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Yancedolly Bands V.4. for Amibroker (AFL)
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5 / 5 (Votes 1)
Tags:
trading system, amibroker
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_SECTION_BEGIN("Background Color"); BKswitch = ParamToggle("Background Color","On,Off"); OUTcolor =colorBlack;// ParamColor("Outer Panel Color",colorBlack); INUPcolor =colorBlack;// ParamColor("Inner Panel Upper",colorBlack); INDNcolor =colorBlack;// ParamColor("Inner Panel Lower",colorBlack); TitleColor =colorBlack;// ParamColor("Title Color ",colorBlack); if (NOT BKswitch) { SetChartBkColor(OUTcolor); // color of outer border SetChartBkGradientFill(INUPcolor,INDNcolor,TitleColor); // color of inner panel } _SECTION_END(); _SECTION_BEGIN("Parameter Color"); Line1=17;//ParamColor("Line Yancedolly Bands Medium Cycle Color",17); Line2=6;//ParamColor("Line Yancedolly Bands Short Cycle Color",6); Line3=9;//ParamColor("Line Floor Top Color",9); Peak_valley_color=ColorRGB(0,0,23);//ParamColor("Peak_valley_color",colorPaleBlue); Vol1=colorDarkGreen;//ParamColor("Vol Up Color",colorDarkGreen); Vol2=colorDarkRed;//ParamColor("Vol Down Color",colorDarkRed); Vol3=colorDarkGrey;//ParamColor("Vol Avarage Color",23); price1=colorRose;//ParamColor("Price Color",colorRose); price2=colorBrightGreen;//ParamColor("Price Down Color",colorBrightGreen); price3=colorRed;//ParamColor("Price Up Color",colorRed); _SECTION_END(); _SECTION_BEGIN("Peak & Valley"); // E.M.Pottasch 09/06/10 //nbar =Param("nbar",3,1,5,1); nbar =2;// Param("nbar",3,1,5,1); PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) < H; PHighPrice0 = ValueWhen(PHigh,H); PHighPrice1 = IIf(PHighPrice0 AND BarsSince(PHigh) > nbar,PHighPrice0,Null); PHighPrice2 = IIf(PHighPrice0 AND BarsSince(PHigh) <= nbar,PHighPrice0,Null); PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) > L; PLowPrice0 = ValueWhen(PLow,L); PLowPrice1 = IIf(PLowPrice0 AND BarsSince(Plow) > nbar,PLowPrice0,Null); PLowPrice2 = IIf(PLowPrice0 AND BarsSince(Plow) <= nbar,PLowPrice0,Null); //GraphXSpace = 5; //SetChartOptions(0, chartShowDates); //Plot(C,"\nLast",colorWhite,styleCandle); //Plot(PHighPrice1,"\nPHighPrice",colorOrange,styleThick); //Plot(PHighPrice2,"",colorOrange,styleDots | styleNoLine); //Plot(PLowPrice1,"\nPLowPrice",colorBrightGreen,styleThick); //Plot(PLowPrice2,"",colorBrightGreen,styleDots | styleNoLine); Buy_peak=H>PHighPrice0; Sell_peak=L<PLowPrice0; Buy_peak=ExRem(Buy_peak,Sell_peak); Sell_peak=ExRem(Sell_peak,Buy_peak); //Plot( Flip( Buy, Sell ), "Trade", colorDarkGreen, styleArea | styleOwnScale, 0, 1 ); //PlotShapes(IIf(Buy , shapeSmallUpTriangle, shapeNone) ,colorGreen, 0,L,-30); //PlotShapes(IIf( Sell, shapeSmallDownTriangle, shapeNone) ,colorOrange, 0,H,-25); _SECTION_END(); _SECTION_BEGIN("SHR"); SupResA = 20;//Param("Sup-Res A Period",20,0,100,1); SupResB = 25;//Param("Sup-Res B Period",25,0,100,1); BuyOffSet = SupResA;//Optimize("BuyOffSet",18,15,20,1); SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2); RegLength = 5;//Optimize("RegLength",5, 2,11,2); BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1); SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2); ATRMultiplier = 0.5;//Optimize("ATRMultiplier",1,0.7,1.25,.05); SuppA = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */ RessB = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset); /* GREEN */ nn=SupResB; mmm=100; TYP=(High + Low + 2*Close)/4; CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14)); CCCI=EMA(CI,5)+mmm; Hh=HHV(H,nn); Ll=LLV(L,nn); MM=(Hh+Ll)/2; CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5); Buy_shr2 = Cross(H,Ref(Hh,-1)); Sell_shr2 = Cross (Ref(Ll,-1),L); Buy_shr2 =ExRem(Buy_shr2 ,Sell_shr2 );Sell_shr2 =ExRem(Sell_shr2 ,Buy_shr2 ); if (NOT ParamToggle("SHR_PEAK Line ","On,Off")) { if (NOT ParamToggle("SHR_PEAK Type ","On,Off")) { Plot(Hh,"PHighPrice",colorOrange,styleDashed=32); Plot(Ll,"PLowPrice",colorBrightGreen,styleDashed=32); //Peak_valley_color=ColorRGB(0,0,23); //Plot( Flip( Buy_shr2 , Sell_shr2 ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } else { Plot(PHighPrice0,"PHighPrice",colorOrange,styleDashed=32); Plot(PLowPrice0 ,"PLowPrice",colorBrightGreen,styleDashed=32); //Peak_valley_color=ColorRGB(0,0,23); //Plot( Flip( Buy_peak, Sell_peak ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } } /* if (NOT ParamToggle("SHR_PEAK Color ","On,Off")) { if (NOT ParamToggle("SHR_PEAK Color Type ","On,Off")) { Peak_valley_color=ColorRGB(0,0,23); Plot( Flip( Buy_shr2 , Sell_shr2 ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } else { Peak_valley_color=ColorRGB(0,0,23); Plot( Flip( Buy_peak, Sell_peak ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } }*/ _SECTION_END(); _SECTION_BEGIN("Volume"); /* basic variable defs ud: up-Day (Close up from Open) dd: down-Day (Close down from Open) uc: up-Close (Close up from previous Close) dc: down-Close: (Close down from previous Close) */ C1 = Ref(C, -1); uc = C > C1; dc = C <= C1; ud = C > O; dd = C <= O; /* Volume Day types: green: up-day and up-close yellow: up-day but down-close red: down-day and down-close blue: down-day but up-close white: close equals open, close equals previous close (currently unused vtypes are for future enhancements) */ green = 1; blue = 2; yellow = 3; red = 4; white = 5; VType = IIf(ud, IIf(uc, green, yellow), IIf(dd, IIf(dc, red, blue), white)); /* green volume: up-day and up-close*/ gv = IIf(VType == green, V, 0); /* yellow volume: up-day but down-close */ yv = IIf(VType == yellow, V, 0); /* red volume: down-day and down-close */ rv = IIf(VType == red, V, 0); /* blue volume: down-day but up-close */ bv = IIf(VType == blue, V, 0); if (NOT ParamToggle("Volume Switch","On,Off")) { Plot( Volume, _DEFAULT_NAME(), IIf( VType==green OR VType==blue, Vol1, Vol2), styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick | styleNoLabel, maskHistogram ), 2 ); Plot(MA(Volume,5/*Param("MA Periods",5,5,50,1)*/),"",Vol3,styleLine |styleOwnScale ,5/*Param("Scale",5,1,20,1)*/); } _SECTION_END(); _SECTION_BEGIN("Price"); K1=5;// Param("EMA Periods?",5,3,50); K2=10;// Param("ATR Periods?",10,2,50); Mul=1;//Param("ATR Multiplier?",1,0.5,5,0.5); Mi=EMA(C, K1); Kel= ATR(K2)*Mul; UB= Mi + Kel; LB= Mi - Kel; GraphXSpace = 5; SetChartOptions( 0, chartShowDates | chartShowArrows | chartLogarithmic | chartWrapTitle ); _N( Title = StrFormat( "{{NAME}} - " + SectorID( 1 ) + " - {{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 ) ) ) ); Plot(C,"", IIf(L<=LB,price2,IIf(H>=UB,price3,price1)),styleCandle); _SECTION_END(); _SECTION_BEGIN("Automatic Fibonacci"); // Get values for fib levels StartBar=SelectedValue(BarIndex()); FinishBar = EndValue( BarIndex() ); i = startbar; period = FinishBar - StartBar; Lo =LLV(L,period); Hi = HHV(H,period); Line0 = 0; Line1 = 0; Line2 = 0; Line3 = 0; Line4= 0; Line5= 0; Line6= 0; Line7= 0; Line100 = 0; for( i = startbar; i < finishbar; i++ ) { if(EndValue(C)<SelectedValue(C)) { Line0 = EndValue(Lo); Line100 = EndValue(Hi); Line1 = Line0 + abs(Line100-Line0)*0.236; Line2 = Line0 + abs(Line100-Line0)*0.382; Line3 = Line0 + abs(Line100-Line0)*0.5; Line4 = Line0 + abs(Line100-Line0)*0.618; Line5 = Line0 + abs(Line100-Line0)*0.786; Line6 = Line0 + abs(Line100-Line0)*1.618; Line7 = Line0 + abs(Line100-Line0)*2.618; } else { Line100 = EndValue(Lo); Line0 = EndValue(Hi); Line1 =Line0 - abs(Line100-Line0)*0.236; Line2 = Line0 - abs(Line100-Line0)*0.382; Line3 = Line0 - abs(Line100-Line0)*0.5; Line4 = Line0 - abs(Line100-Line0)*0.618; Line5 = Line0 - abs(Line100-Line0)*0.786; Line6 = Line0 - abs(Line100-Line0)*1.618; Line7 = Line0 - abs(Line100-Line0)*2.618; } } // external fib lines begining fom selecetdbarindex() fib0= LineArray(startbar, Line0, finishbar, Line0, 0, 1); fib100 = LineArray(startbar, Line100, finishbar, Line100, 0, 1); // depth of middle lines n= round((finishbar-startbar)/2); // middle lines fib1= LineArray((finishbar-n), Line1, finishbar, Line1, 0, 1); fib2= LineArray((finishbar-n), Line2, finishbar, Line2, 0, 1); fib3= LineArray((finishbar-n), Line3, finishbar, Line3, 0, 1); fib4= LineArray((finishbar-n), Line4, finishbar, Line4, 0, 1); fib5= LineArray((finishbar-n), Line5, finishbar, Line5, 0, 1); fib6= LineArray((finishbar-n), Line6, finishbar, Line6, 0, 1); fib7= LineArray((finishbar-n), Line7, finishbar, Line7, 0, 1); if (NOT ParamToggle("Automatic Fibonacci","On,Off")) { Plot(fib0,"", colorWhite); Plot(fib100,"", colorRed); Plot(fib1,"", colorGrey50); Plot(fib2,"", colorGrey50); Plot(fib3,"", colorOrange); Plot(fib4,"", colorGrey50); Plot(fib5,"", colorGrey50); } if (ParamToggle("Fib6","On,Off")) { Plot(fib6,"", colorDarkTeal); } if (ParamToggle("Fib7","On,Off")) { Plot(fib7,"", colorViolet); } //Title = Name() + " - FIB LEVELS "; _SECTION_END(); _SECTION_BEGIN("Yancedolly Bands"); CY2 =80/2;// Param("Medium Cycle Length?" ,80, 1 ,1000 ,1 )/2; M2 = 1;// Param("Medium Cycle Multiplyer?" ,3, 0.01 ,10 ,1 ); UpY=EMA(C, CY2)+M2*ATR(CY2); MdY=EMA(C, CY2); DnY=EMA(C, CY2)-M2*ATR(CY2); UpperBand4 =EMA( C, CY2) + ( 6.8540 * ATR(CY2)); UpperBand3 =EMA( C, CY2) + ( 4.2360 * ATR(CY2)); UpperBand2=EMA( C, CY2) + ( 2.6180 * ATR(CY2)); UpperBand1=EMA( C, CY2) + ( 1.6180 * ATR(CY2)); MidPoint=EMA(C, CY2); LowerBand1=EMA( C, CY2) - ( 1.6180 * ATR(CY2)); LowerBand2=EMA( C, CY2) - ( 2.6180 * ATR(CY2)); LowerBand3=EMA( C, CY2) - ( 4.2360 * ATR(CY2)); LowerBand4=EMA( C, CY2) - ( 6.8540 * ATR(CY2)); Plot(UpperBand4,"",colorDarkTeal,1); Plot(UpperBand3,"",colorDarkGrey,1); Plot(UpperBand2,"",colorDarkRed,1); Plot(UpperBand1,"",colorViolet,1); Plot(MidPoint,"",colorDarkGreen,4); Plot(LowerBand1,"",colorViolet,1); Plot(LowerBand2,"",colorDarkRed,1); Plot(LowerBand3,"",colorDarkGrey,1); Plot(LowerBand4,"",colorDarkTeal,1); //============================================== //Type 22 --> Peak --> Modified 20131227 //============================================== SupResA = 20;//Param("Sup-Res A Period",20,0,100,1); SupResB = 25;//Param("Sup-Res B Period",25,0,100,1); BuyOffSet = SupResA;//Optimize("BuyOffSet",18,15,20,1); SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2); RegLength = 5;//Optimize("RegLength",5, 2,11,2); BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1); SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2); ATRMultiplier = 0.5;//Optimize("ATRMultiplier",1,0.7,1.25,.05); SuppA = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */ RessB = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset); /* GREEN */ nn=SupResB; mmm=100; TYP=(High + Low + 2*Close)/4; CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14)); CCCI=EMA(CI,5)+mmm; Hh=HHV(H,nn); Ll=LLV(L,nn); MM=(Hh+Ll)/2; CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5); Buy_shr2 = Cross(H,Ref(Hh,-1)); Sell_shr2 = Cross (Ref(Ll,-1),L); Buy_shr2 =ExRem(Buy_shr2 ,Sell_shr2 );Sell_shr2 =ExRem(Sell_shr2 ,Buy_shr2 ); //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Down5BarFractal = Ref(L,-3) > L AND Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal = IIf(Down ,1,0); Sell_Fractal = IIf(Up,1,0) ; //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H; Down5BarFractal = Ref(L,-3) > L AND Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) >= L;// AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal2 = IIf(Down ,1,0); Sell_Fractal2 = IIf(Up,1,0) ; //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) <= H;// AND Ref(H,2) < H; Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal3 = IIf(Down ,1,0); Sell_Fractal3 = IIf(Up,1,0) ; nbar =2;// Param("nbar",3,1,5,1); PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) < H; //PHigh = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H; PHighPrice0 = ValueWhen(PHigh,H); PHighPrice1 = IIf(PHighPrice0 AND BarsSince(PHigh) > nbar,PHighPrice0,Null); PHighPrice2 = IIf(PHighPrice0 AND BarsSince(PHigh) <= nbar,PHighPrice0,Null); PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) > L; //PLow = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L; PLowPrice0 = ValueWhen(PLow,L); PLowPrice1 = IIf(PLowPrice0 AND BarsSince(Plow) > nbar,PLowPrice0,Null); PLowPrice2 = IIf(PLowPrice0 AND BarsSince(Plow) <= nbar,PLowPrice0,Null); Buy_peak=H>PHighPrice0; Sell_peak=L<PLowPrice0; Buy_peak=ExRem(Buy_peak,Sell_peak); Sell_peak=ExRem(Sell_peak,Buy_peak); Buy_shr2=Buy_peak; Sell_shr2=Sell_peak; BuyDT= //(Buy_Fractal AND C<LowerBand1 AND C>LowerBand2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR Buy_shr2 // OR (C<LowerBand2 AND IIf(Upper_x,1,0)==0 AND IIf(Flip( Buy_LowerBand2, Sell_LowerBand2),1,0)==0); OR (Buy_Fractal3 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) //OR (Buy_Fractal3 AND C<UpperBand3 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) OR (Buy_Fractal2 AND C<LowerBand1 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR (Buy_Fractal AND IsEmpty(LowerBand2)==1 );//OR (Buy_fractal AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1); SellDT=(Sell_Fractal2 AND C<Lowerband2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR (Sell_Fractal2 AND C>midpoint AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand2,C)) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand3,C)) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand4,C)) OR (IIf(Ref(Flip( Buy_shr2, Sell_shr2),-1),1,0)==1 AND Sell_shr2) OR (Sell_Fractal2 AND C<UpperBand2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) OR (Sell_Fractal2 AND C>UpperBand3); //============================================== // END //============================================== BuyDT=ExRem(BuyDT,SellDT);SellDT=ExRem(SellDT,BuyDT); //PlotShapes( BuyDT* shapeHollowUpTriangle, colorDarkRed,0, L, -18); //PlotShapes( SellDT* shapeHollowDownTriangle, colorDarkRed,0, H, -18); Buy=BuyDT; Sell=SellDT; Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy); //============================================== //Type 30 --> Peak --> Modified 20131227 //============================================== SupResA = 20;//Param("Sup-Res A Period",20,0,100,1); SupResB = 25;//Param("Sup-Res B Period",25,0,100,1); BuyOffSet = SupResA;//Optimize("BuyOffSet",18,15,20,1); SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2); RegLength = 5;//Optimize("RegLength",5, 2,11,2); BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1); SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2); ATRMultiplier = 0.5;//Optimize("ATRMultiplier",1,0.7,1.25,.05); SuppA = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */ RessB = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset); /* GREEN */ nn=SupResB; mmm=100; TYP=(High + Low + 2*Close)/4; CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14)); CCCI=EMA(CI,5)+mmm; Hh=HHV(H,nn); Ll=LLV(L,nn); MM=(Hh+Ll)/2; CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5); Buy_shr2 = Cross(H,Ref(Hh,-1)); Sell_shr2 = Cross (Ref(Ll,-1),L); Buy_shr2 =ExRem(Buy_shr2 ,Sell_shr2 );Sell_shr2 =ExRem(Sell_shr2 ,Buy_shr2 ); //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Down5BarFractal = Ref(L,-3) > L AND Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal = IIf(Down ,1,0); Sell_Fractal = IIf(Up,1,0) ; //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H; Down5BarFractal = Ref(L,-3) > L AND Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) >= L AND Ref(L,2) > L;// AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal2 = IIf(Down ,1,0); Sell_Fractal2 = IIf(Up,1,0) ; //Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H;// AND Ref(H,2) < H; Up5BarFractal = Ref(H,-3) < H AND Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) <= H;// AND Ref(H,2) < H; Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L; //Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L;// AND Ref(L,2) > L; Up = (Up5BarFractal ); Down = (Down5BarFractal); Buy_Fractal3 = IIf(Down ,1,0); Sell_Fractal3 = IIf(Up,1,0) ; nbar =2;// Param("nbar",3,1,5,1); PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) < H; //PHigh = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H; PHighPrice0 = ValueWhen(PHigh,H); PHighPrice1 = IIf(PHighPrice0 AND BarsSince(PHigh) > nbar,PHighPrice0,Null); PHighPrice2 = IIf(PHighPrice0 AND BarsSince(PHigh) <= nbar,PHighPrice0,Null); PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) > L; //PLow = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L; PLowPrice0 = ValueWhen(PLow,L); PLowPrice1 = IIf(PLowPrice0 AND BarsSince(Plow) > nbar,PLowPrice0,Null); PLowPrice2 = IIf(PLowPrice0 AND BarsSince(Plow) <= nbar,PLowPrice0,Null); Buy_peak=H>PHighPrice0; Sell_peak=L<PLowPrice0; Buy_peak=ExRem(Buy_peak,Sell_peak); Sell_peak=ExRem(Sell_peak,Buy_peak); Buy_shr2=Buy_peak; Sell_shr2=Sell_peak; Buy_fract1= //(Buy_Fractal AND C<LowerBand1 AND C>LowerBand2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR Buy_shr2 // OR (C<LowerBand2 AND IIf(Upper_x,1,0)==0 AND IIf(Flip( Buy_LowerBand2, Sell_LowerBand2),1,0)==0); OR (Buy_Fractal3 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) //OR (Buy_Fractal3 AND C<UpperBand3 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) OR (Buy_Fractal2 AND C<LowerBand1 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR (Buy_Fractal AND IsEmpty(LowerBand2)==1 );//OR (Buy_fractal AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1); Sell_fract1=(Sell_Fractal2 AND C<Lowerband2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR (Sell_Fractal2 AND C>=Lowerband2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand2,C)) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand3,C)) OR(IIf(Flip( Buy_shr2, Sell_shr2),1,0)==0 AND Cross(UpperBand4,C)) OR (IIf(Ref(Flip( Buy_shr2, Sell_shr2),-1),1,0)==1 AND Sell_shr2) OR (Sell_Fractal2 AND C<UpperBand2 AND IIf(Flip( Buy_shr2, Sell_shr2),1,0)==1) OR (Sell_Fractal2 AND C>UpperBand3); //============================================== // END //============================================== Buy_fract1=ExRem(Buy_fract1,Sell_fract1);Sell_fract1=ExRem(Sell_fract1,Buy_fract1); if (NOT ParamToggle("Smooth CCI Switch","On,Off")) { PlotShapes( BuyDT* shapeHollowUpTriangle, 11,0, L, -18); PlotShapes( SellDT* shapeHollowDownTriangle, 11,0, H, -18); PlotShapes( Buy_fract1 * shapeHollowSmallCircle, colorBlue,0, L, -30); PlotShapes( Sell_fract1 * shapeHollowSmallCircle, colorBlue,0, H, 30); } PlotShapes( Buy_peak * shapeHollowUpTriangle, colorDarkYellow,0, L, -22); PlotShapes( Sell_peak * shapeHollowDownTriangle, colorDarkYellow,0, H, -22); _SECTION_END(); _SECTION_BEGIN("Peak & Valley"); // E.M.Pottasch 09/06/10 //nbar =Param("nbar",3,1,5,1); nbar =2;// Param("nbar",3,1,5,1); PHigh = H > Ref(HHV(H,nbar),-1) AND Ref(HHV(H,nbar),nbar) < H; PHighPrice0 = ValueWhen(PHigh,H); PHighPrice1 = IIf(PHighPrice0 AND BarsSince(PHigh) > nbar,PHighPrice0,Null); PHighPrice2 = IIf(PHighPrice0 AND BarsSince(PHigh) <= nbar,PHighPrice0,Null); PLow = L < Ref(LLV(L,nbar),-1) AND Ref(LLV(L,nbar),nbar) > L; PLowPrice0 = ValueWhen(PLow,L); PLowPrice1 = IIf(PLowPrice0 AND BarsSince(Plow) > nbar,PLowPrice0,Null); PLowPrice2 = IIf(PLowPrice0 AND BarsSince(Plow) <= nbar,PLowPrice0,Null); //GraphXSpace = 5; //SetChartOptions(0, chartShowDates); //Plot(C,"\nLast",colorWhite,styleCandle); //Plot(PHighPrice1,"\nPHighPrice",colorOrange,styleThick); //Plot(PHighPrice2,"",colorOrange,styleDots | styleNoLine); //Plot(PLowPrice1,"\nPLowPrice",colorBrightGreen,styleThick); //Plot(PLowPrice2,"",colorBrightGreen,styleDots | styleNoLine); Buy_peak=H>PHighPrice0; Sell_peak=L<PLowPrice0; Buy_peak=ExRem(Buy_peak,Sell_peak); Sell_peak=ExRem(Sell_peak,Buy_peak); //Plot( Flip( Buy, Sell ), "Trade", colorDarkGreen, styleArea | styleOwnScale, 0, 1 ); //PlotShapes(IIf(Buy , shapeSmallUpTriangle, shapeNone) ,colorGreen, 0,L,-30); //PlotShapes(IIf( Sell, shapeSmallDownTriangle, shapeNone) ,colorOrange, 0,H,-25); _SECTION_END(); _SECTION_BEGIN("SHR"); SupResA = 20;//Param("Sup-Res A Period",20,0,100,1); SupResB = 25;//Param("Sup-Res B Period",25,0,100,1); BuyOffSet = SupResA;//Optimize("BuyOffSet",18,15,20,1); SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2); RegLength = 5;//Optimize("RegLength",5, 2,11,2); BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1); SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2); ATRMultiplier = 0.5;//Optimize("ATRMultiplier",1,0.7,1.25,.05); SuppA = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */ RessB = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset); /* GREEN */ nn=SupResB; mmm=100; TYP=(High + Low + 2*Close)/4; CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14)); CCCI=EMA(CI,5)+mmm; Hh=HHV(H,nn); Ll=LLV(L,nn); MM=(Hh+Ll)/2; CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5); Buy_shr2 = Cross(H,Ref(Hh,-1)); Sell_shr2 = Cross (Ref(Ll,-1),L); Buy_shr2 =ExRem(Buy_shr2 ,Sell_shr2 );Sell_shr2 =ExRem(Sell_shr2 ,Buy_shr2 ); /*if (NOT ParamToggle("SHR_PEAK Line ","On,Off")) { if (NOT ParamToggle("SHR_PEAK Type ","On,Off")) { Plot(Hh,"PHighPrice",colorOrange,styleDashed=32); Plot(Ll,"PLowPrice",colorBrightGreen,styleDashed=32); //Peak_valley_color=ColorRGB(0,0,23); //Plot( Flip( Buy_shr2 , Sell_shr2 ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } else { Plot(PHighPrice0,"PHighPrice",colorOrange,styleDashed=32); Plot(PLowPrice0 ,"PLowPrice",colorBrightGreen,styleDashed=32); //Peak_valley_color=ColorRGB(0,0,23); //Plot( Flip( Buy_peak, Sell_peak ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } } */ if (NOT ParamToggle("SHR_PEAK Color ","On,Off")) { if (NOT ParamToggle("SHR_PEAK Color Type ","On,Off")) { Peak_valley_color=ColorRGB(0,0,23); Plot( Flip( Buy_shr2 , Sell_shr2 ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } else { Peak_valley_color=ColorRGB(0,0,23); Plot( Flip( Buy_peak, Sell_peak ), "", Peak_valley_color, styleArea | styleOwnScale, 0, 1 ); } } _SECTION_END();
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