        Plot( y5m, "", IIf( y5m > Ref( y5m, -1 ), colorLime, colorRed ), styleLine | styleThick );

        GfxTextOut( "5.ncü Derece Katsay?-1 : " + StrFormat( "%-3.000d", Katsayi25 ), 50 + Moveto, 200 + Moveto1 );
        GfxTextOut( "5.ncü Derece Katsay?-2 : " + StrFormat( "%-3.000d", Katsayi35 ), 50 + Moveto, 220 + Moveto1 );
        GfxTextOut( "5.ncü Derece Katsay?-3 : " + StrFormat( "%-3.000d", Katsayi45 ), 50 + Moveto, 240 + Moveto1 );
        GfxTextOut( "5.ncü Derece Katsay?-4 : " + StrFormat( "%-3.000d", Katsayi55 ), 50 + Moveto, 260 + Moveto1 );
        GfxTextOut( "5.ncü Derece Katsay?-5 : " + StrFormat( "%-3.000d", Katsayi65 ), 50 + Moveto, 280 + Moveto1 );

    }

    if( Derece6 )
    {

        Katsayi16 = Katsayi16 * ( ACID * DTR );
        Katsayi26 = Katsayi26 * ( ACID * DTR );
        Katsayi36 = Katsayi36 * ( ACID * DTR );
        Katsayi46 = Katsayi46 * ( ACID * DTR );
        Katsayi56 = Katsayi56 * ( ACID * DTR );
        Katsayi66 = Katsayi66 * ( ACID * DTR );
        y6 = Katsayi16 * x * exp( 6 ) + Katsayi26 * x * exp( 5 ) + Katsayi36 * x * exp( 4 ) + Katsayi46 * x * exp( 3 ) + Katsayi56 * x * exp( 2 ) + Katsayi66 * x;
        y6m = WMA( x, y6 );

        for( i = 1 ; i < BarCount - 2; i++ )
        {
            if( y6m[i] < y6m[i - 1] && y6m[i] < y6m[i + 1] ) Lpml[i] = 1;
            else
                Lpml[i] = 0;

            if( y6m[i] > y6m[i - 1] && y6m[i] > y6m[i + 1] ) Lpmh[i] = 1;
            else
                Lpmh[i] = 0;
        }

        GR = ExRem( LpmH, Lpmh );
        RD = ExRem( Lpml, Lpml );

        if( Shape )
        {
            PlotShapes( IIf( GR != 0, shapeHollowCircle, shapeNone ), colorRed, H, y6m, 0 );
            PlotShapes( IIf( RD != 0, shapeHollowCircle, shapeNone ), colorBrightGreen, L, y6m, 0 );
        }



        Plot( y6m, "", IIf( y6m > Ref( y6m, -1 ), colorYellow, colorRed ), styleLine | styleThick );

        GfxTextOut( "6.ncü Derece Katsay?-1 : " + StrFormat( "%-3.000d", Katsayi16 ), 50 + Moveto, 300 + Moveto1 );
        GfxTextOut( "6.ncü Derece Katsay?-2 : " + StrFormat( "%-3.000d", Katsayi26 ), 50 + Moveto, 320 + Moveto1 );
        GfxTextOut( "6.ncü Derece Katsay?-3 : " + StrFormat( "%-3.000d", Katsayi36 ), 50 + Moveto, 340 + Moveto1 );
        GfxTextOut( "6.ncü Derece Katsay?-4 : " + StrFormat( "%-3.000d", Katsayi46 ), 50 + Moveto, 360 + Moveto1 );
        GfxTextOut( "6.ncü Derece Katsay?-5 : " + StrFormat( "%-3.000d", Katsayi56 ), 50 + Moveto, 380 + Moveto1 );
        GfxTextOut( "6.ncü Derece Katsay?-6 : " + StrFormat( "%-3.000d", Katsayi66 ), 50 + Moveto, 400 + Moveto1 );
    }

}

_SECTION_END();

_SECTION_BEGIN( "Colored Bollinger Bands" );
Bg = ParamToggle( " Bollinger göster ", "hide|show", 0 );
pr = Param( "Period", 20, 0, 100, 1 );
P = ParamField( "Price field", -1 );
Style = ParamStyle( "Style" ) | styleNoRescale | styleNoLabel | styleDashed;

if( Bg )
{
    BBT = BBandTop( P, pr, 2 );
    BBB = BBandBot( P, pr, 2 );
    topcond = ( Cross( BBT, C )OR C > BBT )AND Ref( C, -1 ) > BBT;
    botcond = ( Cross( C, BBB ) )AND Ref( C, -1 < BBB );
    bbtcolor = IIf( BBT > Ref( BBT, -1 ), colorDarkGreen, colorYellow );
    bbbcolor = IIf( BBB > Ref( BBB, -1 ), colorDarkGreen, colorYellow );
    PlotOHLC( O, H, L, C, "Data", colorWhite, styleBar | styleThick );
    Plot( BBT, "BBTop" + _PARAM_VALUES(), bbtcolor, styleLine | styleThick );
    Plot( BBB, "BBBot" + _PARAM_VALUES(), bbbcolor, styleLine | styleThick );
    Buy = botcond;
    Sell = topcond ;

}

_SECTION_END();

_SECTION_BEGIN( "Hurst Cycle" );

EnableScript("VBScript");

<%
function Gaussian_Elimination (GE_Order, GE_N, GE_SumXn, GE_SumYXn)
    Dim b(10, 10)
    Dim w(10)
    Dim Coeff(10)

    for i = 1 To 10
        Coeff(i) = 0
    next

    n = GE_Order + 1

    for i = 1 to n
        for j = 1 to  n
            if i = 1 AND j = 1 then
                b(i, j) = cDBL(GE_N)
            else
                b(i, j) = cDbl(GE_SumXn(i + j - 2))
            end if
        next      
        w(i) = cDbl(GE_SumYXn(i))
    next

    n1 = n - 1
    for i = 1 to n1
        big = cDbl(abs(b(i, i)))
        q = i
        i1 = i + 1

        for j = i1 to n
            ab = cDbl(abs(b(j, i)))
            if (ab >= big) then
                big = ab
                q = j
            end if
        next

        if (big <> 0.0) then
            if (q <> i) then
                for j = 1 to n
                    Temp = cDbl(b(q, j))
                    b(q, j) = b(i, j)
                    b(i, j) = Temp
                next
                Temp = w(i)
                w(i) = w(q)
                w(q) = Temp
            end if
        end if

        for j = i1 to n
            t = cDbl(b(j, i) / b(i, i))
            for k = i1 to n
                b(j, k) = b(j, k) - t * b(i, k)
            next         
            w(j) = w(j) - t * w(i)
        next      
    next

    if (b(n, n) <> 0.0) then

        Coeff(n) = w(n) / b(n, n)
        i = n - 1

        while i > 0
            SumY = cDbl(0)
            i1 = i + 1
            for j = i1 to n
                SumY = SumY + b(i, j) * Coeff(j)
            next
            Coeff(i) = (w(i) - SumY) / b(i, i)
            i = i - 1
        wend   

        Gaussian_Elimination = Coeff

    end if
end function
%>

// *********************************************************
// *
// * AFL Function for nth Order Polynomial Fit
// *     Calls Gaussian_Elimination ( VBS )
// *
// *     Y      = The array to Fit
// *     BegBar = Beg Bar in range to fit
// *     EndBar = End Bar in range to fit
// *     Order  = 1 - 8 = Order of Poly Fit (Integer)
// *     ExtraB = Number of Bars to Extrapolate (Backward)
// *     ExtraF = Number of Bars to Extrapolate (Forward)
// *
// *********************************************************

function PolyFit( GE_Y, GE_BegBar, GE_EndBar, GE_Order, GE_ExtraB, GE_ExtraF )
{
    BI        = BarIndex();

    GE_N      = GE_EndBar - GE_BegBar + 1;
    GE_XBegin = -( GE_N - 1 ) / 2;
    GE_X      = IIf( BI < GE_BegBar, 0, IIf( BI > GE_EndBar, 0, ( GE_XBegin + BI - GE_BegBar ) ) );

    GE_X_Max  = LastValue( Highest( GE_X ) );

    GE_X      = GE_X / GE_X_Max;

    X1 = GE_X;
    AddColumn( X1, "X1", 1.9 );

    GE_Y      = IIf( BI < GE_BegBar, 0, IIf( BI > GE_EndBar, 0, GE_Y ) );

    GE_SumXn  = Cum( 0 );
    GE_SumXn[1]   = LastValue( Cum( GE_X ) );
    GE_X2     = GE_X * GE_X;
    GE_SumXn[2]   = LastValue( Cum( GE_X2 ) );
    GE_X3     = GE_X * GE_X2;
    GE_SumXn[3]   = LastValue( Cum( GE_X3 ) );
    GE_X4     = GE_X * GE_X3;
    GE_SumXn[4]   = LastValue( Cum( GE_X4 ) );
    GE_X5     = GE_X * GE_X4;
    GE_SumXn[5]   = LastValue( Cum( GE_X5 ) );
    GE_X6     = GE_X * GE_X5;
    GE_SumXn[6]   = LastValue( Cum( GE_X6 ) );
    GE_X7     = GE_X * GE_X6;
    GE_SumXn[7]   = LastValue( Cum( GE_X7 ) );
    GE_X8     = GE_X * GE_X7;
    GE_SumXn[8]   = LastValue( Cum( GE_X8 ) );
    GE_X9     = GE_X * GE_X8;
    GE_SumXn[9]   = LastValue( Cum( GE_X9 ) );
    GE_X10    = GE_X * GE_X9;
    GE_SumXn[10]  = LastValue( Cum( GE_X10 ) );
    GE_X11    = GE_X * GE_X10;
    GE_SumXn[11]  = LastValue( Cum( GE_X11 ) );
    GE_X12    = GE_X * GE_X11;
    GE_SumXn[12]  = LastValue( Cum( GE_X12 ) );
    GE_X13    = GE_X * GE_X12;
    GE_SumXn[13]  = LastValue( Cum( GE_X13 ) );
    GE_X14    = GE_X * GE_X13;
    GE_SumXn[14]  = LastValue( Cum( GE_X14 ) );
    GE_X15    = GE_X * GE_X14;
    GE_SumXn[15]  = LastValue( Cum( GE_X15 ) );
    GE_X16    = GE_X * GE_X15;
    GE_SumXn[16]  = LastValue( Cum( GE_X16 ) );

    GE_SumYXn = Cum( 0 );
    GE_SumYXn[1]  = LastValue( Cum( GE_Y ) );
    GE_YX     = GE_Y    * GE_X;
    GE_SumYXn[2]  = LastValue( Cum( GE_YX ) );
    GE_YX2    = GE_YX   * GE_X;
    GE_SumYXn[3]  = LastValue( Cum( GE_YX2 ) );
    GE_YX3    = GE_YX2  * GE_X;
    GE_SumYXn[4]  = LastValue( Cum( GE_YX3 ) );
    GE_YX4    = GE_YX3  * GE_X;
    GE_SumYXn[5]  = LastValue( Cum( GE_YX4 ) );
    GE_YX5    = GE_YX4  * GE_X;
    GE_SumYXn[6]  = LastValue( Cum( GE_YX5 ) );
    GE_YX6    = GE_YX5  * GE_X;
    GE_SumYXn[7]  = LastValue( Cum( GE_YX6 ) );
    GE_YX7    = GE_YX6  * GE_X;
    GE_SumYXn[8]  = LastValue( Cum( GE_YX7 ) );
    GE_YX8    = GE_YX7  * GE_X;
    GE_SumYXn[9]  = LastValue( Cum( GE_YX8 ) );

    GE_Coeff  = Cum( 0 );

    GE_VBS    = GetScriptObject();
    GE_Coeff  = GE_VBS.Gaussian_Elimination( GE_Order, GE_N, GE_SumXn, GE_SumYXn );

    for( i = 1; i <= GE_Order + 1; i++ )
        printf( NumToStr( i, 1.0 ) + " = " + NumToStr( GE_Coeff[i], 1.9 ) + "\n" );

    GE_X   = IIf( BI < GE_BegBar - GE_ExtraB - GE_ExtraF, 0, IIf( BI > GE_EndBar, 0, ( GE_XBegin + BI - GE_BegBar + GE_ExtraF ) / GE_X_Max ) );

    GE_X2  = GE_X   * GE_X;
    GE_X3  = GE_X2  * GE_X;
    GE_X4  = GE_X3  * GE_X;
    GE_X5  = GE_X4  * GE_X;
    GE_X6  = GE_X5  * GE_X;
    GE_X7  = GE_X6  * GE_X;
    GE_X8  = GE_X7  * GE_X;
    GE_X9  = GE_X8  * GE_X;
    GE_X10 = GE_X9  * GE_X;
    GE_X11 = GE_X10 * GE_X;
    GE_X12 = GE_X11 * GE_X;
    GE_X13 = GE_X12 * GE_X;
    GE_X14 = GE_X13 * GE_X;
    GE_X15 = GE_X14 * GE_X;
    GE_X16 = GE_X15 * GE_X;

    GE_Yn = IIf( BI < GE_BegBar - GE_ExtraB - GE_ExtraF, -1e10, IIf( BI > GE_EndBar, -1e10,
                 GE_Coeff[1]  +
                 GE_Coeff[2]  * GE_X   + GE_Coeff[3]  * GE_X2  + GE_Coeff[4]  * GE_X3  + GE_Coeff[5]  * GE_X4  + GE_Coeff[6]  * GE_X5  +
                 GE_Coeff[7]  * GE_X6  + GE_Coeff[8]  * GE_X7  + GE_Coeff[9]  * GE_X8 ) );

    return GE_Yn;
}

p1 = Param( "CMA Period 1", 13, 0, 999, 1 );
p2 = Param( "CMA Period 2", 25, 0, 999, 1 );
p3 = Param( "CMA Period 3", 50, 0, 999, 1 );
p4 = Param( "CMA Period 4", 100, 0, 999, 1 );
p5 = Param( "CMA Period 5", 200, 0, 999, 1 );
p6 = Param( "CMA Period 6", 600, 0, 999, 1 );
BType = ParamList( "Band Type", "Percent|Amount" );
Pct1 = Param( "Pct or Amt 1", 1.6, 0, 33, 0.05 );
Pct2 = Param( "Pct or Amt 2", 2.4, 0, 33, 0.05 );
Pct3 = Param( "Pct or Amt 3", 3.6, 0, 33, 0.05 );
Pct4 = Param( "Pct or Amt 4", 5.4, 0, 33, 0.05 );
Pct5 = Param( "Pct or Amt 5", 8.1, 0, 33, 0.05 );
Pct6 = Param( "Pct or Amt 6", 12.0, 0, 33, 0.05 );
ePFac = Param( "Extrapolation Period Factor", 0.35, 0.10, 5.00, 0.05 );
ePOrd = Param( "Extrapolation PolyFit Order", 2, 1, 8, 1 );
eAuto = Param( "Extrapolation Auto Fixup Passes", 5, 0, 9, 1 );
eLFac = Param( "Extrapolation AF Lag Factor", 0.33, 0, 1, 0.01 );
eFFac = Param( "Extrapolation AF Factor", 0.25, 0, 1, 0.01 );
eFLen = Param( "Extrapolation Future Length", 0, 0, 10, 1 );
HT = ParamToggle( "Hurst Cycle Göstermek ", "hide|show", 0 );
BI = BarIndex();
SVBI = SelectedValue( BI );
LVBI = LastValue( BI );
Data = ( H + L ) / 2;
Title = EncodeColor( colorWhite ) + " Hurst / Millard DE " +
        EncodeColor( colorDefault ) + " - BI = " + NumToStr( BI, 1.0 ) + " - CMA Periods =
        ";


GraphXSpace = 5;



function CMA_DE( Period, Percent, Red, Green, Blue )
{
    Pm = int( Period * 2 / 3 );

    if( Pm % 2 == 0 )
        Pm = Pm + 1;

    Pn = Period - Pm;

    if( Pn < 3 )
        Pn = 3;

    if( Pm <= Pn )
        Pm = Pn + 2;

    if( Pn % 2 == 0 )
        Pn = Pn + 1;

    if( SVBI - ( Pm + Pn ) * ( 1 + eLFac + 0.02 ) > 0 )
    {
        Lag = ( Pm - 1 ) / 2 + ( Pn - 1 ) / 2;
        ExtraF = Lag + eFLen;
        CMA = Ref( MA( MA( Data, Pm ), Pn ), Lag );
        EndBar = SVBI - Lag;
        BegBar = EndBar - round( Period * ePFac ) + 1;

        if( EndBar - BegBar < 2 )
            BegBar = EndBar - 2;

        CMA = IIf( BI <= SVBI - Lag, CMA, -1e10 );

        if( BType == "Amount" )
        {
            UBIS = CMA + Percent;
            LBIS = CMA - Percent;
        }
        else
            if( BType == "Percent" )
            {
                UBIS = CMA * ( 1 + Percent / 100 );
                LBIS = CMA * ( 1 - Percent / 100 );
            }

        Plot( UBIS, "", ColorRGB( Red, Green, Blue ), styleThick );
        Plot( LBIS, "", ColorRGB( Red, Green, Blue ), styleThick );

        if( Red > 0 ) Red = 254;

        if( Green > 0 ) Green = 254;

        if( Blue > 0 ) Blue = 254;

        CMAx = PolyFit( CMA, BegBar, EndBar, ePOrd, 0, ExtraF );
        CMAx = IIf( BI >= SVBI - Lag - ExtraF, CMAx, -1e10 );

        if( BType == "Amount" )
        {
            CMAx = CMAx + CMA[SVBI - Lag] - CMAx[SVBI - Lag - ExtraF];
            UBOS = CMAx + Percent;
            LBOS = CMAx - Percent;
        }
        else
        {
            CMAx = CMAx * CMA[SVBI - Lag] / CMAx[SVBI - Lag - ExtraF];
            UBOS = CMAx * ( 1 + Percent / 100 );
            LBOS = CMAx * ( 1 - Percent / 100 );
        }

        k = 0;

        for( j = 1; j <= eAuto; j++ )
        {
            k = j;
            AdjBar = 0;

            for( i = SVBI - ExtraF; i >= SVBI - ExtraF - Lag * eLFac; i-- )
            {
                if( i + ExtraF <= LVBI )
                {
                    if( UBOS[i] < ( H[i + ExtraF] + L[i + ExtraF] ) / 2 )
                    {
                        AdjBar = i + ExtraF;
                        Target = CMAx[i] + ( C[i + ExtraF] - CMAx[i] ) * eFFac;
                    }

                    if( LBOS[i] > ( H[i + ExtraF] + L[i + ExtraF] ) / 2 )
                    {
                        AdjBar = i + ExtraF;
                        Target = CMAx[i] - ( CMAx[i] - C[i + ExtraF] ) * eFFac;
                    }

                    if( AdjBar > 0 )
                        i = 0;
                }
            }

            if( AdjBar > 0 )
            {
                ExtraB = AdjBar - EndBar;
                ExtraF = ExtraF - ExtraB;
                EndBar = EndBar + ExtraB;
                StepSize = ( Target - CMA[SVBI - Lag] ) / ( EndBar - ( SVBI -
                           Lag ) );
                CMA = IIf( BI <= SVBI - Lag, CMA, 0 );

                for( i = SVBI - Lag + 1; i <= EndBar; i++ )
                {
                    CMA[i] = CMA[i - 1] + StepSize;
                }

                CMAx = PolyFit( CMA, BegBar, EndBar, ePOrd, 0, ExtraF );
                CMAx = IIf( BI >= SVBI - Lag - ExtraF, CMAx, -1e10 );

                if( BType == "Amount" )
                {
                    CMAx = CMAx + CMA[SVBI - Lag] - CMAx[SVBI - Lag - ExtraF];
                    UBOS = CMAx + Percent;
                    LBOS = CMAx - Percent;
                }
                else
                {
                    CMAx = CMAx * CMA[SVBI - Lag] / CMAx[SVBI - Lag - ExtraF];
                    UBOS = CMAx * ( 1 + Percent / 100 );
                    LBOS = CMAx * ( 1 - Percent / 100 );
                }
            }
            else
                j = 999;
        }

        k = k - 1;
        Plot( UBOS, "", ColorRGB( Red, Green, Blue ), styleThick, Null, Null,
              ExtraF );
        Plot( LBOS, "", ColorRGB( Red, Green, Blue ), styleThick, Null, Null,
              ExtraF );
        Title = Title + EncodeColor( ColorRGB( Red, Green, Blue ) ) +
                NumToStr( Period, 1.0 ) + " (" + NumToStr( Pm, 1.0 ) + "/" + NumToStr( Pn, 1.0 ) + ")
                " + NumToStr( k, 1.0 ) + " ";
        PlotShapes( ( BI == SVBI - Lag ) * shapeSmallUpTriangle, ColorRGB( Red,
                    Green, Blue ), 0, CMA * ( 1 - Percent / 100 ), -15 );
        PlotShapes( ( BI == SVBI - Lag ) * shapeSmallDownTriangle, ColorRGB( Red,
                    Green, Blue ), 0, CMA * ( 1 + Percent / 100 ), -15 );
    }

    return;
}

if( HT )
{
    PlotOHLC( O, H, L, C, "Data", colorWhite, styleBar | styleThick );

    if( p1 > 0 )
        CMA_DE( p1, Pct1, 000, 160, 000 );

    if( p2 > 0 )
        CMA_DE( p2, Pct2, 160, 112, 000 );

    if( p3 > 0 )
        CMA_DE( p3, Pct3, 160, 000, 000 );

    if( p4 > 0 )
        CMA_DE( p4, Pct4, 160, 000, 160 );

    if( p5 > 0 )
        CMA_DE( p5, Pct5, 000, 000, 160 );

    if( p6 > 0 )
        CMA_DE( p6, Pct6, 0, 160, 160 );
}

_SECTION_END();
_SECTION_BEGIN( " DESTEK DI.RENÇ" );
DDG = ParamToggle( "Destek Direnç Göstermek ", "hide|show", 0 );
chartflag = ParamToggle( "Heikin Ashi", "show|hide", 1 );
xx = Cum( 1 );
nbar = Param( "nbar", 5, 2, 50, 1 );

if( DDG )
{
    PHigh = H > Ref( HHV( H, nbar ), -1 ) AND Ref( HHV( H, nbar ), nbar ) <= H;
    PHighPrice = ValueWhen( PHigh, H );
    PLow = L < Ref( LLV( L, nbar ), -1 ) AND Ref( LLV( L, nbar ), nbar ) >= L;
    PLowPrice = ValueWhen( PLow, L );
    startval_L = ValueWhen( PLow, L, 1 );
    endval_L = ValueWhen( PLow, L, 0 );
    startbar_L = ValueWhen( PLow, xx, 1 );
    endbar_L = ValueWhen( PLow, xx, 0 );
    aa_L = ( endval_L - startval_L ) / ( endbar_L - startbar_L );
    bb_L = startval_L;
    trendline_L = aa_L * ( xx - startbar_L ) + bb_L;
    dtrendline_L = trendline_L - Ref( trendline_L, -1 );
    startval_L_extend = ValueWhen( PLow, L, 2 );
    endval_L_extend = ValueWhen( PLow, L, 1 );
    startbar_L_extend = ValueWhen( PLow, xx, 2 );
    endbar_L_extend = ValueWhen( PLow, xx, 1 );
    aa_L_extend = ( endval_L_extend - startval_L_extend ) / ( endbar_L_extend - startbar_L_extend );
    bb_L_extend = startval_L;
    trendline_L_extend = aa_L_extend * ( xx - startbar_L ) + endval_L_extend;
    dtrendline_L_extend = trendline_L_extend - Ref( trendline_L_extend, -1 );
    dtrendline_L_extend = IIf( PLow, Ref( dtrendline_L, -1 ), dtrendline_L_extend );
    startval_L_extend2 = ValueWhen( PLow, L, 3 );
    endval_L_extend2 = ValueWhen( PLow, L, 2 );
    startbar_L_extend2 = ValueWhen( PLow, xx, 3 );
    endbar_L_extend2 = ValueWhen( PLow, xx, 2 );
    aa_L_extend2 = ( endval_L_extend2 - startval_L_extend2 ) / ( endbar_L_extend2 - startbar_L_extend2 );
    bb_L_extend2 = endval_L_extend2;
    trendline_L_extend2 = aa_L_extend2 * ( xx - endbar_L_extend2 ) + endval_L_extend2;
    dtrendline_L_extend2 = trendline_L_extend2 - Ref( trendline_L_extend2, -1 );
    dtrendline_L_extend2 = IIf( PLow, Ref( dtrendline_L_extend, -1 ), dtrendline_L_extend2 );
    startval_H = ValueWhen( PHigh, H, 1 );
    endval_H = ValueWhen( PHigh, H, 0 );
    startbar_H = ValueWhen( PHigh, xx, 1 );
    endbar_H = ValueWhen( PHigh, xx, 0 );
    aa_H = ( endval_H - startval_H ) / ( endbar_H - startbar_H );
    bb_H = startval_H;
    trendline_H = aa_H * ( xx - startbar_H ) + bb_H;
    dtrendline_H = trendline_H - Ref( trendline_H, -1 );
    startval_H_extend = ValueWhen( PHigh, H, 2 );
    endval_H_extend = ValueWhen( PHigh, H, 1 );
    startbar_H_extend = ValueWhen( PHigh, xx, 2 );
    endbar_H_extend = ValueWhen( PHigh, xx, 1 );
    aa_H_extend = ( endval_H_extend - startval_H_extend ) / ( endbar_H_extend - startbar_H_extend );
    bb_H_extend = startval_H;
    trendline_H_extend = aa_H_extend * ( xx - startbar_H ) + endval_H_extend;
    dtrendline_H_extend = trendline_H_extend - Ref( trendline_H_extend, -1 );
    dtrendline_H_extend = IIf( PHigh, Ref( dtrendline_H, -1 ), dtrendline_H_extend );
    startval_H_extend2 = ValueWhen( PHigh, H, 3 );
    endval_H_extend2 = ValueWhen( PHigh, H, 2 );
    startbar_H_extend2 = ValueWhen( PHigh, xx, 3 );
    endbar_H_extend2 = ValueWhen( PHigh, xx, 2 );
    aa_H_extend2 = ( endval_H_extend2 - startval_H_extend2 ) / ( endbar_H_extend2 - startbar_H_extend2 );
    bb_H_extend2 = endval_H_extend2;
    trendline_H_extend2 = aa_H_extend2 * ( xx - endbar_H_extend2 ) + endval_H_extend2;
    dtrendline_H_extend2 = trendline_H_extend2 - Ref( trendline_H_extend2, -1 );
    dtrendline_H_extend2 = IIf( PHigh, Ref( dtrendline_H_extend, -1 ), dtrendline_H_extend2 );
    tld = ParamToggle( "All trendlines", "show|hide", 1 );

    if( tld )
    {

        trendline_L = IIf( dtrendline_L > 0, trendline_L, Null );
        trendline_L_extend = IIf( dtrendline_L_extend > 0, trendline_L_extend, Null );
        trendline_L_extend2 = IIf( dtrendline_L_extend2 > 0, trendline_L_extend2, Null );
        trendline_H = IIf( dtrendline_H < 0, trendline_H, Null );
        trendline_H_extend = IIf( dtrendline_H_extend < 0, trendline_H_extend, Null );
        trendline_H_extend2 = IIf( dtrendline_H_extend2 < 0, trendline_H_extend2, Null );
    }

    trendline_L_extend2 = IIf( BarsSince( Plow ) <= nbar, trendline_L_extend2, Null );
    trendline_H_extend2 = IIf( BarsSince( PHigh ) <= nbar, trendline_H_extend2, Null );
    GraphXSpace = 5;
    SetChartOptions( 0, chartShowDates );

    if( chartFlag )
    {
        PlotOHLC( O, H, L, C, "Data", colorWhite, styleBar | styleThick );
    }
    else
    {
        HaClose = ( O + H + L + C ) / 4;
        HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
        HaHigh = Max( H, Max( HaClose, HaOpen ) );
        HaLow = Min( L, Min( HaClose, HaOpen ) );
        PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(), colorWhite, styleBar );
    }

    PlotShapes( shapeUpArrow * PLow, colorYellow, 0, L, -20 );
    PlotShapes( shapeDownArrow * PHigh, colorWhite, 0, H, -20 );

    Plot( trendline_L, "", colorLime, styleLine | styleThick );
    Plot( IIf( BarsSince( Plow ) <= nbar, trendline_L_extend, Null ), "", colorLightGrey, styleLine | styleThick );
    Plot( IIf( BarsSince( Plow ) > nbar, trendline_L_extend, Null ), "", colorBrightGreen, styleLine | styleThick );
    Plot( IIf( BarsSince( Plow ) <= nbar, trendline_L_extend2, Null ), "", colorDarkGreen, styleLine | styleThick );
    Plot( trendline_H, "", colorRed, styleLine | styleThick );
    Plot( IIf( BarsSince( PHigh ) <= nbar, trendline_H_extend, Null ), "", colorLightGrey, styleLine | styleThick );
    Plot( IIf( BarsSince( PHigh ) > nbar, trendline_H_extend, Null ), "", colorOrange, styleLine | styleThick );
    Plot( IIf( BarsSince( PHigh ) <= nbar, trendline_H_extend2, Null ), "", colorOrange, styleLine | styleThick );

    signalFlag = ParamToggle( "Possible Signals", "show|hide", 1 );

    if( signalFlag )
    {
        Buy = ( !IsEmpty( trendline_H_extend ) AND Cross( C, trendline_H_extend ) AND BarsSince( PHigh ) > nbar ) OR
              ( !IsEmpty( trendline_H_extend2 ) AND Cross( C, trendline_H_extend2 ) AND !PHigh ) OR
              ( PHigh AND C > trendline_H_extend2 AND Ref( C, -1 ) < Ref( trendline_H_extend, -1 ) AND !IsEmpty( trendline_H_extend ) AND !IsEmpty( trendline_H_extend2 ) );
        BuyPrice = C;
        Short = ( !IsEmpty( trendline_L_extend ) AND Cross( trendline_L_extend, C ) AND BarsSince( PLow ) > nbar ) OR
                ( !IsEmpty( trendline_L_extend2 ) AND Cross( trendline_L_extend2, C ) AND !PLow ) OR
                ( PLow AND C < trendline_L_extend2 AND Ref( C, -1 ) > Ref( trendline_L_extend, -1 ) AND !IsEmpty( trendline_L_extend ) AND !IsEmpty( trendline_L_extend2 ) );
        ShortPrice = C;
        Sell = 0;
        Cover = 0;

    }

    _SECTION_END();
    _SECTION_BEGIN( " EXPLORE" );
    AL = ( !IsEmpty( trendline_H_extend ) AND Cross( C, trendline_H_extend ) AND BarsSince( PHigh ) > nbar ) OR
         ( !IsEmpty( trendline_H_extend2 ) AND Cross( C, trendline_H_extend2 ) AND !PHigh ) OR
         ( PHigh AND C > trendline_H_extend2 AND Ref( C, -1 ) < Ref( trendline_H_extend, -1 ) AND !IsEmpty( trendline_H_extend ) AND !IsEmpty( trendline_H_extend2 ) );
    BuyPrice = C;
    SAT = ( !IsEmpty( trendline_L_extend ) AND Cross( trendline_L_extend, C ) AND BarsSince( PLow ) > nbar ) OR
          ( !IsEmpty( trendline_L_extend2 ) AND Cross( trendline_L_extend2, C ) AND !PLow ) OR
          ( PLow AND C < trendline_L_extend2 AND Ref( C, -1 ) > Ref( trendline_L_extend, -1 ) AND !IsEmpty( trendline_L_extend ) AND !IsEmpty( trendline_L_extend2 ) );
    ShortPrice = C;
    AL_status = WriteIf( AL, "Al?s, Yap", " " );
    SAT_status = WriteIf( SAT, "Sat?s, Yap", " " );
    AL_col = IIf( AL, colorDarkGreen , colorWhite );
    SAT_col = IIf( SAT, colorRed, colorWhite );

    Filter = AL OR SAT;
    AddColumn( C, "KAPANIS,", 1.2, IIf( C > Ref( C, -1 ), colorBlue, colorRed ) );
    AddTextColumn( AL_status, "ALIS,", 1.2, colorWhite, Al_col );
    AddTextColumn( SAT_status, "SATIS,", 1.2, colorWhite, SAT_col );
}

_SECTION_END();
_SECTION_BEGIN( "Parabolic Sar" );
acc = Param( "Acceleration factor", 0.02, 0.01, 0.05, 0.01 );
af_start = Param( "Starting AF value", 0.02, 0.01, 0.05, 0.01 );
af_max = Param( "Maximum AF value", 0.2, 0.1, 0.3, 0.01 );
Ct = Param( "Crossover threshold in %", 1, 0, 3, 0.5 );
PS = ParamToggle( " Parabolic Sar Göstermek ", "hide|show", 0 );
Ct1 = Ct / 100;
IAF = acc;
MaxAF = af_max;
psar = Close;
long = 1;
af = af_start;
ep = Low[ 0 ];
hp = High [ 0 ];
lp = Low [ 0 ];

for( i = 2; i < BarCount; i++ )
{
    if( long )
    {
        psar [ i ] = psar [ i - 1 ] + af * ( hp - psar [ i - 1 ] );
    }
    else
    {
        psar [ i ] = psar [ i - 1 ] + af * ( lp - psar [ i - 1 ] );
    }

    reverse2 = 0;

    if( long )
    {
        if( Low [ i ] < psar [ i ] * ( 1 - Ct1 ) )
        {
            long = 0;
            reverse2 = 1;
            psar [ i ] = hp;
            lp = Low [ i ];
            af = af_start;
        }
    }
    else
    {
        if( High [ i ] > psar [ i ] * ( 1 + Ct1 ) )
        {
            long = 1;
            reverse2 = 1;
            psar [ i ] = lp;
            hp = High [ i ];
            af = af_start;
        }
    }

    if( reverse2 == 0 )
    {
        if( long )
        {
            if( High [ i ] > hp )
            {
                hp = High [ i ];
                af = af + IAF;

                if( af > MaxAF ) af = MaxAF;
            }

            if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ];

            if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ];
        }
        else
        {
            if( Low [ i ] < lp )
            {
                lp = Low [ i ];
                af = af + IAF;

                if( af > MaxAF ) af = MaxAF;
            }

            if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ];

            if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ];
        }
    }
}

if( PS )
{
    Plot( psar, _DEFAULT_NAME(), ParamColor( "Color", colorYellow ), styleDots | styleNoLine | styleThick );
    PlotOHLC( O, H, L, C, "Data", colorWhite, styleBar | styleThick );
}

_SECTION_END();

9 comments

1. gtudor
almost 13 years ago

super afl.many thanks

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2. gtudor
almost 13 years ago

If you have any other AFL, you could not post them?

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3. prakash2009
almost 13 years ago

chart is empty in ami 5.30. nothing in parameters section to select.

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4. anandnst
almost 13 years ago

AFL NOT WORKING IN 5.40 … SCREEN IS EMPTY (BLACK). ADMIN PLS HELP…

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5. sampathsaran
almost 13 years ago

hallo mr prakash2009 and anandnst jest see your parameter settings :)

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6. chetan ninganiya
about 7 years ago

@admin

sir error coming….i am using ami 6.0

Ln 720; cl 9

error 31

syntax error, unexpected ‘=’, expecting ‘(’

please help sir

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7. administrator
about 7 years ago

I have fixed it. The problem was that that it used the variable reverse which is now a function in Amibroker.

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8. chetan ninganiya
about 7 years ago

@admin

thanks a lot sir.

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9. chetan ninganiya
about 7 years ago

@admin sir can you please add time remaining code to this afl….i am a day trader and having difficulties …

i would really appreciate your time and effort sir

thanks.

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