My visual effect afl collection.

toyash123 · Jun 2, 2016

hi sir....
i have register my self for pushbullet...i also have afl for it ....but whenever buy or signal generates it doent show message or not sending the message... can u please help mi out in this.....please

yasu222 · Jun 3, 2016

Advance AFL

PHP:

_SECTION_BEGIN("Advanced Trend Lines");
function GetXSupport(Lo, Percentage, Back)
{
return ((BarCount - 1) - LastValue(TroughBars(Lo, Percentage,Back)));
}
function GetYSupport(Lo, Percentage, Back)
{
return (LastValue(Trough(Lo, Percentage, back)));
}

function GetXResistance(Hi, Percentage, Back)
{
return ((BarCount - 1) -LastValue(PeakBars(Hi, Percentage, Back)));
}
function GetYResistance(Hi, Percentage, Back)
{
return (LastValue(Peak(Hi, Percentage, Back)));
}
function TD_Supply(P)
{
return ( P > Ref(P, 1) AND P > Ref(P, -1) AND P > Ref(C, -2));
}
function TD_Demand(P)
{
return ( P < Ref(P, 1) AND P < Ref(P, -1) AND P < Ref(C, -2));
}
////////////////////////////////////////////////////////////////////////
//Parameters
Percentage = Param("Percentage", 0.44, 0.01, 100. ,0.01);
DrawAllLines = ParamToggle("Draw All Lines?", "No|Yes");
Lines = Param("Lines?", 1, 1, BarCount-2);
DrawR = ParamList("Resistance Points", "Off|High to High|High to Low", 1);
DrawS = ParamList("Support Points", "Off|Low to Low|Low to High", 1);
ShowTDP = ParamToggle("Show TD Pionts", "No|Yes", 0);
AllOrDownR = ParamToggle("Resistance Direction", "All|Down");
AllOrUpS = ParamToggle("Support Direction", "All|Up");
ShowSR = ParamToggle("Show Vert S/R","No|Yes", 0);
SRPer = Param("S/R Percentage", 3, 1);
SRBack = Param("S/R Back", 5, 1);
str = "";
Res = Sup = 0;
Con = 1;
////////////////////////////////////////////////////////////////////////
Main = C;
Con = ConS = ConR = 1;
if(DrawS=="Low to Low")
{
Support1 = L;
Support2 = L;
}
else
{
Support1 = L;
Support2 = H;
}
if(DrawR=="High to High")
{
Resistance1 = H;
Resistance2 = H;
}
else
{
Resistance1 = H;
Resistance2 = L;
}
////////////////////////////////////////////////////////////////////////
//Plotting Area
Plot(Main, "", IIf(C>O,colorBrightGreen, colorPink), styleCandle);
if(DrawAllLines)
for(i = 2; i<=Lines+1; i++)
{
if(DrawS!="Off")
{
x0 = GetXSupport(Support1, Percentage, i);
x1 = GetXSupport(Support2, Percentage, i-1);
y0 = GetYSupport(Support1, Percentage, i);
y1 = GetYSupport(Support2, Percentage, i-1);
x = LineArray(x0, y0, x1, y1, 1);
if(AllOrUpS) ConS = StrToNum(NumToStr(y0 < y1));
if(Con AND ConS)
Plot(x, "", IIf(LastValue(C) < LastValue(x), colorBlue,colorCustom12), styleLine|styleThick);
}
if(DrawR!="Off")
{
x0 = GetXResistance(Resistance1, Percentage, i);
x1 = GetXResistance(Resistance2, Percentage, i-1);
y0 = GetYResistance(Resistance1, Percentage, i);
y1 = GetYResistance(Resistance2, Percentage, i-1);
x = LineArray(x0, y0, x1, y1, 1);
if(AllOrDownR) ConR = y0 > y1;
if(Con AND ConR)
Plot(x, "", IIf(LastValue(C) < LastValue(x), colorBlue,colorCustom12), styleLine|styleThick);
}
}
else
{
if(DrawS!="Off")
{
x0 = GetXSupport(Support1, Percentage, Lines+1);
x1 = GetXSupport(Support2, Percentage, Lines);
y0 = GetYSupport(Support1, Percentage, Lines+1);
y1 = GetYSupport(Support2, Percentage, Lines);
x = LineArray(x0, y0, x1, y1, 1 );
Sup = LastValue(LinRegSlope(x, Lines+1));
if(AllOrUpS) ConS = y0 < y1;
if(Con AND ConS)
Plot(x, "", IIf(LastValue(C) < LastValue(x), colorBlue,colorCustom12), styleLine|styleThick);
}
if(DrawR!="Off")
{
x0 = GetXResistance(Resistance1, Percentage, Lines+1);
x1 = GetXResistance(Resistance2, Percentage, Lines);
y0 = GetYResistance(Resistance1, Percentage, Lines+1);
y1 = GetYResistance(Resistance2, Percentage, Lines);
x = LineArray(x0, y0, x1, y1, 1 );
Res = LastValue(LinRegSlope(x, Lines+1));
if(AllOrDownR) ConR = y0 > y1;
if(Con AND ConR)
Plot(x, "", IIf(LastValue(C) < LastValue(x), colorBlue,colorCustom12), styleLine|styleThick);
}
str = "\nR Slope=("+Res+"), S Slope=("+Sup+")";
}

if(ShowTDP)
{
PlotShapes(TD_Supply(H)*shapeSmallCircle, colorRed, 0, H, H*.001);
PlotShapes(TD_Demand(L)*shapeSmallCircle, colorGreen, 0, L, -L*.001);
}
if(ShowSR)
{
for(i=1; i<=SRBack; i++)
{
x0 = GetXSupport(L, SRPer, i);
x1 = BarCount-1;
y0 = GetYSupport(L, SRPer, i);
x = LineArray(x0, y0, x1, y0, 0);
Plot(x, "", IIf(LastValue(C) > x, colorDarkGreen, colorDarkRed), styleLine|styleDashed|styleThick);
x0 = GetXResistance(H, SRPer, i);
y0 = GetYResistance(H, SRPer, i);
x = LineArray(x0, y0, x1, y0, 0);
Plot(x, "", IIf(LastValue(C) > x, colorDarkGreen, colorDarkRed), styleLine|styleDashed|styleThick);

}
}
Title =FullName()+" ({{NAME}})\n{{DATE}}\n"+"Open: "+O+", Hi: "+H+", Lo: "+L+", Close: "+C+StrFormat(" (%.2f %.2f %)", C-Ref(C, -1), SelectedValue(ROC(C, 1)))+str;

_SECTION_END();

// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX
// are both trending down.
P1 = Param("Period",10,0,100,1);
MyADX= ADX(P1);
bluestar=MyADX > Ref( MyADX, 1);
greenstar=MyADX > Ref( MyADX, -1 );
Cond12=//Cross( ADX( 10 ), PDI() )
//OR
Cross( MDI(), PDI() ) OR
Cross( MDI(), ADX( 10 ) )OR//( (PDI()>MDI())
//OR (PDI()>ADX(10)))OR
MDI()<ADX( 10 ) >PDI() ;
Cond4 = ( Cross( PDI(), MDI() ) )
OR( Cross( PDI(), ADX( 10 ) ) )
AND ( PDI()> MDI() )
AND ( PDI()> ADX( 10 )) ;
COND41 = Cross(ADX( 10 ), MDI() )
OR Cross (PDI(),MDI() )
OR Cross (PDI(),ADX( 10 ) )
OR( (MDI()>PDI())
OR (MDI()>ADX(10)))
OR PDI()<ADX( 10 ) >MDI() ;
CONDBUY= COND41 AND COND4 ;
CONDsell= Cond12;
/////////////////////////////////////////////////////
// LSMA25 Angle
PI = atan(1.00) * 4;

periods = 30;
HighHigh = HHV(H, periods);
LowLow = LLV(L, periods);
range = 25 / (HighHigh - LowLow) * LowLow;
LSMA25 = LinearReg(C, 25 );
x1_LSMA25 = 0;
x2_LSMA25 = 1;
y1_LSMA25 = 0;
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range;
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25));
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI);
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25);

zrbuy=C > LSMA25;
zrsell=C < LSMA25;
///////////////////////////////////////////////////
up1=greenstar AND CONDBUY ;
sel1=greenstar AND zrsell;

////////////////////////////////////

// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX
// are both trending down.
P1 = Param("Period",10,0,100,1);
MyADX= ADX(P1);
bluestar=MyADX > Ref( MyADX, 1);
greenstar=MyADX > Ref( MyADX, -1 );
Cond12=//Cross( ADX( 10 ), PDI() )
//OR
Cross( MDI(), PDI() ) OR
Cross( MDI(), ADX( 10 ) )OR//( (PDI()>MDI())
//OR (PDI()>ADX(10)))OR
MDI()<ADX( 10 ) >PDI() ;
Cond4 = ( Cross( PDI(), MDI() ) )
OR( Cross( PDI(), ADX( 10 ) ) )
AND ( PDI()> MDI() )
AND ( PDI()> ADX( 10 )) ;
COND41 = Cross(ADX( 10 ), MDI() )
OR Cross (PDI(),MDI() )
OR Cross (PDI(),ADX( 10 ) )
OR( (MDI()>PDI())
OR (MDI()>ADX(10)))
OR PDI()<ADX( 10 ) >MDI() ;
CONDBUY= COND41 AND COND4 ;
CONDsell= Cond12;
/////////////////////////////////////////////////////
// LSMA25 Angle
PI = atan(1.00) * 4;

periods = 30;
HighHigh = HHV(H, periods);
LowLow = LLV(L, periods);
range = 25 / (HighHigh - LowLow) * LowLow;
LSMA25 = LinearReg(C, 25 );
x1_LSMA25 = 0;
x2_LSMA25 = 1;
y1_LSMA25 = 0;
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range;
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25));
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI);
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25);

zrbuy=C > LSMA25;
zrsell=C < LSMA25;
///////////////////////////////////////////////////
up1=greenstar AND CONDBUY ;
sel1=greenstar AND zrsell;

////////////////////////////////////

// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX
// are both trending down.
P1 = Param("Period",10,0,100,1);
MyADX= ADX(P1);
bluestar=MyADX > Ref( MyADX, 1);
greenstar=MyADX > Ref( MyADX, -1 );
Cond12=//Cross( ADX( 10 ), PDI() )
//OR
Cross( MDI(), PDI() ) OR
Cross( MDI(), ADX( 10 ) )OR//( (PDI()>MDI())
//OR (PDI()>ADX(10)))OR
MDI()<ADX( 10 ) >PDI() ;
Cond4 = ( Cross( PDI(), MDI() ) )
OR( Cross( PDI(), ADX( 10 ) ) )
AND ( PDI()> MDI() )
AND ( PDI()> ADX( 10 )) ;
COND41 = Cross(ADX( 10 ), MDI() )
OR Cross (PDI(),MDI() )
OR Cross (PDI(),ADX( 10 ) )
OR( (MDI()>PDI())
OR (MDI()>ADX(10)))
OR PDI()<ADX( 10 ) >MDI() ;
CONDBUY= COND41 AND COND4 ;
CONDsell= Cond12;
/////////////////////////////////////////////////////
// LSMA25 Angle
PI = atan(1.00) * 4;

periods = 30;
HighHigh = HHV(H, periods);
LowLow = LLV(L, periods);
range = 25 / (HighHigh - LowLow) * LowLow;
LSMA25 = LinearReg(C, 25 );
x1_LSMA25 = 0;
x2_LSMA25 = 1;
y1_LSMA25 = 0;
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range;
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25));
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI);
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25);

zrbuy=C > LSMA25;
zrsell=C < LSMA25;
///////////////////////////////////////////////////
up1=greenstar AND zrbuy ;
sel1=greenstar AND zrsell;

////////////////////////////////////

// Paste the code below to your price chart somewhere and green ribbon means both
// both MACD and ADX trending up so if the red ribbon shows up the MACD and the ADX
// are both trending down.
P1 = Param("Period",10,0,100,1);
MyADX= ADX(P1);
bluestar=MyADX > Ref( MyADX, 1);
greenstar=MyADX > Ref( MyADX, -1 );
Cond12=//Cross( ADX( 10 ), PDI() )
//OR
Cross( MDI(), PDI() ) OR
Cross( MDI(), ADX( 10 ) )OR//( (PDI()>MDI())
//OR (PDI()>ADX(10)))OR
MDI()<ADX( 10 ) >PDI() ;
Cond4 = ( Cross( PDI(), MDI() ) )
OR( Cross( PDI(), ADX( 10 ) ) )
AND ( PDI()> MDI() )
AND ( PDI()> ADX( 10 )) ;
COND41 = Cross(ADX( 10 ), MDI() )
OR Cross (PDI(),MDI() )
OR Cross (PDI(),ADX( 10 ) )
OR( (MDI()>PDI())
OR (MDI()>ADX(10)))
OR PDI()<ADX( 10 ) >MDI() ;
CONDBUY= COND41 AND COND4 ;
CONDsell= Cond12;
/////////////////////////////////////////////////////
// LSMA25 Angle
PI = atan(1.00) * 4;

periods = 30;
HighHigh = HHV(H, periods);
LowLow = LLV(L, periods);
range = 25 / (HighHigh - LowLow) * LowLow;
LSMA25 = LinearReg(C, 25 );
x1_LSMA25 = 0;
x2_LSMA25 = 1;
y1_LSMA25 = 0;
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range;
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 - y1_LSMA25)*(y2_LSMA25 - y1_LSMA25));
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI);
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25);

zrbuy=C > LSMA25;
zrsell=C < LSMA25;
///////////////////////////////////////////////////
up1=greenstar AND zrbuy ;
sel1=greenstar AND zrsell;

////////////////////////////////////

_SECTION_BEGIN("trending ribbon");
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();

Plot( 100, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( up1, colorGreen, IIf( sel1, colorRed,IIf(bluestar, colorDarkBlue, 0 ))), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
///////////////////////////////////////////////////////
_SECTION_END();

_SECTION_BEGIN("new irfan");
Cond12=//Cross( ADX( 10 ), PDI() )
//OR
Cross( MDI(), PDI() ) OR
Cross( MDI(), ADX( 10 ) )OR//( (PDI()>MDI())
//OR (PDI()>ADX(10)))OR
MDI()<ADX( 10 ) >PDI() ;
Cond4 = ( Cross( PDI(), MDI() ) )
OR( Cross( PDI(), ADX( 10 ) ) )
AND ( PDI()> MDI() )
AND ( PDI()> ADX( 10 )) ;
COND41 = Cross(ADX( 10 ), MDI() )
OR Cross (PDI(),MDI() )
OR Cross (PDI(),ADX( 10 ) )
OR( (MDI()>PDI())
OR (MDI()>ADX(10)))
OR PDI()<ADX( 10 ) >MDI() ;
CONDBUY= COND41 AND COND4 ;

PlotShapes(IIf (COND12,shapeDownArrow,shapeNone),colorCustom8, 0, High, Offset=-10);

PlotShapes(IIf (CONDBUY,shapeUpArrow,shapeNone),colorWhite, 0, Low, Offset=-10);
_SECTION_END();
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0, 1);
nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1);
nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2, .01);
bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1);
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;

// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();

// -- key exploration variables
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;

ADX8 = ADX(8);

// 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN,
// 4 - EXPLORATION, 5 - BACKTEST / Optimize
if(Status("action")==1) {
bDraw = True;
bUseLastVis = Param("Use last visible bar", 1, 0, 1);
} else {
bDraw = False;
bUseLastVis = False;
bTrace = False;
nExploreDate = Status("rangetodate");
for (i=LastValue(BarIndex());i>=0;i--) {
nCurDateNum = DN;
if (nCurDateNum == nExploreDate) {
nExploreBarIdx = i;
}
}
// -- if(Status("action")==1...
}

GraphXSpace=7;

// -- basic candle chart
// -- if this appears inside if block, strange
// drawing results!
//PlotOHLC(Open, High, Low, Close,
//"BIdx = " + BarIndex() +
/// "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
// + "\n"+"C ",
// colorBlack, styleNoDraw);

if (bDraw) {
Plot(MA(C, 21), "21 bar MA", colorAqua,
styleNoDraw+styleNoRescale+styleNoLabel);
Plot(MA(C, 55), "55 bar MA", colorGreen,
styleNoDraw+styleNoRescale+styleNoLabel);
//Plot(MA(C, 233), "233 bar MA", colorDarkRed,
// styleLine+styleNoRescale+styleNoLabel);
}

// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;

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);

// -- Initialize value of curTrend
nLastVisBar = LastValue(
Highest(IIf(Status("barvisible"), BarIndex(), 0)));

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
LastValue(BarIndex())));

curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar])
curTrend = "D";
else
curTrend = "U";

// -- Loop through bars. Search for
// entirely array-based approach
// in future version
/* *******************
Find main pivots
******************* */

// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
for (i=0; i<nNumBarsToScan; i++) {

// -- value of curBar dependent on two parameters
curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar-i,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx-i,
LastValue(BarIndex())-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
}
}
/* *******************
Found main pivots
******************* */

/* *************************
Finding missed pivot(s)
************************* */

// -- Start at last bar. Reestablish curBar
curBar =
IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
LastValue(BarIndex()))
);

// -- Make sure I found at least two of each above.
if (nHPivs >= 2 AND nLPivs >= 2) {

lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];

nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);

nAddPivsRng = curBar - nLastHOrLPivIdx;
aLLVAfterLastPiv = LLV(L, nAddPivsRng);
nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);
nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
aHHVAfterLastPiv = HHV(H, nAddPivsRng);
nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng);
nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];

// -- Later want to add last high pivot only if
// not in buy mode from last and still in trade

/*
Note - I'm only interested in adding pivots if I'm in
a higher-highs or lower-lows scenario
*/

// -- OK, let's start where the last high pivot occurs after the
// last Low pivot
if (lastHPIdx > lastLPIdx) {

/* There are at least two possibilities here. One is that
the previous high was higher, indicating that this is a
possible short retracement or one in the making.
The other is that the previous high was lower, indicating
that this is a possible long retracement in the working.
However, both depend on opposing pivots. E.g., if I find
higher highs, what if I have lower lows?

If the highs are descending, then I can consider:
- a lower low, and leave it at that
- a higher high and higher low
- a lower low and another lower high
*/
if (aHPivHighs[0] < aHPivHighs[1]) {

if (nLLVAfterLastPiv < aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
aLPivIdxs[0] = nLLVIdxAfterLastPiv;
nLPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

// -- Here, the last piv is a high piv, and we have
// higher-highs. The most likely addition is a
// Low piv that is a retracement.
} else {

if (nLLVAfterLastPiv > aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
aLPivIdxs[0] = nLLVIdxAfterLastPiv;
nLPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}
// -- The last piv is a high and we have higher highs
// OR lower highs
}

/* ****************************************************************
Still finding missed pivot(s). Here, the last piv is a low piv.
**************************************************************** */
} else {

// -- First case, lower highs
if (aHPivHighs[0] < aHPivHighs[1]) {

if (nHHVAfterLastPiv < aHPivHighs[0] AND
(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark that for plotting
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
aHPivIdxs[0] = nHHVIdxAfterLastPiv;
nHPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

// -- Second case when last piv is a low piv, higher highs
// Most likely addition is high piv that is a retracement.
// Considering adding a high piv as long as it is higher
} else {

// -- Where I have higher highs,
if (nHHVAfterLastPiv > aHPivHighs[0] AND
(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
aHPivIdxs[0] = nHHVIdxAfterLastPiv;
nHPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

}

}

// -- If there are at least two of each
}

/* ****************************************
// -- Done with finding pivots
***************************************** */

if (bDraw) {

// -- OK, let's plot the pivots using arrows
PlotShapes(
IIf(aHPivs==1, shapeNone, shapeNone),
colorRed, 0, High, Offset=-15);
PlotShapes(
IIf(aAddedHPivs==1, shapeNone, shapeNone),
colorDarkRed, 0, High, Offset=-15);
PlotShapes(
IIf(aLPivs==1, shapeNone , shapeNone),
colorGreen, 0, Low, Offset=-15);
PlotShapes(
IIf(aAddedLPivs==1,shapeNone , shapeNone),
colorDarkGreen, 0, Low, Offset=-15);
}

/* ****************************************
// -- Done with discovering and plotting pivots
***************************************** */

// -- I'm going to want to look for possible retracement
risk = 0;
profInc = 0;
nLeg0Pts = 0;
nLeg0Bars = 0;
nLeg0Vol = 0;
nLeg1Pts = 0;
nLeg1Bars = 0;
nLeg1Vol = 0;
nLegBarsDiff = 0;
nRtrc0Pts = 0;
nRtrc0Bars = 0;
nRtrc0Vol = 0;
nRtrc1Pts = 0;
nRtrc1Bars = 0;
nRtrc1Vol = 0;

minRtrc = 0;
maxRtrc = 0;
minLine = 0;
maxLine = 0;
triggerLine = 0;
firstProfitLine = 0;
triggerInc = 0;
triggerPrc = 0;
firstProfitPrc = 0;
retrcPrc = 0;
retrcBar = 0;
retrcBarIdx = 0;
retrcRng = 0;
aRetrcPrc = H-H;
aRetrcPrcBars = H-H;
aRetrcClose = C;
retrcClose = 0;

// -- Do TCZ calcs. Arrangement of pivs very specific
// for this setup.
if (nHPivs >= 2 AND
nLPivs >=2 AND
aHPivHighs[0] > aHPivHighs[1] AND
aLPivLows[0] > aLPivLows[1]) {

tcz500 =
(aHPivHighs[0] -
(.5 * (aHPivHighs[0] - aLPivLows[1])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[0] - aLPivLows[1])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aHPivIdxs[0];
aRetrcPrc = LLV(L, retrcRng);
retrcPrc = aRetrcPrc[curBar];
aRetrcPrcBars = LLVBars(L, retrcRng);
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

// -- bTCZLong setup?
bTCZLong = (

// -- Are retracement levels arranged in
// tcz order?
tcz500 >= (tcz786 * (1 - tczTolerance))
AND
// .681 is below .786 for long setups
tcz618 <= (tcz786 * (1 + tczTolerance))
AND

// -- Is the low in the tcz range
// -- Is the close >= low of tcz range
// and low <= high of tcz range
retrcClose >= ((1 - retrcTolerance) * tcz618)
AND
retrcPrc <= ((1 + retrcTolerance) * tcz500)
);

// -- risk would be high of signal bar minus low of zone
//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2
AND aHPivHighs[0] < aHPivHighs[1]
AND aLPivLows[0] < aLPivLows[1]) {

tcz500 =
(aHPivHighs[1] -
(.5 * (aHPivHighs[1] - aLPivLows[0])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[1] - aLPivLows[0])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aLPivIdxs[0];
aRetrcPrc = HHV(H, retrcRng);
retrcPrc = aRetrcPrc[curBar];
aRetrcPrcBars = HHVBars(H, retrcRng);
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

bTCZShort = (
// -- Are retracement levels arranged in
// tcz order?

// .500 is below .786 for short setups
tcz500 <= (tcz786 * (1 + tczTolerance))
AND
// .681 is above .786 for short setups
tcz618 >= (tcz786 * (1 - tczTolerance))
AND

// -- Is the close <= high of tcz range
// and high >= low of tcz range
retrcClose <= ((1 + retrcTolerance) * tcz618)
AND
retrcPrc >= ((1 - retrcTolerance) * tcz500)
);

// -- Risk would be top of zone - low of signal bar
//risk = 0;
}

Filter = (bTCZShort OR bTCZLong);
AddColumn(C, "Close");
AddColumn(IIf(bTCZLong, 76, 83), "L/S", formatChar);

// **************************
// END EXPLORATION CODE
// **************************

// **************************
// BEGIN INDICATOR CODE
// **************************

// -- what will be our lookback range for the hh and ll?
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0, 1);
nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1);
nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2, .01);
bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1);
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;

// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();

// -- key exploration variables
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;

ADX8 = ADX(8);

// 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN,
// 4 - EXPLORATION, 5 - BACKTEST / Optimize
if(Status("action")==1) {
bDraw = True;
bUseLastVis = Param("Use last visible bar", 1, 0, 1);
} else {
bDraw = False;
bUseLastVis = False;
bTrace = False;
nExploreDate = Status("rangetodate");
for (i=LastValue(BarIndex());i>=0;i--) {
nCurDateNum = DN;
if (nCurDateNum == nExploreDate) {
nExploreBarIdx = i;
}
}
// -- if(Status("action")==1...
}

GraphXSpace=7;

// -- basic candle chart
// -- if this appears inside if block, strange
// drawing results!
//PlotOHLC(Open, High, Low, Close,
//"BIdx = " + BarIndex() +
// "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
// + "\n"+"C ",
// colorBlack, styleNoDraw);

if (bDraw) {
Plot(MA(C, 21), "21 bar MA", colorAqua,
styleNoDraw+styleNoRescale+styleNoLabel);
Plot(MA(C, 55), "55 bar MA", colorGreen,
styleNoDraw+styleNoRescale+styleNoLabel);
//Plot(MA(C, 233), "233 bar MA", colorDarkRed,
// styleLine+styleNoRescale+styleNoLabel);
}

// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;

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);

// -- Initialize value of curTrend
nLastVisBar = LastValue(
Highest(IIf(Status("barvisible"), BarIndex(), 0)));

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
LastValue(BarIndex())));

curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar])
curTrend = "D";
else
curTrend = "U";

// -- Loop through bars. Search for
// entirely array-based approach
// in future version
/* *******************
Find main pivots
******************* */

// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
for (i=0; i<nNumBarsToScan; i++) {

// -- value of curBar dependent on two parameters
curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar-i,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx-i,
LastValue(BarIndex())-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
}
}
/* *******************
Found main pivots
******************* */

/* *************************
Finding missed pivot(s)
************************* */

// -- Start at last bar. Reestablish curBar
curBar =
IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
LastValue(BarIndex()))
);

// -- Make sure I found at least two of each above.
if (nHPivs >= 2 AND nLPivs >= 2) {

lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];

nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);

nAddPivsRng = curBar - nLastHOrLPivIdx;
aLLVAfterLastPiv = LLV(L, nAddPivsRng);
nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);
nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
aHHVAfterLastPiv = HHV(H, nAddPivsRng);
nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng);
nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];

// -- Later want to add last high pivot only if
// not in buy mode from last and still in trade

/*
Note - I'm only interested in adding pivots if I'm in
a higher-highs or lower-lows scenario
*/

// -- OK, let's start where the last high pivot occurs after the
// last Low pivot
if (lastHPIdx > lastLPIdx) {

/* There are at least two possibilities here. One is that
the previous high was higher, indicating that this is a
possible short retracement or one in the making.
The other is that the previous high was lower, indicating
that this is a possible long retracement in the working.
However, both depend on opposing pivots. E.g., if I find
higher highs, what if I have lower lows?

If the highs are descending, then I can consider:
- a lower low, and leave it at that
- a higher high and higher low
- a lower low and another lower high
*/
if (aHPivHighs[0] < aHPivHighs[1]) {

if (nLLVAfterLastPiv < aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
aLPivIdxs[0] = nLLVIdxAfterLastPiv;
nLPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

// -- Here, the last piv is a high piv, and we have
// higher-highs. The most likely addition is a
// Low piv that is a retracement.
} else {

if (nLLVAfterLastPiv > aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
aLPivIdxs[0] = nLLVIdxAfterLastPiv;
nLPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}
// -- The last piv is a high and we have higher highs
// OR lower highs
}

/* ****************************************************************
Still finding missed pivot(s). Here, the last piv is a low piv.
**************************************************************** */
} else {

// -- First case, lower highs
if (aHPivHighs[0] < aHPivHighs[1]) {

if (nHHVAfterLastPiv < aHPivHighs[0] AND
(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark that for plotting
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
aHPivIdxs[0] = nHHVIdxAfterLastPiv;
nHPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

// -- Second case when last piv is a low piv, higher highs
// Most likely addition is high piv that is a retracement.
// Considering adding a high piv as long as it is higher
} else {

// -- Where I have higher highs,
if (nHHVAfterLastPiv > aHPivHighs[0] AND
(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
aHPivIdxs[0] = nHHVIdxAfterLastPiv;
nHPivs++;

// -- Test whether to add piv given last piv is high
// AND we have lower highs
}

}

}

// -- If there are at least two of each
}

/* ****************************************
// -- Done with finding pivots
***************************************** */

if (bDraw) {

// -- OK, let's plot the pivots using arrows
PlotShapes(
IIf(aHPivs==1, shapeNone, shapeNone),
colorRed, 0, High, Offset=-15);
PlotShapes(
IIf(aAddedHPivs==1, shapeNone, shapeNone),
colorDarkRed, 0, High, Offset=-15);
PlotShapes(
IIf(aLPivs==1, shapeNone , shapeNone),
colorGreen, 0, Low, Offset=-15);
PlotShapes(
IIf(aAddedLPivs==1,shapeNone , shapeNone),
colorDarkGreen, 0, Low, Offset=-15);
}

/* ****************************************
// -- Done with discovering and plotting pivots
***************************************** */

// -- I'm going to want to look for possible retracement
risk = 0;
profInc = 0;
nLeg0Pts = 0;
nLeg0Bars = 0;
nLeg0Vol = 0;
nLeg1Pts = 0;
nLeg1Bars = 0;
nLeg1Vol = 0;
nLegBarsDiff = 0;
nRtrc0Pts = 0;
nRtrc0Bars = 0;
nRtrc0Vol = 0;
nRtrc1Pts = 0;
nRtrc1Bars = 0;
nRtrc1Vol = 0;

minRtrc = 0;
maxRtrc = 0;
minLine = 0;
maxLine = 0;
triggerLine = 0;
firstProfitLine = 0;
triggerInc = 0;
triggerPrc = 0;
firstProfitPrc = 0;
retrcPrc = 0;
retrcBar = 0;
retrcBarIdx = 0;
retrcRng = 0;
aRetrcPrc = H-H;
aRetrcPrcBars = H-H;
aRetrcClose = C;
retrcClose = 0;

// -- Do TCZ calcs. Arrangement of pivs very specific
// for this setup.
if (nHPivs >= 2 AND
nLPivs >=2 AND
aHPivHighs[0] > aHPivHighs[1] AND
aLPivLows[0] > aLPivLows[1]) {

tcz500 =
(aHPivHighs[0] -
(.5 * (aHPivHighs[0] - aLPivLows[1])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[0] - aLPivLows[1])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aHPivIdxs[0];
aRetrcPrc = LLV(L, retrcRng);
aRetrcPrcBars = LLVBars(L, retrcRng);

retrcPrc = aRetrcPrc[curBar];
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

// -- bTCZLong setup?
bTCZLong = (

// -- Are retracement levels arranged in
// tcz order?

// .500 is above .786 for long setups
tcz500 >= (tcz786 * (1 - tczTolerance))
AND
// .681 is below .786 for long setups
tcz618 <= (tcz786 * (1 + tczTolerance))
AND

// -- Is the low in the tcz range
// -- Is the close >= low of tcz range
// and low <= high of tcz range
retrcClose >= ((1 - retrcTolerance) * tcz618)
AND
retrcPrc <= ((1 + retrcTolerance) * tcz500)
);

// -- risk would be high of signal bar minus low of zone
//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2
AND aHPivHighs[0] < aHPivHighs[1]
AND aLPivLows[0] < aLPivLows[1]) {

tcz500 =
(aHPivHighs[1] -
(.5 * (aHPivHighs[1] - aLPivLows[0])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[1] - aLPivLows[0])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aLPivIdxs[0];
aRetrcPrc = HHV(H, retrcRng);
retrcPrc = aRetrcPrc[curBar];
aRetrcPrcBars = HHVBars(H, retrcRng);
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

bTCZShort = (
// -- Are retracement levels arranged in
// tcz order?

// .500 is below .786 for short setups
tcz500 <= (tcz786 * (1 + tczTolerance))
AND
// .681 is above .786 for short setups
tcz618 >= (tcz786 * (1 - tczTolerance))
AND

// -- Is the close <= high of tcz range
// and high >= low of tcz range
retrcClose <= ((1 + retrcTolerance) * tcz618)
AND
retrcPrc >= ((1 - retrcTolerance) * tcz500)
);

// -- Risk would be top of zone - low of signal bar
//risk = 0;
}

// -- Show zone if present
if (bTCZShort OR bTCZLong) {

// -- Be prepared to see symmetry
if (bTCZShort) {
if (aLPivIdxs[0] > aHPivIdxs[0]) {
// -- Valuable, useful symmetry information
nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
nRtrc1Pts = retrcPrc - aLPivLows[0];
nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
} else {
nRtrc0Pts = aHPivHighs[1] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1;
nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1;
}
} else { // bLongSetup
if (aLPivIdxs[0] > aHPivIdxs[0]) {
nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
nRtrc1Pts = retrcPrc - aLPivLows[0];
nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
} else {
nRtrc0Pts = aHPivHighs[1] - aLPivLows[0];
nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1;
nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1;
}
}

if (bShowTCZ) {
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz500, curBar, tcz500 , 0),
"tcz500", colorPaleBlue, styleNoDraw);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz618, curBar, tcz618, 0),
"tcz618", colorPaleBlue, styleNoDraw);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz786, curBar, tcz786, 0),
"tcz786", colorTurquoise, styleNoDraw);
}

// -- if (bShowTCZ)
}

if (bDraw) {
Title = Name() + " (" + StrLeft(FullName(), 10) +
") ATR: " + NumToStr(ATR(1), 4.2) + " ( " +
NumToStr((C - Ref(C, -1)), 4.2) + " / " +
NumToStr((((C - Ref(C, -1)) / Ref(C, -1)) * 100), 2.1) + "% ) " +
WriteVal( SelectedValue( DateTime() ), formatDateTime) +
//" \nO: " + Open +
///", \nH: " + High +
//", \nL: " + Low +
// ", \nC: " + Close + ", \n" +
// "Risk: " + WriteVal(risk, 2.1) + "% \n" +
"Rtrc 0/1 Pts: " + WriteVal(nRtrc0Pts, 2.1) + "/" +
WriteVal(nRtrc1Pts, 2.1) + " \n" +
"Rtrc 0/1 Bars: " + WriteVal(nRtrc0Bars, 2.0) + "/" +
WriteVal(nRtrc1Bars, 2.0);
}

// **************************
// END INDICATOR CODE
// **************************

PlotShapes(IIf (aHPivs==1,shapeDigit4,shapeNone),colorPink, 0, High, Offset=8);

PlotShapes(IIf (aAddedHPivs==1,shapeDigit4,shapeNone),colorPink, 0, High, Offset=8);

PlotShapes(IIf (aLPivs==1,shapeDigit3,shapeNone),colorBrightGreen, 0, Low, Offset=-8);

PlotShapes(IIf (aAddedLPivs==1,shapeDigit3,shapeNone),colorBrightGreen, 0, Low, Offset=-8);

PHP:

yasu222 · Sep 4, 2016

Cumulative trend

METASTOCK CODE:=

{CUM_TREND}
NO1:= Input("CUM BARS",1,100,30);
COND1:= If(O<C,-1,1);
A:=Sum(COND1,NO1);
A;4;-4;

travi · Sep 4, 2016

Nice one, will check it out.

yasu222 · Sep 7, 2016

Cumulative trend

{METASTOCK CODE}

{CUM_TREND}
NO1:= Input("CUM_BARS",1,100,11);
COND1:= If(O<C,1,-1);
COND2:= If(Ref(C,-1)>O,-1,If(Ref(C,-1)<O,1,0));
A:=SUM(COND1,NO1);
b:=SUM(cond2,no1);
C1:= (A+B);
C1;4;-4;8;-8;0;

yasu222 · Sep 7, 2016

Re: Cumulative trend

yasu222 said:

PHP:

{CUM_SHOT}
NO1:= Input("CUM BARS",1,100,11);
COND1:= If(O<C,1,-1);
cond2:= If(Ref(C,-1)>O,-1,If(Ref(C,-1)<O,-1,0));
A:=Sum(COND1,NO1);
b:=Sum(cond2,no1);
c1:= (a+b);
c1;-no1;(-no1+5);(-no1-5);

yasu222 · Sep 7, 2016

Creating AFL for VLA strategy

PHP:

Value Line Arithmetic index (VLA)

The VLA is constructed by calculating the ratio of each stock’s
closing price to its previous close — e.g., if today’s price is
52.64 and yesterday’s price was 51.22, the ratio would be 1.03
(52.64/51.22). All the ratios are summed and then divided by
the total number of stocks in the index.

Strategy rules:

1. When the VLA rises 4 percent or more from the previousweek’s close, go long at the market on the next bar.
2. When the VLA falls 4 percent ormore from the previous week’s close, exit tomorrow at market
.

Money management: Allocate 10 percent of equity per position. Because it would be impossible to take a 10-percent
position in all 17 stocks in the portfolio whenever a buy signal is generated, trades are prioritized by lowest price 
(i.e., positions are established in lower-priced stocks first) to capture as many opportunities as possible.
Starting equity: $100,000. Deduct $8 commission and 0.10 percent slippage per trade.

STRATEGY SUMMARY

Profitability Trade statistics
Net profit: $240,916.71 No. trades: 98
Net profit: 240.92% Win/loss: 64.29%
Profit factor: 4.44 Avg. profit/loss: 15.34%
Payoff ratio: 2.74 Avg. holding time (bars): 168.54
Recovery factor: 4.83 Avg. profit (winners): 29.91%
Exposure: 65.97% Avg. hold time (winners): 192.89
Total commission: $1,568.00
Drawdown Avg. loss (losers): -10.90%
Max. DD: -24.45% Avg. hold time (losers): 124.71
Longest flat period: 544 bars Max consec. win/loss: 10/4

Net profit — Profit at end of test period, less commission. Profit factor — Gross profit divided by gross loss. 
Payoff ratio — Average profit of winning trades divided by average loss of losing trades. 
Recovery factor — Net profit divided by maximum drawdown.
Exposure — The area of the equity curve exposed to long or short positions, as opposed to cash. 
Max. DD — Largest percentage decline in equity. 
Longest flat period — Longest period, in days, the system is between two equity highs. 
No. trades — Number of trades generated by the system.
Win/loss — The percentage of trades that were profitable. 
Avg. profit — The average profit for all trades. Avg. 
hold time — The average holding period for all trades. 
Avg. win — The average profit for winning trades. Avg. 
hold time (winners) — The average holding time for winning trades. 
Avg. loss — The average loss for losing trades.
Avg. hold time (losers) — The average holding time for losing trades.
Max consec. win/loss — The maximum number of consecutive winning and losing trades.
Avg. return — The average percentage for the period. 
Sharpe ratio — Average return divided by standard deviation of returns (annualized).
Best return — Best return for the period. 
Worst return — Worst return for the period. 
Percentage profitable periods — The percentage of periods that were profitable. 
Max consec. profitable — The largest number of consecutive profitable periods. 
Max consec. unprofitable — The largest number of consecutive unprofitable periods.

yasu222 · Sep 13, 2016

Cumulative trend_AFL

yasu222 said:

PHP:

_SECTION_BEGIN( "CUM_BARS" );
per1=Param("CUM BARS",10,1,100,1);
per2=(PER1/3);
per3=(-PER1/3);

COND1= IIf(O<C,1,-1);
A=Sum(COND1,PER1);
c1= A;

Plot(c1,"c1",colorBrightGreen, styleLine);
Plot(per2,"",15);
Plot(per3,"",15);
Title="c1"+WriteVal(c1);
_SECTION_END();

yasu222 · Sep 16, 2016

Cumulative Volatality for entry days like Time Cycle

yasu222 said:

PHP:

{CUM_VOLATALITY}
NO1:= Input("CUM BARS",1,100,11);
COND1:= If(ROC(C,1,%)<ROC(O,1,%),-1,1);
c1:=Sum(COND1,NO1);
c1;-1;1;

yasu222 · Sep 22, 2016

Thursday indicator

{Metastock Code}

PHP:

{THURSDAY_IND}
A:= If(DayOfWeek()=4,1,0);
A;

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My visual effect afl collection.

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