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Perfect Hammer Harami Detector

Perfect Hammer Harami Detector
Perfect Hammer Harami Detector

//www.aflcode.com
/*Body Colors*/
whiteBody=C>=O;
blackBody=O>C;

/*Body Size*/
smallBodyMaximum=0.0025;//less than 0.25%
LargeBodyMinimum=0.01;//greater than 1.0%
smallBody=(O>=C*(1-smallBodyMaximum) AND whiteBody) 
         OR (C>=O*(1-smallBodyMaximum) AND blackBody);
largeBody=(C>=O*(1+largeBodyMinimum) AND whiteBody) 
         OR C<=O*(1-largeBodyMinimum) AND blackBody;
mediumBody=NOT LargeBody AND NOT smallBody;
identicalBodies=abs(abs(Ref(O,-1)-Ref(C,-1))-abs(O-C)) < 
          abs(O-C)*smallBodyMaximum;
realBodySize=abs(O-C);


/*Shadows*/
smallUpperShadow=(whiteBody AND H<=C*(1+smallBodyMaximum))
               OR (blackBody AND H<=O*(1+smallBodyMaximum));
smallLowerShadow=(whiteBody AND L>=O*(1-smallBodyMaximum)) 
               OR (blackBody AND L>=C*(1-smallBodyMaximum));
largeUpperShadow=(whiteBody AND H>=C*(1+largeBodyMinimum)) 
               OR (blackBody AND H>=O*(1+largeBodyMinimum));
largeLowerShadow=(whiteBody AND L<=O*(1-largeBodyMinimum)) 
              OR (blackBody AND L<=C*(1-largeBodyMinimum));

/*Gaps*/
upGap=  IIf(Ref(blackBody,-1)AND whiteBody AND O>Ref(O,-1),1,
        IIf(Ref(blackbody,-1) AND blackBody AND C>Ref(O,-1),1,
        IIf(Ref(whiteBody,-1) AND whiteBody AND O>Ref(C,-1),1,
        IIf(Ref(whiteBody,-1) AND blackBody AND C>Ref(C,-1),1,0))));

downGap=IIf(Ref(blackBody,-1)AND whiteBody AND C<Ref(C,-1),1,
        IIf(Ref(blackbody,-1) AND blackBody AND O<Ref(C,-1),1,
        IIf(Ref(whiteBody,-1) AND whiteBody AND C<Ref(O,-1),1,
        IIf(Ref(whiteBody,-1) AND blackBody AND O<Ref(O,-1),1,0))));
/*Candle Definitions*/
spinningTop=mediumBody;
doji=CdDoji(threshold=0.05);/*abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));*/
dojiStar=doji AND (upgap OR downgap)AND Ref(LargeBody,-1);
marabuzu=LargeBody AND smallUpperShadow AND smallLowerShadow;


shootingStar=/*(NOT largeBody AND smallLowerShadow AND LargeUpperShadow) OR*/
    smallLowerShadow AND NOT doji AND
   ((blackBody AND abs(O-H)>2*realBodySize) OR
   (whiteBody AND abs(H-C)>2*realBodySize));
Hammer = (((H-L)>3*(O-C)) AND ((C-L)/(0.001+H-L)>0.6) AND ((O-L)/(0.001+H-L)>0.6));   
InvertedHammer = (((H-L)>3*(O-C)) AND ((H-C)/(0.001+H-L)>0.6) AND ((H-O)/(0.001+H-L)>0.6)); 
//Hammer=smallUpperShadow AND NOT doji AND
 //  ((blackBody AND abs(C-L)>2*realBodySize) OR
//   (whiteBody AND abs(L-O)>2*realBodySize));

tweezerTop=abs(H-Ref(H,-1))<=H*0.0025;
tweezerBottom=abs(L-Ref(L,-1))<=L*0.0025;
engulfing=
   IIf(blackBody AND Ref(blackbody,-1) AND C<Ref(C,-1) AND O>Ref(O,-1),1,
   IIf(blackBody AND Ref(whiteBody,-1) AND O>Ref(C,-1) AND C<Ref(O,-1),1,
   IIf(whitebody AND Ref(whitebody,-1) AND C>Ref(C,-1) AND O<Ref(O,-1),1,
   IIf(whiteBody AND Ref(blackBody,-1) AND C>Ref(O,-1)AND O<Ref(C,-1),1,0))));
BullishHarami=
   IIf(blackbody AND Ref(blackBody,-1) AND O<Ref(O,-1) AND C>Ref(L,-1),1,
   IIf(blackBody AND Ref(whiteBody,-1) AND C>Ref(L,-1) AND O<Ref(C,-1),1,
   IIf(whiteBody AND Ref(whiteBody,-1) AND C<Ref(C,-1) AND O>Ref(L,-1),1,
   IIf(whiteBody AND Ref(blackBody,-1) AND O>Ref(L,-1) AND
C<Ref(O,-1),1,0))));
BearishHarami=
IIf(blackbody AND Ref(blackBody,-1) AND O<Ref(H,-1) AND C>Ref(C,-1),1,
   IIf(blackBody AND Ref(whiteBody,-1) AND C>Ref(O,-1) AND O<Ref(H,-1),1,
   IIf(whiteBody AND Ref(whiteBody,-1) AND C<Ref(H,-1) AND O>Ref(O,-1),1,
   IIf(whiteBody AND Ref(blackBody,-1) AND O>Ref(C,-1) AND
C<Ref(H,-1),1,0))));

/*Maximum High Today - (MHT)
Today is the maximum High in the last 5 days*/
MHT=  HHV(H,5)==H;

/*Maximum High Yesterday - (MHY)
Yesterday is the maximum High in the last 5 days*/
MHY=   HHV(H,5)==Ref ( H, -1);

/*Minimum Low Today - (MLT)
Today is the minimum Low in the last 5 days*/
MLT=   LLV(L,5)==L;

/*Minimum Low Yesterday - (MLY)
Yesterday is the minimum Low in the last 5 days*/
MLY=   LLV(L,5)==Ref(L,-1);

/*DOJI definitions*/

/*Doji Today - (DT)*/
DT = abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));

/* Doji Yesterday - (DY)*/
DY = abs(Ref ( C, -1)-Ref(O,-1)) <= Ref ( C, -1) *smallBodyMaximum OR
abs (Ref ( O, -1)-Ref(C,-1)) <= (Ref ( H, -1 ) - Ref ( L, -1 ) )*0.1;
//mine//
O1 = Ref(O,-1);O2 = Ref(O,-2);  
H1 = Ref(H,-1);H2 = Ref(H,-2);  
L1 = Ref(L,-1);L2 = Ref(L,-2);  
C1 = Ref(C,-1);C2 = Ref(C,-2);
 
HammerSpecial=(Hammer AND BullishHarami);// OR (ShootingStar AND Harami);
InvertedHammerSpecial= (InvertedHammer AND BearishHarami); 
x1=HammerSpecial;
GetreadyBuy=Ref(x1, -1) AND Close > Ref( High , -1 ) OR Ref(x1, -2) AND Close > Ref( High , -2 )OR Ref(x1, -3) AND Close > Ref( High , -3 );
GetreadyBuy1=((NOT Ref(GetreadyBuy,-1)) AND (NOT Ref(GetreadyBuy,-2)));
GetreadyBuy3=GetreadyBuy1 AND GetReadyBuy;
Buy=Ref(GetreadyBuy, -1) AND C>Ref(L,-1);
Buy1=(NOT Ref(Buy,-1));
Buy3=Buy1 AND Buy;
BuyStop=Ref(GetreadyBuy,-1) AND (Ref(L,-1));
x2=InvertedHammerSpecial;
GetreadySell=Ref(x2, -1) AND Close < Ref( Low , -1 ) OR Ref(x2, -2) AND Close < Ref( Low , -2 )OR Ref(x2, -3) AND Close < Ref( Low , -3 );
GetreadySell1=((NOT Ref(GetreadySell,-1)) AND (NOT Ref(GetreadySell,-2)));
GetreadySell3=GetreadySell1 AND GetReadySell;

Short=Ref(GetreadySell, -1) AND C<Ref(H,-1);
ShortStop=Ref(GetreadySell,-1) AND (Ref(H,-1));
Short1=(NOT Ref(Short,-1));
Short3=Short1 AND Short;

ShortPrice=ValueWhen(Short,C,1);
BuyPrice=ValueWhen(Buy,C,1);


Sell=C<Ref(L,-2);
Cover= C>Ref(L,-2);



Sell1=((NOT Ref(Sell,-1)) AND (NOT Ref(Sell,-2)));
Sell2=Sell1 AND Sell;

Cover1=((NOT Ref(Cover,-1)) AND (NOT Ref(Cover,-2)));
Cover2=Cover1 AND Cover;




_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator ) 
(
Title = EncodeColor(colorYellow)+ "Hammer Harami Detector - 1-hammer, 2-getready, up/down arrow=Enter position, Orange colour short and white colour long, white dot trailing profit exit long and orange dot trailing profit exit short, triangles are pivot markers" + " - " +  Name() + " - " + EncodeColor(colorYellow)+ Interval(2) + EncodeColor(colorWhite) +
 "  - " + Date() +" - "+"\n" +EncodeColor(colorYellow) + "Vol= "+ WriteVal(V)+"\n"+ EncodeColor(colorYellow)+
WriteIf(x1, "1-Hammer Special"+C+"  ","")+
WriteIf(GetreadyBuy3, "2-Get Ready to Buy"+C+"  ","")+
WriteIf(Buy3, "BUY AT "+C+"  ","")+
WriteIf(BuyStop, "BUYSTOP AT"+Ref(L,-2)+"  ","")+
WriteIf(Sell2, "Exit Buy at "+C+"  ","")+




WriteIf(x2, "1-Inverted Hammer Special"+C+"  ","")+
WriteIf(GetreadySell3, "2-Get Ready to Short"+C+"  ","")+
WriteIf(Short3, " SHORT AT "+C+"  ","")+
WriteIf(ShortStop, "SHORTSTOP AT "+Ref(H,-2)+"  ","")+
WriteIf(Cover2, "Exit short at "+C+"  ",""));


Plot(C,"Close",colorWhite,64);
PlotShapes(x1*shapeDigit1,colorWhite,0,L); 
PlotShapes(GetreadyBuy3*shapeDigit2,colorWhite,0,L);
PlotShapes(Buy3*shapeUpArrow,colorWhite,0,L,Offset=-45);
PlotShapes(Sell2*shapeSmallCircle,colorWhite,0,H,Offset=45);

PlotShapes(x2*shapeDigit1,colorOrange,0,H,Offset=25); 
PlotShapes(GetreadySell3*shapeDigit2,colorOrange,0,H,Offset=25);
PlotShapes(Short3*shapeDownArrow,colorOrange,0,H,Offset=-45);
PlotShapes(Cover2*shapeSmallCircle,colorOrange,0,L,Offset=-45);

AlertIf( Ref(GetreadyBuy3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Get Ready To Buy", 2 );
AlertIf( Ref(Buy3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Buy Now", 2 );
AlertIf( Ref(GetreadySell3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Get Ready To Short", 2 );
AlertIf( Ref(Short3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Short Now", 2 );

RSIperiod = 14; // Param("RSI p",3,14,30,1);
Percent   = 5; // Param("ZIG %",8,9,15,1);
EMAperiod  = 9; //Param("EMA p",4,5,10,1);
HHVperiod  = 8; //Param("HHV p",3,5,10,1);
NumLine   = 2; //Param("Num Lines",3,1,20,1);

Base = DEMA(RSI(RSIperiod),EMAperiod);


for( i = 1; i <= numline; i++ )
{
ResBase = LastValue(Peak(Base,Percent,i));
SupBase = LastValue(Trough(Base,Percent,i));
Plot(ValueWhen( ResBase==Base, HHV(H,HHVperiod) ), "Resist Level", colorDarkRed, styleLine);
Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level", colorDarkGreen, styleLine);
}




//Code to automatically identify pivots

//********************************** */

// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,50,5000,10);
nBars = Param("Number of bars", 12, 5, 40);


// -- 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(H, nBars);

aLLVBars = LLVBars(L, nBars);

aHHV = HHV(H, nBars);

aLLV = LLV(L, 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<farback; 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++;

}

}

// -- Dump inventory of high pivots for debugging

/*

for (k=0; k<nHPivs; k++) {

_TRACE("High pivot no. " + k

+ " at barindex: " + aHPivIdxs[k] + ", " 

+ WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k], 

DateTime(), 1), formatDateTime)

+ ", " + aHPivHighs[k]);

}

*/

// -- OK, let's plot the pivots using arrows

PlotShapes(IIf(aHPivs==1, shapeSmallDownTriangle, shapeNone), colorRed, 0,High, Offset=-15);

PlotShapes(IIf(aLPivs==1, shapeSmallUpTriangle , shapeNone), colorGreen, 0, Low, Offset=-15);
//dist = 1.5*ATR(10); 
//Plot( (aHPivs==1),"HIGH Line ",colorGreen,styleLine,Null,Null,10|styleNoRescale); 
//Plot( (aLPivs==1),"LOW Line ",colorBrightGreen,styleLine, styleThick |styleOwnScale);
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