GP Trendlines

/*

        Indicator that plots trend lines on a chart

        This indicator plots the price chart as candlesticks and overlays it
        with a programmable number of trend lines. The turning points for the
        trend lines are determined by the "peak/trough change" parameter, which
        is the percentage move in the opposite direction behind a low or high to
        trigger a direction change. This is modified by a multiple of ATR(3)
        to increase the value somewhat when the ATR is higher.

        A programmable period (30 by default) EMA is used to decide if the latest
        prices are moving up or down, again with the period modified by a
        multiple of ATR(3) so that higher ATR stocks will use a somewhat longer
        period. Alternating up and down trend lines are drawn backwards from
        there, for as many as have been selected in the parameters (2 by
        default).

        The line drawing functions use the preferences setting for the main
        chart to determine if the display is linear or logarithmic. The
        indicator should be set to the same display mode as the main price
        chart in the preferences, otherwise the lines will look curved.

        Two other user-defined parameters are the close above percentage and
        the draw overshoot.

        The close above percentage is the percentage the closing price must be
        above a downward trend line to signal a trend line crossover. A trend
        line crossover is marked with an upward triangle.

        The draw overshoot is the number of bars past the end peak or trough
        of a trend line to keep drawing the trend line. However, whenever a
        crossover is signalled, the down-sloping trend line will always be
        drawn to either the crossover bar or to an amount below the lowest low
        of the intervening period based on ATR(3), whichever occurs first (this
        latter limit is just to stop a steep down-sloping line from being drawn
        way down below the prices if the following uptrend is very shallow).

        For the Line Count parameter, a value of zero will display trend lines
        right back to the beginning of the chart.

        If a range is selected on the chart, as indicated by the right and left
        facing black triangles at the bottom, then trend lines will only be
        calculated and displayed within that region. This can be useful to see
        how the trend lines change as time moves forward, or when trying to
        verify a buy or sell date in a back test.

        To install the plugin DLL:

          - Copy the DLL into the AmiBroker Plugins folder
          - Start AmiBroker or select Tools->Plugins
          - A warning about using an uncertified plugin should appear - accept it

        Under Tools->Plugins again, the plugin should be listed under the
        name "GreatPig's Trend Line Plug-in".

        To use as an indicator:

          - Place this file in the AmiBroker AFL folder
          - Create a new indicator and call it something like "GP_Trendlines.afl"
          - Select Load Formula and then select this file from the AFL folder
          - Check the Show Dates and Middle checkboxes
          - Check the Logarithmic checkbox if the main display is logarithmic
          - Click Apply then Close
          - Right-click and select Parameters to adjust parameters

		Last change: WS 25/07/2005 9:32:04 PM
*/                                                                                               

GP_tlineUp1[0] = 0;            //  Parameters required by plugin DLL
GP_tlineUp2[0] = 0;
GP_tlineDown1[0] = 0;
GP_tlineDown2[0] = 0;
GP_closeAbove[0] = 0;
GP_aboveIx = -1;
GP_yover = -1;
GP_recentPeak = -1;
GP_changeAtr[0] = 0;


tchg = Param("1. Peak/Trough Change? (%)", 20, 1, 200, 1);
closeOver = Param("2. Close Above? (%)", 3, 0, 50, 1);
lineCnt = Param("3. Line Count?", 2, 0, 100, 1);
endEma = Param("4. Test EMA Period?", 30, 2, 100, 1);
oshoot = Param("5. Draw Overshoot?", 0, 0, 50, 1);

Plot(Ref(Close,-1), "Ref(C,-1)" ,colorBlack, styleBar);      //  Plot main price array

Bottom = IIf(Close < Open, Close, Open);    //  Bottom of open/close array
Top = IIf(Close > Open, Close, Open);       //  Top of open/close array

bi = BarIndex();
startIx = BeginValue(bi) - bi[0];
endIx = EndValue(bi) - bi[0];
if (endIx < startIx)
    endIx = startIx;

GP_changeAtr = 1+5*(ATR(3)/Close);
eend = EMA(Close, endEma*GP_changeAtr[endIx]); //  EMA period for end direction
lrs = LinRegSlope(eend, 2);
isUp = lrs[endIx] >= 0;                     //  Slope of EMA on last day

//fit = GP_DrawTrendLines(Bottom, Top, lineCnt, endIx, startIx, tchg, oshoot, closeOver, 0, isUp, Prefs(24));
// NOTE BY GRAHAM KAVANAGH-Prefs() have disappeared AND no longer required 
//fit = GP_DrawTrendLines(Bottom, Top, lineCnt, endIx, startIx, tchg, oshoot, closeOver, 0,isUp,24);




for (i = 0; i < startIx; i++) {
    GP_tlineUp1[i] = -1e10;
    GP_tlineUp2[i] = -1e10;
    GP_tlineDown1[i] = -1e10;
    GP_tlineDown2[i] = -1e10;
    GP_closeAbove[i] = 0;
    }
for (i = endIx+1; i < BarCount; i++) {
    GP_tlineUp1[i] = -1e10;
    GP_tlineUp2[i] = -1e10;
    GP_tlineDown1[i] = -1e10;
    GP_tlineDown2[i] = -1e10;
    GP_closeAbove[i] = 0;
    }

Plot(GP_tlineUp1, "", colorBlue, styleLine|styleThick);
Plot(GP_tlineUp2, "", colorBlue, styleLine|styleThick);
Plot(GP_tlineDown1, "", colorRed, styleLine|styleThick);
Plot(GP_tlineDown2, "", colorRed, styleLine|styleThick);
PlotShapes(IIf(GP_closeAbove, shapeUpTriangle, shapeNone), colorBlue, Graph0, Low-Low*0.03);

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