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Alternative ZIG function for Amibroker (AFL)
empottasch
about 12 years ago
Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:
amibroker, zigzag, atr

code uses the ATR function and the VSTOP function to calculate a ZIG type function. Using the parameter window you can display the ZIG function and the VSTOP function as well as the pivot points.

Screenshots

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Indicator / Formula

Indicator
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// Amibroker AFL code, E.M.Pottasch, Oct 2012
// Alternative Zig type function based on ATR and the VSTOP function
function vstop_func(trBull,trBear)
{
	trailArray[0]=C[0];
	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]-trBull[i]);
		}
		else if(C[i]<prev AND C[i-1]< prev)
		{
			trailArray[i]=Min(prev,C[i]+trBear[i]);
		}
		else if (C[i]>prev)
		{
			trailArray[i]=C[i]-trBull[i];
		}
		else
		{
			trailArray[i]=C[i]+trBear[i];	
		}
	}
	return trailArray;
}
x=xx=BarIndex();
tc=ParamList("Display Mode","ZIG|VSTOP|ZIG&VSTOP",0);
disp=ParamToggle("Display labels","Off|On",1);
perBull=Param("perBull",20,1,150,1);
perBear=Param("perBear",20,1,150,1);
multBull=Param("multBull",2,1,4,0.05);
multBear=Param("multBear",2,1,4,0.05);

trBull=multBull*ATR(perBull);
trBear=multBear*ATR(perBear);
trailArray = vstop_func(trBull,trBear);
ts=IIf(trailArray>C,trailArray,Null);
tl=IIf(trailArray<C,trailArray,Null);

lll=LLV(L,BarsSince(!IsEmpty(tl)));lll=IIf(ts,lll,Null);llls=lll;
ttt1=IIf((!IsEmpty(ts) AND IsEmpty(Ref(ts,1))) OR BarIndex()==BarCount-1,1,Null);
ttt=ValueWhen(ttt1,lll,0);ttt=IIf(ts,ttt,Null);ttt=IIf(ttt1,Ref(ttt,-1),ttt);
tr=L==ttt;lll=Sum(tr,BarsSince(!IsEmpty(tl)));
qqq=ValueWhen(ttt1,lll,0);qqq=IIf(ts,qqq,Null);qqq=IIf(ttt1,Ref(qqq,-1),qqq);tr=tr AND lll==qqq;
tr=IIf((!IsEmpty(ts) AND IsEmpty(Ref(ts,1)) AND IsEmpty(Ref(ts,-1))),1,tr);//exception
hhh=HHV(H,BarsSince(!IsEmpty(ts)));hhh=IIf(tl,hhh,Null);hhhs=hhh;
ttt1=IIf((!IsEmpty(tl) AND IsEmpty(Ref(tl,1))) OR BarIndex()==BarCount-1,1,Null);
ttt=ValueWhen(ttt1,hhh,0);ttt=IIf(tl,ttt,Null);ttt=IIf(ttt1,Ref(ttt,-1),ttt);
pk=H==ttt;hhh=Sum(pk,BarsSince(!IsEmpty(ts)));
sss=ValueWhen(ttt1,hhh,0);sss=IIf(tl,sss,Null);sss=IIf(ttt1,Ref(sss,-1),sss);pk=pk AND hhh==sss;
pk=IIf((!IsEmpty(tl) AND IsEmpty(Ref(tl,1)) AND IsEmpty(Ref(tl,-1))),1,pk);//exception

px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);

switch(tc)
{
case("ZIG"):
aa1=IIf(px0>tx1,(ph0-tl1)/(px0-tx1),0);aa1=IIf(pk,Ref(aa1,-1),aa1);ls1=aa1*(xx-tx1)+tl1;
bb1=IIf(px0>tx1 AND px1<tx1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);
Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);
aa1=IIf(tx0>px1,(tl0-ph1)/(tx0-px1),0);aa1=IIf(tr,Ref(aa1,-1),aa1);ls1=aa1*(xx-px1)+ph1;
bb1=IIf(tx0>px1 AND tx1<px1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);
Plot(ls1,"",colorOrange,styleLine,0,0,0,2,3);
break;
case("VSTOP"):
Plot(ts,"\ntrailShort",colorRed,styleLine,0,0,0,1,1);
Plot(llls,"",colorRed,styleDashed,0,0,0,1,1);
Plot(tl,"\ntrailLong",colorGreen,styleLine,0,0,0,1,1);
Plot(hhhs,"",colorGreen,styleDashed,0,0,0,1,1);
break;
case("ZIG&VSTOP"):
aa1=IIf(px0>tx1,(ph0-tl1)/(px0-tx1),0);aa1=IIf(pk,Ref(aa1,-1),aa1);ls1=aa1*(xx-tx1)+tl1;
bb1=IIf(px0>tx1 AND px1<tx1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);
Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);
aa1=IIf(tx0>px1,(tl0-ph1)/(tx0-px1),0);aa1=IIf(tr,Ref(aa1,-1),aa1);ls1=aa1*(xx-px1)+ph1;
bb1=IIf(tx0>px1 AND tx1<px1,1,0);bb1=bb1+Ref(bb1,-1);bb1=IIf(bb1,1,0);ls1=IIf(bb1,ls1,Null);
Plot(ls1,"",colorOrange,styleLine,0,0,0,2,3);
Plot(ts,"\ntrailShort",colorRed,styleLine,0,0,0,1,1);
Plot(llls,"",colorRed,styleDashed,0,0,0,1,1);
Plot(tl,"\ntrailLong",colorGreen,styleLine,0,0,0,1,1);
Plot(hhhs,"",colorGreen,styleDashed,0,0,0,1,1);
break;
}

GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
SetBarFillColor(IIf(C>O,ParamColor("Candle Up Color", colorBrightGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
//Plot(C,"Price",IIf(!IsEmpty(tl),ParamColor("Shadow Uptrend Color", ColorRGB(0,120,0)),IIf(!IsEmpty(ts),ParamColor("Shadow Downtrend Color", ColorRGB(120,0,0)),colorLightGrey)),64,0,0,0,0,1);
Plot(C,"Price",IIf(C>O,ParamColor("Shadow Up Color", ColorRGB(0,255,0)),IIf(C<=O,ParamColor("Shadow Color", ColorRGB(255,0,0)),colorLightGrey)),64,0,0,0,0,1);

PlotShapes(shapeSmallCircle*tr,colorGreen,0,L,-10);
PlotShapes(shapeSmallCircle*pk,colorRed,0,H,10);

dxhm=14;dxlm=10;dxh=0;dxl=0;dyhm=5;dylm=3;dyh=18;dyl=29;hm=30;lm=30;
function GetVisibleBarCount() 
{
	lvb=Status("lastvisiblebar");
	fvb=Status("firstvisiblebar");
	return Min(lvb-fvb,BarCount-fvb);
} 
function GfxConvertPixelsToBarX(Pixels)
{
	lvb=Status("lastvisiblebar");
	fvb=Status("firstvisiblebar");
	pxchartleft=Status("pxchartleft");
	pxchartwidth=Status("pxchartwidth");
	fac=pxchartwidth/Pixels;
	bar=(lvb-fvb)/fac;
	return bar;
} 
function GfxConvertPixelToValueY(Pixels) 
{
	local Miny,Maxy,pxchartbottom,pxchartheight;
	Miny=Status("axisminy");
	Maxy=Status("axismaxy");
	pxchartbottom=Status("pxchartbottom");
	pxchartheight=Status("pxchartheight");
	fac=pxchartheight/Pixels;
	Value=(Maxy-Miny)/fac;
	return Value;
} 
if(disp)
{
ll=tr AND tl1<tl2;
hl=tr AND tl1>tl2;
hh=pk AND ph1>ph2;
lh=pk AND ph1<ph2;
dt=pk AND ph1==ph2;
db=tr AND tl1==tl2;

miny=Status("axisminy");
maxy=Status("axismaxy");
AllVisibleBars=GetVisibleBarCount();
fvb=Status("firstvisiblebar");
LowMargin=Miny+GfxConvertPixelToValueY(lm);
HighMargin=Maxy-GfxConvertPixelToValueY(hm);
dyllm=GfxConvertPixelToValueY(dylm);
dyhhm=GfxConvertPixelToValueY(dyhm);
dyll=GfxConvertPixelToValueY(dyl);
dyhh=GfxConvertPixelToValueY(dyh);
dxllm=GfxConvertPixelsToBarX(dxlm);
dxhhm=GfxConvertPixelsToBarX(dxhm);
dxll=GfxConvertPixelsToBarX(dxl);
dxhh=GfxConvertPixelsToBarX(dxh);

for(i=0;i<AllVisibleBars;i++) 
{
	if(ll[i+fvb] AND L[i+fvb]>LowMargin) PlotText("LL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
	if(ll[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("LL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);
	if(hl[i+fvb] AND L[i+fvb]>LowMargin) PlotText("HL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
	if(hl[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("HL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);
	if(db[i+fvb] AND L[i+fvb]>LowMargin) PlotText("DB",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
	if(db[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("DB",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);	
	if(hh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("HH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
	if(hh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("HH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack);	
	if(lh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("LH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
	if(lh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("LH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack);		
	if(dt[i+fvb] AND H[i+fvb]<HighMargin) PlotText("DT",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
	if(dt[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("DT",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack);	
}
}

14 comments

1. anandnst
about 12 years ago

2 error found in above formula.

Admin kindly fix them.

Thanx you

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2. administrator
about 12 years ago

All fine here anandnst

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3. anandnst
about 12 years ago

Admin it is giving errors in Amibroker ver 5.50. Line no 82 and 85 … pls check n fix them

I cant post the preview(Pic), else i would

Thnx you in advance.

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4. hmsanil
about 12 years ago

Hi

Errors reported in the following lines,“Too Many Arguments”

Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);

Plot(ls1,"",colorOrange,styleLine,0,0,0,2,3);

Plot(C,“Price”,IIf(C>O,ParamColor(“Shadow Up Color”, ColorRGB(0,255,0)),IIf(C<=O,ParamColor(“Shadow Color”, ColorRGB(255,0,0)),colorLightGrey)),64,0,0,0,0,1);

Please help us to sort it out

Thanks
Sudha

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5. shariful
about 12 years ago

I am not a coder,so seeking apology in advance if I m wrong,I fixed it through below simple process..and working nicely
Replace error showing 3 lines with modified lines as quoted below..
Pls inform whether works in your Ami too..

Plot(ls1,"",colorBlue,styleLine,0,0,2,3);

Plot(ls1,"",colorOrange,styleLine,0,0,2,3);

Plot(C,“Price”,IIf(C>O,ParamColor(“Shadow Up Color”, ColorRGB(0,255,0)),IIf(C<=O,ParamColor(“Shadow Color”, ColorRGB(255,0,0)),colorLightGrey)),64,0,0,0,1);

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6. empottasch
about 12 years ago

the errors you find are all due to the fact that you are using an old version of Amibroker. You can just adjust the number of parameters in the Plot statement and it will work. An extra parameter was added in version 5.52. release statement:

Charts: Plot/PlotForeign/PlotOHLC now adds extra parameter “width” that controls the width of the line. Positive values specify PIXEL width, negative values specify width in percent of current bar width. So for example -20 will give you dynamic width that is 20% of bar width. Example:
Plot( C, “Close”, colorBlack, styleBar, Null, Null, 0, 1, -20 /* line width as percent of bar */ );

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7. hmsanil
about 12 years ago

Hi,

shariful and empottasch, its working right now. Thanks for your kind help

Sudha

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8. sjagadish4u
about 12 years ago

THANKS i am really thankful to all contributors and to this website. i have also contributed some nice afls but i dont know why admin is not publishing them

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9. extremist
about 12 years ago

for those who r still getting error:
In Amibroker 5.6
Plot( array, name, color/barcolor, style = styleLine, minvalue = {empty}, maxvalue = {empty}, XShift = 0, Zorder = 0, width = 1 )

so please delete the last digit and last comma and the code will be done.

e.g.Line 82:
Plot(ls1,"",colorBlue,styleLine,0,0,0,2,3);
replace it by :

Plot(ls1,"",colorBlue,styleLine,0,0,0,2);

likewise do it for all PLOT lines.

Thanx…!

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10. hotaro3
about 12 years ago

for removing error simply remove 0ne of zero from plot function in errored lines

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11. anandnst
about 12 years ago

Yes after removing One of the zero from every error line.. It is working fine now.

Thnx you

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12. vbarenho
about 12 years ago

Monster Ed!
Thank you, good contribution

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13. adesara
about 12 years ago

Master work, Pottasch!

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14. ll98123
over 6 years ago

Thanks

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