Stock Portfolio Organizer
The ultimate porfolio management solution.
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
S/R type code for Amibroker (AFL)
code written while answering a question on Amibroker Yahoo board. Posted here mainly to exchange AFL coding skills and not sure if it will make you any money. Code has 2 modes of displaying S/R levels based on fractal pivots. Further multiple time frames can be used, meaning when you display 1 hour data you can set the time frame in the parameter window to e.g. 120 min so the pivots are calculated using the 2 hour time frame. Play with the parameter window a bit to see what it does.
Screenshots
Similar Indicators / Formulas
Indicator / Formula
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 | // AFL code by Edward Pottasch, Jan 2013 // Oz weekly pivots: http://i1145.photobucket.com/albums/o515/Austtrade/SupRes_zpsbebc3ab9.png // Added toggle to log scale for Y-axis RequestTimedRefresh (0.1, True ); xx= BarIndex ();x=xx;Lx= LastValue (x); nbar= Param ( "N Pivot Bars" ,5,2,50,1); tf= Param ( "Time Frame (min)" , inWeekly /60,1, inWeekly /60,1);tfrm= in1Minute *tf; CleanPivots= ParamToggle ( "Use Clean Pivots" , "Off|On" ,1); PivotSymmetry= ParamToggle ( "Use Symmetric Pivots" , "Off|On" ,0); displayMode= ParamToggle ( "Display Mode" , "Classic|Alternative" ,1); logscale= ParamToggle ( "Axis type" , "Linear|Logarithmic" ,0); SetChartOptions (0, chartShowDates ); if (logscale) SetChartOptions (2, chartLogarithmic ,chartGridMiddle|chartGridMargins); else SetChartOptions (3, chartLogarithmic ,!(chartGridMiddle|chartGridMargins)); procedure alternate1_proc(pk,tr,px0,px1,px2,ph0,ph1,ph2,tx0,tx1,tx2,tl0,tl1,tl2) { global pkh; global trh; pk= IIf ((px0==px1 AND px2>tx1 AND ph1<ph2) OR (tx0==tx1 AND px1<px0 AND px1>tx0 AND ph1<=ph0) OR (px0>px1 AND px1<tx0 AND px2>tx1 AND ph1<ph2) OR (px0>px1 AND px0<tx0 AND px1>tx1 AND ph1<ph0) OR (ph1==ph2 AND px2>tx1) OR (px1==tx1 AND px2>tx2), False ,pk); tr= IIf ((tx0==tx1 AND tx2>px1 AND tl1>tl2) OR (px0==px1 AND tx1<tx0 AND tx1>px0 AND tl1>=tl0) OR (tx0>tx1 AND tx1<px0 AND tx2>px1 AND tl1>tl2) OR (tx0>tx1 AND tx0<px0 AND tx1>px1 AND tl1>tl0) OR (tl1==tl2 AND tx2>px1) OR (px1==tx1 AND tx2>px2), False ,tr); pkh=pk;trh=tr; } TimeFrameSet (tfrm); if (PivotSymmetry) { fc=1; pk= H > Ref ( HHV ( H ,nbar*fc),-1) AND Ref ( HHV ( H ,nbar),nbar)<= H ; tr= L < Ref ( LLV ( L ,nbar*fc),-1) AND Ref ( LLV ( L ,nbar),nbar)>= L ; } else { fc=2; pk= H > Ref ( HHV ( H ,nbar*fc),-1) AND Ref ( HHV ( H ,nbar),nbar)<= H ; tr= L < Ref ( LLV ( L ,nbar*fc),-1) AND Ref ( LLV ( L ,nbar),nbar)>= L ; } 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); px3= ValueWhen (pk,x,3); tx3= ValueWhen (tr,x,3); 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); ph3= ValueWhen (pk, H ,3); tl3= ValueWhen (tr, L ,3); if (CleanPivots) { alternate1_proc(pk,tr,px0,px1,px2,ph0,ph1,ph2,tx0,tx1,tx2,tl0,tl1,tl2); pk=pkh;tr=trh; 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); px3= ValueWhen (pk,x,3); tx3= ValueWhen (tr,x,3); 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); ph3= ValueWhen (pk, H ,3); tl3= ValueWhen (tr, L ,3); alternate1_proc(pk,tr,px0,px1,px2,ph0,ph1,ph2,tx0,tx1,tx2,tl0,tl1,tl2); pk=pkh;tr=trh; 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); px3= ValueWhen (pk,x,3); tx3= ValueWhen (tr,x,3); 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); ph3= ValueWhen (pk, H ,3); tl3= ValueWhen (tr, L ,3); } pkh= IIf (pk, H , Null ); trl= IIf (tr, L , Null ); TimeFrameRestore (); fact= Nz ( Max (tfrm/60, Interval ()/60)/( Interval ()/60)); if (fact==0)fact=1; Lkbk= Nz (tfrm/ Interval ()); if (Lkbk>1) { pk= TimeFrameExpand (pk,tfrm,expandFirst); pkh= TimeFrameExpand (pkh,tfrm,expandFirst); pkhs= IIf (! IsEmpty (pkh),1,0);pkhs=pkhs- Ref (pkhs,-1); pk=pk AND H ==pkh; cond1= Sum (pk, BarsSince (pkhs==1)+1)==1 AND pk; pk=pk AND cond1; tr= TimeFrameExpand (tr,tfrm,expandFirst); trl= TimeFrameExpand (trl,tfrm,expandFirst); trls= IIf (! IsEmpty (trl),1,0);trls=trls- Ref (trls,-1); tr=tr AND L ==trl; cond1= Sum (tr, BarsSince (trls==1)+1)==1 AND tr; tr=tr AND cond1; 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); px3= ValueWhen (pk,x,3); tx3= ValueWhen (tr,x,3); 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); ph3= ValueWhen (pk, H ,3); tl3= ValueWhen (tr, L ,3); } GraphXSpace =5; SetChartBkColor ( ColorRGB (0,0,0)); SetBarFillColor ( IIf ( C > O , colorGreen , IIf ( C <= O , colorRed , colorLightGrey ))); Plot ( C , "Price" , IIf ( C > O , colorDarkGreen , IIf ( C <= O , colorDarkRed , colorLightGrey )),64,0,0,0,0); Plot (pkh, "" , colorRed , styleThick ,0,0,0,-1); Plot (trl, "" , colorBrightGreen , styleThick ,0,0,0,-1); PlotShapes ( shapeSmallCircle *tr, IIf (Lx- ValueWhen (tr,x)>nbar*fact, ColorRGB (0,100,0), colorWhite ),0, L ,-10); PlotShapes ( shapeSmallCircle *pk, IIf (Lx- ValueWhen (pk,x)>nbar*fact, ColorRGB (255,0,0), colorWhite ),0, H ,10); qq= Interval ()/60; if (qq < 60){tf= " min" ;tt=qq;} else if (qq >= 60 AND qq < 1440){tf= " hrs" ;tt=qq/60;} else if (qq >= 1440){tf= " days" ;tt=(qq/60)/24;} qq= Max (tfrm/60, Interval ()/60); if (qq < 60){tfa= " min" ;tta=qq;} else if (qq >= 60 AND qq < 1440){tfa= " hrs" ;tta=qq/60;} else if (qq >= 1440){tfa= " days" ;tta=(qq/60)/24;} Title = Name () + "\nNbar: " + nbar + "\nChart TF: " + tt + tf + "\nTrend TF: " + tta + tfa; function GetVisibleBarCount() { lvb= Status ( "lastvisiblebar" ); fvb= Status ( "firstvisiblebar" ); return Min (lvb-fvb, BarCount -fvb); } function GfxConvertBarToPixelX(bar) { lvb= Status ( "lastvisiblebar" ); fvb= Status ( "firstvisiblebar" ); pxchartleft= Status ( "pxchartleft" ); pxchartwidth= Status ( "pxchartwidth" ); return Nz (pxchartleft+bar*pxchartwidth/(lvb-fvb+1)); } function GfxConvertValueToPixelY(value,logscale) { local Miny,Maxy,pxchartbottom,pxchartheight; Miny= Status ( "axisminy" ); Maxy= Status ( "axismaxy" ); pxchartbottom= Status ( "pxchartbottom" ); pxchartheight= Status ( "pxchartheight" ); if (logscale) rv= Nz (pxchartbottom- floor (0.5+( log (value)- log (Miny))*pxchartheight/( log (maxy)- log (miny)))); else rv= Nz (pxchartbottom- floor (0.5+(Value-Miny)*pxchartheight/(Maxy-Miny))); return rv; } AllVisibleBars=GetVisibleBarCount(); fvb= Status ( "firstvisiblebar" ); for (i=0;i<AllVisibleBars;i++) { DisplayRes=1; DisplaySup=1; lvix=i+fvb; if (pk[lvix]) { if (displayMode) { hval= H [lvix]; for (j=i;j<AllVisibleBars;j++) { lvjx=j+fvb; if ( H [lvjx]>hval) { DisplayRes=0; break ; } } } if (DisplayRes) { GfxSelectPen ( ColorRGB (100,0,0),3,0); GfxMoveTo (GfxConvertBarToPixelX(i),GfxConvertValueToPixelY( H [lvix],logscale)); GfxLineTo (GfxConvertBarToPixelX(AllVisibleBars-1),GfxConvertValueToPixelY( H [lvix],logscale)); GfxSelectFont ( "Tahoma" ,8,650); GfxSetBkColor ( ColorRGB (200,0,0)); GfxSetTextColor ( colorWhite ); GfxTextOut ( "" + H [lvix],GfxConvertBarToPixelX(AllVisibleBars+1),GfxConvertValueToPixelY( H [lvix],logscale)); } } if (tr[lvix]) { if (displayMode) { lval= L [lvix]; for (j=i;j<AllVisibleBars;j++) { lvjx=j+fvb; if ( L [lvjx]<lval) { DisplaySup=0; break ; } } } if (DisplaySup) { GfxSelectPen ( ColorRGB (0,0,100),3,0); GfxMoveTo (GfxConvertBarToPixelX(i),GfxConvertValueToPixelY( L [lvix],logscale)); GfxLineTo (GfxConvertBarToPixelX(AllVisibleBars-1),GfxConvertValueToPixelY( L [lvix],logscale)); GfxSelectFont ( "Tahoma" ,8,650); GfxSetBkColor ( ColorRGB (0,0,200)); GfxSetTextColor ( colorWhite ); GfxTextOut ( "" + L [lvix],GfxConvertBarToPixelX(AllVisibleBars+1),GfxConvertValueToPixelY( L [lvix],logscale)); } } } |
1 comments
Leave Comment
Please login here to leave a comment.
Back
Great S/R code! Thank you very much… trying to use it in Daily Time Frame…I think it’s ok…