Once again Turtle Soup ..

[pakatil]

Here is AFL written by Rish
*****************************

_SECTION_BEGIN("HA");
tchoice=Param("Title Selection ",2,1,2,1);
Q=Param("% Change",2.1,1,10,1);
Z= Zig(C ,q ) ;
HH=((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(z,q,1 ) >Peak(Z,q,2)));
LH=((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(Z,q,1 ) <Peak(Z,q,2)));
HL=((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) >Trough(Z,q,2)));
LL=((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) <Trough(Z,q,2)));
GraphXSpace = 5;
dist = 0.5*ATR(20);

for( i = 0; i < BarCount; i++ )
{
}

Pstyle = ParamToggle("Heikin Ashi","On|Off",1);
if(Pstyle==0){
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 ) );
PlotOHLC(HaOpen,HaHigh,HaLow,HaClose,"",IIf(HaClose > HaOpen,colorGreen,colorRed),styleCandle);

Sell = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1));
Buy = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)) ;

Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

TimeFrameSet(inDaily);
Hh=HHV (H,20);
Ll =LLV (L,20);
TimeFrameRestore();
Hh1=(TimeFrameExpand( Hh, inDaily));
Ll1=(TimeFrameExpand( Ll, inDaily));
Plot(Hh1 , "TurtleHigh",colorRed, 4+8+2048);
Plot(Ll1 , "TurtleLow",colorGreen, 4+8+2048);
Buy=Cross(C,HH);
Sell=Cross(HH,C);
Filter=Buy OR Sell;
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
}
else {
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
}
{
}
_SECTION_END();

 

[sr114]

Anup

here is the afl

Turtle Soup afl

_SECTION_BEGIN("Background_Setting ");
SetChartBkGradientFill( ParamColor("BgTop", colorBlack),
ParamColor("BgBottom", colorDarkGrey),ParamColor("TitleBack",colorGrey40));
SetChartBkColor(ParamColor("Outer Panel",colorPaleBlue));
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartOptions(0, chartShowDates | chartWrapTitle);
SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
Plot(C,"Price",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);

_SECTION_END();

_SECTION_BEGIN("N_Day_HiLo - by Asnavale");

// Set chart display parameters
// Date Axis displayed,
// Long titles wrapped to next line
// Locate Highest HIGH and Lowest LOW in last N days

N = 20;//Param("Days to go back(Excl today)", 10, 2, 200, 1);
LineStyle = ParamStyle("Line Style");

NDayHi = H[BarCount - 1 - N];
NDayLo = L[BarCount - 1 - N];
XH = XL = BarCount - 1 - N;

for(i = BarCount - 1 - N; i < BarCount - 1; i++)
{
if(H > NDayHi)
{
NDayHi = H;
XH = i;
}

if(L < NDayLo)
{
NDayLo = L;
XL = i;
}
}

// Define the Lines to be drawn

HLine = LineArray(BarCount - 1 - N, NDayHi, BarCount - 2, NDayHi);
LLine = LineArray(BarCount - 1 - N, NDayLo, BarCount - 2, NDayLo);

// Plot chart

Plot(Hline, WriteVal(N, 1.0) + " Day Hi", colorOrange, LineStyle);
Plot(LLine, WriteVal(N, 1.0) + " Day Lo", colorBrightGreen, LineStyle);

_SECTION_END();

_SECTION_BEGIN("Turtle Soup");

TSL=
L==LLV(L,20) AND Ref(L,-1)!=Ref(LLV(L,19),-1) AND Ref(L,-2)!=Ref(LLV(L,18),-2) AND Ref(L,-3)!=Ref(LLV(L,17),-3) AND C>O AND H-L>=ATR(15) OR
L==LLV(L,20) AND Ref(L,-1)!=Ref(LLV(L,19),-1) AND Ref(L,-2)!=Ref(LLV(L,18),-2) AND Ref(L,-3)!=Ref(LLV(L,17),-3) AND C>O AND Ref(C,-1)-L>=ATR(15);

TSS=
H==HHV(H,20) AND Ref(L,-1)!=Ref(HHV(L,19),-1) AND Ref(L,-2)!=Ref(HHV(L,18),-2) AND Ref(L,-3)!=Ref(HHV(L,17),-3) AND C<O AND H-L>=ATR(15) OR
H==HHV(H,20) AND Ref(L,-1)!=Ref(HHV(L,19),-1) AND Ref(L,-2)!=Ref(HHV(L,18),-2) AND Ref(L,-3)!=Ref(HHV(L,17),-3) AND C<O AND Ref(C,-1)-L>=ATR(15);

PlotShapes( IIf( TSL, shapeSmallCircle, shapeNone ), 51, layer = 0,yposition = Low, offset = -25);
PlotShapes( IIf( TSS, shapeSmallCircle, shapeNone ), 7, layer = 0, yposition = High, offset = 25);

TSLPrice = L;
TSSPrice = H;

GraphXSpace =5;

dist = 1.2 * ATR(5);

for( i = 0; i < BarCount; i++ )
{
if( TSL ) PlotText( "L~" + L[ i ], i, L[ i ] - dist, colorBrightGreen); // alteration - C instead of H/L
if( TSS ) PlotText( "S~" + H[ i ], i, H[ i ] + dist, colorOrange);

}

_SECTION_END();

Title =
EncodeColor(colorWhite)+ Title = Name () + " | "
+EncodeColor(colorYellow) + Date() +" | " + Interval( 2 )+ " | "
+EncodeColor(colorBrightGreen)+ "Op : "+ EncodeColor(colorWhite)+ O + " | "
+EncodeColor(colorBrightGreen)+ "Hi : "+ EncodeColor(colorWhite)+ H + " | "
+EncodeColor(colorBrightGreen)+ "Lo : "+ EncodeColor(colorWhite)+ L + " | "
+EncodeColor(colorBrightGreen)+ "Cls : "+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ C + " | "
+EncodeColor(colorBrightGreen)+ "Change : ("+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed)) + WriteVal(C-Ref(C,-1))+" Rs."
+EncodeColor(colorBrightGreen)+ " /"+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal( ROC( C, 1 ))+""+ " % "
+EncodeColor(colorBrightGreen)+ ") | \nVolume : " + WriteIf(V> Ref(V, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(V,1.0)+ "\n"
+EncodeColor(colorYellow)+ "20 Bar High : "+ EncodeColor(colorOrange)+ NDayHi + "\n "
+EncodeColor(colorYellow)+"20 Bar Low : "+ EncodeColor(colorBrightGreen)+ NDayLo;

GraphXSpace=20;

Exploration afl for Turtle Soup

Exploration

_SECTION_BEGIN(" Turtle Soup Exploration");
TSL=
L==LLV(L,20) AND Ref(L,-1)!=Ref(LLV(L,19),-1) AND Ref(L,-2)!=Ref(LLV(L,18),-2) AND Ref(L,-3)!=Ref(LLV(L,17),-3) AND C>O AND H-L>=ATR(15) OR
L==LLV(L,20) AND Ref(L,-1)!=Ref(LLV(L,19),-1) AND Ref(L,-2)!=Ref(LLV(L,18),-2) AND Ref(L,-3)!=Ref(LLV(L,17),-3) AND C>O AND Ref(C,-1)-L>=ATR(15);

TSS=
H==HHV(H,20) AND Ref(L,-1)!=Ref(HHV(L,19),-1) AND Ref(L,-2)!=Ref(HHV(L,18),-2) AND Ref(L,-3)!=Ref(HHV(L,17),-3) AND C<O AND H-L>=ATR(15) OR
H==HHV(H,20) AND Ref(L,-1)!=Ref(HHV(L,19),-1) AND Ref(L,-2)!=Ref(HHV(L,18),-2) AND Ref(L,-3)!=Ref(HHV(L,17),-3) AND C<O AND Ref(C,-1)-L>=ATR(15);

tslval=ValueWhen(TSL,L,1);
tssval=ValueWhen(TSS,H,1);

_SECTION_END();

Filter = (TSL OR TSS); AND C>50 AND V>50000; // set the filter part correctly for the ltp and vol liquidity
SetOption("NoDefaultColumns", True);
AddTextColumn(Name(), "SYMBOL");
AddColumn(DateTime(), "DATE", formatDateTime,colorBlue);
AddColumn(IIf(TSL,1,Null), " TS Long", 1,colorBlack,IIf(TSL,colorBrightGreen,Null)); // HH
AddColumn(IIf(TSS,1,Null), " TS Short", 1,colorBlack,IIf(TSS,colorOrange,Null));
AddColumn(C, "Last Close", 1.2,colorBlue);
AddColumn(V, "Volume", 1, colorBlack,IIf(V > EMA(V,21), colorBrightGreen, colorOrange)); // for liquidity
AddColumn(IIf(TSL,tslval,Null), "Lo", 1.2 ,colorBlack,IIf(TSL,colorBrightGreen,Null));
AddColumn(IIf(TSS,tssval,Null), "Hi", 1.2,colorBlack,IIf(TSS,colorOrange,Null));

rgds
subroto

 

[rkkarnani]

HH or LL data for 30th Jan EOD

https://dl.dropbox.com/u/73613258/Turtle Soup.xlsx

 

[anup]

Thanks pakatil and SR...

Anyone can convert this into excel?

 

[pakatil]

SR,

How to explore. All quotations gave 35 K rows,
Last 1 day gave 20 rows. None of my finds in that list......

 

[pakatil]

RKK,

Thq very much. But i am still with Excel2003. Wld be very nice if you can post xls instead of xlsx.

Regards

 

[sr114]

SR,

How to explore. All quotations gave 35 K rows,
Last 1 day gave 20 rows. None of my finds in that list......

Pakatil

cud u elaborate how u r exploraing?

todays explored result

exploration setup

exploration afl is in the lower half - use that for exploration. set ur periodicity as daily and all acrip with 1 recent bars or from 30/01/2013 to 30/01/2013.

this will prodece the exact result of exploration.

rgds
subroto

 

[sr114]

Thanks pakatil and SR...

Anyone can convert this into excel?

conversion to excel- what is that?

the afl is doing that stuff then why we need excel.

if required then the explored result can be saved in excel as csv file type

rgds
subroto

 

[pakatil]

SR,

thq. Got it. Had kept periodicity to 30 mins.......hence error.

Thanks again.

 

[rkkarnani]

RKK,

Thq very much. But i am still with Excel2003. Wld be very nice if you can post xls instead of xlsx.

Regards

Chk it out..

https://dl.dropbox.com/u/73613258/Turtle Soup.xls