Pullbacks for Amibroker (AFL)

("jayeshbhai 1.1 + Roc");
//OptimizerSetEngine("cmae");
 
SetChartOptions(0,chartShowArrows|chartShowDates);


SetChartBkColor(ColorRGB(49,79,79));
 
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}}    {{DATE}}     Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
 
SetBarsRequired(sbrAll,sbrAll);
 
xx =Cum(1);
//nbar =Optimize("NBar",Param("nbar",5,2,400,1),2,400,1);
//nbar =Optimize("nbar",Param("nbar",6,1,21,1),5,21,1);
nbar = 6;
//FB[0] = 0.28;FB[1] = 0.28; FB[2] = 0.38; FB[3] = 0.50; FB[4] = 0.61; FB[5] = 1; FB[6] =1.61; FB[7] = 2.61; FB[8] = 4.23;
//FibNum = Optimize("FBindex",Param("FBindex",0.16,0.10,0.50,0.01),0.10,0.50,0.01);
FibNum = 0.16;
//FibNum =FB[FBindex];
//F=Optimize("F",Param("F",10,5,50,1),5,50,1);
f = 10;
// define fractals
PHigh = C > Ref(HHV(C,nbar),-1) AND Ref(HHV(C,nbar),0) <= C;
PHighPrice =ValueWhen(PHigh,C);
PLow = C < Ref(LLV(C,nbar),-1) AND Ref(LLV(C,nbar),0) >= C;
PLowPrice = ValueWhen(PLow,C);
//PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10);
//PlotShapes(shapeSmallCircle*PHigh,colorRed,0,H,10);
R = PHighPrice - PLowPrice;
// range
//R4 = PHighPrice-(R *0.11 );
//S4 = PLowPrice +(R *0.11);
R4 = PHighPrice -(R * FibNum );
S4 = PLowPrice + (R * FibNum );
BSL= PLowPrice;
SSL= PHighPrice;
 
 
//Plot(R4, "",colorOrange,styleStaircase);
//Plot(S4, "",colorGreen,styleStaircase);
//Plot(SSL, "",colorAqua,styleStaircase);
//Plot(BSL, "",colorAqua,styleStaircase);
 
//Buy = Cover = Cross(C, S4);
//Sell = Short = Cross(R4, C);
BuyFlag_ = False;
SellFlag =False;
BuyFlag = False;
temp1 =True;
temp2= True;
FinalSell =False;
FinalBuy = False;
 
for
(i=1 ; i < BarCount ; i++){
if(PHigh[i]){
SellFlag =True;
BuyFlag = False;
}
if(SellFlag){
if( (C[i-1] > R4[i-1] AND C[i] < R4[i]) AND temp1 ) {
SellFlag=False;
FinalSell[i]=True;
temp2=True;
temp1=False;
}
}
if(temp2){
if( C[i] > PHighPrice[i-1] ){
FinalBuy[i]=True;
temp2=False;
temp1=True;
}
}
if(PLow[i]){
BuyFlag = True;
SellFlag =False;
}
if(BuyFlag){
if( (C[i-1] < S4[i-1] AND C[i] > S4[i]) AND temp2 ){
BuyFlag=False;
BuyFlag_=True;
FinalBuy[i]=True;
temp2=False;
temp1=True;
}
}
if(temp1){
if( C[i] < PLowPrice[i-1] ){
FinalSell[i]=True;
temp2=True;
temp1=False;
}
}
 
 
 
}
test1Flag = False;
test2Flag = False;
test1Flag_ = False;
test2Flag_ = False;
JackPotSell = False;
JackPotBuy = False;
JackPotCover = False;
JackPotShort = False;
t1 = False;
t2 = False;
t3 = False;
t4 = False;
t5 = False;
R = ROC(Close,F);
 
for
(i=1 ; i < BarCount ; i++){
if((FinalBuy[i])){
if(t5){
JackPotCover[i]= True;
t5 =False;
}
t1 = True;
}
if(R[i] > 0 ){
if(t1){
JackpotBuy[i] = True;
t3 = True;
t1= False;
}
}
if((FinalSell[i])){
if(t3){
JackPotSell[i]= True;
t3 =False;
}
t4 = True;
}
if(R[i] < 0 ){
if(t4){
JackPotShort[i] = True;
t5 = True;
t4= False;
}
}
}




//Plot(StoMom, _DEFAULT_NAME(), ParamColor("Color", ColorCycle ) );
_SECTION_END();



pivot = ParamToggle("pivot","Show|Hide",0);
Buyselllable = ParamToggle("Buysell-lable","Show|Hide",0);
NormalCandle=ParamToggle("Plot Normal Candle", "No,Yes", 1 );
messageboard = ParamToggle("Message Board","Show|Hide",0);
font = ParamToggle("font","Show|Hide",1);
GraphXSpace = Param( "GraphXSpace", 8, 2, 200, 1 );

p = 4;
//p = Param("p",5,2,100,1);
_SECTION_BEGIN("Trend Lines");
//p1 = Param("TL 1 Periods", 20, 5, 50, 1);
p1 = 29;
p2 = 7;
//p2 = Param("TL 2 Periods", 5, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = MA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorGreen), ParamColor("TL Dn Colour", colorRed));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();

SetChartOptions(0,chartShowArrows|chartShowDates);
//_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
//SetChartBkGradientFill(ParamColor("Top", colorTeal), ParamColor("Bottom", colorLightGrey), ParamColor("Title", colorTeal));
//SetChartBkColor(colorTeal);
 
 
//SetForeign(Vr);
 

Om=DEMA(O,p);
hm=DEMA(H,p);
lm=DEMA(L,p);
Cm=DEMA(C,p);
HAC=(Om+Hm+Lm+Cm)/4;
//HaC =(O+H+L+C)/4;
HaO = AMA( Ref( HaC, -16 ), 0.5 );
HaH = Max( H, Max( HaC, HaO) );
HaL = Min( L, Min( HaC, HaO) );
HAClose=(Om+Hm+Lm+Cm)/4;
//HaC =(O+H+L+C)/4;
HaOpen = AMA( Ref( HaC, -1 ), 0.5 );
HaHigh = Max( H, Max( HaC, HaO) );
HaLow = Min( L, Min( HaC, HaO) );
BG3=HHV(LLV(HaL,18)+ATR(8),10);
BR3=LLV(HHV(HaH ,4)-ATR(4),2);
co = IIf(Hac>BG3 ,colorDarkGreen,IIf(Hac < BR3,colorDarkRed,colorGrey50));
Plot(4, "", Co,styleArea+styleOwnScale | styleNoLabel, -1, 100);
RestorePriceArrays();
if(NormalCandle==1  )
{
  PlotOHLC( Hac, Hao, Hah, Hal, " " , co, styleCandle | styleThick );
}
else
{
//PlotOHLC( Open, High, Low, Close, " " ,co, styleCandle | styleThick );
 
}
//Plot( C, "Close", colorWhite, styleCandle, Zorder = 1);
SetChartOptions(0,chartShowArrows | chartShowDates);

tempo = TimeNum() > 091000 AND TimeNum() < 165000;
saida = TimeNum() > 170000;



ww=Optimize("ww",1,1,21,1);
//yy=Optimize("yy",1,1,21,1);

Buy = TL1>TL2

AND jackpotsell 
AND tempo
AND ADX(8) > 19

AND TL1 - Haclose < 140
AND TL2 - Haclose < 155

//AND abs(H-L) > 68

//AND abs(Ref(L,-1)-Ref(C,-1)) < 118
AND ADX(34) < 40
AND ADX(21) < 59
AND ADX(9) < 56
AND ADX(4) < 79
AND ADX(2) < 98
AND PDI(89) < 32
AND PDI(34) < 51


//AND ADX(9) > 18
AND PDI(6) > 12

AND Ultimate(4,4,28) < 70
AND Ultimate(9,1,28) < 60

AND Ultimate(7,6,85) > 35
AND Ultimate(6,1,85) > 30
AND Ultimate(21,5,5) > 40
AND Wilders(C,7) < MA(C,3)


AND ADX(5) > MDI(5)
AND MFI(8) > (15)

//AND abs(O-C) < 200
AND abs(C-MA(C,89)) > 3
//AND abs(C-MA(C,21)) < 166

//AND abs(C-MA(C,9)) < 131
//AND abs(C-MA(C,50)) > ww
AND ADX(15) > 11
//AND ADX(10) > ww

AND RWI(2,14) > -0.5
AND RWI(3,3) < 1.5
AND RMI(3,6) > 30
AND RSI(89) < 61
AND RSI(21) < 65
AND RSI(9) < 65
AND RSI(4) < 67
AND RSI(2) < 61


AND MA(C,3) > MA(C,1)
//AND Ultimate(17,6,28) > 40

//AND abs(tl2-Hac) < 185
//AND abs(Hac-C) < 105
//AND abs(Hah-H) < 170
//AND abs(Hac-Ref(C,-21)) > ww
AND abs(Hac-Ref(Hac,-4)) > 1

//AND Trix(30) > -0.4

;


Short = 
TL1<TL2 
AND tempo
AND JackPotCover 
AND Ultimate(12,6,5) < 70
AND Ultimate(21,5,5) < 60

AND Ultimate(7,14,85) < 50

AND Ultimate(3,3,85) > 30
AND Ultimate(12,6,85) > 35
AND Ultimate(1,5,5) > 40

AND ADX(21) > 12
//AND Ultimate(4,19,28) < 59

AND ADX(5) > MDI(5)
AND MA(C,15) > MA(C,5)
AND MA(C,4) < Wilders(C,5)

AND MDI(14) > 12
AND RWI(11,12) < 0
AND ADX(34) < 40
AND ADX(21) < 45
AND ADX(9) < 57
AND ADX(4) < 90
AND ADX(2) < 100
AND ADX(34) > 9
AND ADX(21) > 13
AND ADX(9) > 16


AND RSI(34) > 33
AND RSI(21) > 31
AND RSI(9) > 28
AND RSI(4) > 27
AND RSI(2) > 26
AND RSI(34) < 59
AND RSI(21) < 60
AND RSI(9) < 65
AND RSI(4) < 83


AND RMI(5,6) < 50
//AND RMI(1,12) < 60
//AND RMI(10,1) > 30
//AND RSI(89) < 57
//AND RSI(21) < 68
//AND RSI(9) < 59
AND Trix(1) > -0.2

AND abs(H-L) > 21
//AND abs(O-C) < 110
AND abs(C-MA(C,89)) > 5
//AND abs(C-MA(C,21)) > 46
//AND abs(C-MA(C,200)) > 74
//AND abs(C-MA(C,300)) > 17
AND abs(C-MA(C,50)) > 3
AND MFI(12) > 14
//AND MDI(ww) > yy


//AND MA(C,5) < MA(C,16)
AND RSI(10) < 50
//AND Hac<Bg3  
AND Ultimate(17,4,28) > 39
//AND abs(Hac-C) < 190
AND abs(Hac-Ref(C,-12)) > 2
AND abs(Hac-Ref(Hac,-12)) > 2

;


Buy = ExRem(Buy,Short);
Short = ExRem(Short,Buy);

Sell = Short OR saida;
Cover = Buy OR saida;




PlotShapes( IIf( Buy == 1, shapeUpArrow, shapeNone ), colorLime, 0, Low );
PlotShapes( IIf( Short == 1, shapeDownArrow, shapeNone ), colorRed, 0, High );




GraphXSpace = 8;dist = 1.2*ATR(21);

for( i = 0; i < BarCount; i++)
{

if( Buy[i] ) PlotText( "" + C[ i ], i, L[ i ]-dist[i], colorLime );
if( Short[i] ) PlotText( "" + C[ i ], i, H[ i ]+dist[i], colorRed);





}