Pivot Breakout Scanner for Amibroker (AFL)

_SECTION_BEGIN("PivotBreakOut-Scanner");

xH = Ref(H,-1);
xO = Ref(O,-1);
xC = Ref(C,-1);
xL = Ref(L,-1);

VolMin=1000000;

Pv = (xH + xL + xC) / 3;
R1 = (Pv * 2) - xL;
S1 = (Pv * 2) - xH;
R2 = Pv + (R1 - S1); 
S2 = Pv - (R1 - S1); R3 = xH + 2*(Pv - xL);
S3 = xL - 2*(xH - Pv);

Filter = Buy = (((Open < S3) AND (Close> S3) AND (Volume >VolMin)) OR
                    ((Open < S2) AND (Close> S2) AND (Volume >VolMin)) OR
                    ((Open < S1) AND (Close> S1) AND (Volume >VolMin)) OR
                    ((Open < Pv) AND (Close> Pv) AND (Volume >VolMin)) OR
                    ((Open < R1) AND (Close> R1) AND (Volume >VolMin)) OR
                    ((Open < R2) AND (Close> R2) AND (Volume >VolMin))) AND
                   (Low == Open) ;

AddColumn( Close, "Close" );
AddColumn( Pv, "Pivot" );
AddColumn( Open, "Open" );

AddColumn( (Close-Open)/Open*100, "OC-R" );
AddColumn( (High-Low)/Low*100, "HL-R" );
AddColumn( (Close-Open)/(High-Low)*100, "CS-R" );

AddColumn( Volume*Close, "Value" );
AddColumn( Volume, "Volume" );



_SECTION_END();