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The Perfect CCI Divergence Detector

Divergence is one of the most popular trading style among the traders. Divergence happens when price and CCI is going in opposite direction and this is one of the most reliable signal of trend reversal. With the help of the perfect CCI divergence detector afl, the positive and negative divergence can easily be detected. This afl is ideal for those traders who trade only divergence. This afl can be used for intraday as well as swing traders. The minimum recommended time frame for this afl is 15 minutes but it works great in daily time frame.
The Perfect CCI Divergence Detector
The Perfect CCI Divergence Detector

//www.aflcode.com


 Issue   = CCI(20);
 Middle  = 0;

//Middle: MACD=0, Stoc=50, RSI=50

Div_Version = 32;
Pattern =  Diverge = "";

//Parameters
Trendlines     = Param("Trendlines",3,0,3,1);
TradeON        = Param("TradeON",1,0,1,1);
Diag_Trace     = Param("Diag_Trace",0,0,1,1);
Alerts         = Param("Alerts",0,0,1,1);

function ParameterSetup(Osc_Issue)
{
//Variables are defined here if they are assigned values in more than one location
global Pattern, Diverge, PlotDiverge;
global PlotOver1, PLotOver2, Line1, Line2;
global Backtest, explore;
global Sel_BarIndex, Sel_Osc_Issue;


pattern        = "";
diverge        = "";
PlotDiverge    = 0;

Plotover1 = Plotover2 = Line1 = Line2 = 0;

Backtest       = Status("action") == 5;
Explore        = Status("action") == 4;

Sel_OscIssue        = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue(Osc_Issue));
Sel_BarIndex        = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue(BarIndex()));


// verify this segment
if (Backtest ==1)
{
TradeON = 0;
Sel_OscIssue = Osc_Issue;
Sel_BarIndex = BarIndex();

}


} // end ParameterSetup





// ****************************************************************************************** //
//                                        Functions
//
//Determine Peaks  - Bearish Reversal
function DetectLastHigh(Osc_Issue)
{
global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK;

TurnDn_OK       = False;
Sel_TurnDn_OK   = False;
Def_Peak1       = 0;
Def_Peak2       = 0;
LastHigh        = 0;
LastHighBars    = 0;

Def_Peak1       = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2);
Def_Peak2       = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3) 
      AND Osc_Issue < Ref(Osc_Issue,-3);      
TurnDn_OK       = Def_Peak1 OR Def_Peak2;
Sel_TurnDn_OK   = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue(TurnDn_OK));


HighBar1        = IIf(Def_Peak1==1,1,0);
HighBar2        = IIf(Def_Peak2==1,1,0);
HighBar         = IIf(HighBar1==1,3,4);

LastHigh        = HHV(Osc_Issue,HighBar);
LastHighBars    = HHVBars(Osc_issue,HighBar);


_TRACE("Sel_TurnDn_OK "  + WriteVal(Sel_TurnDn_OK));

if (Diag_Trace==1)
{
_TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0)
    + " Def Peak2 " + WriteVal(Def_Peak2,1.0) + "  TurnDn " + WriteVal(TurnDn_OK,1.0));
_TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) +  "   Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2))
    + "   Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
}
return  Sel_TurnDn_OK;
} // end DetectLastHigh



function DetectBearishReversal(Osc_Issue,Middle)
{
global SDiv_Code, BT_SDiv_Code, Bear_Diverge;

SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0;

Sel_TurnDn_OK   = DetectLastHigh(Osc_Issue);
_TRACE("Bear Reversal - Enter Bear Diverge");

if (Sel_TurnDn_OK ==1 OR Backtest==1)
{
//Find Current Peak
FirstBar_CurrGroup   = BarsSince(Cross(Osc_Issue,Middle))+1;
CurrPeak             = HHV(Osc_Issue,FirstBar_Currgroup);
CurrPeakBars         = HHVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrPeak         = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
_TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2));

//Determine Prior Peak
//Distances computed relative to selected bar
i=0;
_TRACE("Bear Reversal 00 - start of loop  ------- ");
do
{
i++;
LastBar_PriorGroup       = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i);
FirstBar_PriorGroup      = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1);

Sel_LastBar_PG           = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG          = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));

//Lines below need the selected variable to function correctly
Peak_PriorGroup          = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
PeakBars_PriorGroup      = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);

Sel_LastBar_PriorGroup   = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_PeakBars_PriorGroup  = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),SelectedValue(PeakBars_PriorGroup));
Sel_Peak_PriorGroup      = IIf(TradeON==1,LastValue(Peak_PriorGroup),SelectedValue(Peak_PriorGroup));

Final_Bars               = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup;


// Diagnostic
_TRACE("Bear Reversal - loop 01  - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + "  LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
_TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) + " Pk_PGBars "  + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars));
_TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + "  Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2));

} while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10);


_TRACE("Bear Reversal 05 - end of loop  ------- ");


PriorPeak            = Peak_PriorGroup;
PriorPeakBars        = Final_Bars;

Sel_LastHigh       = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(LastHigh));
Sel_CurrPeak       = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
Sel_PriorPeak      = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue(PriorPeak));
Sel_LastHighBars   = IIf(TradeON==1,LastValue(LastHighBars),SelectedValue(LastHighBars));
Sel_CurrPeakBars   = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedValue(CurrPeakBars));
Sel_PriorPeakBars  = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedValue(PriorPeakBars));

//Needed for Backtest Arrays
SR1    = CurrPeak > PriorPeak AND LastHigh == CurrPeak;                         //Curr Peak Higher - Divergence not possible
SR2    = CurrPeak < PriorPeak AND LastHigh == CurrPeak;                         //Curr Peak Lower
SR3    = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak;   //Curr Peak Higher - Last High Lower
SR4    = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak;   //Curr Peak Lower  - Best
SR5    = LastHigh  < Middle   AND LastHigh < CurrPeak AND SR4==0 AND SR3==0;    //Continuation signal with Osc_Issue < Middle


//Needed for display
Sel_SR1    = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1));
Sel_SR2    = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2));
Sel_SR3    = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3));
Sel_SR4    = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4));
Sel_SR5    = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5));


//Determine Price Divergence
if (Sel_SR1==1)
{
Bear_Diverge = 0;
SDiv_Code    = 11;
Diverge      = "";
Pattern      = "Higher High";
}

if (Sel_SR2==1)
{
Curr_HighPrice     = HHV(High,5);
Prior_PeakPrice    = Ref(HHV(High,6),-(Sel_PriorPeakBars-3));
Sel_CHighPrice     = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_PPeakPrice     = IIf(TradeON==1,LastValue(Prior_PeakPrice),SelectedValue(Prior_PeakPrice));
Sel_Bear_Diverge   = Sel_CHighPrice >= Sel_PPeakPrice;

if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 13;
Diverge      = "Bearish";
Pattern      = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code    = 12;
Diverge      = "";
Pattern      = "Lower High";
}
}


if (Sel_SR3==1)
{
_TRACE("Bear Reversal - SR3 - True");
Curr_HighPrice   = HHV(High,5);
Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice   = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice   = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;


if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 15;
Diverge      = "Bearish";
Pattern      = "Higher High";
}
else
{

Bear_Diverge = 0;
SDiv_Code    = 14;
Diverge      = "";
Pattern      = "Higher High";
}
}

if (Sel_SR4==1)
{
_TRACE("Bear Reversal - SR4 - True");
Curr_HighPrice   = HHV(High,5);
Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice   = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice   = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;

if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 17;
Diverge      = "Bearish";
Pattern      = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code    = 16;
Diverge      = "";
Pattern      = "Lower High";
}
}  // end  Sel_Bear_Diverge




if (Sel_SR5==1)
{
Bear_Diverge = 0;
SDiv_Code    = 18;
Diverge      = "";
Pattern      = "Continuation";
}


BT_SDiv_Code = IIf(SR1==1,11,
               IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13,
               IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15,
               IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17,
               IIf(SR5==1 AND SR4==0 AND SR3==0,18,0))))))));

if (Diag_trace)
{
_TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " --  SR1 " + WriteVal(Sel_SR1,1.0)
             + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0));
_TRACE("Bear Reversal #00 - LastHigh " +  WriteVal(Sel_LastHigh,1.2) + " CurrPeak " +  WriteVal(Sel_CurrPeak,1.2)
                        + " PriorPeak " +  WriteVal(Sel_PriorPeak,1.2) );
}

if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrPeak;
y11=Sel_LastHigh; 
x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex);
x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex);
Line1  = LineArray( x10, y10, x11, y11, 0 );

y20=Sel_PriorPeak;
y21=Sel_CurrPeak;
x20=BarCount - 1 - SelectedValue(Final_Bars)  - (LastValue(BarIndex())- Sel_BarIndex);
//x20=BarCount - 1 - Sel_PriorPeakBars  - (LastValue(BarIndex())- Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrPeakBars   - (LastValue(BarIndex())- Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );

//Compute area to paint, based on MACD / Stochastic
if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
        BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MaxValue,0);
PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0);


if (SelectedValue(SDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
}

if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
}

}
else
{
Area_MinValue = Max(y10,y20);
PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
        BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MinValue,0);
PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0);
}

} // end if backtest


if (Diag_Trace==1)
{
_TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0));
_TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + "  CPBars " + WriteVal(Sel_CurrPeakBars,1.0)
                        + "  DivCode  " + WriteVal(SDiv_Code,1.0));
_TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + "  FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0));
_TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + "  PB_PG " + WriteVal(PriorPeakBars,1.0));
_TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
                       + "   x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
_TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
                       + "   x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));
_TRACE("Bear Reversal - end ================================================ ");

} // end  Diag_Trace
} // end  Sel_TurnDn_OK
//  Add code for troughs


else
{
SDiv_Code    = 10;
}
return Sel_TurnDn_OK;
} //end DetectBearishReversal



//Determine Troughs
function DetectLastLow(Osc_Issue)
{
global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK;

TurnUp_OK      = False;
Sel_TurnUp_OK  = False;
LastLow        = 0;
LastLowBars    = 0;
Def_Trough1    = 0;
Def_Trough2    = 0;

Def_Trough1    = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2);
Def_Trough2    = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3)
       AND Osc_Issue > Ref(Osc_Issue,-3);

TurnUp_OK      = Def_Trough1 OR Def_Trough2;
Sel_TurnUp_OK  = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue(TurnUp_OK));


LowBar1        = IIf(Def_Trough1==1,1,0);
LowBar2        = IIf(Def_Trough2==1,1,0);
LowBar         = IIf(LowBar1==1,3,4);

LastLow        = LLV(Osc_Issue,LowBar);
LastLowBars    = LLVBars(Osc_issue,LowBar);

_TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + "  LB2 " + WriteVal(LowBar2,1.0) +  "  LB " + WriteVal(LowBar,1.0));

   

if (Diag_Trace==1)
{
_TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0)
    + " Def Trough2 " + WriteVal(Def_Trough2,1.0) + "  TUp " + WriteVal(TurnUp_OK,1.0));
_TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) +  "  Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2)
              + "   Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + "   Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
}
_TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0));
return   Sel_TurnUp_OK;
}





function DetectBullishReversal(Osc_Issue,Middle)
{
global  LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge;




LDiv_Code = BT_LDiv_Code = 0;
Bull_Diverge = 0;


_TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) +
               "  Last Bar  " + WriteVal(LastValue(BarIndex()),1.0));

//Determine Trough for current period
Sel_TurnUp_OK  = DetectLastLow(Osc_Issue);
_TRACE("Bull Code - Bull function Start " + Name() + "  TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ "  Code= " + WriteVal(LDiv_Code,1.0));


if (Sel_TurnUp_OK ==1 OR Backtest==1)        // or 1==1 may be needed
{
FirstBar_CurrGroup    = BarsSince(Cross(Middle,Osc_Issue))+1;
CurrTrough            = LLV(Osc_Issue,FirstBar_Currgroup);
CurrTroughBars        = LLVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrTrough        = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));



//Distances computed relative to selected bar
i=0;
_TRACE("Bull Reversal 00 - start of loop  ------ ");
do
{
i++;
LastBar_PriorGroup         = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i);
FirstBar_PriorGroup        = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1);

Sel_LastBar_PG             = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG            = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));

//Find Trough using scalars - This may interfere with Backtest operation, but needed
Trough_PriorGroup          = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
TroughBars_PriorGroup      = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);

Sel_LastBar_PriorGroup     = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),SelectedValue(TroughBars_PriorGroup));
Sel_TroughBars_PriorGroup  = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_Trough_PriorGroup      = IIf(TradeON==1,LastValue(Trough_PriorGroup),SelectedValue(Trough_PriorGroup));

Final_Bars                 = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1;

if (Diag_Trace)
{
_TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0)
             + " / " + WriteVal(Sel_FirstBar_PG,1.0) + "  LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0)
             + " / " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr  " + WriteVal(Sel_FirstBar_PG,1.0) + "   Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + " Tr_PGBars "  + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars,1.0));
_TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + "  Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2));
}

} while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10);


PriorTrough          = Trough_PriorGroup;
PriorTroughBars      = Final_Bars;


//Put Divergence codes into Array
//Compute results for display
Sel_LastLow          = IIf(TradeON==1,LastValue(LastLow),SelectedValue(LastLow));
Sel_CurrTrough       = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
Sel_PriorTrough      = IIf(TradeON==1,LastValue(PriorTrough),SelectedValue(PriorTrough));
Sel_LastLowBars      = IIf(TradeON==1,LastValue(LastLowBars),SelectedValue(LastLowBars));
Sel_CurrTroughBars   = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedValue(CurrTroughBars));
Sel_PriorTroughBars  = IIf(TradeON==1,LastValue(PriorTroughBars),SelectedValue(PriorTroughBars));



//Needed for Backtest Arrays
LR1    = CurrTrough < PriorTrough AND LastLow == CurrTrough;
LR2    = CurrTrough > PriorTrough AND LastLow == CurrTrough;
LR3    = Osc_Issue  < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough;
LR4    = Osc_Issue  < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough;
LR5    = LastLow    > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0;



//Needed for display
Sel_LR1    = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1));
Sel_LR2    = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2));
Sel_LR3    = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3));
Sel_LR4    = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4));
Sel_LR5    = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5));


//Determine Price Divergence
if (Sel_LR1==1)
{
Bull_Diverge = 0;
LDiv_Code    = 11;
Diverge      = "";
Pattern      = "Lower Low";
}

if (Sel_LR2==1)
{
Curr_LowPrice     = LLV(Low,5);
Prior_LowPrice    = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3));
Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_PLowPrice     = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedValue(Prior_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_PLowPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 13;
Diverge      = "Bullish";
Pattern      = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 12;
Diverge      = "";
Pattern      = "Higher Low";
}
}

if (Sel_LR3==1)
{
Curr_LowPrice     = LLV(Low,5);
CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice  = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 15;
Diverge      = "Bullish";
Pattern      = "Lower Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 14;
Diverge      = "";
}
}


if (Sel_LR4==1)
{
Curr_LowPrice     = LLV(Low,5);
CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice  = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 17;
Diverge      = "Bullish";
Pattern      = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 16;
Diverge      = "";
Pattern      = "Higher Low";
}
}


if (Sel_LR5==1)
{
Bull_Diverge = 0;
LDiv_Code    = 18;
Diverge      = "";
}

BT_LDiv_Code = IIf(LR1==1,11,
               IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13,
               IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15,
               IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17,
               IIf(LR5==1 AND LR4==0 AND LR3==0,18,0))))))));


if (Diag_trace)
{
_TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0));

_TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " --  LR1 " + WriteVal(LR1,1.0)
             + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0));
_TRACE("Bull Reversal #00C - LastLow " +  WriteVal(Sel_LastLow,1.2) + " CurrTrough " +  WriteVal(Sel_CurrTrough,1.2)
                        + " PriorTrough " +  WriteVal(Sel_PriorTrough,1.2) );
}

if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrTrough;
y11=Sel_LastLow;
x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex);
x11=BarCount - 1 - Sel_LastLowBars    - (LastValue(BarIndex()) - Sel_BarIndex);
Line1  = LineArray( x10,y10,x11,y11, 0 );

y20=Sel_PriorTrough;
y21=Sel_CurrTrough;
x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrTroughBars        - (LastValue(BarIndex())- Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );
//


//Find min value of oscillator in area of interest
Area_MinValue = 0;
Area_MaxValue = 0;

if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2   = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10)-1 AND
        BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0);
PlotOver1   = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
    BarIndex() <= Sel_BarIndex,Area_MaxValue,0);

if (SelectedValue(LDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
}

if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
}


}
else
{
Area_MinValue = Min(y10,y20);
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
        BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
    BarIndex() <= Sel_BarIndex,Area_MinValue,0);
}

_TRACE("Plot - Bull  #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0));

} // end if backtest


if (Diag_Trace==1)
{
_TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0));
_TRACE("Bull Reversal #2  - Last Low  " + WriteVal(LastLow,1.2));
_TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2));
_TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + "  LastLow " + WriteVal(Sel_LastLow,1.2));
_TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + "  CTBars " + WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + "  FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0));
_TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + "  TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0));
_TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + "  PrTrBars " + WriteVal(PriorTroughBars,1.0));
_TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
                       + "   x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
_TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
                       + "   x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));

_TRACE("Bull Reversal - end =========================================== ");

} // end Diag_Trace
} // end Sel_TurnUp_OK
else
{
LDiv_Code    = 10;
}
return Sel_TurnUp_OK;
} // end function BullishReversal








function PlotTrendLines(PlotOver1,PlotOver2,BullBear)
{
//Plot Trendlines
_TRACE("Plot - Enter Module ");
Line1Color   = IIf(BullBear=="Bullish",colorBlack,colorBrown);
Line2Color   = IIf(BullBear=="Bullish",colorGreen,colorYellow);
Area1Color   = IIf(BullBear=="Bullish",colorPaleGreen,colorLightYellow);
Area2Color   = IIf(BullBear=="Bullish",colorAqua,colorLightOrange);


if (Trendlines ==1 OR Trendlines ==3)
{
Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel);
Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel);
}


if (Trendlines>=2)
{
_TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0));
Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLabel);
Plot(Plotover1,"",Area1color,styleArea|styleNoLabel);
Plot(Plotover2,"",Area2color,styleArea|styleNoLabel);
} // end Trendlines
_TRACE("Plot - End Module ");
} // end PlotTrendlines


// ******************************************************************************************* //
//"Div - EndTime " + Now(2);

// START OF CONTROL SECTION
// Complete loop takes 7ms when no divergence is detected and 17 ms with divergence

function DivergeControl(Osc_Issue,Middle)
{
Backtest = Status("action")==5;

//Declare Variable and set up parameters
ParameterSetup(Osc_Issue);

//Process Bearish Reversal and Continuation
RunStatus = Status("action");

StartTime = Now(4);
_TRACE("Timer Start - " + WriteVal(StartTime,1.0));

Sel_TurnDn_OK  = DetectBearishReversal(Osc_Issue,Middle);

_TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4));
//_TRACE("Control Section - DivCode  " + WriteVal(SDiv_Code,1.0) + "  LB DivCode " +  WriteVal(SDiv_Code[BarCount-1],1.0));


Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle);

if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1))
{
Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_TurnUp_OK==1,"Bullish",""));
PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear);
}




_TRACE("Control Section - end ==============================================================");
_TRACE("Control Section - end ==============================================================");


if (Status("action")==1 AND Alerts==1)
{
_TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + "  Bear Code " + WriteVal(SDiv_Code,1.0));
AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0 );
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 );
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 );
AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher High.wav","",6,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 );
}
return Pattern + " - " + Diverge;
}  // end DivergeControl


Plot(CCI(20),"CCI(20)",colorRed,styleLine);
divergeControl(Issue,Middle);
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