missing buy/sell variable assignments

riser3

Active Member
#1
missing buy/sell variable assignments

could someone help me I have written some basic codes

Code:
x="ref(close,0)";
for(i=1;i<5;i++)
  {
   "ref(close,-i)">x;
   x="ref(close,-i)";
  }
buy=x; 
sell=0;
this code is to buy of the closing price is decreasing from past 5 days

Pls. don't joke for this light code but this is first afl code

Also I have a small doubt whether we have to start with main() like in c or are their any rules like main in c etc

THANX IN ADVANCE
 
#2
missing buy/sell variable assignments

could someone help me I have written some basic codes

Code:
x="ref(close,0)";
for(i=1;i<5;i++)
  {
   "ref(close,-i)">x;
   x="ref(close,-i)";
  }
buy=x; 
sell=0;
this code is to buy of the closing price is decreasing from past 5 days

Pls. don't joke for this light code but this is first afl code

Also I have a small doubt whether we have to start with main() like in c or are their any rules like main in c etc

THANX IN ADVANCE
Hello Friend,

Please find the attached AFL which does your job exactly. It will display green buy arrow at the 5th bar. It can be used for any periods for lookback, ie 5 in your case. Let me know if anything is wrong or I've misunderstood your requirements.

If you want to either just change your code or need to use only Ref(), let me know. I will try it tomorrow.

No, we dont' need any C like main(). The AFL is executed from the first line.

Hope this helps,
Praveen.
 

riser3

Active Member
#3
thanx but it gives
error 29
Code:
 lowerCloseForming = True;

}
shape = Buy *
------------^
Error 29.
Variable 'buy' used without having been initialized.

}

/CODE]

Also I am studying Engg. II Yr so I have learnt c as one of my subject so I wanted to make simple easy to read code what are variables to initialise today's close and yesterday's close I din't want to chart but simply put in automatic analysis
one of the basic rules of trading is : KISS (KEEP IT SIMPLE, SIR !!!)
Thanx for ur reply
 
Last edited:
#4
but it gives error 29
Code:
 lowerCloseForming = True;

}
shape = Buy *
------------^
Error 29.
Variable 'buy' used without having been initialized.

}
[/QUOTE]

I think this error would have occurred for those scripts that had less than 4 bars. Hence it might not have went into the 'for' loop. If its not the case, then please let me know. Better you initialize the buy variable to false in the beginning. ie insert this statement --  "Buy = false;"  before the 'for' loop. That will solve this error.


[QUOTE]Also I am studying Engg. II Yr so I have learnt c as one of my subject so I wanted to make simple easy to read code
[/QUOTE]

Friend, I too learnt C during my first year. :) 

[QUOTE]what are variables to initialise today's close and yesterday's close I din't want to chart but simply put in automatic analysis
[/QUOTE]

I couldn't get you, yar. 

Today close -- Close[barCount]
Yesterday's close -- Close[barCount - 1]

If you are referring to any other question, please explain it clearly. I will try to answer.

[QUOTE]one of the basic rules of trading is : KISS (KEEP IT SIMPLE, SIR !!!)[/QUOTE]

Believe me, the AFL which I had given is not complex. Its simple only. I'd used some simple control statements. Thats it.

As usual, if I'd wrong anywhere, please let me know. :) 

Hope this helps,
Praveen.
 
#6
I meant to know the stocks which gave lost 10% in the past 5 days.

I want to put that program in automatic Analysis of Amibroker

issing buy/sell variable assignments this error repeats if i backtest and runs fine if i press scan
Hi,

For backtest, you need to specify when to buy and sell using 'Buy' and 'Sell' variables. Backtest wont work without these two variables.

The smallest AFL for backtest can be something like:

Buy = Cross(MA(Close, 3), MA(Close, 13));
Sell = Cross(MA(Close, 13), MA(Close, 3));
In your case 'Buy' will be:

Buy = C <= Ref(C, -5) * 0.9;
Define the condition for 'Sell' and then run Backtest. It should run now.

Praveen.
 
#8
can anyone help with missing buy/sell variable assignments

/*
FileName: Mod - Osc-Price Divergence31
October 25, 2005
Version 1.0
====================================
Use with MACD or Stochastics
program detects and plots trendlines on oscillators
generates price divergence data
====================================
Program is built as an include module
Program does not return anything. It plots the divergence area.
The global variables below are available to controlling code
===============================================================
- Modify divergence detection to account for continuation cases properly
- Currently case #18 useed for continuation
*/

// Parameters needed to be defined before calling this module

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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