// "Convergence" Patterns, Amibroker AFL code, E.M.Pottasch, Nov 2016

GfxSetCoordsMode( 1 );
GfxSetOverlayMode( 1 );
x = BarIndex();
fvb = FirstVisibleValue( x );
lvb = LastVisibleValue( x );

perBull = Param( "Bullish ATR Period", 20, 1, 150, 1 );
perBear = Param( "Bearish ATR Period", 20, 1, 150, 1 );
multBull = Param( "Bullish ATR Multiple", 2, 1, 4, 0.05 );
multBear = Param( "Bearish ATR Multiple", 2, 1, 4, 0.05 );
trailValueClose = ParamToggle( "Trail value", "High/Low|Close", 1 );
//tfrm = in1Minute * Param( "Time Frame (min)", 5, 1, 1440 * 10, 1 ); // 1440 minutes is 1 day
tfrm = in1Minute * Interval() / 60 * Param( "Chart Time Frame Factor", 2, 1, 10, 1 ); // factor 1 uses timeframe of chart
tog2 = ParamToggle( "Show Trail", "No|Yes", 0 );
tog3 = ParamToggle( "Show Valid High/Low", "No|Yes", 0 );
tog4 = ParamToggle( "Show Labels", "No|Yes", 1 );
tog5 = ParamToggle( "Show Bullish Convergence Pattern", "No|Yes", 1 );
tog6 = ParamToggle( "Show Bearish Convergence Pattern", "No|Yes", 0 );

function ATRtrail_func()
{
    // Trail code largely from:
    // http://traders.com/Documentation/FEEDbk_docs/2009/06/TradersTips.html
    if( trailValueClose )
    {
        tvHigh = C;
        tvLow = C;
    }
    else
    {
        tvHigh = H;
        tvLow = L;
    }

    sup = tvHigh - multBull * ATR( perBull );
    res = tvLow + multBear * ATR( perBear );

    trailARRAY = Null;
    trailstop = 0;

    for( i = 1; i < BarCount; i++ )
    {
        if( C[ i ] > trailstop AND C[ i - 1 ] > trailstop )
            trailstop = Max( trailstop, sup[ i ] );
        else
            if( C[ i ] < trailstop AND C[ i - 1 ] < trailstop )
                trailstop = Min( trailstop, res[ i ] );
            else
                trailstop = IIf( C[ i ] > trailstop, sup[ i ], res[ i ] );

        trailARRAY[ i ] = trailstop;
    }

    return trailARRAY;
}

TimeFrameSet( tfrm );
trBull = multBull * ATR( perBull );
trBear = multBear * ATR( perBear );
trailArray = ATRtrail_func();
ts = IIf( trailArray > C, trailArray, Null ); // dntrend
tl = IIf( trailArray < C, trailArray, Null ); // uptrend
TimeFrameRestore();

ts = TimeFrameExpand( ts, tfrm, expandlast );
tl = TimeFrameExpand( tl, tfrm, expandlast );

lll = LLV( L, BarsSince( !IsEmpty( tl ) ) );
lll = IIf( ts, lll, Null );
trm = ts AND L == lll;

hhh = HHV( H, BarsSince( !IsEmpty( ts ) ) );
hhh = IIf( tl, hhh, Null );
pkm = tl AND H == hhh;

tr = ExRem( Reverse( trm ), Reverse( pkm ) );
pk = ExRem( Reverse( pkm ), Reverse( trm ) );

tr = Reverse( tr );
pk = Reverse( pk );

pkHigh = ValueWhen( trm, ValueWhen( pk, H, 1 ), 1 );
trLow = ValueWhen( pkm, ValueWhen( tr, L, 1 ), 1 );

for( i = 0; i < 3; i++ )
{
    VarSet( "px" + i, ValueWhen( pk, x, i ) );
    VarSet( "tx" + i, ValueWhen( tr, x, i ) );
    VarSet( "ph" + i, ValueWhen( pk, H, i ) );
    VarSet( "tl" + i, ValueWhen( tr, L, i ) );
    VarSet( "pxm" + i, ValueWhen( pkm, x, i ) );
    VarSet( "txm" + i, ValueWhen( trm, x, i ) );
    VarSet( "phm" + i, ValueWhen( pkm, H, i ) );
    VarSet( "tlm" + i, ValueWhen( trm, L, i ) );
}

ll = tr AND tl1 < tl2;
hl = tr AND tl1 > tl2;
hh = pk AND ph1 > ph2;
lh = pk AND ph1 < ph2;
dt = pk AND ph1 == ph2;
db = tr AND tl1 == tl2;

ll_h = IIf( ll, 1, 0 );
hl_h = IIf( hl, 2, 0 );
hh_h = IIf( hh, 3, 0 );
lh_h = IIf( lh, 4, 0 );
dt_h = IIf( dt, 5, 0 );
db_h = IIf( db, 6, 0 );

combi = ll_h + hl_h + lh_h + hh_h;

t0 = ValueWhen( combi, combi, 0 );
t1 = ValueWhen( combi, combi, 1 );
t2 = ValueWhen( combi, combi, 2 );
t3 = ValueWhen( combi, combi, 3 );
t4 = ValueWhen( combi, combi, 4 );

BuConv = tr AND t1 == 2 AND t2 == 4;
Buy = ( pkm AND t1 == 2 AND t2 == 4 )
      OR( pk AND t2 == 2 AND t3 == 4 );
BuyPrice = C;
Sell = trm;
SellPrice = C;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

BeConv = pk AND t1 == 4 AND t2 == 2;
Short = ( trm AND t1 == 4 AND t2 == 2 )
        OR( tr AND t2 == 4 AND t3 == 2 );
ShortPrice = C;
Cover = pkm;
CoverPrice = C;
Short = ExRem( Short, Cover );
Cover = ExRem( Cover, Short );

GraphXSpace = 5;
SetChartBkColor( colorBlack );
SetChartOptions( 1, chartShowDates, chartGridMiddle, 0, 0, 0 );
SetBarFillColor( IIf( C > O, ColorRGB( 0, 75, 0 ), IIf( C <= O, ColorRGB( 75, 0, 0 ), colorLightGrey ) ) );
Plot( C, "", IIf( C > O, ColorRGB( 0, 255, 0 ), IIf( C <= O, ColorRGB( 255, 0, 0 ), colorLightGrey ) ), 64, Null, Null, 0, 0, 1 );

if( tog2 )
{
    Plot( ts, "", colorRed, styleStaircase | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( lll, "", colorRed, styleDashed | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( tl, "", colorGreen, styleStaircase | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( hhh, "", colorGreen, styleDashed | styleNoRescale, Null, Null, 0, 0, 1 );
}

if( tog3 )
{
    Plot( pkHigh, "", colorBlue, styleLine | styleNoRescale, Null, Null, 0, 0, 1 );
    Plot( trLow, "", colorRed, styleLine | styleNoRescale, Null, Null, 0, 0, 1 );
}

PlotShapes( shapeSmallCircle*trm, ColorRGB( 0, 30, 0 ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pkm, ColorRGB( 50, 0, 0 ), 0, H, 10 );
PlotShapes( shapeSmallCircle*tr, IIf( ValueWhen( trm, x, 1 ) < ValueWhen( pkm, x, 0 ), ColorRGB( 0, 255, 0 ), ColorRGB( 255, 255, 255 ) ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pk, IIf( ValueWhen( pkm, x, 1 ) < ValueWhen( trm, x, 0 ), ColorRGB( 255, 0, 0 ), ColorRGB( 255, 255, 255 ) ), 0, H, 10 );

function drawPivotLabels()
{
    sz = 5;

    for( i = lvb; i > fvb; i-- )
    {
        {
            if( ll[i] ) PlotTextSetFont( "LL", "Arial Black", sz, i, L[i], colorGreen, colorDefault, -25 );

            if( hl[i] ) PlotTextSetFont( "HL", "Arial Black", sz, i, L[i], colorGreen, colorDefault, -25 );

            if( db[i] ) PlotTextSetFont( "DB", "Arial Black", sz, i, L[i], colorLightBlue, colorDefault, -25 );

            if( hh[i] ) PlotTextSetFont( "HH", "Arial Black", sz, i, H[i], colorRed, colorDefault, 20 );

            if( lh[i] ) PlotTextSetFont( "LH", "Arial Black", sz, i, H[i], colorRed, colorDefault, 20 );

            if( dt[i] ) PlotTextSetFont( "DT", "Arial Black", sz, i, H[i], colorOrange, colorDefault, 20 );
        }
    }
}
function drawBuConvergence()
{
    for( i = lvb; i > fvb; i-- )
    {
        if( BuConv[i] )
        {
            if( txm1[i] < pxm0[i] )
            {
                GfxSelectPen( ColorRGB( 0, 255, 0 ), 1 );
                GfxSelectSolidBrush( ColorRGB( 0, 10, 0 ) );
            }
            else
            {
                GfxSelectPen( ColorRGB( 0, 60, 0 ), 1 );
                GfxSelectSolidBrush( ColorRGB( 30, 30, 30 ) );
            }

            GfxPolygon( tx1[i], tl1[i], tx2[i], tl2[i], px2[i], ph2[i], px1[i], ph1[i], tx1[i], tl1[i] );
        }
    }
}
function drawBeConvergence()
{
    for( i = lvb; i > fvb; i-- )
    {
        if( BeConv[i] )
        {
            if( pxm1[i] < txm0[i] )
            {
                GfxSelectPen( ColorRGB( 255, 0, 0 ), 1 );
                GfxSelectSolidBrush( ColorRGB( 10, 0, 0 ) );
            }
            else
            {
                GfxSelectPen( ColorRGB( 60, 0, 0 ), 1 );
                GfxSelectSolidBrush( ColorRGB( 30, 30, 30 ) );
            }

            GfxPolygon( tx1[i], tl1[i], tx2[i], tl2[i], px2[i], ph2[i], px1[i], ph1[i], tx1[i], tl1[i] );
        }
    }
}
Title = Name() +
        " | " + Now( 2 ) +
        " | " + "PIVOT TIMEFRAME: " + tfrm / 60 + " Minutes or " + tfrm / 3600 + " Hours or " + tfrm / ( 3600 * 24 ) + " Days ";

if( tog4 ) drawPivotLabels();

if( tog5 )
{
    drawBuConvergence();
    PlotShapes( IIf( Buy, shapeUpArrow, shapeNone ), colorBrightGreen, 0, L, -15 );
    PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, 0, BuyPrice, 0 );
    PlotShapes( IIf( Sell, shapeDownArrow, shapeNone ), colorRed, 0, H, -15 );
    PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorWhite, 0, SellPrice, 0 );
}

if( tog6 )
{
    drawBeConvergence();
    PlotShapes( IIf( Short, shapeSmallDownTriangle, shapeNone ), colorRed, 0, H, IIf( Short AND Sell, -30, -15 ) );
    PlotShapes( IIf( Short, shapeSmallCircle, shapeNone ), colorWhite, 0, ShortPrice, 0 );
    PlotShapes( IIf( Cover, shapeSmallUpTriangle, shapeNone ), colorBrightGreen, 0, L, IIf( Cover AND Buy, -30, -15 ) );
    PlotShapes( IIf( Cover, shapeSmallCircle, shapeNone ), colorWhite, 0, CoverPrice, 0 );
}