// CHANDELIER EXIT

//LISTING 1
Version(5.20); // requires v5.20  
SetBarsRequired(sbrAll);  
 
// get start date  
//Start = Cross( DateNum(), ParamDate("Start date", "2000-01-04" ) ); 
Start = Cross(MACD(),Signal()) ;  
Started = Flip( Start, 0 );  
 
//StopMode = ParamList("Stop Mode", "Fixed|Chandelier|Modified ATR" ); 
//StopMode = ParamList("Stop Mode", "Chandelier|Modified ATR|Fixed" ); 
StopMode = ParamList("Stop Mode", "Chandelier" );    
//StopLevel = Param("FixedPerc %", 3, 0.1, 50, 0.1)/100;  
//StopATRFactor = Param("ATRmultiple", 2, 0.5, 10, 0.1 ); 
  
StopATRPeriod = Param("ATRperiod", 5, 3, 50 ); 
//StopATRFactorRes = Param("kATRres", 3, 0.1, 10, 0.1 ); 
//StopATRFactorSup = Param("kATRsup", 3, 0.1, 10, 0.1 ); 
LkBkPer= Param ("LkBkPer",10,1,20,1);
 
// calculate support and resistance levels  
if( StopMode == "Fixed" ) // fixed percent trailing stop  
{  
 sup = C * ( 1 - stoplevel );  
 res = C * ( 1 + stoplevel );  
}  
else // Chandelier ATR-based stop  
if( StopMode == "Chandelier" )  
{ 
 //sup = C - StopATRFactor * ATR( StopATRPeriod ); //ORIGINAL 
 //res = C + StopATRFactor * ATR( StopATRPeriod ); //ORIGINAL 
 
 //sup = C - StopATRFactorSup * ATR( StopATRPeriod );  
 //res = C + StopATRFactorRes * ATR( StopATRPeriod );  
 
//Chandelier Exit (long) = 22-day High - ATR(22) x 3 ; //TEORIA CHUCK LEBEAU
//Chandelier Exit (short) = 22-day Low + ATR(22) x 3 ; //TEORIA CHUCK LEBEAU

//MSupp= (LLV(HHV(H,ATRper)-ATR(ATRper),LkBkPer)) ; //STIL METASTOCK
//MRes= (HHV(LLV(L,ATRper)+ATR(ATRper),LkBkPer)) ; //STIL METASTOCK

sup= (LLV(HHV(H,StopATRPeriod)-ATR(StopATRPeriod),LkBkPer)) ; //STIL METASTOCK
res= (HHV(LLV(L,StopATRPeriod)+ATR(StopATRPeriod),LkBkPer)) ; //STIL METASTOCK

 }  
else  
{  
 HL = H - L;  
 MAHL =  1.5 * MA( HL, StopATRPeriod );  
 HiLo = IIf( HL < MAHL, HL, MAHL );  
 H1 = Ref( H, -1 );  
 L1 = Ref( L, -1 );  
 C1 = Ref( C, -1 );  
 Href = IIf( L <= H1, H - C1, ( H - C1 ) - ( L - H1 ) / 2 );  
 Lref = IIf( H >= L1, C1 - L, ( C1 - L ) - ( L1 - H ) / 2 );  
 
 diff1 = Max( HiLo, HRef );  
 diff2 = Max( diff1, LRef );  
 
 ATRmod = Wilders( diff2, StopATRPeriod );  
    
 sup = C - StopATRFactor * ATRmod ;  
 res = C + StopATRFactor * ATRmod ;  
}  
 
// calculate trailing stop line  
CHtrailARRAY = Null;  
CHtrailstop = 0;  
for( i = 1; i < BarCount; i++ )  
{  
 if( Started[ i ] == 0 ) continue;  
 
 if( C[ i ] > CHtrailstop AND C[ i - 1 ] > CHtrailstop )  
   CHtrailstop = Max( CHtrailstop, sup[ i ] );  
 else  
 if( C[ i ] < CHtrailstop AND C[ i - 1 ] < CHtrailstop )  
    CHtrailstop = Min( CHtrailstop, res[ i ] );  
 else  
   CHtrailstop = IIf( C[ i ] > CHtrailstop, sup[ i ], res[ i ] );        
 
 CHtrailARRAY[ i ] = CHtrailstop;  
} 

 CHtrailcol= IIf(C>=CHtrailARRAY,colorBlue,colorRed) ;
 Plot( CHtrailARRAY,"\nChandelierMY", CHtrailcol, styleLine+styleThick ); 
 
// generate buy/sell signals based on crossover with trail stop line 
/* 
Buy = C>CHtrailArray ;  
Sell = CHtrailArray>C ; 
Buy= ExRem(Buy,Sell) ;
Sell= ExRem(Sell,Buy) ;
 
PlotShapes(Buy*shapeUpArrow,colorBlue,0,trailarray);  
PlotShapes(Sell*shapeDownArrow,colorRed,0,trailarray);  */
 
//Plot( Close,"Price",colorBlack,styleBar);

//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX HEIKIN ASHI EXACT FORMULA DERZI BEGIN DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD

_SECTION_BEGIN("HA Looping ( no AMA() )");
SetChartOptions(0,chartShowArrows|chartShowDates);
///////////////////////////////////////////////////////////
//
// Heikin Ashi - Calculated Properly with no use of AMA
//
// JF Derzi, December 2012
//
//

HaClose[0] = (Open[0]+High[0]+Low[0]+Close[0]) / 4;
HaOpen[0]  = (HaClose[0] + Open[0]) / 2;
HaHigh[0]  = Max( High[0], Max( HaClose[0], HaOpen[0] ) );
HaLow[0]   = Min( Low[0], Min( HaClose[0], HaOpen[0] ) );

for (i=1; i<BarCount; i++)
	{
	HaClose[i] = (Open[i]+High[i]+Low[i]+Close[i]) / 4;
	Haopen[i]  = (HaClose[i-1] + HaOpen[i-1]) / 2; // Here is the problem when using Arrays: Haopen always uses its own previous value
	HaHigh[i]  = Max( High[i], Max( HaClose[i], HaOpen[i] ) );
	Halow[i]   = Min( Low[i], Min( HaClose[i], HaOpen[i] ) );
}

//PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "HA", colorBlack, styleCandle );

barcolorha = IIf(HaClose>=HaOpen,colorGreen,colorRed);
SetBarFillColor(IIf(HaClose>=HaOpen,colorBrightGreen,colorOrange));
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "\nHeikinAshiDerzi", barcolorha, styleCandle );

//Title = Name()+" "+Date()+" Heikin Ashi -- HaOpen:"+NumToStr(HaOpen,1.2,True)+" / HaHigh:"+NumToStr(HaHigh,1.2,True)+
//        " / HaLow:"+NumToStr(Halow,1.2,True)+" HaClose:"+NumToStr(Haclose,1.2, True);

_SECTION_END();

HAup= HaClose>=HaOpen ;
haDelta= HaClose-HaOpen ;
MA3haDelta= MA(haDelta,3) ;
haDeltaUpMA3= Hadelta>MA(Hadelta,3) ;
MyHAup= (Hadelta>MA(Hadelta,3) OR MA(Hadelta,3)>0) ;
haDeltaUp0= haDelta>0 ;

//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX HEIKIN ASHI EXACT FORMULA DERZI END DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD

//PRICE

_SECTION_BEGIN("Price");
//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 )) ));
//Plot( C, "", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

//barcolorc= IIf(C>O AND C>Ref(C,-1), colorBlue,
//           IIf(C<O AND C<Ref(C,-1), colorRed, colorTan)); //MODEL MODEL MODEL 3 CULORI
//SetBarFillColor( IIf(C>O AND C>Ref(C,-1), colorBrightGreen,
//                 IIf(C<O AND C<Ref(C,-1), colorOrange, colorTan))); //MODEL MODEL MODEL 3 CULORI
//Plot( C, "", barcolorc, styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
//Plot( C, "", barcolorc, styleBar+styleThick );
_SECTION_END(); 
//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
 
//SetBarFillColor( colorYellow );  
//Plot( trailARRAY,"trailing stop level", colorRed, styleLine ); 
//Plot( trailARRAY,"trailing stop level", colorRed, 8+16 ); 
//trailcol= IIf(C>=trailARRAY,colorBlue,colorRed) ;
//Plot( trailARRAY,"\nTSL", colorBlue, styleLine+styleThick ); 
//Plot( trailARRAY,"\nTSL", trailcol, styleLine+styleThick ); 
//Plot( trailARRAY,"\nChandelier", trailcol, 8+16 ); 
//Plot( trailARRAY,"\nChandelierHHV(C)&LLV(C)", trailcol, styleLine+styleThick ); 

//Buy = C>trailArray ;  
//Sell = trailArray>C ; 
//Buy= ExRem(Buy,Sell) ;
//Sell= ExRem(Sell,Buy) ;
 
//PlotShapes(Buy*shapeUpArrow,colorBlue,0,trailarray);  
//PlotShapes(Sell*shapeDownArrow,colorRed,0,trailarray);

CpCh= C>CHtrailArray ;  
VdCh= C<CHtrailArray ; 
//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

//TRENDING RIBBON

// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX 
// are both trending down.
_SECTION_BEGIN("trending ribbon");
uptrend= (PDI()>MDI() AND MACD()>Signal()) ;
downtrend=MDI()>PDI() AND Signal()>MACD();
Plot( 3, /* defines the height of the ribbon in percent of pane width */"",
    IIf(uptrend ,colorBrightGreen,IIf(downtrend ,colorRed,colorTan)),styleOwnScale|styleArea|styleNoLabel,-0.5,100 );
_SECTION_END();
//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

//GRAPHIC MODIFIED BULL&BEAR VOLUME CHYNTHIA

_SECTION_BEGIN("BullBearVolume");
 
C1 = Ref(C, -1);
uc = C > C1; dc = C <= C1;
ud = C > O; dd = C <= O;
 
green = 1; blue = 2; yellow = 3; red = 4; white = 5;

VType = IIf(ud,             
            IIf(uc, green, yellow),
         IIf(dd, 
            IIf(dc, red, blue), white));
 
 
gv = IIf(VType == green, V, 0); 
yv = IIf(VType == yellow, V, 0); 
rv = IIf(VType == red, V, 0); 
bv = IIf(VType == blue, V, 0); 
 
uv = gv + bv; uv1 = Ref(uv, -1); /* up volume */
dv = rv + yv; dv1 = Ref(dv, -1); /* down volume */
 
/* create moving average period parameters */
VolPer = Param("Adjust Vol. MA per.", 21, 1, 255, 1);
ConvPer = Param("Adjust Conv. MA per.", 7, 1, 255, 1);
 
/* create triple exponential moving avearges of separate up and down volume moving averages */
MAuv = TEMA(uv, VolPer ); mauv1 = Ref(mauv, -1);
MAdv = TEMA(dv, VolPer ); madv1 = Ref(madv, -1);
MAtv = TEMA(V, VolPer );//total volume
 
/* Switch for Horizontal lines indicating current level of positive and negative volume
    for ease in comparing to past highs/lows - toggle via parmameter window */
OscillatorOnly = Param("ShowOscillatorOnly", 0, 0, 1, 1);
CompareBullVolume = Param("ShowBullLevel", 1, 0, 1, 1);
if(CompareBullvolume AND !OscillatorOnly){
//Plot(SelectedValue(MAuv), "", colorGreen, styleLine);
}
 
CompareBearVolume = Param("ShowBearLevel", 1, 0, 1, 1);
if(CompareBearVolume AND !OscillatorOnly){
//Plot(SelectedValue(MAdv), "", colorRed, styleLine);
}
 
/* Volume Segment Switches - toggle via parameter window */
bullvolume = Param("ShowBullVolume", 1, 0, 1, 1);
bearvolume = Param("ShowBearVolume", 1, 0, 1, 1);
totalvolume = Param("ShowTEMA(TotalVolume)", 1, 0, 1, 1);
 
/* plot volume lines and histograms if toggled on: */
bearToFront = Param("ShowBearVolinFront", 0, 0, 1, 1);
if(bearToFront AND !OscillatorOnly){
//Plot(MAdv, "", colorRed, styleNoLabel);
}
if(bullvolume AND !OscillatorOnly){
//Plot(MAuv, "AverageBullVolume", colorGreen, styleThick+styleNoLabel);
}
if(bearvolume AND !OscillatorOnly){
//Plot(MAdv, "AverageBearVolume", colorRed, styleThick+styleNoLabel);
}
if(bearvolume AND !OscillatorOnly){
//Plot(MAdv, "", colorOrange, styleNoLabel);
//PlotOHLC( 0 , MAdv , 0 , MAdv , "", colorOrange, styleCloud | styleNoRescale|styleNoLabel);

}
if(bullvolume AND !OscillatorOnly){
//Plot(MAuv, "", colorLime, styleNoLabel);
//PlotOHLC( 0 , MAuv , O ,MAuv , "", colorLime, styleCloud | styleNoRescale|styleNoLabel);

}
if(totalVolume AND !OscillatorOnly){
//Plot(MAtv, "TEMA(TotalVolume)", colorLightBlue );
//PlotOHLC( 0 , MAtv , 0 , MAtv , "", colorLightBlue, styleCloud | styleNoRescale|styleNoLabel);
 
}

/*
Buy=Cross(MAuv,MAdv);
Sell=Cross(MAdv,MAuv);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone) ,colorBlue);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);
Filter=Buy OR Sell;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);
*/

//AddColumn(Close,"Close");AddColumn(Volume,"Total Volume");AddColumn(Buy,"Buy"); AddColumn(Sell,"sell"); 
 
/* better visibility of zero line: */
//Plot(0, "", colorViolet, 1);
 
/* Rise/Fall Convergence variables:  */
Converge = (TEMA(MAuv - MAdv, ConvPer));
Converge1 = Ref(Converge, -1);
ConvergeUp = Converge > Converge1;
ConvergeOver = Converge > 0;
rising = ConvergeUp AND ConvergeOver;
falling = !ConvergeUp AND ConvergeOver;
 
/* Rise/Fall Convergence Oscillator Switch  - toggle via parameter window - (provides a better view
      of resulting combination of battling bull/bear volume forces) */
convergenceOscillator = Param("Show Oscillator", 0, 0, 1, 1);
if(convergenceOscillator OR OscillatorOnly){
//Plot(Converge, "AmimalsWar", colorBrown, 1|styleLeftAxisScale|styleNoLabel|styleThick);
//Plot(0,"", colorViolet, 1|styleLeftAxisScale|styleNoLabel);
}
 
/********************************************************
 Convergence Rise/Fall Shadows: 
 
 (provides a more easily visible display of rising and falling  bull/bear volume convergence) - toggle via parameter window 
 
-posiitive Volume exceeding negative Volume: Light shadow
-negative volume exceeding positive volume: dark shadow
-if you use standard gray background - best shadows are:
-my greys: 14 = (216, 216, 216); 15 = (168, 168, 168));
-best substitute? using AB color constants?
-light: colorpalegreen; dark: colorRose;? 
-(depends on your color scheme - customize to your tastes)
**********************************************************/
 
/* uncomment if you use my custom color greys: */
riseFallColor = IIf(rising, colorLime,colorOrange); //my custom shadow greys
 
/* comment out if you use my custom color gray shadows: */
/* riseFallColor = IIf(rising, colorPaleGreen,colorRose); */
 
/* Rise/Fall Convergence Plot Switch - toggle via parameter window */
riseFallShadows = Param("ShowRiseFallShadows", 0, 0, 1, 1);
if(riseFallShadows){
//Plot(IIf(rising OR falling, 1, 0), "", riseFallColor, styleArea|styleOwnScale|styleNoLabel);
}
GraphXSpace = 0.5;
_SECTION_END();

/*
_SECTION_BEGIN("Background");
	SetChartBkColor(ParamColor("Outer panel",colorBlack)); // color of outer border 
	SetChartBkGradientFill( ParamColor("Inner panel upper",colorBlack),ParamColor("Inner panel lower",colorBlack));
	tchoice=Param("Title Selection ",2,1,2,1);
_SECTION_END();
*/

CpBullV= MAuv>MAdv ;
//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

//FORMULE

stochup= StochK()>StochD() ;
stoch80= StochK()<80 ;
MACDup= MACD()>Signal() ;
MACDup0= MACD()>0 ;
Hist= MACD()-Signal() ;
Histup= Hist>Ref(Hist,-1) ;
MFIupMA7= MFI()>MA(MFI(),7) ;
MFI30= MFI()>30 ;
MFI50= MFI()>50 ;
MFI80= MFI()<80 ;
RSIupMA7= RSI()>MA(RSI(),7) ;
RSIup50= RSI()>50 ;
Cupo= C>O ;
MA10up= MA(C,10)>=Ref(MA(C,10),-1) ;
MA20up= MA(C,20)>=Ref(MA(C,20),-1) ;
EMA50up= EMA(C,50)>=Ref(EMA(C,50),-1) ;
CupEMA50= C>EMA(C,50) ;
Cupma20= C>MA(C,20) ;
PDIupmdi= PDI()>MDI() ;
PDIup20= PDI()>20 ;
UpTrend= (MACD()>Signal() AND PDI()>MDI()) ;
CCIup0= CCI()>0 ;
CCI200= CCI()<200 ;
top2up= BBandTop(C,15,2)>=Ref(BBandTop(C,15,2),-1) ;
Cuptop1= C>BBandTop(C,20,1) ;
HAup= HaClose>=HaOpen ;
upbar = H>=Ref(H,-1) AND L>Ref(L,-1);
downbar = L<=Ref(L,-1) AND H<Ref(H,-1);
ADXup20= ADX()>20 ;
Lim= (ADX()>15 AND ADX()<45 AND CCI()<250 AND MFI()<85) ;
PriceUp= (C>O AND HaClose>=HaOpen AND Hadelta>MA(haDelta,3) ) ;
UpV= (MAuv>MAdv AND MFI()>MA(MFI(),7)) ;
DownV= (MAuv<MAdv AND MFI()<MA(MFI(),7)) ;
UpORV= (MAuv>MAdv OR MFI()>MA(MFI(),7)) ;

//xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

//PARAMTOGGLE

// This combines indicators into one timing Signal
//function ParamOptimize( description, default, minv, maxv, step )
//    { return Optimize(description, Param(description,default, minv, maxv, step ), minv, maxv, step ); }
tgl = ParamToggle("Result", "AND logic|Compare");
// switch test calculation and compare the results
if(tgl)
{
myBuy = CpCh AND haup ;
myShort = VdCh AND !haup ;
}
else
{
myBuy   = IIf( C>CHtrailArray AND HaClose>=HaOpen    ,1,0);
myShort = IIf( C<CHtrailArray AND HaClose<HaOpen    ,1,0);
} 

Buy = ExRem(myBuy, myShort);
Sell = ExRem(myShort, myBuy);

//PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,haLow,Offset=-10);
//PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,haHigh,Offset=-10);

//PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,trailArray);
//PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,trailArray);

//PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,Low,Offset=-10);
//PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,High,Offset=-10);

StrongBuy = Buy AND Cross(MACD(),Signal()) AND stochup AND priceup AND mfiupma7 OR
            Buy AND Cross(C,CHtrailArray) AND macdup AND stochup AND priceup AND mfiupma7 ;
MediumBuy = Buy AND macdup AND stochup AND priceup AND uporv ;
WeakBuy = Buy ;

StrongSell = Sell AND Cross(Signal(),MACD()) AND !stochup OR
             Sell AND Cross(80,StochK()) AND !macdup AND !stochup OR
             Sell AND Cross(CHtrailArray,C) AND !macdup AND !stochup ;
MediumSell = Sell AND !macdup AND !stochup ;
WeakSell = Sell ; 

PlotShapes(IIf(StrongBuy,shapeUpTriangle,shapeNone),colorBlue,0,haLow,Offset=-10);
PlotShapes(IIf(MediumBuy,shapeUpArrow,shapeNone),colorBlue,0,haLow,Offset=-10);
PlotShapes(IIf(WeakBuy,shapeHollowUpArrow,shapeNone),colorBlue,0,haLow,Offset=-10);

PlotShapes(IIf(StrongSell,shapeDownTriangle,shapeNone),colorRed,0,haHigh,Offset=-10);
PlotShapes(IIf(MediumSell,shapeDownArrow,shapeNone),colorRed,0,haHigh,Offset=-10);
PlotShapes(IIf(WeakSell,shapeHollowDownArrow,shapeNone),colorRed,0,haHigh,Offset=-10); 

/*
PlotShapes(IIf(StrongBuy,shapeUpTriangle,shapeNone),colorBlue,0,Low,Offset=-10);
PlotShapes(IIf(MediumBuy,shapeUpArrow,shapeNone),colorBlue,0,Low,Offset=-10);
PlotShapes(IIf(WeakBuy,shapeHollowUpArrow,shapeNone),colorBlue,0,Low,Offset=-10);

PlotShapes(IIf(StrongSell,shapeDownTriangle,shapeNone),colorRed,0,High,Offset=-10);
PlotShapes(IIf(MediumSell,shapeDownArrow,shapeNone),colorRed,0,High,Offset=-10);
PlotShapes(IIf(WeakSell,shapeHollowDownArrow,shapeNone),colorRed,0,High,Offset=-10);