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Andrews Pitchfork for Amibroker (AFL)
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4 / 5 (Votes 6)
Tags:
amibroker
Dear Friends,
Andrews Pitchfork.afl is innovated by some one else, but there was an Error,
So I had now removed the same Error.
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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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 | // Andrews Pitchfork V3.3//// Use Peak() & Trough() to get peaks & troughs.// This version deals with adjacent peaks and adjacent// troughs, i.e. two peaks without an intervening trough or vice-versa.// It goes backwards from the selected bar until it has a set of // peak,trough,peak or trough,peak,trough points to use for calulating// the pitchfork. When 2 or more peaks or 2 or more troughs are adjacent// it only uses the last one, i.e. the rightmost one, of the series.//// This version only uses the zigzag peak troughs after they have been// revealed by the subsequent price action. i.e. the price has to have// moved off the high/low by the zigzag pct before the peak or trough will// be used.//// This version plots the trendlines as exponential curves that plot as// straight lines on an semilog chart.//SetChartBkColor(ParamColor("bkcolor",colorLightGrey));//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////si = Param( "Zoom/In Out", 5, -30, 30, 1 );GraphXSpace = si;////////////////////////////////////////////////////////REGRESION LINEAL /////////////////////////////////////////////////////////////////////LookBack = Param( "Lookback (RegressionChannel)", 17, 2, 300 );NH = LastValue( HHVBars( High, LookBack ) ); // lookback period - can be set by the user if necessaryNL = LastValue( LLVBars( Low , LookBack ) ); // lookback period - can be set by the user if necessaryN = 0;if ( NL > NH ){ N = NL;}else{ N = NH;}Start = 1;X = Cum( Start ); // Set up the x cordinate array of the Linear Regression LineY = Close; // Set the y co-ordinate of the Linear Regression line/* Calculate the slope (bconst) and the y intercept (aconst) of the line */SUMX = LastValue( Sum( X, N ) );SUMY = LastValue( Sum( Y, N ) );SUMXY = LastValue( Sum( X * Y, N ) );SUMXSqd = LastValue( Sum( X * X, N ) );SUMSqdX = LastValue( SUMX * SUMX );bconst = ( N * SUMXY - SUMX * SUMY ) / ( N * SUMXSqd - SUMSqdX );aconst = ( SUMY - bconst * ( SUMX ) ) / N;/* Force the x value to be very negative so the graph does not apear before thelookback period */Domain = IIf ( X > LastValue( X ) - N, 1 , -1e10 );Xvar = X * Domain;/* Linear Regression Line */Yvar = aconst + bconst * Xvar;Plot( Yvar + LastValue( HHV( High - Yvar, N ) ), "Upper Channel", colorBrown, styleDots | styleNoLabel );Plot( Yvar, "Middle Channel", colorBrown, styleDots | styleNoLabel );Plot( Yvar - LastValue( HHV( Yvar - Low , N ) ), "Lower Channel", colorBrown, styleDots | styleNoLabel );numbars = SelectedValue( Cum( Status( "barvisible" ) ) );fraction = IIf( StrRight( Name(), 3 ) == "", 3.2, 3.2 );hts = Param ( "Text Shift", -50, -100, 100, 10 );PlotText( "" + WriteVal( Yvar + LastValue( HHV( High - Yvar, N ) ), fraction ), SelectedValue( BarIndex() + 13 ) - 13, SelectedValue( Yvar + LastValue( HHV( High - Yvar, N ) ) ), 2 );PlotText( "" + WriteVal( Yvar, fraction ), SelectedValue( BarIndex() + 13 ) - 13, SelectedValue( Yvar ), 2 );PlotText( "" + WriteVal( Yvar - LastValue( HHV( Yvar - Low , N ) ), fraction ), SelectedValue( BarIndex() + 13 ) - 13, SelectedValue( Yvar - LastValue( HHV( Yvar - Low , N ) ) ), 2 );//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////SetBarsRequired( 999999,999999);echng=0;bi=BarIndex();sbi=SelectedValue(bi);// Pct threshhold for peak() & trough()Zigpct=Param("Zigpct",4.6,1.0,30.0,0.1,0);// Since the Zig function only works on a single array, to get a true// High/Low peak/trough have to approximate it by an EMA choosing the // High/Low based on the direction the EMA is moving. Very occasionally// it misses the correct High/Low. To just use value, for example the close,// just change zpr=IIf(ROC(zema,1) > 0,H,L); to zpr=C;zema=EMA(C,14);zpr=IIf(ROC(zema,1) > 0,H,L);zag=Zig(zpr,zigpct);tr=Ref(zag,-1) > zag AND zag < Ref(zag,1);pk=Ref(zag,-1) < zag AND zag > Ref(zag,1);pkprice=ValueWhen(pk,zpr);trprice=ValueWhen(tr,zpr);// This bit is still valid at the right edge. If price moves far enough in 1 Day to show// a peak or trough on the last bar, the peak or trough won't go away later. The pk_id OR // tr_id (below) will appear on the same bar. Normally peaks & troughs appear in 'the past',// e.g. the high 10 days ago wasn't a peak yesterday but today it is because the price dropped// enough to make it a peak. pklast=IIf(BarsSince(pk) < BarsSince(tr),1,0);trlast=IIf(BarsSince(tr) < BarsSince(pk),1,0);// A peak or trough is defined as the price moving X pct down or up from a high OR Low.// The identification point is when the price has actually moved that far. The Peak/Trough// will appear 'in the past' on the same day as the pk_id or tr_id appears on the rightmost// bar.// Use 'OR tr/OR pk' because when the bar that reveals the pk/tr is also a pk/tr the pklast/// trlast will have flipped.// Can't use cross of H or L in the 2nd AND because the H or L may not get above OR below the// trigger price when the pk/tr occurs.// The NOT conditions eliminate same-day pk/tr pk_id/tr_id cases. i.e. when the Day's price // range was >= zpct on the pk/tr day. pk_id=((pklast OR tr) AND pkprice*(1-(zigpct*0.01)) > L ) AND NOT ( pk AND (H - L)/L >= 0.01 * zigpct);tr_id=((trlast OR pk) AND H > trprice*(1+(zigpct*0.01)) ) AND NOT ( tr AND (H - L)/L >= 0.01 * zigpct);// The pk_id/tr_id conditions can recur before the next pk or trpk_id=ExRem(pk_id,tr_id);tr_id=ExRem(tr_id,pk_id);pk_idlast=IIf(BarsSince(pk_id) < BarsSince(tr_id),1,0);tr_idlast=IIf(BarsSince(tr_id) < BarsSince(pk_id),1,0);Lookbk=IIf(pk_idlast,BarsSince(pk),BarsSince(tr));// How many bars to extend the pitchfork past the selected bar.xtsn=Param("Extension",62,1,2500,1);// Shift to move pitchfork up/down from original position one penny at time.shift=Param("Shift",0,-2000,2000,0.01);// Filter out cases when the angle of the median lines is too extreme,// The loop will continue until it finds a pitchfork whose slope falls // between +- the Angle Limit. Setting the angle limit to 90 effectively// turns it off.alimit=Param("Angle Limit",40,1,180,1);// bkgrndcolor should match your background color. It's used to mask the // parts of the pitchfork arrays outside the calculated pitchfork from view.bkgrndcolor=ParamColor("Background Color",colorWhite);pitchforkcolor=ParamColor("Pitchfork Color",colorWhite);// The peak/trough lines will be used to determine the y coordinates// of the pitchfork's 3 determining points.//pline1=Peak(H,Zigpct,1);//tline1=Trough(L,Zigpct,1);pline1=pkprice;tline1=trprice;// Identify the pivots.pzag1=pline1 != Ref(pline1,-1);tzag1=tline1 != Ref(tline1,-1);// Get the x,y coordinates of the pivots skipping adjacent// peaks and troughs. Go backwards from the current bar minus the lookback.// These will hold the x,y coordinates of the pivot points in arrays at the// sbi index.zagx1=0;zagx2=0;zagx3=0;zagy1=0;zagy2=0;zagy3=0;for ( i = sbi - Lookbk[sbi], zagfnd = 0, pzagfnd = 0, tzagfnd = 0 ; i >= 0 && zagfnd < 3; i-- ) { if ( pzag1[i] || tzag1[i] ) { if ( pzag1[i] && NOT pzagfnd ) { zagfnd=zagfnd+1; pzagfnd=1; tzagfnd=0; if ( zagfnd == 1 ) { zagx1[sbi]=i; zagy1[sbi]=pline1[i]; } else if (zagfnd == 2) { zagx2[sbi]=i; zagy2[sbi]=pline1[i]; } else if (zagfnd == 3) { zagx3[sbi]=i; zagy3[sbi]=pline1[i]; } } else if ( tzag1[i] && NOT tzagfnd ) { zagfnd=zagfnd+1; tzagfnd=1; pzagfnd=0; if ( zagfnd == 1 ) { zagx1[sbi]=i; zagy1[sbi]=tline1[i]; } else if (zagfnd == 2) { zagx2[sbi]=i; zagy2[sbi]=tline1[i]; } else if (zagfnd == 3) { zagx3[sbi]=i; zagy3[sbi]=tline1[i]; } } } if ( zagfnd == 3 ) { // Got 3 candidate peak/trough points echng=0; midx=0; midy=0; Handle=0; Top=0; Bot=0; // Determine Midpoint between the rightmost 2 pivots and the slope from the // leftmost pivot to the midpoint. Midx[sbi]=zagx2[sbi] + (zagx1[sbi]-zagx2[sbi]) / 2; Midy[sbi]=exp( log(zagy1[sbi]) - ( log(zagy1[sbi])-log(zagy2[sbi]) ) /2); echng=(log(midy[sbi])-log(zagy3[sbi]))/(midx[sbi]-zagx3[sbi]); // Apply the Angle Limit filter angle_rad = atan(echng);//radians angle_deg = 100 * angle_rad * 180/3.1416;//degrees if ( angle_deg < -alimit || angle_deg > alimit ) { // Too steep, reset the search // to begin from the 2nd pivot found if ( tzagfnd == 1 ) { // was tr,pk,tr so switch to pk,tr,pk tzagfnd = 0; pzagfnd = 1; zagfnd = 1; zagx1[sbi]=zagx2[sbi]; zagy1[sbi]=zagy2[sbi]; i = zagx1[sbi]; zagx2=0; zagx3=0; zagy2=0; zagy3=0; } else { // was pk,tr,pk so switch to tr,pk,tr tzagfnd = 1; pzagfnd = 0; zagfnd = 1; zagx1[sbi]=zagx2[sbi]; zagy1[sbi]=zagy2[sbi]; i = zagx1[sbi]; zagx2=0; zagx3=0; zagy2=0; zagy3=0; } } }}// Calculate the Pitchfork itself// Handle firstfor ( j=zagx3[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) { Handle[j]=exp(log(zagy3[sbi]) + n*echng) + shift;}// High & low median lines.if ( (exp(log(zagy2[sbi]) + (sbi-zagx2[sbi])*echng)) > (exp(log(zagy1[sbi]) + (sbi-zagx1[sbi])*echng)) ) { // Which one is top? for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) { top[j]=exp(log(zagy2[sbi]) + n*echng) + shift; } for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) { bot[j]=exp(log(zagy1[sbi]) + n*echng) + shift; }} else { for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) { bot[j]=exp(log(zagy2[sbi]) + n*echng) + shift; } for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) { top[j]=exp(log(zagy1[sbi]) + n*echng) + shift; }}Hcolor=IIf(Handle==0,bkgrndcolor,IIf(Ref(handle,-1)== 0 AND handle != 0, bkgrndcolor,pitchforkcolor));Tcolor=IIf(Top==0,bkgrndcolor,IIf(Ref(top,-1)== 0 AND top != 0, bkgrndcolor,pitchforkcolor));Bcolor=IIf(Bot==0,bkgrndcolor,IIf(Ref(bot,-1)== 0 AND bot != 0, bkgrndcolor,pitchforkcolor));Htitle=EncodeColor(pitchforkcolor) + StrFormat("\nAndrews: pct=%g lkbk=%g shft=%g alimit=%g Angle=%3.2f Handle=",Zigpct, Lookbk, shift, alimit, 100 * atan(echng) * 180/3.1416);Plot(Handle,Htitle,Hcolor,styleLine+styleThick+styleNoRescale);Plot(Bot,EncodeColor(pitchforkcolor)+"Bot=",colorGreen,styleLine+styleThick+styleNoRescale);Plot(Top,EncodeColor(pitchforkcolor)+"Top=",colorViolet,styleLine+styleThick+styleNoRescale);//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////_SECTION_BEGIN("In Daily Price");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));TimeFrameSet(inDaily);MA3 = MA(C,3);Cl = C;TimeFrameRestore();MA3=(TimeFrameExpand( MA3, inDaily));Cl=(TimeFrameExpand( Cl, inDaily));barcolor =IIf(C > O , colorPaleGreen,IIf(C < O,colorPink, colorBlack ) );PlotOHLC( IIf(Open<Close, Open, Close),High,Low, IIf(Open<Close, Close, Open), "Close", barColor, styleBar+styleThick+styleNoTitle );_SECTION_END();//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////_SECTION_BEGIN("Price, Hawamer");SetBarsRequired(sbrAll);daynum= Now(9);//day of the weekSatSun= IIf((daynum==1 OR daynum==7),1,0);dec= IIf(StrRight(Name(),3) == "", 3.2, 3.2);dec= (Param("Decimals",2,0,7,1)/10)+1;uc= ParamColor("Up Candle Fill Color",19);dc= ParamColor("Dn Candle Fill Color",24);nc= ParamColor("Neutral Fill Color",16);bc= BarCount-1;x= BarIndex();Lx= LastValue(x);sx= SelectedValue(x);//==============================SetBarFillColor(IIf(C>O,43,IIf(C<O,32,nc)));Plot(C,"",IIf(C>O,27,IIf(C<O,38,16)),64);_SECTION_END();//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////_SECTION_BEGIN( "Magnified Market Price" );//by Vidyasagar, vkunisetty@yahoo.com//FS = Param( "Font Size", 25, 11, 100, 1 );GfxSelectFont( "Times New Roman", FS, 700, True );GfxSetBkMode( colorWhite );GfxSetTextColor( ParamColor( "Color", colorWhite ) );Hor = Param( "Horizontal Position", 420, 1, 1200, 1 );Ver = Param( "Vertical Position", 100, 1, 830, 1 );GfxTextOut( "" + C, Hor , Ver );GfxTextOut( Name(), Hor, Ver-50 );GfxSetTextColor( ParamColor( "ColorY", colorWhite ) );GfxTextOut( "" + V, Hor , Ver + 45 );YC = TimeFrameGetPrice( "C", inDaily, -1 );DD = Prec( C - YC, 2 );xx = Prec( ( DD / YC ) * 100, 2 );GfxSelectFont( "Times New Roman", 20, 700, True );GfxSetBkMode( colorWhite );GfxSetTextColor( ParamColor( "Color", colorRed ) );GfxTextOut( "" + DD + " (" + xx + "%)", Hor , Ver + 90 );_SECTION_END();////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// |
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nice, thanks
thank you for your work to improve the formula, 5 star for you
Thanks Nalinbhai.