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| Volatility Indicator with Support Resistance |
//www.aflcode.com _SECTION_BEGIN(""); SetChartBkColor( colorBlack ) ; f = Param("fast ema",12,1,50,1); s = Param("Slow ema",26,2,100,1); t = Param ("signal",9,1,50,1); A1=EMA(C,f)-EMA(C,s); a2 = EMA(a1,t); Hist = a1-a2; em = EMA(Hist,2); D1=14; ST33=StochD(15,3); st3 = StochK(15,3); Ar=EMA(RSI(5),13); RSI13 = EMA( ar, 13 ); Bar_col = IIf( st33 > Ref(st33,-1), colorBrightGreen, colorRed); Plot(C,"",bar_col,styleBar+styleThick); em34 = EMA(C,34); em20 = EMA(C,20); Plot(em34,"",colorWhite,styleThick); Plot(em20,"",colorAqua,styleThick); PlotOHLC(em34,IIf(em34 > em20,em34,em20),IIf(em34 < em20,em34,em20),em34,"",IIf(em20 > em34,colorBlue,colorBrown),styleCloud+styleNoLabel); _SECTION_END(); _SECTION_BEGIN("Support-Resistance"); SupRes=ParamToggle("Sup-Res","No|Yes",1); SupResA = Param("Sup-Res A Period",20,0,100,1); SupResB = Param("Sup-Res B Period",25,0,100,1); Res1 = ParamColor("Resistance High", colorRed ); Res2 = ParamColor("Resistance Low", colorDarkRed ); Sup1 = ParamColor("Support High", colorDarkGreen ); Sup2 = ParamColor("Support Low", colorBrightGreen ); if(SupRes) { MaxGraph = 12; BuyOffSet = SupResA;//Optimize("BuyOffSet",18,15,20,1); SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2); RegLength = 5;//Optimize("RegLength",5, 2,11,2); BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1); SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2); ATRMultiplier = 0.5;//Optimize("ATRMultiplier",1,0.7,1.25,.05); SuppA = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */ RessB = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset); /* GREEN */ Plot(SuppA,"",sup1,ParamStyle("Sup-Res A Style", styleDashed|styleNoTitle) ); Plot(RessB,"",res2,ParamStyle("Sup-Res A Style", styleDashed|styleNoTitle) ); nn=SupResB; mmm=100; TYP=(High + Low + 2*Close)/4; CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14)); CCCI=EMA(CI,5)+mmm; Hh=HHV(H,nn); Ll=LLV(L,nn); MM=(Hh+Ll)/2; CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5); Plot(Hh,"",Res1, ParamStyle("Sup-Res B Style", styleThick|styleNoTitle) ); Plot(Ll,"",Sup2, ParamStyle("Sup-Res B Style", styleThick|styleNoTitle) ) ; } _SECTION_END(); _SECTION_BEGIN("Pivot"); nBars = Param("Number of bars", 12, 5, 40); bShowTCZ = Param("Show TCZ", 1, 0, 1); nExploreBarIdx = 0; nExploreDate = 0; nCurDateNum = 0; DN = DateNum(); DT = DateTime(); bTCZLong = False; bTCZShort = False; nAnchorPivIdx = 0; ADX8 = ADX(8); if(Status("action")==1) { bDraw = True; bUseLastVis = 1; } else { bDraw = False; bUseLastVis = False; bTrace = 1; nExploreDate = Status("rangetodate"); for (i=LastValue(BarIndex());i>=0;i--) { nCurDateNum = DN[i]; if (nCurDateNum == nExploreDate) { nExploreBarIdx = i; } } } GraphXSpace=7; if (bDraw) { } aHPivs = H - H; aLPivs = L - L; aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; aAddedHPivs = H - H; aAddedLPivs = L - L; aLegVol = H - H; aRetrcVol = H - H; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; aHHVBars = HHVBars(H, nBars); aLLVBars = LLVBars(L, nBars); aHHV = HHV(H, nBars); aLLV = LLV(L, nBars); nLastVisBar = LastValue( Highest(IIf(Status("barvisible"), BarIndex(), 0))); curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex()))); curTrend = ""; if (aLLVBars[curBar] < aHHVBars[curBar]) curTrend = "D"; else curTrend = "U"; if (curBar >= 120) { for (i=0; i<120; i++) { curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar-i, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx-i, LastValue(BarIndex())-i)); if (aLLVBars[curBar] < aHHVBars[curBar]) { if (curTrend == "U") { curTrend = "D"; curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } } else { if (curTrend == "D") { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } } } } curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx, LastValue(BarIndex())) ); if (nHPivs >= 2 AND nLPivs >= 2) { lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx); nAddPivsRng = curBar - nLastHOrLPivIdx; aLLVAfterLastPiv = LLV(L, nAddPivsRng); nLLVAfterLastPiv = aLLVAfterLastPiv[curBar]; aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng); nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar]; aHHVAfterLastPiv = HHV(H, nAddPivsRng); nHHVAfterLastPiv = aHHVAfterLastPiv[curBar]; aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar]; if (lastHPIdx > lastLPIdx) { /* There are at least two possibilities here. One is that the previous high was higher, indicating that this is a possible short retracement or one in the making. The other is that the previous high was lower, indicating that this is a possible long retracement in the working. However, both depend on opposing pivots. E.g., if I find higher highs, what if I have lower lows? If the highs are descending, then I can consider: - a lower low, and leave it at that - a higher high and higher low - a lower low and another lower high */ if (aHPivHighs[0] < aHPivHighs[1]) { if (nLLVAfterLastPiv < aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1 AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Here, the last piv is a high piv, and we have // higher-highs. The most likely addition is a // Low piv that is a retracement. } else { if (nLLVAfterLastPiv > aLPivLows[0] AND (nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1 AND nLLVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aLPivs[nLLVIdxAfterLastPiv] = 1; aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv; aLPivIdxs[0] = nLLVIdxAfterLastPiv; nLPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- The last piv is a high and we have higher highs // OR lower highs } /* **************************************************************** Still finding missed pivot(s). Here, the last piv is a low piv. **************************************************************** */ } else { // -- First case, lower highs if (aHPivHighs[0] < aHPivHighs[1]) { if (nHHVAfterLastPiv < aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1 AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark that for plotting aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } // -- Second case when last piv is a low piv, higher highs // Most likely addition is high piv that is a retracement. // Considering adding a high piv as long as it is higher } else { // -- Where I have higher highs, if (nHHVAfterLastPiv > aHPivHighs[0] AND (nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1 AND nHHVIdxAfterLastPiv != curBar ) { // -- OK, we'll add this as a pivot. // Mark it for plotting... aHPivs[nHHVIdxAfterLastPiv] = 1; aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv; aHPivIdxs[0] = nHHVIdxAfterLastPiv; nHPivs++; // -- Test whether to add piv given last piv is high // AND we have lower highs } } } // -- If there are at least two of each } /* **************************************** // -- Done with finding pivots ***************************************** */ if (bDraw) { PivotEntry = ParamColor( "Entry Color", colorBrightGreen ); PivotEntry2 = ParamColor( "Entry Color2", colorYellow ); PivotExit = ParamColor( "Exit Color", colorRed ); PivotExit2 = ParamColor( "Exit Color2", colorYellow ); // -- OK, let's plot the pivots using arrows PlotShapes( IIf(aHPivs==1, shapeSquare, shapeNone), PivotExit, 0, High, Offset=30); PlotShapes( IIf(aAddedHPivs==1, shapeSquare, shapeNone), PivotExit2, 0, High, Offset=30); PlotShapes( IIf(aLPivs==1, shapeSquare , shapeNone), PivotEntry, 0, Low, Offset=-30); PlotShapes( IIf(aAddedLPivs==1, shapeSquare , shapeNone), PivotEntry2, 0, Low, Offset=-30); PlotShapes( IIf(aHPivs==1, shapeSquare, shapeNone), colorBlack, 0, High, Offset=35); PlotShapes( IIf(aAddedHPivs==1, shapeSquare, shapeNone), colorBlack, 0, High, Offset=35); PlotShapes( IIf(aLPivs==1, shapeSquare , shapeNone), colorBlack, 0, Low, Offset=-35); PlotShapes( IIf(aAddedLPivs==1, shapeSquare , shapeNone), colorBlack, 0, Low, Offset=-35); } /* **************************************** // -- Done with discovering and plotting pivots ***************************************** */ m = (Hh+Ll)/2; Title = EncodeColor(colorWhite)+ "" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) + " - " + Date() +" - "+ "\n"+ WriteIf(H > Ref(H,-1),EncodeColor(colorGreen),EncodeColor(colorRed))+" Hi "+H+"\n"+ EncodeColor(colorWhite)+"Op "+O+EncodeColor(colorAqua)+" Cl : " +C+"\n"+ WriteIf(L < Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorGreen))+" Lo "+L +"\n"+"\n"+"\n"+"\n"+ EncodeColor(colorBrightGreen)+"SL for Short "+Hh +"\n"+ EncodeColor(colorRed)+"SL for Long "+Ll +"\n" //EncodeColor(colorAqua)+"Midpoint "+m ; _SECTION_BEGIN("shiree FPSR"); //PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),styleCandle); // Get Previous Day's close, Low and High Prev_Close = TimeFrameGetPrice( "C", inDaily, -1, expandFirst) ; Prev_Low = TimeFrameGetPrice( "L", inDaily, -1, expandFirst) ; Prev_High = TimeFrameGetPrice( "H", inDaily, -1, expandFirst) ; Today = LastValue(Day( ) ); //////////////////////////////30 MT STRATEGY ///////////////////////////////////////////////////////////// BS=(Prev_High-Prev_Low)/3; Y=R30=Prev_Close+BS; X=S30=Prev_Close-BS; BSColor = colorBlue; //Plot(X,"",colorBlue,styleThick|styleNoLabel); //Plot(Y,"",colorBlue,styleThick|styleNoLabel); /////////////////////////////////////////////////////////////////////////////////////////////////////// SetChartOptions(0,chartShowArrows|chartShowDates); Show_Prev = ParamToggle( "Display Pivots", "No|Yes", 1); ////////////////////// FPSR AS BUNCH OF LINES///////////////////////////////////////////////////////////// XY=Y-X; Z1=X+0.0025*XY; Z2=X+0.0050*XY; Z3=X+0.0075*XY; Z4=X+0.0100*XY; Z5=X+0.0125*XY; Z6=X+0.0150*XY; Z7=X+0.0175*XY; Z8=X+0.0200*XY; Z9=X+0.0225*XY; Z0=X+0.0250*XY; Z11=Y-0.0025*XY; Z12=Y-0.005*XY; Z13=Y-0.0075*XY; Z14=Y-0.01*XY; Z15=Y-0.0125*XY; Z16=Y-0.0150*XY; Z17=Y-0.0175*XY; Z18=Y-0.02*XY; Z19=Y-0.0225*XY; Z20=Y-0.025*XY; //ColorR=ColorRGB(150,20,100); ColorXY=ParamColor("XY", colorYellow); //////////////////////////////////////////////////////////////////////////// if(Show_Prev) { Plot(IIf(Today == Day(),Z1, Null), "", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z2, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z3, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z4, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z5, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z6, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z7, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z8, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z9, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z0, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z11, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z12, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z13, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z14, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z15, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z16, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z17, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z18, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z19, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),Z20, Null),"", ColorXY,styleLine|styleThick|styleNoRescale|styleNoLabel);} _SECTION_END();
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