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Shenba Kumar Pivots for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
amibroker, pivots
Identifies Automatic Pivot points with entry and exit arrows.
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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 | _SECTION_BEGIN("ShenbaKumar pivots");/* **********************************Code to automatically identify pivotsBy Kumaresan Selvaraj ********************************** */// -- what will be our lookback range for the hh and ll?farback = Param("How Far back to go", 100, 50, 5000, 10);nBars = Param("Number of bars", 12, 5, 40);// -- Title.Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ", H: "+ High + ", L: " + Low + ", C: " + Close;// -- Plot basic candle chartPlotOHLC(Open, High, Low, Close, "BIdx = " + BarIndex() + "\n" + "O = " + O + "\n" + "H = " + H + "\n" + "L = " + L + "\n" + "C ", colorBlack, styleCandle); GraphXSpace = 7;// -- Create 0-initialized arrays the size of barcountaHPivs = H - H;aLPivs = L - L;// -- More for future use, not necessary for basic plottingaHPivHighs = H - H;aLPivLows = L - L;aHPivIdxs = H - H;aLPivIdxs = L - L;nHPivs = 0;nLPivs = 0;lastHPIdx = 0;lastLPIdx = 0;lastHPH = 0;lastLPL = 0;curPivBarIdx = 0;// -- looking back from the current bar, how many bars // back were the hhv and llv values of the previous // n bars, etc.?aHHVBars = HHVBars(H, nBars);aLLVBars = LLVBars(L, nBars);aHHV = HHV(H, nBars);aLLV = LLV(L, nBars);// -- Would like to set this up so pivots are calculated back from// last visible bar to make it easy to "go back" and see the pivots// this code would find. However, the first instance of // _Trace output will show a value of 0aVisBars = Status("barvisible");nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));_TRACE("Last visible bar: " + nLastVisBar);// -- Initialize value of curTrendcurBar = (BarCount - 1);curTrend = "";if (aLLVBars[curBar] < aHHVBars[curBar]){ curTrend = "D";}else{ curTrend = "U";}// -- Loop through bars. Search for // entirely array-based approach// in future versionfor (i = 0; i < farback; i++){ curBar = (BarCount - 1) - i; // -- Have we identified a pivot? If trend is down... if (aLLVBars[curBar] < aHHVBars[curBar]) { // ... and had been up, this is a trend change if (curTrend == "U") { curTrend = "D"; // -- Capture pivot information curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } // -- or current trend is up } else { if (curTrend == "D") { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } // -- If curTrend is up...else... } // -- loop through bars}// -- Basic attempt to add a pivot this logic may have missed// -- OK, now I want to look at last two pivots. If the most // recent low pivot is after the last high, I could// still have a high pivot that I didn't catch// -- Start at last barcurBar = (BarCount - 1);candIdx = 0;candPrc = 0;lastLPIdx = aLPivIdxs[0];lastLPL = aLPivLows[0];lastHPIdx = aHPivIdxs[0];lastHPH = aHPivHighs[0];if (lastLPIdx > lastHPIdx){ // -- Bar and price info for candidate pivot candIdx = curBar - aHHVBars[curBar]; candPrc = aHHV[curBar]; if ( lastHPH < candPrc AND candIdx > lastLPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aHPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j = 0; j < nHPivs; j++) { aHPivHighs[nHPivs - j] = aHPivHighs[nHPivs - (j + 1)]; aHPivIdxs[nHPivs - j] = aHPivIdxs[nHPivs - (j + 1)]; } aHPivHighs[0] = candPrc; aHPivIdxs[0] = candIdx; nHPivs++; }}else{ // -- Bar and price info for candidate pivot candIdx = curBar - aLLVBars[curBar]; candPrc = aLLV[curBar]; if (lastLPL > candPrc AND candIdx > lastHPIdx AND candIdx < curBar) { // -- OK, we'll add this as a pivot... aLPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for (j = 0; j < nLPivs; j++) { aLPivLows[nLPivs - j] = aLPivLows[nLPivs - (j + 1)]; aLPivIdxs[nLPivs - j] = aLPivIdxs[nLPivs - (j + 1)]; } aLPivLows[0] = candPrc; aLPivIdxs[0] = candIdx; nLPivs++; }}// -- Dump inventory of high pivots for debugging/*for (k=0; k<nHPivs; k++) {_TRACE("High pivot no. " + k+ " at barindex: " + aHPivIdxs[k] + ", " + WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k], DateTime(), 1), formatDateTime)+ ", " + aHPivHighs[k]);} */// -- OK, let's plot the pivots using arrowsPlotShapes(IIf(aHPivs == 1, shapeDownArrow, shapeNone), colorRed, 0, High, Offset = - 15);PlotShapes(IIf(aLPivs == 1, shapeUpArrow, shapeNone), colorGreen, 0, Low, Offset = - 15);_SECTION_END(); |
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becurful it looks to future
bye sell signal is comming too late
fantastic sir.. thanks so much