How to use KBL Paid Amibroker AFL?
KBL Paid Amibroker AFL is one of the most accurate and widely used Amibroker afl. It is very similar to heiken ashi chart. KBL Paid Amibroker AFL chases the trend till the end of the trend and gives you nice profit. This afl can be used in any timeframe. KBL Paid Amibroker AFL can be used with any lagging indicators like MACD, RSI or Stochastic to filter out false signals. |
| KBL Paid Amibroker AFL |
//www.aflcode.com _SECTION_BEGIN("HA"); tchoice=Param("Title Selection ",2,1,2,1); Q=Param("% Change",2.1,1,10,1); Z= Ref(Zig(C ,q ),-1) ; HH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(z,q,1 ) >Peak(Z,q,2))),-1); LH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(Z,q,1 ) <Peak(Z,q,2))),-1); HL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) >Trough(Z,q,2))),-1); LL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) <Trough(Z,q,2))),-1); GraphXSpace = 5; dist = 0.5*ATR(20); for( i = 0; i < BarCount; i++ ) { if( HH[i] ) PlotText( "HH", i, H[ i ]+dist[i], colorCustom12 ); if( LH[i] ) PlotText( "LH", i, H[ i ]+dist[i], colorCustom12 ); if( HL[i] ) PlotText( "HL", i, L[ i ]-dist[i], colorBlack ); if( LL[i] ) PlotText( "LL", i, L[ i ]-dist[i], colorBlack ); } //calculates floor pivots from previous days data & plots it on the present intraday chart. //RED LINE = RESISTANCE //RED DASHED LINE = MINI RESISTANCE //BLUE LINE = SUPPORT //BLUE DASHED LINE = MINI SUPPORT //YELLOW DOTTED LINE = PIVOT //RED DOTTED LINE = PREVIOUS Day High //BLUE DOTTED LINE = PREVIOUS Day Low //BLACK DOTTED LINE = PREVIOUS Day Close //2 - IN - 1 PRICE CHART Pstyle = ParamToggle("Heikin Ashi","On|Off",1); if(Pstyle==0){ HaClose = (O+H+L+C)/4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); //PlotOHLC(HaOpen,HaHigh,HaLow,HaClose,"",IIf(HaClose > HaOpen,colorGreen,colorBrown),styleCandle); //Sell = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)); //Buy = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)) ; Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); //PlotShapes( IIf( Sell, shapeDownArrow+ shapePositionAbove, shapeNone), colorCustom12 ); //Plot(EMA(HaClose,20), "", colorBlue , styleLine|styleThick ); //Plot(Wilders(H,260.6), "",colorCustom12 , styleDashed|styleThick ); //Plot(EMA(HaClose,10), "",colorTan, styleLine|styleThick ); TimeFrameSet(inHourly); Hh=HHV (L,24); Ll =LLV (H,24); TimeFrameRestore(); Hh1=(TimeFrameExpand( Hh, inHourly)); Ll1=(TimeFrameExpand( Ll, inHourly)); Plot(Hh1 , "27dayssellbelclose",colorRed, 4+8+2048); Plot(Ll1 , "27daysbuyabvclose",colorGreen, 4+8+2048); Buy=Cross(C,LL); Sell=Cross(HH,C); Filter=Buy OR Sell; _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); } Pivot = ParamToggle("Pivot", "weekly|monthly", 1); if(Pivot) { H1 = TimeFrameGetPrice("H", inMonthly, -1); // yesterdays high L1 = TimeFrameGetPrice("L", inMonthly, -1); // low C1= TimeFrameGetPrice("C", inMonthly, -1); // close } else { H1 = TimeFrameGetPrice("H", inWeekly, -1); // yesterdays high L1 = TimeFrameGetPrice("L", inWeekly, -1); // low C1= TimeFrameGetPrice("C", inWeekly, -1); // close } // PIVOT Calculation P = ( H1+ L1+ C1 )/3; R1 = P+(H1-L1)/2-(P-C1)/2; R2 = H1-L1+P; R3 = H1-L1+R1; R4 = H1-L1+R2; R5 = H1-L1+R3; R6 = H1-L1+R4; R7 = H1-L1+R5; R8 = H1-L1+R6; R9 = H1-L1+R7; R10 = H1-L1+R8; S1 = P -(H1-L1)/2-(P-C1)/2; S2 = P -(H1-L1); S3 = S1 -(H1-L1); S4 = S2 -(H1-L1); S5 = S3 -(H1-L1); S6 = S4 -(H1-L1); S7 = S5 -(H1-L1); S8 = S6 -(H1-L1); S9 = S7 -(H1-L1); S10 =S8 -(H1-L1); // PIVOT mid points MIDR1 = (P+R1)/2; MIDR2 = (R1+R2)/2; MIDR3 = (R2+R3)/2; MIDR4 = (R3+R4)/2; MIDR5 = (R4+R5)/2; MIDR6 = (R5+R6)/2; MIDR7 = (R6+R7)/2; MIDR8 = (R7+R8)/2; MIDR9 = (R8+R9)/2; MIDR10 = (R9+R10)/2; MIDS1 = (P+S1)/2; MIDS2 = (S1+S2)/2; MIDS3 = (S2+S3)/2; MIDS4 = (S3+S4)/2; MIDS5 = (S4+S5)/2; MIDS6 = (S5+S6)/2; MIDS7 = (S6+S7)/2; MIDS8 = (S7+S8)/2; MIDS9 = (S8+S9)/2; MIDS10 = (S9+S10)/2; n=130; per =11.5; x = Cum(1); s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n)); s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n)); pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1 )); startt=LastValue(ValueWhen( pS, x, 2 )); dtS =endt-startt; endS = LastValue(ValueWhen( pS, s1, 1 ) ); startS = LastValue( ValueWhen( pS, s1, 2 )); aS = (endS-startS)/dtS;bS = endS; trendlineS = aS * ( x -endt ) + bS; pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1 )); startt1=LastValue(ValueWhen( pR, x, 2 )); dtR =endt1-startt1; endR = LastValue(ValueWhen( pR, s11, 1 ) ); startR = LastValue( ValueWhen( pR, s11, 2 )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; //Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick); //Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick); Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1); Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 ); Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); AlertIf( Buy, "", "BUY @ " + C, 1 ); AlertIf( Sell, "", "SELL @ " + C, 2 ); //PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy, colorGold, colorPink) ); dist = 2.5*ATR(10); dist1 = 0.7*ATR(10); for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) { PlotText( "\n Heavy Fire Up Ahead " , i, L[ i ]-dist[i], colorBlack, colorGreen ); //Say("Heavy Fire Up Ahead"); } if( Sell[i] ) { PlotText( " Heavy Down Fall Ahead " , i, H[ i ]+dist1[i], colorBlack, colorRed ); //Say("Heavy Down Fall Ahead"); } } n=45; per =20; x = Cum(1); s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n)); s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n)); pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1 )); startt=LastValue(ValueWhen( pS, x, 2 )); dtS =endt-startt; endS = LastValue(ValueWhen( pS, s1, 1 ) ); startS = LastValue( ValueWhen( pS, s1, 2 )); aS = (endS-startS)/dtS;bS = endS; trendlineS = aS * ( x -endt ) + bS; pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1 )); startt1=LastValue(ValueWhen( pR, x, 2 )); dtR =endt1-startt1; endR = LastValue(ValueWhen( pR, s11, 1 ) ); startR = LastValue( ValueWhen( pR, s11, 2 )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; //Plot(trendlineR , "trendlineR" ,colorRed , styleLine); //Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick); //Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick); Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1); Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 ); Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); // Plot the ribbon ribboncol= IIf( BarsSince(Buy)<BarsSince(Sell), colorGreen, colorRed ); Plot( 3, "", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 ); PlotShapes(IIf(Buy, shapeSquare,shapeNone) ,colorBlue,0, Close, Offset=-10) ; PlotShapes(IIf(Buy, shapeSmallUpTriangle,shapeNone) ,colorLime,0, Close, Offset=-10) ; PlotShapes(IIf(Sell, shapeSquare,shapeNone),colorRed,0, Close, Offset=-1) ; PlotShapes(IIf(Sell, shapeSmallDownTriangle,shapeNone),colorLime,0, Close, Offset=-1) ; PlotShapes( Buy * shapeNone + Sell * shapeNone, IIf( Buy, colorBlue, colorPink) ); dist = 0.8*ATR(10); dist1 = 2*ATR(10); for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) { PlotText( "\nHNI Buy 10 Lots @" + C[ i ] + "\nTGT= " + (C[i]*1.0045) + "\nSL= " + (C[i]*0.9970), i, L[ i ]-dist[i], colorGreen, colorBlack ); } if( Sell[i] ) { PlotText( "HNI Sell 10 Lots @" + C[ i ] + "\nT= " + (C[i]*0.995) + "\nSL= " + (C[i]*1.0025), i, H[ i ]+dist1[i], colorRed, colorBlack ); } } _SECTION_END(); Uphigh = HHV(C,90); downhigh = LLV (C, 40); //Buy = C>= Uphigh; //Sell = C<= downhigh; Buy = ExRem (Buy,Sell); Sell = ExRem (Sell,Buy); _SECTION_BEGIN("BACK COLOR"); SetChartBkGradientFill( ParamColor("BgTop", colorPlum), ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorPlum)); Title = (EncodeColor(colorGold)+Day() + EncodeColor(colorWhite) + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorWhite)+",Open "+Open +" , High "+H+" , Low "+L+" , Close "+C+" "+"{{VALUES}}"); BuyPrice = Open; SellPrice = Open; Derived=WMA(WMA(WMA(((H+L)/2)+(O-C),92),1),1); i=WMA(Derived,3); Upper=(Derived+StDev(Derived,7))+ATR(2)/1.5; Lower=(Derived-StDev(Derived,7))-ATR(2)/1; color=IIf(BarsSince(Cross(Lower,Low))> BarsSince(Cross(C,Upper)), colorBrightGreen,colorRed); Plot(C,"",color,64); //WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,",""); //WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",",""); //WriteIf( sss ,"No trading signals today.","") ; SetBarsRequired( 600, 0 ); GraphXSpace = 8; SetChartOptions( 0, chartShowArrows | chartShowDates ); //============== TITLE ============== _SECTION_BEGIN("Magnified Market Price"); FS=Param("Font Size",30,11,100,1); GfxSelectFont("Times New Roman", FS, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor( ParamColor("Color",colorGold) ); Hor=Param("Horizontal Position",970,1,1200,1); Ver=Param("Vertical Position",50,1,830,1); GfxTextOut(""+C, Hor , Ver ); YC=TimeFrameGetPrice("C",inDaily,-1); DD=Prec(C-YC,2); xx=Prec((DD/YC)*100,2); GfxSelectFont("Times New Roman", 11, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor(ParamColor("Color",colorBlack) ); GfxTextOut(""+DD+" ("+xx+"%)", Hor , Ver+45 ); _SECTION_END(); _SECTION_BEGIN("Price Line"); dp= Param("dps",3,0,1000,1); PriceLineColor=ParamColor("PriceLineColor",colorOrange); PriceLevel = ParamField("PriceField", field = 3 ); PriceLeve2 = ParamField("PriceField", field = dp ); Daysback = Param("Bars Back",1,10,500,1); FirstBar = BarCount - DaysBack; YY = IIf(BarIndex() >= Firstbar,EndValue(PriceLevel),Null); Plot(YY,"Current Price",PriceLineColor,ParamStyle("LineStyle",styleLine|styleDashed|styleNoTitle|styleNoLabel|styleThick,maskAll)); side = Param("side",1,0,1000,1); dist = 0; for( i = 0; i < BarCount; i++ ) { if(i+side== BarCount) PlotText( "\n " + PriceLevel[ i ], i, YY[ i ]-dist[i], colorGold ); } _SECTION_END(); /****************/ /* */ /* ALERT OUTPUT */ /* */ /****************/ TxtX = Param("Text Left", 600, 0, 1000, 10); TxtY = Param("Text Top", 60, 1, 650, 10); GfxSelectFont("Tahoma", 14, 700 ); GfxSetBkMode(1); if(LastValue(Buy) OR SelectedValue(Buy)) { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal", TxtX, TxtY); Say(""); } else if(LastValue(Sell) OR SelectedValue(Sell)) { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal", TxtX, TxtY); Say(""); } else { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal ", TxtX, TxtY); GfxTextOut("", TxtX, TxtY); } _SECTION_BEGIN("sys"); x=Param("xposn",315,0,1000,1); y=Param("yposn",576,0,1000,1); _SECTION_END(); _SECTION_BEGIN("Background text"); C11=ParamColor("up panel",colorBlack ); C12=ParamColor("dn panel",colorBlack ); C13=Param("fonts",20,10,30,1 ); C14=Param("left-right",2.1,1.0,5.0,0.1 ); C15=Param("up-down",8,1,30,1 ); Miny = Status("axisminy"); Maxy = Status("axismaxy"); lvb = Status("lastvisiblebar"); fvb = Status("firstvisiblebar"); pxwidth = Status("pxwidth"); pxheight = Status("pxheight"); GfxSetBkMode( 0 ); GfxSelectFont("Tahoma", 12, 500, False, False, 0); GfxSetTextColor(colorCustom12); GfxSetTextAlign( 6 ); GfxSelectFont("Tahoma", 15, 600, False, False, 0); GfxSetTextColor(colorWhite); GfxSetTextAlign( 6 ); GfxSelectFont("Tahoma", 12, 400, False, False, 0); GfxSetTextColor(colorBrightGreen); GfxSelectFont("Tahoma", 12, 400, False, False, 0); GfxSetTextColor(colorRed); pricechange=(C-Ref(C,-1))*100/Ref(C,-1); changeponit=C-Ref(C,-1); Vlp=Param("Volume lookback period",15,10,300,10); Vrg=MA(V,Vlp); St = StDev(Vrg,Vlp); Vp3 = Vrg + 3*st; Vp2 = Vrg + 2*st;; Vp1 = Vrg + 1*st;; Vn1 = Vrg -1*st; Vn2 = Vrg -2*st; x=Param("xposn",1,0,1000,1); y=Param("yposn",1,0,1000,1); GfxGradientRect( 1, 1, 1400, 40, colorViolet, colorBlack); GfxSetBkMode(0); GfxSelectFont( "Georgia", 18, 800, False ); GfxSetTextColor( colorGold ); GfxTextOut( "General ", x+600, y+10 ); GfxSelectFont( "Tahoma", 16, 800, False ); GfxSetTextColor( colorGold ); GfxTextOut( Name(), x+100, y+10 ); GfxSelectFont( "Century Gothic", 15, 100, False ); GfxSetTextColor( colorGold ); GfxTextOut( Date(), x+1000, y+10 ); GfxSelectFont( "Comic Sans MS", 15, 500, False ); GfxSetTextColor( colorYellow ); GfxTextOut( Interval(2), x+275, y+10 ); //------------------------------------------------------------ H, L, O, C---------------------- GfxGradientRect( 1, 40, 1400, 55, colorViolet, colorBlack ); GfxSetBkMode(0); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "High:"+WriteVal(H,1.2), x+100, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Low:"+WriteVal(L,1.2), x+200, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Open:"+WriteVal(O,1.2), x+300, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Close:"+WriteVal(C,1.2), x+400, y+40 ); GfxSelectFont( "comic sans ms", 12, 100, False ); //-----------------------------------------------------------Valume------------------------------- // set criteria to scan for big stock only; BigStock = MA( V, 10 ) * MA( C, 10 ) > 100; //---------------Color------------------------ per1 = 6; per2 = 2; Om = MA( O, per1 ); hm = MA( H, per1 ); lm = MA( L, per1 ); Cm = MA( C, per1 ); // 1. Heiken Ashi HACLOSE = ( Om + Hm + Lm + Cm ) / 4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( Hm, Max( HaClose, HaOpen ) ); HaLow = Min( Lm, Min( HaClose, HaOpen ) ); Of = MA( Haopen, per2 ); Cf = MA( Haclose, per2 ); Lf = IIf( haOpen < haClose, MA( Halow, per2 ), MA( Hahigh, per2 ) ); Hf = IIf( haOpen < haClose, MA( Hahigh, per2 ), MA( Halow, per2 ) ); //Color = IIf( Cf > Of, colorGreen, colorRed ); //---------------------------------------------------- TrailStop = HHV( C - 2 * ATR( 10 ), 15 ); ProfitTaker = EMA( H, 13 ) + 2 * ATR( 10 ); /* ********************************** Code to automatically identify pivots ********************************** */ // -- what will be our lookback range for the hh and ll? farback = 140; //How Far back to go nBars = 12; //Number of bars // -- Create 0-initialized arrays the size of barcount aHPivs = H - H; aLPivs = L - L; // -- More for future use, not necessary for basic plotting aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; // -- looking back from the current bar, how many bars // back were the hhv and llv values of the previous // n bars, etc.? aHHVBars = HHVBars( O, nBars ); aLLVBars = LLVBars( O, nBars ); aHHV = HHV( O, nBars ); aLLV = LLV( O, nBars ); // -- Would like to set this up so pivots are calculated back from // last visible bar to make it easy to "go back" and see the pivots // this code would find. However, the first instance of // _Trace output will show a value of 0 aVisBars = Status( "barvisible" ); nLastVisBar = LastValue( Highest( IIf( aVisBars, BarIndex(), 0 ) ) ); _TRACE( "Last visible bar: " + nLastVisBar ); // -- Initialize value of curTrend curBar = ( BarCount - 1 ); curTrend = ""; if ( aLLVBars[curBar] < aHHVBars[curBar] ) { curTrend = "D"; } else { curTrend = "U"; } // -- Loop through bars. Search for // entirely array-based approach // in future version for ( i = 0; i < BarCount; i++ ) { curBar = ( BarCount - 1 ) - i; // -- Have we identified a pivot? If trend is down... if ( aLLVBars[curBar] < aHHVBars[curBar] ) { // ... and had been up, this is a trend change if ( curTrend == "U" ) { curTrend = "D"; // -- Capture pivot information curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } // -- or current trend is up } else { if ( curTrend == "D" ) { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } // -- If curTrend is up...else... } // -- loop through bars } // -- Basic attempt to add a pivot this logic may have missed // -- OK, now I want to look at last two pivots. If the most // recent low pivot is after the last high, I could // still have a high pivot that I didn't catch // -- Start at last bar curBar = ( BarCount - 1 ); candIdx = 0; candPrc = 0; lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; if ( lastLPIdx > lastHPIdx ) { // -- Bar and price info for candidate pivot candIdx = curBar - aHHVBars[curBar]; candPrc = aHHV[curBar]; if ( lastHPH < candPrc AND candIdx > lastLPIdx AND candIdx < curBar ) { // -- OK, we'll add this as a pivot... aHPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for ( j = 0; j < nHPivs; j++ ) { aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs- ( j+1 )]; aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-( j+1 )]; } aHPivHighs[0] = candPrc ; aHPivIdxs[0] = candIdx; nHPivs++; } } else { // -- Bar and price info for candidate pivot candIdx = curBar - aLLVBars[curBar]; candPrc = aLLV[curBar]; if ( lastLPL > candPrc AND candIdx > lastHPIdx AND candIdx < curBar ) { // -- OK, we'll add this as a pivot... aLPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for ( j = 0; j < nLPivs; j++ ) { aLPivLows[nLPivs-j] = aLPivLows[nLPivs-( j+1 )]; aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-( j+1 )]; } aLPivLows[0] = candPrc; aLPivIdxs[0] = candIdx; nLPivs++; } } //============== EXPLORATION ============== Buy = Cover = BigStock AND aLPivs == 1; Sell = Short = BigStock AND aHPivs == 1; SellPrice = ValueWhen( Sell, C, 1 ); BuyPrice = ValueWhen( Buy, C, 1 ); Long = Flip( Buy, Sell ); Shrt = Flip( Sell, Buy ); //============== Plot price ============== n = 15; a = C > ( MA( H, n ) + MA( L, n ) ) / 2;// then Buy next bar at market; b = C < ( MA( H, n ) + MA( L, n ) ) / 2;// then Sell Short next bar at market; state = IIf( BarsSince( a ) < BarsSince( b ), 1, 0 ); Longs = state == 1; shorts = state == 0;
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1 Comments:
Write CommentsI use it when scanning for buy and sell signal, however I dont know why the buy and signal does not appear on the newest or last data date. So it is always 1 day late to buy or sell. I have not tested whether the buy or sell signal changed after there are newest data imported.
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