Gann Strategy AFL - Enjoy

aggy · Nov 16, 2011

it's not working here .. showing empty values

XRAY27 · Nov 16, 2011

nice afl good for intraday
xray27:clap:

ashokram1 · Nov 26, 2011

can u please make it work for the eod chart?

deveshjain_ca · Mar 28, 2016

Hello fellow boarders..

can u please guide how to backtest this gann afl in amibroker chart.Also if somebody guide me how we can extract vwap of 9.29 of all days in excel

Rajvir said:

Nothing much changed in the origional AFL, I lost the origional but below is almost same. I modified only buy sell and profit booking conditions

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates,colorRed);

Plot(C,"Price",IIf(C>O,colorBrightGreen,colorBrown),styleCandle);

_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 )) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
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();

_SECTION_BEGIN("GaNN Square of Nine");

BarsToday = 1 + BarsSince( Day() != Ref(Day(), -1));

StartBar = ValueWhen(TimeNum() == 091500, BarIndex());

TodayVolume = Sum(V,BarsToday);

VWAP = (Sum (((C+O+H+L)/4) * V, BarsToday ) / TodayVolume);

RefVWAP = ValueWhen(TimeNum() == 092900, C,1);

Plot (VWAP,"VWAP",colorBlue, styleStaircase = 512 );

BaseNum = (int(sqrt(RefVWAP))-1);
sBelow = BaseNum + BaseNum;
sBelowI = 1;

//Calculate levels for GANN Square of Nine

for( i = 1; i < 50; i++ )
{
VarSet( "GANN"+i, (BaseNum * BaseNum) );
BaseNum = BaseNum + 0.125;
sBelowI = IIf( VarGet("GANN"+i)< RefVWAP, i, sBelowI);
bAboveI = sBelowI + 1;
sBelow = VarGet("GANN"+sBelowI);
bAbove = VarGet("GANN"+bAboveI);
}

BuySignal = H > bAbove AND TimeNum() > 092900;
ShortSignal = L < sBelow AND TimeNum() > 092900;

BuySignal = ExRem(BuySignal,ShortSignal);
ShortSignal = ExRem(ShortSignal,BuySignal);

BuyProfitStop = H > (0.995 * VarGet("Gann"+(bAboveI+1)));
ShortProfitStop = L < (1.005 * VarGet("Gann"+(sBelowI-1)));

SetOption("MaxOpenPositions", 1 );
SetPositionSize(100,spsShares);

Buy = BuySignal;
Sell = ShortSignal OR BuyProfitStop;
Short = ShortSignal;
Cover = BuySignal OR ShortProfitStop;

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

ByStat = Flip(Buy,Sell);
ShStat = Flip(Short,Cover);

// Resistance Levels (or Targets for Buy trade)
BTgt1 = 0.9995 * VarGet("Gann"+(bAboveI+1));
BTgt2 = 0.9995 * VarGet("Gann"+(bAboveI+2));
BTgt3 = 0.9995 * VarGet("Gann"+(bAboveI+3));

// Support Levels (or Targets for Short trade)
STgt1 = 1.0005 * VarGet("Gann"+(sBelowI-1));
STgt2 = 1.0005 * VarGet("Gann"+(sBelowI-2));
STgt3 = 1.0005 * VarGet("Gann"+(sBelowI-3));

GfxSetBkMode( 1 );
GfxSelectFont("Courier New", 9, 700 );
GfxSetTextColor( colorRed );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

BTgtext = "Buy Targets : " + NumToStr(btgt1,1.2,False) + " - " + NumToStr(btgt2,1.2,False) + " - " + NumToStr(btgt3,1.2,False);
STgtext = "Short Targets : " + NumToStr(stgt1,1.2,False) + " - " + NumToStr(stgt2,1.2) + " - " + NumToStr(stgt3,1.2,False);

GfxTextOut("Current time : " + TimeNum(), 625, 25);

GfxTextOut("Buy Above : " + WriteIf(TimeNum()>092900, NumToStr(bAbove,1.2,False) + " SL : " + NumToStr(sBelow,1.2,False),"Waiting for Signal"), 625, 45);
GfxTextOut(WriteIf(TimeNum()>092900,BTgtext,""), 625, 55);

GfxTextOut("Short Below : " + WriteIf(TimeNum()>092900, NumToStr(sBelow,1.2,False) + " SL : " + NumToStr(bAbove,1.2,False),"Waiting for Signal"), 625, 75);
GfxTextOut(WriteIf(TimeNum()>092900,STgtext,""), 625, 85);

_SECTION_END();

PlotOHLC( babove, sbelow, babove,sbelow, "", ColorRGB(255,255,128), styleCloud);
PlotOHLC( sbelow, babove, sbelow,babove, "", colorYellow, styleCloud); SetChartOptions(0,chartShowArrows|chartShowDates);

Plot(BTgt1,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt2,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt3,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);

Plot(STgt1,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt2,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt3,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);

cellclinic · Jul 3, 2019

Getting this error . Kindly help .

monkeybusiness · Jul 3, 2019

cellclinic said:

make it "Plot (VWAP,"VWAP",colorBlue, styleLine);"
after this again on line on 124 & 125 you will have similar problem, just delete "=8", then AFL should work fine

cellclinic · Jul 4, 2019

Code:

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates,colorRed);


Plot(C,"Price",IIf(C>O,colorBrightGreen,colorBrown),styleCandle);






_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 )) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
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();

_SECTION_BEGIN("GaNN Square of Nine");

BarsToday = 1 + BarsSince( Day() != Ref(Day(), -1));

StartBar = ValueWhen(TimeNum() == 091500, BarIndex());

TodayVolume = Sum(V,BarsToday);

VWAP = (Sum (((C+O+H+L)/4) * V, BarsToday ) / TodayVolume);




RefVWAP = ValueWhen(TimeNum() == 092900, C,1);

Plot (VWAP,"VWAP",colorBlue, styleStaircase = 512 );




BaseNum = (int(sqrt(RefVWAP))-1);
sBelow = BaseNum + BaseNum;
sBelowI = 1;

//Calculate levels for GANN Square of Nine

for( i = 1; i < 50; i++ )
{
VarSet( "GANN"+i, (BaseNum * BaseNum) );
BaseNum = BaseNum + 0.125;
sBelowI = IIf( VarGet("GANN"+i)< RefVWAP, i, sBelowI);
bAboveI = sBelowI + 1;
sBelow = VarGet("GANN"+sBelowI);
bAbove = VarGet("GANN"+bAboveI);
}




BuySignal = H > bAbove AND TimeNum() > 092900;
ShortSignal = L < sBelow AND TimeNum() > 092900;

BuySignal = ExRem(BuySignal,ShortSignal);
ShortSignal = ExRem(ShortSignal,BuySignal);

BuyProfitStop = H > (0.995 * VarGet("Gann"+(bAboveI+1)));
ShortProfitStop = L < (1.005 * VarGet("Gann"+(sBelowI-1)));

SetOption("MaxOpenPositions", 1 );
SetPositionSize(100,spsShares);

Buy = BuySignal;
Sell = ShortSignal OR BuyProfitStop;
Short = ShortSignal;
Cover = BuySignal OR ShortProfitStop;

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

ByStat = Flip(Buy,Sell);
ShStat = Flip(Short,Cover);

// Resistance Levels (or Targets for Buy trade)
BTgt1 = 0.9995 * VarGet("Gann"+(bAboveI+1));
BTgt2 = 0.9995 * VarGet("Gann"+(bAboveI+2));
BTgt3 = 0.9995 * VarGet("Gann"+(bAboveI+3));

// Support Levels (or Targets for Short trade)
STgt1 = 1.0005 * VarGet("Gann"+(sBelowI-1));
STgt2 = 1.0005 * VarGet("Gann"+(sBelowI-2));
STgt3 = 1.0005 * VarGet("Gann"+(sBelowI-3));


GfxSetBkMode( 1 );
GfxSelectFont("Courier New", 9, 700 );
GfxSetTextColor( colorRed );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );


BTgtext = "Buy Targets : " + NumToStr(btgt1,1.2,False) + " - " + NumToStr(btgt2,1.2,False) + " - " + NumToStr(btgt3,1.2,False);
STgtext = "Short Targets : " + NumToStr(stgt1,1.2,False) + " - " + NumToStr(stgt2,1.2) + " - " + NumToStr(stgt3,1.2,False);

GfxTextOut("Current time : " + TimeNum(), 625, 25);

GfxTextOut("Buy Above : " + WriteIf(TimeNum()>092900, NumToStr(bAbove,1.2,False) + " SL : " + NumToStr(sBelow,1.2,False),"Waiting for Signal"), 625, 45);
GfxTextOut(WriteIf(TimeNum()>092900,BTgtext,""), 625, 55);

GfxTextOut("Short Below : " + WriteIf(TimeNum()>092900, NumToStr(sBelow,1.2,False) + " SL : " + NumToStr(bAbove,1.2,False),"Waiting for Signal"), 625, 75);
GfxTextOut(WriteIf(TimeNum()>092900,STgtext,""), 625, 85);

_SECTION_END();




PlotOHLC( babove, sbelow, babove,sbelow, "", ColorRGB(255,255,128), styleCloud);
PlotOHLC( sbelow, babove, sbelow,babove, "", colorYellow, styleCloud); SetChartOptions(0,chartShowArrows|chartShowDates);





Plot(BTgt1,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt2,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt3,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);


Plot(STgt1,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt2,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt3,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);

monkeybusiness said:

Not working ... It will be so nice of you if you can edit it for me .

monkeybusiness · Jul 4, 2019

Working at my end.

Code:

SetChartOptions(0,chartShowArrows|chartShowDates,colorRed);


Plot(C,"Price",IIf(C>O,colorBrightGreen,colorBrown),styleCandle);

//_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L,C, SelectedValue( ROC( C, 1 )) ));


_SECTION_END();




_SECTION_BEGIN("GaNN Square of Nine");

BarsToday = 1 + BarsSince( Day() != Ref(Day(), -1));

StartBar = ValueWhen(TimeNum() == 091500, BarIndex());

TodayVolume = Sum(V,BarsToday);

VWAP = (Sum (((C+O+H+L)/4) * V, BarsToday ) / TodayVolume);
Plot (VWAP,"VWAP",colorBlue, styleLine);

reftime = 092900;
RefVWAP = ValueWhen(TimeNum() == reftime, Vwap,1);


BaseNum = (int(sqrt(RefVWAP))-1);
sBelow = BaseNum + BaseNum;
sBelowI = 1;


//Calculate levels for GANN Square of Nine

for( i = 1; i < 50; i++ )
{
VarSet( "GANN"+i, (BaseNum * BaseNum) );
BaseNum = BaseNum + 0.125;
sBelowI = IIf( VarGet("GANN"+i)< RefVWAP, i, sBelowI);
bAboveI = sBelowI + 1;
sBelow = round(VarGet("GANN"+sBelowI));
bAbove =  round(VarGet("GANN"+bAboveI));
}

// Resistance Levels (or Targets for Buy trade)
BTgt1 = round(0.9995 * VarGet("Gann"+(bAboveI+1)));
BTgt2 = round(0.9995 * VarGet("Gann"+(bAboveI+2)));
BTgt3 = round(0.9995 * VarGet("Gann"+(bAboveI+3)));
BTgt4 = round(0.9995 * VarGet("Gann"+(baboveI+4)));
BTgt5 = round(0.9995 * VarGet("Gann"+(bAboveI+5)));
BTgt6 = round(0.9995 * VarGet("Gann"+(baboveI+6)));
// Support Levels (or Targets for Short trade)
STgt1 = round(1.0005 * VarGet("Gann"+(sBelowI-1)));
STgt2 = round(1.0005 * VarGet("Gann"+(sBelowI-2)));
STgt3 = round(1.0005 * VarGet("Gann"+(sBelowI-3)));
STgt4 = round(1.0005 * VarGet("Gann"+(sbelowI-4)));
STgt5 = round(1.0005 * VarGet("Gann"+(sBelowI-5)));
STgt6 = round(1.0005 * VarGet("Gann"+(sBelowI-6)));

Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

BuySignal = TimeNum()>reftime AND (Cross(H,babove)OR Cross(C,babove) OR (H>babove AND L<=babove))  AND VWAP<babove ;
ShortSignal = TimeNum()>reftime AND (Cross(Sbelow,L) OR Cross(Sbelow,C) OR (H>=sbelow AND L<sbelow))AND VWAP>sbelow  ;

BuySignal = ExRem(BuySignal,ShortSignal);
ShortSignal = ExRem(ShortSignal,BuySignal);

ShortProfitStop= (STgt1 AND L<=Stgt1 AND C>Stgt1) OR (STgt2 AND L<=Stgt2 AND C>Stgt2) OR (STgt3 AND L<=Stgt3 AND C>Stgt3) OR (STgt4 AND L<=Stgt4 AND C>Stgt4) OR (STgt5 AND L<=Stgt5 AND C>Stgt5) OR (STgt6 AND L<=Stgt6 AND C>Stgt6);

BuyProfitStop= (Btgt1 AND H>=btgt1 AND C<Btgt1) OR (Btgt2 AND H>=Btgt2 AND C<btgt2) OR (Btgt3 AND H>=Btgt3 AND C<btgt3) OR (Btgt4 AND H>=Btgt4 AND C<btgt4) OR (Btgt5 AND H>=Btgt5 AND C<btgt5) OR (Btgt6 AND H>=Btgt6 AND C<btgt6);

SetOption("MaxOpenPositions", 1 );
SetPositionSize(100,spsShares);

Buy = BuySignal;
Sell = C<Bstop OR BuyProfitStop;
Short = ShortSignal;
Cover = C>SStop OR ShortProfitStop;

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



Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

GfxSetBkMode( 1 );
GfxSelectFont("Courier New", 11, 700 );
GfxSetTextColor( colorBrightGreen );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

BTgtext = "Buy Targets   : " + NumToStr(btgt1,1.2,False) + " - " + NumToStr(btgt2,1.2,False) + " - " + NumToStr(btgt3,1.2,False);
STgtext = "Short Targets : " + NumToStr(stgt1,1.2,False) + " - " + NumToStr(stgt2,1.2) + " - " + NumToStr(stgt3,1.2,False);

GfxTextOut("Current time  : " + TimeNum(), 225, 25);

GfxTextOut("Buy Above     : " + WriteIf(TimeNum()>reftime, NumToStr(bAbove,1.2,False) + "    SL : " + NumToStr(sBelow,1.2,False),"Waiting for Signal"), 225, 45);
GfxTextOut(WriteIf(TimeNum()>reftime,BTgtext,""), 225, 55);

GfxSetBkMode( 1 );
GfxSelectFont("courier new", 11, 700 );
GfxSetTextColor( colorRed );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

GfxTextOut("Short Below   : " + WriteIf(TimeNum()>reftime, NumToStr(sBelow,1.2,False) + "    SL : " + NumToStr(bAbove,1.2,False),"Waiting for Signal"), 225, 75);
GfxTextOut(WriteIf(TimeNum()>reftime,STgtext,""), 225, 85);

AddColumn(Close,"Close",1.4);
AddColumn(Buysignal,"buysignal",1.2);


_SECTION_BEGIN("BBands");
Plot(BBandTop(C,20,2),"",colorLightGrey,style=styleLine|styleNoRescale|styleNoLabel);
Plot(BBandBot(C,20,2),"",colorLightGrey,style=styleLine|styleNoLabel);
_SECTION_END();

Plot(sstop,"",colorGreen,styleDots|styleNoLabel);
Plot(bstop,"",colorRed,styleDots|styleNoLabel);
PlotOHLC( babove, sbelow, babove,sbelow, "", colorYellow, styleCloud);
PlotOHLC( sbelow, babove, sbelow,babove, "", colorYellow, styleCloud);




PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0, L, Offset=-20);
PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0,L, Offset=-30);                     
PlotShapes(IIf(Buysignal, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-25);

PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);                     
PlotShapes(IIf(Shortsignal, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);

Plot(BTgt1,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt2,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt3,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt4,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt5,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt6,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);

Plot(STgt1,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt2,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt3,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt4,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt5,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt6,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);


PlotShapes(IIf(Cover, shapeHollowUpArrow,shapeNone),colorGreen, 0, Low, Offset=-20);
PlotShapes(IIf(Sell, shapeHollowDownArrow,shapeNone),colorRed, 0, High, Offset=-20);

cellclinic · Jul 4, 2019

monkeybusiness said:

Working at my end.

Code:

SetChartOptions(0,chartShowArrows|chartShowDates,colorRed);


Plot(C,"Price",IIf(C>O,colorBrightGreen,colorBrown),styleCandle);

//_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L,C, SelectedValue( ROC( C, 1 )) ));


_SECTION_END();




_SECTION_BEGIN("GaNN Square of Nine");

BarsToday = 1 + BarsSince( Day() != Ref(Day(), -1));

StartBar = ValueWhen(TimeNum() == 091500, BarIndex());

TodayVolume = Sum(V,BarsToday);

VWAP = (Sum (((C+O+H+L)/4) * V, BarsToday ) / TodayVolume);
Plot (VWAP,"VWAP",colorBlue, styleLine);

reftime = 092900;
RefVWAP = ValueWhen(TimeNum() == reftime, Vwap,1);


BaseNum = (int(sqrt(RefVWAP))-1);
sBelow = BaseNum + BaseNum;
sBelowI = 1;


//Calculate levels for GANN Square of Nine

for( i = 1; i < 50; i++ )
{
VarSet( "GANN"+i, (BaseNum * BaseNum) );
BaseNum = BaseNum + 0.125;
sBelowI = IIf( VarGet("GANN"+i)< RefVWAP, i, sBelowI);
bAboveI = sBelowI + 1;
sBelow = round(VarGet("GANN"+sBelowI));
bAbove =  round(VarGet("GANN"+bAboveI));
}

// Resistance Levels (or Targets for Buy trade)
BTgt1 = round(0.9995 * VarGet("Gann"+(bAboveI+1)));
BTgt2 = round(0.9995 * VarGet("Gann"+(bAboveI+2)));
BTgt3 = round(0.9995 * VarGet("Gann"+(bAboveI+3)));
BTgt4 = round(0.9995 * VarGet("Gann"+(baboveI+4)));
BTgt5 = round(0.9995 * VarGet("Gann"+(bAboveI+5)));
BTgt6 = round(0.9995 * VarGet("Gann"+(baboveI+6)));
// Support Levels (or Targets for Short trade)
STgt1 = round(1.0005 * VarGet("Gann"+(sBelowI-1)));
STgt2 = round(1.0005 * VarGet("Gann"+(sBelowI-2)));
STgt3 = round(1.0005 * VarGet("Gann"+(sBelowI-3)));
STgt4 = round(1.0005 * VarGet("Gann"+(sbelowI-4)));
STgt5 = round(1.0005 * VarGet("Gann"+(sBelowI-5)));
STgt6 = round(1.0005 * VarGet("Gann"+(sBelowI-6)));

Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

BuySignal = TimeNum()>reftime AND (Cross(H,babove)OR Cross(C,babove) OR (H>babove AND L<=babove))  AND VWAP<babove ;
ShortSignal = TimeNum()>reftime AND (Cross(Sbelow,L) OR Cross(Sbelow,C) OR (H>=sbelow AND L<sbelow))AND VWAP>sbelow  ;

BuySignal = ExRem(BuySignal,ShortSignal);
ShortSignal = ExRem(ShortSignal,BuySignal);

ShortProfitStop= (STgt1 AND L<=Stgt1 AND C>Stgt1) OR (STgt2 AND L<=Stgt2 AND C>Stgt2) OR (STgt3 AND L<=Stgt3 AND C>Stgt3) OR (STgt4 AND L<=Stgt4 AND C>Stgt4) OR (STgt5 AND L<=Stgt5 AND C>Stgt5) OR (STgt6 AND L<=Stgt6 AND C>Stgt6);

BuyProfitStop= (Btgt1 AND H>=btgt1 AND C<Btgt1) OR (Btgt2 AND H>=Btgt2 AND C<btgt2) OR (Btgt3 AND H>=Btgt3 AND C<btgt3) OR (Btgt4 AND H>=Btgt4 AND C<btgt4) OR (Btgt5 AND H>=Btgt5 AND C<btgt5) OR (Btgt6 AND H>=Btgt6 AND C<btgt6);

SetOption("MaxOpenPositions", 1 );
SetPositionSize(100,spsShares);

Buy = BuySignal;
Sell = C<Bstop OR BuyProfitStop;
Short = ShortSignal;
Cover = C>SStop OR ShortProfitStop;

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



Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

GfxSetBkMode( 1 );
GfxSelectFont("Courier New", 11, 700 );
GfxSetTextColor( colorBrightGreen );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

BTgtext = "Buy Targets   : " + NumToStr(btgt1,1.2,False) + " - " + NumToStr(btgt2,1.2,False) + " - " + NumToStr(btgt3,1.2,False);
STgtext = "Short Targets : " + NumToStr(stgt1,1.2,False) + " - " + NumToStr(stgt2,1.2) + " - " + NumToStr(stgt3,1.2,False);

GfxTextOut("Current time  : " + TimeNum(), 225, 25);

GfxTextOut("Buy Above     : " + WriteIf(TimeNum()>reftime, NumToStr(bAbove,1.2,False) + "    SL : " + NumToStr(sBelow,1.2,False),"Waiting for Signal"), 225, 45);
GfxTextOut(WriteIf(TimeNum()>reftime,BTgtext,""), 225, 55);

GfxSetBkMode( 1 );
GfxSelectFont("courier new", 11, 700 );
GfxSetTextColor( colorRed );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

GfxTextOut("Short Below   : " + WriteIf(TimeNum()>reftime, NumToStr(sBelow,1.2,False) + "    SL : " + NumToStr(bAbove,1.2,False),"Waiting for Signal"), 225, 75);
GfxTextOut(WriteIf(TimeNum()>reftime,STgtext,""), 225, 85);

AddColumn(Close,"Close",1.4);
AddColumn(Buysignal,"buysignal",1.2);


_SECTION_BEGIN("BBands");
Plot(BBandTop(C,20,2),"",colorLightGrey,style=styleLine|styleNoRescale|styleNoLabel);
Plot(BBandBot(C,20,2),"",colorLightGrey,style=styleLine|styleNoLabel);
_SECTION_END();

Plot(sstop,"",colorGreen,styleDots|styleNoLabel);
Plot(bstop,"",colorRed,styleDots|styleNoLabel);
PlotOHLC( babove, sbelow, babove,sbelow, "", colorYellow, styleCloud);
PlotOHLC( sbelow, babove, sbelow,babove, "", colorYellow, styleCloud);




PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0, L, Offset=-20);
PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0,L, Offset=-30);                    
PlotShapes(IIf(Buysignal, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-25);

PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);                    
PlotShapes(IIf(Shortsignal, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);

Plot(BTgt1,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt2,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt3,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt4,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt5,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt6,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);

Plot(STgt1,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt2,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt3,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt4,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt5,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt6,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);


PlotShapes(IIf(Cover, shapeHollowUpArrow,shapeNone),colorGreen, 0, Low, Offset=-20);
PlotShapes(IIf(Sell, shapeHollowDownArrow,shapeNone),colorRed, 0, High, Offset=-20);

View attachment 35900

Thanks Dear

bbhanushali · Jul 5, 2019

Replace these below lines in your existing code and you should be able to see signals also. (It will work below hourly time frame chart). Thnx

Code:

StartBar = ValueWhen(TimeNum() == 091559, BarIndex());
reftime = 092959;

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Gann Strategy AFL - Enjoy

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