EASY TO AVOID WHIPSAWS.........probably a very important function in every traders life........can u please share your system of avoiding these whipsaws........cos there are many systems with good sucess rate when thers a proper rule to avoid whipsaws..........lets see how your rule to avoid whipsaws work.
TriggerLines
- Thread starter KelvinHand
- Start date
SetChartBkGradientFill( ParamColor( "TopColor", ColorRGB( 217, 197, 137 ) ), ParamColor( "BottomColor", ColorRGB( 254, 244, 224 ) ) );
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_SECTION_BEGIN("SingleMA");
SetChartOptions(0, chartShowDates | chartWrapTitle);
Plot(C,"",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
kk = Optimize( "mult", Param( "mult", 2, 1, 6, 0.25 ), 1, 2, 0.25 );
Per = Optimize( "period", Param( "period", 10, 5, 50, 1 ), 5, 50, 1 );
sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 );
offset = Param( "Offset", 2, 1, 50, 1 );
tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|Both
Channels", 1 );
ms = ParamToggle( "Trend", "Regular|Smoothed", 1 );
x = Cum( 1 );
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 ) );
if ( ms == 0 )
{
nm = ( H - L );
j = ( O + H + L + C ) / 4;
}
else
{
nm = ( HaHigh - HaLow );
j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4;
}
rfsctor = WMA( nm, Per );
revers = kk * rfsctor;
Trend = 1;
NW[0] = 0;
for ( i = 1;i < BarCount;i++ )
{
if ( Trend[i-1] == 1 )
{
if ( j < NW[i-1] )
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if ( ( j - Revers ) > NW[i-1] )
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if ( Trend[i-1] == -1 )
{
if ( j > NW[i-1] )
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if ( ( j + Revers ) < NW[i-1] )
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
cp = ( H + L ) / 2;
Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong",
colorBlue ), styleStaircase | styleDots );
Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort",
colorRed ), styleStaircase | styleDots );
Buy = NW < j;
Short = NW > j;
Cover=Buy = ExRem(Buy, Short);
Sell=Short = ExRem(Short, Buy);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,NW);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,NW);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 55, 5, 50, 1);
p2 = Param("TL 2 Periods", 2, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_SECTION_BEGIN("SingleMA");
SetChartOptions(0, chartShowDates | chartWrapTitle);
Plot(C,"",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
kk = Optimize( "mult", Param( "mult", 2, 1, 6, 0.25 ), 1, 2, 0.25 );
Per = Optimize( "period", Param( "period", 10, 5, 50, 1 ), 5, 50, 1 );
sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 );
offset = Param( "Offset", 2, 1, 50, 1 );
tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|Both
Channels", 1 );
ms = ParamToggle( "Trend", "Regular|Smoothed", 1 );
x = Cum( 1 );
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 ) );
if ( ms == 0 )
{
nm = ( H - L );
j = ( O + H + L + C ) / 4;
}
else
{
nm = ( HaHigh - HaLow );
j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4;
}
rfsctor = WMA( nm, Per );
revers = kk * rfsctor;
Trend = 1;
NW[0] = 0;
for ( i = 1;i < BarCount;i++ )
{
if ( Trend[i-1] == 1 )
{
if ( j < NW[i-1] )
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if ( ( j - Revers ) > NW[i-1] )
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if ( Trend[i-1] == -1 )
{
if ( j > NW[i-1] )
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if ( ( j + Revers ) < NW[i-1] )
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
cp = ( H + L ) / 2;
Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong",
colorBlue ), styleStaircase | styleDots );
Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort",
colorRed ), styleStaircase | styleDots );
Buy = NW < j;
Short = NW > j;
Cover=Buy = ExRem(Buy, Short);
Sell=Short = ExRem(Short, Buy);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,NW);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,NW);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 55, 5, 50, 1);
p2 = Param("TL 2 Periods", 2, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
trendup = IIf(MACD(12,26) > 0 AND MACD(12,26) > Signal(12,26,9), colorBlue, colorWhite);
trendcolor = IIf(MACD(12,26) < 0 AND MACD(12,26) < Signal(12,26,9), colorRed, trendup);
Plot( C, "Close", trendcolor, styleBar | styleThick );
//RSIup = RSI(7) > 70;
//RSIdown = RSI(7) < 30;
sp = Param( "RSI Period", 7, 1, 100 );
r = RSI( sp );
RSIup = r > 70;
RSIdown = r < 30;
shape = RSIup * shapeNone + RSIdown * shapeNone;
PlotShapes(shape, IIf( RSIup, colorBrightGreen, colorRed ), 0, IIf( RSIup, Low, High ) );
if( ParamToggle("Tooltip shows", "All Values | Only Prices" ) )
{
ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}
_SECTION_END();
SetChartBkColor(ParamColor("Panel color ",colorBlack));
PlotOHLC( Open, High, Low, Close, "", colorLime, styleBar| styleThick );
_SECTION_BEGIN("trailstops");
EntrySignal = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) );
ExitSignal = C < ( HHV( H, 20 ) - 2 * ATR( 10 ) );
Color = IIf( EntrySignal, colorBlue, IIf( ExitSignal, colorOrange, colorGrey50 ));
TrailStop = HHV( C - 2 * ATR(10), 15 );
ProfitTaker = EMA( H, 13 ) + 2 * ATR(10);
/* plot price chart and stops */
Plot( TrailStop, "Trailing stop", colorGold, styleThick | styleLine );
Plot( C, "Price", color, styleBar );
/* plot color ribbon */
Plot( 2, "", Color, styleArea | styleOwnScale | styleNoLabel, -0.1, 50 );
_SECTION_BEGIN("GFX EMA");
procedure Plotlinewidth(pvalue,ptitle,pcolor,pstyle,pmin,pmax,pxshift,plinewidth,pshowdate)
{
local pvalue,ptitle,pcolor,pstyle,pmin,pmax,pxshift,plinewidth,ppenstyle,pshowdate;
local Miny,Maxy; local Lvb,fvb; local pxwidth,pxheight; local TotalBars,axisarea; local i,x,y;
if(plinewidth>0 && Status("action") == 1 && (pstyle & styleLine==styleLine)){
GfxSetOverlayMode(0);
Miny=Status("axisminy"); Maxy=Status("axismaxy");
lvb=Status("lastvisiblebar"); fvb=Status("firstvisiblebar");
pxwidth=Status("pxwidth"); pxheight=Status("pxheight");
TotalBars=Lvb-fvb; xaxisarea=56;
if(pshowdate)yaxisarea=10;
else
yaxisarea=0; i=0;
x=5+i*(pxwidth-xaxisarea-10)/( TotalBars+1);
y=5+yaxisarea+(pvalue[i+fvb]-Miny)*(pxheight-yaxisarea-10)/(Maxy-Miny);
GfxMoveTo(x,pxheight - y);
for(i=1; i<TotalBars AND i<(BarCount-fvb); i++)
{
GfxSelectPen(pcolor[i + fvb],plinewidth,0);
x=5+i*(pxwidth-xaxisarea-10)/(TotalBars+1);
y=5+yaxisarea+(pvalue[i+fvb]-Miny)*(pxheight-yaxisarea-10)/(Maxy-Miny);
GfxLineTo(x,pxheight - y);
}}}
RequestTimedRefresh(2);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 20, 5, 50, 1);
p2 = Param("TL 2 Periods", 5, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Large Triggers");
p3 = Param("TL 3 Periods", 80, 5, 100, 1);
p4 = Param("TL 4 Periods", 20, 3, 100, 1);
TL3 = LinearReg(C, p3);
TL4 = EMA(TL3, p4);
Col1 = IIf(TL3 > TL4, ParamColor("TLL Up Colour", colorBlue), ParamColor("TLL Dn Colour", colorRed));
Plot(TL3, "TriggerLine 3", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL4, "TriggerLine 4", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Fibo Retrace and Extensions");
fibs = ParamToggle("Plot Fibs","Off|On",1);
pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
Back = Param ("Extend Left = 2",1,1,500,1);
Fwd = Param("Plot Forward", 0, 0, 500, 1);
text = ParamToggle("Plot Text","Off|On",1);
hts = Param ("Text Shift", -33.5,-50,50,0.10);
style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp = PeakBars( H, pctH, 1) == 0;
yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
pSp = TroughBars( L, pctL, 1) == 0;
ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;
function fib(ret)
{
retval = (Delta * ret);
Fibval = IIf(ret < 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
AND xSp0 > xRp0, ySp0 + retval, Null))));
return FibVal;
}
x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
r236 = fib(0.236); r236I = LastValue (r236,1);
r382 = fib(0.382); r382I = LastValue (r382,1);
r050 = fib(0.50); r050I = LastValue (r050,1);
r618 = fib(0.618); r618I = LastValue (r618,1);
r786 = fib(0.786); r786I = LastValue (r786,1);
e127 = fib(1.27); e127I = LastValue (e127,1);
e162 = fib(1.62); e162I = LastValue (e162,1);
e200 = fib(2.00); e200I = LastValue (e200,1);
e262 = fib(2.62); e262I = LastValue (e262,1);
e424 = fib(4.24); e424I = LastValue (e424,1);
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
if(fibs==1)
{
Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
}
if(text==1)
{
PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
}
_SECTION_END();
/* **********************************
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);
// -- Title.
Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",
H: " + High + ", L: " + Low + ", C: " + Close;
// -- Plot basic candle chart
PlotOHLC(Open, High, Low, Close,
"BIdx = " + BarIndex() +
"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
+ "\n"+"C ",
colorBlack, styleBar);
GraphXSpace=7;
// -- 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, shapeHollowDownArrow, shapeNone), colorRed, 0,
High, Offset=-15);
PlotShapes(
IIf(aLPivs==1, shapeHollowUpArrow , shapeNone), colorBrightGreen, 0,
Low, Offset=-15);
_SECTION_END();
_SECTION_BEGIN("Dots Color");
acc = Param("Acceleration", 0.01, 0, 1, 0.001 );
accm = Param("Max. acceleration", 0.1, 0, 1, 0.001 );
myColor = IIf (C > SAR( acc, accm ) , colorTurquoise , colorRed);
Plot( SAR( acc, accm ), _DEFAULT_NAME(), myColor , ParamStyle("Style", styleDots |styleThick | styleNoLine, maskDefault | styleDots | styleThick | styleNoLine ) );
_SECTION_END();
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),
ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
trendup = IIf(MACD(12,26) > 0 AND MACD(12,26) > Signal(12,26,9), colorBlue, colorWhite);
trendcolor = IIf(MACD(12,26) < 0 AND MACD(12,26) < Signal(12,26,9), colorRed, trendup);
Plot( C, "Close", trendcolor, styleBar | styleThick );
//RSIup = RSI(7) > 70;
//RSIdown = RSI(7) < 30;
sp = Param( "RSI Period", 7, 1, 100 );
r = RSI( sp );
RSIup = r > 70;
RSIdown = r < 30;
shape = RSIup * shapeNone + RSIdown * shapeNone;
PlotShapes(shape, IIf( RSIup, colorBrightGreen, colorRed ), 0, IIf( RSIup, Low, High ) );
if( ParamToggle("Tooltip shows", "All Values | Only Prices" ) )
{
ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}
_SECTION_END();
SetChartBkColor(ParamColor("Panel color ",colorBlack));
PlotOHLC( Open, High, Low, Close, "", colorLime, styleBar| styleThick );
_SECTION_BEGIN("trailstops");
EntrySignal = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) );
ExitSignal = C < ( HHV( H, 20 ) - 2 * ATR( 10 ) );
Color = IIf( EntrySignal, colorBlue, IIf( ExitSignal, colorOrange, colorGrey50 ));
TrailStop = HHV( C - 2 * ATR(10), 15 );
ProfitTaker = EMA( H, 13 ) + 2 * ATR(10);
/* plot price chart and stops */
Plot( TrailStop, "Trailing stop", colorGold, styleThick | styleLine );
Plot( C, "Price", color, styleBar );
/* plot color ribbon */
Plot( 2, "", Color, styleArea | styleOwnScale | styleNoLabel, -0.1, 50 );
_SECTION_BEGIN("GFX EMA");
procedure Plotlinewidth(pvalue,ptitle,pcolor,pstyle,pmin,pmax,pxshift,plinewidth,pshowdate)
{
local pvalue,ptitle,pcolor,pstyle,pmin,pmax,pxshift,plinewidth,ppenstyle,pshowdate;
local Miny,Maxy; local Lvb,fvb; local pxwidth,pxheight; local TotalBars,axisarea; local i,x,y;
if(plinewidth>0 && Status("action") == 1 && (pstyle & styleLine==styleLine)){
GfxSetOverlayMode(0);
Miny=Status("axisminy"); Maxy=Status("axismaxy");
lvb=Status("lastvisiblebar"); fvb=Status("firstvisiblebar");
pxwidth=Status("pxwidth"); pxheight=Status("pxheight");
TotalBars=Lvb-fvb; xaxisarea=56;
if(pshowdate)yaxisarea=10;
else
yaxisarea=0; i=0;
x=5+i*(pxwidth-xaxisarea-10)/( TotalBars+1);
y=5+yaxisarea+(pvalue[i+fvb]-Miny)*(pxheight-yaxisarea-10)/(Maxy-Miny);
GfxMoveTo(x,pxheight - y);
for(i=1; i<TotalBars AND i<(BarCount-fvb); i++)
{
GfxSelectPen(pcolor[i + fvb],plinewidth,0);
x=5+i*(pxwidth-xaxisarea-10)/(TotalBars+1);
y=5+yaxisarea+(pvalue[i+fvb]-Miny)*(pxheight-yaxisarea-10)/(Maxy-Miny);
GfxLineTo(x,pxheight - y);
}}}
RequestTimedRefresh(2);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 20, 5, 50, 1);
p2 = Param("TL 2 Periods", 5, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Large Triggers");
p3 = Param("TL 3 Periods", 80, 5, 100, 1);
p4 = Param("TL 4 Periods", 20, 3, 100, 1);
TL3 = LinearReg(C, p3);
TL4 = EMA(TL3, p4);
Col1 = IIf(TL3 > TL4, ParamColor("TLL Up Colour", colorBlue), ParamColor("TLL Dn Colour", colorRed));
Plot(TL3, "TriggerLine 3", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL4, "TriggerLine 4", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("Fibo Retrace and Extensions");
fibs = ParamToggle("Plot Fibs","Off|On",1);
pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
Back = Param ("Extend Left = 2",1,1,500,1);
Fwd = Param("Plot Forward", 0, 0, 500, 1);
text = ParamToggle("Plot Text","Off|On",1);
hts = Param ("Text Shift", -33.5,-50,50,0.10);
style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp = PeakBars( H, pctH, 1) == 0;
yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
pSp = TroughBars( L, pctL, 1) == 0;
ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;
function fib(ret)
{
retval = (Delta * ret);
Fibval = IIf(ret < 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
AND xSp0 > xRp0, ySp0 + retval, Null))));
return FibVal;
}
x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
r236 = fib(0.236); r236I = LastValue (r236,1);
r382 = fib(0.382); r382I = LastValue (r382,1);
r050 = fib(0.50); r050I = LastValue (r050,1);
r618 = fib(0.618); r618I = LastValue (r618,1);
r786 = fib(0.786); r786I = LastValue (r786,1);
e127 = fib(1.27); e127I = LastValue (e127,1);
e162 = fib(1.62); e162I = LastValue (e162,1);
e200 = fib(2.00); e200I = LastValue (e200,1);
e262 = fib(2.62); e262I = LastValue (e262,1);
e424 = fib(4.24); e424I = LastValue (e424,1);
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
if(fibs==1)
{
Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
}
if(text==1)
{
PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
}
_SECTION_END();
/* **********************************
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);
// -- Title.
Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",
H: " + High + ", L: " + Low + ", C: " + Close;
// -- Plot basic candle chart
PlotOHLC(Open, High, Low, Close,
"BIdx = " + BarIndex() +
"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
+ "\n"+"C ",
colorBlack, styleBar);
GraphXSpace=7;
// -- 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, shapeHollowDownArrow, shapeNone), colorRed, 0,
High, Offset=-15);
PlotShapes(
IIf(aLPivs==1, shapeHollowUpArrow , shapeNone), colorBrightGreen, 0,
Low, Offset=-15);
_SECTION_END();
_SECTION_BEGIN("Dots Color");
acc = Param("Acceleration", 0.01, 0, 1, 0.001 );
accm = Param("Max. acceleration", 0.1, 0, 1, 0.001 );
myColor = IIf (C > SAR( acc, accm ) , colorTurquoise , colorRed);
Plot( SAR( acc, accm ), _DEFAULT_NAME(), myColor , ParamStyle("Style", styleDots |styleThick | styleNoLine, maskDefault | styleDots | styleThick | styleNoLine ) );
_SECTION_END();
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),
ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
Re: TriggerLines plus two stops
SetChartBkGradientFill( ParamColor( "TopColor", ColorRGB( 217, 197, 137 ) ), ParamColor( "BottomColor", ColorRGB( 254, 244, 224 ) ) );
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_SECTION_BEGIN("SingleMA");
SetChartOptions(0, chartShowDates | chartWrapTitle);
Plot(C,"",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
kk = Optimize( "mult", Param( "mult", 2, 1, 6, 0.25 ), 1, 2, 0.25 );
Per = Optimize( "period", Param( "period", 10, 5, 50, 1 ), 5, 50, 1 );
sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 );
offset = Param( "Offset", 2, 1, 50, 1 );
tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|Both
Channels", 1 );
ms = ParamToggle( "Trend", "Regular|Smoothed", 1 );
x = Cum( 1 );
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 ) );
if ( ms == 0 )
{
nm = ( H - L );
j = ( O + H + L + C ) / 4;
}
else
{
nm = ( HaHigh - HaLow );
j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4;
}
rfsctor = WMA( nm, Per );
revers = kk * rfsctor;
Trend = 1;
NW[0] = 0;
for ( i = 1;i < BarCount;i++ )
{
if ( Trend[i-1] == 1 )
{
if ( j < NW[i-1] )
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if ( ( j - Revers ) > NW[i-1] )
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if ( Trend[i-1] == -1 )
{
if ( j > NW[i-1] )
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if ( ( j + Revers ) < NW[i-1] )
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
cp = ( H + L ) / 2;
Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong",
colorBlue ), styleStaircase | styleDots );
Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort",
colorRed ), styleStaircase | styleDots );
Buy = NW < j;
Short = NW > j;
Cover=Buy = ExRem(Buy, Short);
Sell=Short = ExRem(Short, Buy);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,NW);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,NW);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 55, 5, 50, 1);
p2 = Param("TL 2 Periods", 2, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("SmoothHeikin MA Swing");
SetBarsRequired(200,0);
GraphXSpace = 5;
SetChartOptions(0,chartShowArrows|chartShowDates);
k = Param("K", 1.5, 1, 5, 0.1);
Per = Param("ATR", 3, 1, 30, 0.50);
k1 = Optimize("K", 1, 0.1, 5, 0.1);
Per1 = Optimize("ATR", 3, 1, 30, 0.50);
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 ) );
j=Haclose;
//=======================================================================================================================
//=========================Indicator==============================================================================================
f=ATR(14);
rfsctor = WMA(H-L, Per);
revers = k * rfsctor;
Trend = 1;
NW[0] = 0;
for(i = 1; i < BarCount; i++)
{
if(Trend[i-1] == 1)
{
if(j < NW[i-1])
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if((j - Revers) > NW[i-1])
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if(Trend[i-1] == -1)
{
if(j > NW[i-1])
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if((j + Revers) < NW[i-1])
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
//===============system================
Plot(NW, "", IIf(Trend == 1, 3, 25), 1);
Buy=Cover=Cross(j,nw);
Sell=Short=Cross(nw,j);
SWING =WriteIf(j > nw, "UPTREND","DOWNTREND");
GfxSetTextColor( colorLightBlue );
GfxSelectFont("Arial", 8 );
shape = Buy * shapeCircle + Sell * shapeCircle;
_SECTION_END();
_SECTION_BEGIN( "KBrain" );
//========================Initiation================ ========
bts = ParamToggle( "BrainTrend1 signal", "No|Yes" , 1 );
btst = ParamToggle( "BrainTrend1 stop", "No|Yes" , 1 );
btsl = ParamToggle( "BrainTrend1 stop line", "No|Yes" , 1 );
period = Param( "Period", 14, 6, 20, 1 );
x1 = 53;
x2 = 47;
d = 2.3;
f = 7;
s = 1.5;
range = ATR( f );
Range1 = ATR( f ) / d;
Range2 = ( ATR( f ) * s ) / 4;
range3 = ATR( 10 );
R = ( ( HHV( H, period ) - C ) / ( HHV ( H, period ) - LLV ( L, period ) ) ) * -100;
EMA1 = EMA( R, Period );
EMA2 = EMA( EMA1, 5 );
Difference = EMA1 - EMA2;
ZeroLagEMA = EMA1 + Difference;
value2 = abs( ZeroLagEMA );
function PercentR( periods )
{
return -100 * ( HHV( H, periods ) - C ) / ( HHV( H, periods ) - LLV( L, periods ) );
}
for ( i = 1; i < Period - 1; i++ )
{
tm = 1;
bstop = 1;
sstop = 1;
p = 1;
}
for ( i = period + 10; i < BarCount; i++ )
{
C[0] = 0;
Value2[0] = 0;
p[0] = 0;
Plot1[0] = 0;
Plot2[0] = 0;
Val1 = 0;
Val2 = 0;
temp[0] = 0;
Value3[0] = 0;
tm[0] = 0;
p1 = 0;
bt1[0] = 0;
bt2[0] = 0;
r[0] = 0;
bt1a[0] = 0;
bt2a[0] = 0;
istop[0] = Val1[0];
stop = Val1[0];
bstop[0] = 0;
sstop = 0;
//==================================Indicators====== ======================
{
if ( value2 < x2 AND abs( Close - Close[i-2] ) > range1 )
p = 1 ;
else
{
if ( value2 > x1 AND abs( Close - Close[i-2] ) > Range1 )
p = 2 ;
else
p = 0;
}
}
if ( ( value2 < x2 AND p == 1 ) OR ( value2 < x2 AND p == 0 ) )
{
if ( abs( Close - Close[i-2] ) > Range1 )
{
Plot1 = H;
Plot2 = L;
}
else
{
Plot1 = Plot1[i-1];
Plot2 = Plot2[i-1];
}
}
else
{
if ( ( value2 > x1 AND p == 2 ) OR ( value2 > x1 AND p == 0 ) )
{
Plot1 = L;
Plot2 = H;
}
else
{
Plot1 = Plot1[i-1];
Plot2 = Plot2[i-1];
}
}
//==================KBrain Signal ====================================
{
if ( value2 < x2 AND ( abs( Close - Close[i-2] ) > Range1 ) )
{
if ( p == 1 OR p == 0 )
Value3 = L - range3;
val1 = Value3;
p = 1;
temp = 1;
}
else
{
temp = temp[i-1];
}
{
if ( value2 > x1 AND ( abs( Close - Close[i-2] ) > Range1 ) )
{
if ( p == 2 OR p == 0 )
Value3 = H + range3;
val2 = Value3;
p = 2;
temp = 2;;
}
}
}
{
if ( temp == 1 AND Plot1 > 0 AND tm != 1 )
tm = 1;
if ( temp == 2 AND Plot2 > 0 AND tm != 2 )
tm = 2;
}
//===============================stop=============== =========================
{
if ( value2 < x2 AND ( abs( Close - Close[i-2] ) > Range1 )AND p != 2 )
{
value3 = L - range3;
va1 = Value3;
p1 = 2;
r = Va1;
bstop = Va1;
bt2 = bt2[i-1];
}
if ( value2 > x1 AND ( abs( Close - Close[i-2] ) > Range1 )AND p != 1 )
{
Value3 = H + range3;
va2 = Value3;
p1 = 1;
r = Va2;
sstop = Value3;
bt1 = bt1[i-1];
}
}
if ( val1 == 0 AND val2 == 0 AND p == 0 )
{
bstop = bstop[i-1];
sstop = sstop[i-1];
}
if ( bstop < bstop[i-1] AND tm == 1 AND tm[i-1] == 1 )
bstop = bstop[i-1];
if ( sstop > sstop[i-1] AND tm == 2 AND tm[i-1] == 2 )
sstop = sstop[i-1];
}
//=============================SYSTEM=============== =======================
Mycolor = IIf( p == 1, colorLime, IIf( p == 2, colorRed, colorBlue ) );
PlotShapes( shapeCircle* ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 ), colorTurquoise, 0, bstop, 0 );
PlotShapes( shapeCircle* ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 ), colorCustom12, 0, sstop, 0 );
PlotShapes( IIf( btst AND p == 1, shapeSmallCircle, Null ), colorTurquoise, 0, bstop, 0 );
Plot( IIf( btsl AND tm == 1, bstop, Null ), "", colorPaleBlue, 1 );
PlotShapes( IIf( btst AND p == 2, shapeSmallCircle, Null ), colorCustom12, 0, sstop, 0 );
Plot( IIf( btsl AND tm == 2, sstop, Null ), "", colorLightYellow, 1 );
Buy = Cover = ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 );
Sell = Short = ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 );
SellPrice = ValueWhen( Sell, C, 1 );
BuyPrice = ValueWhen( Buy, C, 1 );
Long = Flip( Buy, Sell );
Shrt = Flip( Sell, Buy );
_SECTION_END();
SetChartBkGradientFill( ParamColor( "TopColor", ColorRGB( 217, 197, 137 ) ), ParamColor( "BottomColor", ColorRGB( 254, 244, 224 ) ) );
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_SECTION_BEGIN("SingleMA");
SetChartOptions(0, chartShowDates | chartWrapTitle);
Plot(C,"",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
kk = Optimize( "mult", Param( "mult", 2, 1, 6, 0.25 ), 1, 2, 0.25 );
Per = Optimize( "period", Param( "period", 10, 5, 50, 1 ), 5, 50, 1 );
sdfact = Param( "Standard Deviation Factor", 2, 0.5, 5, 0.1 );
offset = Param( "Offset", 2, 1, 50, 1 );
tc = ParamList( "Channel Display", List = "No Channel|Channel|ChannelRT|Both
Channels", 1 );
ms = ParamToggle( "Trend", "Regular|Smoothed", 1 );
x = Cum( 1 );
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 ) );
if ( ms == 0 )
{
nm = ( H - L );
j = ( O + H + L + C ) / 4;
}
else
{
nm = ( HaHigh - HaLow );
j = ( HaOpen + HaHigh + HaLow + HaClose ) / 4;
}
rfsctor = WMA( nm, Per );
revers = kk * rfsctor;
Trend = 1;
NW[0] = 0;
for ( i = 1;i < BarCount;i++ )
{
if ( Trend[i-1] == 1 )
{
if ( j < NW[i-1] )
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if ( ( j - Revers ) > NW[i-1] )
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if ( Trend[i-1] == -1 )
{
if ( j > NW[i-1] )
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if ( ( j + Revers ) < NW[i-1] )
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
cp = ( H + L ) / 2;
Plot( IIf( NW < j, NW, Null ), "\ntrailLong", ParamColor( "ColorTrailLong",
colorBlue ), styleStaircase | styleDots );
Plot( IIf( NW > j, NW, Null ), "\ntrailShort", ParamColor( "ColorTrailShort",
colorRed ), styleStaircase | styleDots );
Buy = NW < j;
Short = NW > j;
Cover=Buy = ExRem(Buy, Short);
Sell=Short = ExRem(Short, Buy);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorBlue, 0,NW);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorRed, 0,NW);
_SECTION_END();
_SECTION_BEGIN("Small Triggers");
p1 = Param("TL 1 Periods", 55, 5, 50, 1);
p2 = Param("TL 2 Periods", 2, 3, 25, 1);
TL1 = LinearReg(C, p1);
TL2 = EMA(TL1, p2);
Col1 = IIf(TL1 > TL2, ParamColor("TL Up Colour", colorBrightGreen), ParamColor("TL Dn Colour", colorCustom12));
Plot(TL1, "TriggerLine 1", Col1, styleLine|styleThick|styleNoLabel);
Plot(TL2, "TriggerLine 2", Col1, styleLine|styleThick|styleNoLabel);
_SECTION_END();
_SECTION_BEGIN("SmoothHeikin MA Swing");
SetBarsRequired(200,0);
GraphXSpace = 5;
SetChartOptions(0,chartShowArrows|chartShowDates);
k = Param("K", 1.5, 1, 5, 0.1);
Per = Param("ATR", 3, 1, 30, 0.50);
k1 = Optimize("K", 1, 0.1, 5, 0.1);
Per1 = Optimize("ATR", 3, 1, 30, 0.50);
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 ) );
j=Haclose;
//=======================================================================================================================
//=========================Indicator==============================================================================================
f=ATR(14);
rfsctor = WMA(H-L, Per);
revers = k * rfsctor;
Trend = 1;
NW[0] = 0;
for(i = 1; i < BarCount; i++)
{
if(Trend[i-1] == 1)
{
if(j < NW[i-1])
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if((j - Revers) > NW[i-1])
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if(Trend[i-1] == -1)
{
if(j > NW[i-1])
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if((j + Revers) < NW[i-1])
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}
//===============system================
Plot(NW, "", IIf(Trend == 1, 3, 25), 1);
Buy=Cover=Cross(j,nw);
Sell=Short=Cross(nw,j);
SWING =WriteIf(j > nw, "UPTREND","DOWNTREND");
GfxSetTextColor( colorLightBlue );
GfxSelectFont("Arial", 8 );
shape = Buy * shapeCircle + Sell * shapeCircle;
_SECTION_END();
_SECTION_BEGIN( "KBrain" );
//========================Initiation================ ========
bts = ParamToggle( "BrainTrend1 signal", "No|Yes" , 1 );
btst = ParamToggle( "BrainTrend1 stop", "No|Yes" , 1 );
btsl = ParamToggle( "BrainTrend1 stop line", "No|Yes" , 1 );
period = Param( "Period", 14, 6, 20, 1 );
x1 = 53;
x2 = 47;
d = 2.3;
f = 7;
s = 1.5;
range = ATR( f );
Range1 = ATR( f ) / d;
Range2 = ( ATR( f ) * s ) / 4;
range3 = ATR( 10 );
R = ( ( HHV( H, period ) - C ) / ( HHV ( H, period ) - LLV ( L, period ) ) ) * -100;
EMA1 = EMA( R, Period );
EMA2 = EMA( EMA1, 5 );
Difference = EMA1 - EMA2;
ZeroLagEMA = EMA1 + Difference;
value2 = abs( ZeroLagEMA );
function PercentR( periods )
{
return -100 * ( HHV( H, periods ) - C ) / ( HHV( H, periods ) - LLV( L, periods ) );
}
for ( i = 1; i < Period - 1; i++ )
{
tm = 1;
bstop = 1;
sstop = 1;
p = 1;
}
for ( i = period + 10; i < BarCount; i++ )
{
C[0] = 0;
Value2[0] = 0;
p[0] = 0;
Plot1[0] = 0;
Plot2[0] = 0;
Val1 = 0;
Val2 = 0;
temp[0] = 0;
Value3[0] = 0;
tm[0] = 0;
p1 = 0;
bt1[0] = 0;
bt2[0] = 0;
r[0] = 0;
bt1a[0] = 0;
bt2a[0] = 0;
istop[0] = Val1[0];
stop = Val1[0];
bstop[0] = 0;
sstop = 0;
//==================================Indicators====== ======================
{
if ( value2 < x2 AND abs( Close - Close[i-2] ) > range1 )
p = 1 ;
else
{
if ( value2 > x1 AND abs( Close - Close[i-2] ) > Range1 )
p = 2 ;
else
p = 0;
}
}
if ( ( value2 < x2 AND p == 1 ) OR ( value2 < x2 AND p == 0 ) )
{
if ( abs( Close - Close[i-2] ) > Range1 )
{
Plot1 = H;
Plot2 = L;
}
else
{
Plot1 = Plot1[i-1];
Plot2 = Plot2[i-1];
}
}
else
{
if ( ( value2 > x1 AND p == 2 ) OR ( value2 > x1 AND p == 0 ) )
{
Plot1 = L;
Plot2 = H;
}
else
{
Plot1 = Plot1[i-1];
Plot2 = Plot2[i-1];
}
}
//==================KBrain Signal ====================================
{
if ( value2 < x2 AND ( abs( Close - Close[i-2] ) > Range1 ) )
{
if ( p == 1 OR p == 0 )
Value3 = L - range3;
val1 = Value3;
p = 1;
temp = 1;
}
else
{
temp = temp[i-1];
}
{
if ( value2 > x1 AND ( abs( Close - Close[i-2] ) > Range1 ) )
{
if ( p == 2 OR p == 0 )
Value3 = H + range3;
val2 = Value3;
p = 2;
temp = 2;;
}
}
}
{
if ( temp == 1 AND Plot1 > 0 AND tm != 1 )
tm = 1;
if ( temp == 2 AND Plot2 > 0 AND tm != 2 )
tm = 2;
}
//===============================stop=============== =========================
{
if ( value2 < x2 AND ( abs( Close - Close[i-2] ) > Range1 )AND p != 2 )
{
value3 = L - range3;
va1 = Value3;
p1 = 2;
r = Va1;
bstop = Va1;
bt2 = bt2[i-1];
}
if ( value2 > x1 AND ( abs( Close - Close[i-2] ) > Range1 )AND p != 1 )
{
Value3 = H + range3;
va2 = Value3;
p1 = 1;
r = Va2;
sstop = Value3;
bt1 = bt1[i-1];
}
}
if ( val1 == 0 AND val2 == 0 AND p == 0 )
{
bstop = bstop[i-1];
sstop = sstop[i-1];
}
if ( bstop < bstop[i-1] AND tm == 1 AND tm[i-1] == 1 )
bstop = bstop[i-1];
if ( sstop > sstop[i-1] AND tm == 2 AND tm[i-1] == 2 )
sstop = sstop[i-1];
}
//=============================SYSTEM=============== =======================
Mycolor = IIf( p == 1, colorLime, IIf( p == 2, colorRed, colorBlue ) );
PlotShapes( shapeCircle* ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 ), colorTurquoise, 0, bstop, 0 );
PlotShapes( shapeCircle* ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 ), colorCustom12, 0, sstop, 0 );
PlotShapes( IIf( btst AND p == 1, shapeSmallCircle, Null ), colorTurquoise, 0, bstop, 0 );
Plot( IIf( btsl AND tm == 1, bstop, Null ), "", colorPaleBlue, 1 );
PlotShapes( IIf( btst AND p == 2, shapeSmallCircle, Null ), colorCustom12, 0, sstop, 0 );
Plot( IIf( btsl AND tm == 2, sstop, Null ), "", colorLightYellow, 1 );
Buy = Cover = ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 );
Sell = Short = ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 );
SellPrice = ValueWhen( Sell, C, 1 );
BuyPrice = ValueWhen( Buy, C, 1 );
Long = Flip( Buy, Sell );
Shrt = Flip( Sell, Buy );
_SECTION_END();