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Zig Zag Pivot Scan for Amibroker (AFL)
Rating:
5 / 5 (Votes 4)
Tags:
amibroker, exploration, zigzag
This is the Zig Zag pivot scan exploration.
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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 | _SECTION_BEGIN ( "zigzagpivotscan" ); //z_ZigZagValid // ******** CHARTING PercentChange = 6; mystartbar = SelectedValue ( BarIndex ()); // FOR GRAPHING mystartbardate = LastValue ( ValueWhen (mystartbar == BarIndex (), DateNum (),1)); InitialValue = LastValue ( ValueWhen (mystartbardate == DateNum (), C , 1 ) ) ; Temp1 = IIf ( BarIndex () >= mystartbar, InitialValue, Null ) ; Plot (Temp1, " " , colorBlack , styleLine ); Plot ((1+( LastValue (PercentChange)/100))*(Temp1), " " , colorGreen , styleLine ) ; Plot ((1-( LastValue (PercentChange)/100))*(Temp1), " " , colorRed , styleLine ) ; ZZ = Zig ( C , LastValue (PercentChange)) ; PivotLow = Ref ( IIf ( Ref ( ROC (ZZ,1),-1) < 0 AND ROC (ZZ,1) > 0, 1, Null ),1); PivotHigh = Ref ( IIf ( Ref ( ROC (ZZ,1),-1) > 0 AND ROC (ZZ,1) < 0, 1, Null ),1); PlotShapes ( shapeCircle *PivotLow, colorGreen ,0, L , -20) ; PlotShapes ( shapeCircle *PivotHigh, colorRed ,0, H , 20) ; Buy = IIf ( C >(1+( LastValue (PercentChange)/100))*( ValueWhen (PivotLow, C , 1)) AND ROC (ZZ,1) > 0,1,0); Sell = IIf ( C <(1-( LastValue (PercentChange)/100))*( ValueWhen (PivotHigh, C , 1)) AND ROC (ZZ,1) < 0,1,0); Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); PlotShapes ( shapeUpArrow * Buy , colorGreen ,0, L , -20); PlotShapes ( shapeDownArrow * Sell , colorRed ,0, H , -20) ; BarColors = IIf ( BarsSince ( Buy ) < BarsSince ( Sell ) AND BarsSince ( Buy )!=0, colorGreen , IIf ( BarsSince ( Sell ) < BarsSince ( Buy ) AND BarsSince ( Sell )!=0, colorRed , colorBlue )); Plot ( C , " " , BarColors, styleBar ) ; Plot (ZZ, " " , colorLightGrey , styleLine | styleThick ); Plot (ZZ, " " , BarColors, styleDots | styleNoLine ); Title = Name () + " " + Date () + WriteIf (PivotLow, " Up Pivot " , "" )+ WriteIf (PivotHigh, " Down Pivot " , "" )+ WriteIf ( Buy , " Buy Point " , "" ) + WriteIf ( Sell , " Sell Point " , "" ) ; AlertIf ( Buy , "" , "" ,1,1 ); AlertIf ( Sell , "" , "" ,2,1 ); _SECTION_END (); |
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very good
looking to the future!
This is the best Zig Zag ever.
Pascal