THose who asking AFL in PM .. here is the AFL ... not wrriten by me .. all I did is copied form various places ... Please backtest it before going live .. otherwise you will loose big time
_SECTION_BEGIN("Background");
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ParamColor("Outer panel",colorGrey40)); // color of outer border
SetChartBkGradientFill( ParamColor("Inner panel upper",colorGrey40),ParamColor("Inner panel lower",colorBlack));
tchoice=Param("Title Selection ",2,1,2,1);
Plot(C, "", IIf(O>=C, colorOrange, colorGreen), ParamStyle("Price Style",styleCandle, maskPrice));
//////////////////////////////////////////////////////////////////
_SECTION_BEGIN("Fib Retracements");
fibs = ParamToggle("Plot Fibs","Off|On",1);
pctH = Param ("Pivot Hi %", 0.325,0.001,2.0,0.002);
HiLB = Param ("Hi LookBack",1,1,BarCount-1,1);
pctL = Param ("Pivot Lo %", 0.325,0.001,2.0,0.002);
LoLB = Param ("Lo LookBack",1,1,BarCount-1,1);
Back = Param ("Extend Left = 2",1,1,500,1);
Fwd = Param("Plot Forward", 0, 0, 500, 1);
text = ParamToggle("Plot Text","Off|On",1);
hts = Param ("Text Shift", -33.5,-50,50,0.10);
style =ParamStyle("Line Style",styleLine,styleNoLabel);
x = BarIndex();
pRp = PeakBars( H, pctH, 1) == 0;
yRp0 = SelectedValue(ValueWhen( pRp, H, HiLB));
xRp0 = SelectedValue(ValueWhen( pRp, x, HiLB));
pSp = TroughBars( L, pctL, 1) == 0;
ySp0 = SelectedValue(ValueWhen( pSp, L, LoLB));
xSp0 = SelectedValue(ValueWhen( pSp, x, LoLB));
Delta = yRp0 - ySp0;
function fib(ret)
{
retval = (Delta * ret);
Fibval = IIf(ret < 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret < 1.0
AND xSp0 > xRp0, ySp0 + retval,IIf(ret > 1.0
AND xSp0 < xRp0, yRp0 - retval, IIf(ret > 1.0
AND xSp0 > xRp0, ySp0 + retval, Null))));
return FibVal;
}
x0 = Min(xSp0,xRp0)-Back;
x1 = (BarCount -1);
//////////////////////////////////////////////////////////////////
r236 = fib(0.236); r236I = LastValue (r236,1);
r382 = fib(0.382); r382I = LastValue (r382,1);
r050 = fib(0.50); r050I = LastValue (r050,1);
r618 = fib(0.618); r618I = LastValue (r618,1);
r786 = fib(0.786); r786I = LastValue (r786,1);
e127 = fib(1.27); e127I = LastValue (e127,1);
e162 = fib(1.62); e162I = LastValue (e162,1);
e200 = fib(2.00); e200I = LastValue (e200,1);
e262 = fib(2.62); e262I = LastValue (e262,1);
e424 = fib(4.24); e424I = LastValue (e424,1);
//////////////////////////////////////////////////////////////////
p00 = IIf(xSp0 > xRp0,ySp0,yRp0); p00I = LastValue (p00,1);
p100 = IIf(xSp0 < xRp0,ySp0,yRp0); p100I = LastValue (p100,1);
color00 =IIf(xSp0 > xRp0,colorLime,colorRed);
color100 =IIf(xSp0 < xRp0,colorLime,colorRed);
//////////////////////////////////////////////////////////////////
numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
//////////////////////////////////////////////////////////////////
if(fibs==1)
{
//Plot(LineArray(xRp0-Fwd,yRp0,x1,yRp0,Back),"PR",32,8|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(xSp0-Fwd,ySp0,x1,ySp0,Back),"PS",27,8|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,r236,x1,r236,Back),"",45,style|styleNoRescale, Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,r382,x1,r382,Back),"",44,style|styleNoRescale, Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,r050,x1,r050,Back),"",41,style|styleNoRescale, Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,r618,x1,r618,Back),"",43,style|styleNoRescale, Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,r786,x1,r786,Back),"",42,style|styleNoRescale, Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,e127,x1,e127,Back),"e127",47,style|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,e162,x1,e162,Back),"e162",47,style|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,e200,x1,e200,Back),"p200",47,style|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,e262,x1,e262,Back),"p262",47,style|styleNoRescale,Null, Null,Fwd);
//Plot(LineArray(x0-Fwd,e424,x1,e424,Back),"p424",25,style|styleNoRescale,Null, Null,Fwd);
}
//////////////////////////////////////////////////////////////////
if(text==1)
{
PlotText(" 0% = " + WriteVal(p00,fraction), LastValue(BarIndex())-(numbars/hts), p00I + 0.05, color00);
PlotText("23% = " + WriteVal(r236,fraction), LastValue(BarIndex())-(numbars/hts), r236I + 0.05, 45);
PlotText("38% = " + WriteVal(r382,fraction), LastValue(BarIndex())-(numbars/hts), r382I + 0.05, 44);
PlotText("50% = " + WriteVal(r050,fraction), LastValue(BarIndex())-(numbars/hts), r050I + 0.05, 41);
PlotText("62% = " + WriteVal(r618,fraction), LastValue(BarIndex())-(numbars/hts), r618I + 0.05, 43);
PlotText("78% = " + WriteVal(r786,fraction), LastValue(BarIndex())-(numbars/hts), r786I + 0.05, 42);
PlotText("100% = " + WriteVal(p100,fraction), LastValue(BarIndex())-(numbars/hts),p100I + 0.05, color100);
PlotText("127% = " + WriteVal(e127,fraction), LastValue(BarIndex())-(numbars/hts),e127I + 0.05, 47);
PlotText("162% = " + WriteVal(e162,fraction), LastValue(BarIndex())-(numbars/hts),e162I + 0.05, 47);
PlotText("200% = " + WriteVal(e200,fraction), LastValue(BarIndex())-(numbars/hts),e200I + 0.05, 47);
PlotText("262% = " + WriteVal(e262,fraction), LastValue(BarIndex())-(numbars/hts),e262I + 0.05, 47);
PlotText("424% = " + WriteVal(e424,fraction), LastValue(BarIndex())-(numbars/hts),e424I + 0.05, 25);
}
_SECTION_END();
//////////////////////////////////////////////////////////////////
if (tchoice==1 )
{
_N(Title = EncodeColor(colorWhite)+StrFormat(" {{NAME}} - {{INTERVAL}} {{DATE}} Open: %g, High: %g, Low: %g, Close: %g {{VALUES}}",O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
}
//////////////////////////////////////////////////////////////////
if (tchoice==2 )
{
Title = EncodeColor(colorWhite)+ Date() + " Tick = " + EncodeColor(5) + Interval()+
EncodeColor(colorWhite) + " Open = " + EncodeColor(colorWhite) + O +
EncodeColor(colorWhite) + " High = " + EncodeColor(5) + H +
EncodeColor(colorWhite) + " Low = " + EncodeColor(colorRed) + L +
EncodeColor(colorWhite) + " Close = " + EncodeColor(colorWhite) + C + "\n" +
EncodeColor( colorWhite) +"_______________"+"\n"+
EncodeColor( colorWhite) + "424% = " + EncodeColor(25)+ e424 + " " +"\n"+
EncodeColor( colorWhite) + "262% = " + EncodeColor(47)+ e262 + " " +"\n"+
EncodeColor( colorWhite) + "200% = " + EncodeColor(47)+ e200 + " " +"\n"+
EncodeColor( colorWhite) + "162% = " + EncodeColor(47)+ e162 + " " +"\n"+
EncodeColor( colorWhite) + "127% = " + EncodeColor(47)+ e127 + " " +"\n"+
EncodeColor( colorYellow) + " Res = " + EncodeColor(32)+ p100 + " " +"\n"+
EncodeColor( colorWhite) + " 78% = " + EncodeColor(42)+ r786 + " " +"\n"+
EncodeColor( colorWhite) + " 62% = " + EncodeColor(43)+ r618 + " " +"\n"+
EncodeColor( colorWhite) + " 50% = " + EncodeColor(41)+ r050 + " " +"\n"+
EncodeColor( colorWhite) + " 38% = " + EncodeColor(44)+ r382 + " " +"\n"+
EncodeColor( colorWhite) + " 23% = " + EncodeColor(45)+ r236+ " " +"\n"+
EncodeColor( colorYellow) + " Sup = " + EncodeColor(34)+ p00 + " " ;
}
GraphXSpace=5;
SetChartOptions(1, chartShowDates); // put dates at bottom of chart
pr = Param("Elliot Wave minimum % move", 2, 1, 100);
// Beginner Elliot Wave stuff
EWpk = PeakBars(H, pr, 1) == 0;
EWtr = TroughBars(L, pr, 1) == 0;
// Intermediate Elliot Wave stuff
zz = Zig(C, pr);
zzHi = Zig(H, pr);
zzLo = Zig(L, pr);
Avg = (zzHi+zzLo)/2;
// Advanced Elliot Wave stuff
RetroSuccessSecret = IIf(EWpk, zzHi, IIf(EWtr, zzLo, IIf(Avg > Ref(Avg,-1), H, L)));
EW = Zig(RetroSuccessSecret, pr);
// Plot on price chart
/*Plot(C, "Close", colorBlack, styleCandle);*/
//Plot(EW, "EW", colorWhite, styleLine);
// Plot buy and sell arrows
Buy = TroughBars(EW, pr, 1) == 0;
Sell = PeakBars(EW, pr, 1) ==0;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-15);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-15);
PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
AlertIf( Buy , "SOUND C:\\Windows\\Media\\Notify.wav", "Audio alert", 2 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\Tada.wav", "Audio alert", 2 );
_SECTION_BEGIN("Elliot Fractals");
/*
The basic definition of an 'up' fractal is a bar high that is both higher than the two bars immediately preceding it
and higher than the two bars immediately following it.
The lows of the bars are NOT considered in determining the up fractal progression.
If two bars in the progression have equal highs followed by two consecutive bars with lower highs,
then a total of six bars rather than the usual five bars will make up the progression.
The first High becomes the counting fractal. Reverse for 'down' fractals.
The 5 bar formation works best on Daily or longer time frame charts.For intraday data charts we often use 9 bar, 13 bar and 21 bar formations for fractal counting
*/
Up5BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND Ref(H,1) < H AND Ref(H,2) < H;
Up6BarFractal = Ref(H,-2) < H AND Ref(H,-1) < H AND (H == Ref(H,1)) AND Ref(H,2) < H AND Ref(H,3) < H;
Down5BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND Ref(L,1) > L AND Ref(L,2) > L;
Down6BarFractal = Ref(L,-2) > L AND Ref(L,-1) > L AND (L == Ref(L,1)) AND Ref(L,2) > L AND Ref(L,3) > L;
//TODO: More filtering: Show only troughs that are around atrough in trix(9).
//PlotShapes( IIf(Down5BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
//PlotShapes( IIf(Down6BarFractal ,shapeSmallUpTriangle,0) ,colorBlack, 0, L,-12);
//PlotShapes( IIf(Up5BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
//PlotShapes( IIf(Up6BarFractal ,shapeSmallDownTriangle,0) ,colorBlack, 0, H,-12);
Up = (Up5BarFractal OR Up6BarFractal);
Down = (Down5BarFractal OR Down6BarFractal);
//Removing false fractals:
DownSignal = Flip(Ref(Up,-1), Ref(Down,-1));
UpSignal = Flip(Ref(Down,-1), Ref(Up,-1));
LastHigh[0] = H[0];
LastLow[0] = L[0];
LastLowIndex = 0;
LastHighIndex = 0;
Valid = 0;
for (i=1; i < BarCount; i++)
{
LastHigh
= LastHigh[i-1];
LastLow = LastLow[i-1];
if (Up)
{
Valid = True;
if (DownSignal)
{
//Sequence of 2 Up Fractals. Validate only the higher one.
Valid = H >= H[LastHighIndex];
Valid[LastHighIndex] = H[LastHighIndex] > H;
}
LastHigh = Max(H, H[LastHighIndex ]);
LastHighIndex = i;
}
if (Down)
{
Valid = True;
if (UpSignal)
{
//Sequence of 2 Down Fractals. Validate only the lower one.
Valid = L <= L[LastLowIndex];
Valid[LastLowIndex] = L[LastLowIndex] < L;
}
LastLow = Min(L, L[LastLowIndex]);
LastLowIndex = i;
}
}
TrixN = Trix(9);
TroughLow = Ref(TrixN, -3) > TrixN AND Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN AND Ref(TrixN, 3) > TrixN;
TroughHigh = Ref(TrixN, -3) < TrixN AND Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN AND Ref(TrixN, 3) < TrixN;
//TroughLow = Ref(TrixN, -2) > TrixN AND Ref(TrixN, -1) > TrixN AND Ref(TrixN, 1) > TrixN AND Ref(TrixN, 2) > TrixN;
//TroughHigh = Ref(TrixN, -2) < TrixN AND Ref(TrixN, -1) < TrixN AND Ref(TrixN, 1) < TrixN AND Ref(TrixN, 2) < TrixN;
ZeroValid = Cross(TrixN, 0) OR Cross(0, TrixN) OR Ref(Cross(TrixN, 0),1) OR Ref(Cross(0, TrixN),1);
ValidLow = TroughLow OR Ref(TroughLow, 1) OR Ref(TroughLow, 2) OR Ref(TroughLow, 3) OR Ref(TroughLow, 4);// OR Ref(TroughLow, 5));
ValidHigh = TroughHigh OR Ref(TroughHigh, 1) OR Ref(TroughHigh, 2) OR Ref(TroughHigh, 3) OR Ref(TroughHigh, 4);// OR Ref(TroughHigh, 5));
//Plot(LastHigh-10 ,"LastHigh", colorBlue, styleLine);
//Plot(LastLow-10 ,"LastLow ", colorRed, styleLine);
//Plot(Valid*5 + 10 ,"LastLow ", colorGreen, styleLine | styleThick);
//PlotShapes( IIf(Down AND Valid,shapeSmallUpTriangle,0) ,colorGreen, 0, L,-12);
//PlotShapes( IIf(Up AND Valid,shapeSmallDownTriangle,0) ,colorRed, 0, H,-12);
Maxi = Up AND (ValidHigh OR ZeroValid);
Mini = Down AND (ValidLow OR ZeroValid);
PlotShapes( IIf(Down AND (ValidLow OR ZeroValid),shapeSmallUpTriangle,0) ,colorBlue, 0, L,-12);
PlotShapes( IIf(Up AND (ValidHigh OR ZeroValid),shapeSmallDownTriangle,0) ,colorOrange, 0, H,-12);
//Plot(UpSignal*3+5,"UpSignal", colorBlue, styleLine| styleThick);
//Plot(DownSignal*3 ,"DownSignal", colorRed, styleLine| styleThick);
/*
LastMaxi = 0;
LastMini = 0;
ElliotLines = 0;
State = 0;
for (i=1; i < BarCount; i++)
{
State = State[i-1];
if (Maxi)
{
State = 1;//down
}
if (Mini)
{
State = 2;
}
}
PlotShapes(IIf(State > 0, shapeSmallCircle, 0), IIf(State == 1, colorRed, colorBlue), 0, IIf(State == 1, H, L), -5);
*/
//Line = LineArray( x0, y0, x1, y1, 1 );
//Plot( Line, "Trend line", colorBlue );
/*
Wave B
Usually 50% of Wave A
Should not exceed 75% of Wave A
Wave C
either 1 x Wave A
or 1.62 x Wave A
or 2.62 x Wave A
*/
function CorrectiveRatios(StartPrice, A, B, C, RatioDelta, Delta)
{
ALength = abs(startPrice - A); BLength = abs(A-B);
CLength = abs(B-C);
Ratio1 = BLength / CLength ;
Cond1 = Ration1 >= 0.5 - RatioDelta AND ratio1 <= 0.75 + RatioDelta;
Cond2 = abs(Clength - ALength) < Delta OR abs(Clength - 1.62 * ALength) < Delta OR abs(CLength - 2.62 * ALength) < Delta;
return Cond1 AND Cond2;
}
function ImpulseRules(StartPrice, One, Two, Three, Four, Five)
{
//Wave 2 should be beneath wave 1 start:
Cond1 = Two > StartPrice AND Two < One;
//Wave 4 - the same:
Cond2 = Four > Two AND Four < Three;
//Wave 5 should be <= wave 3
Cond3 = abs(Three-Two) >= abs(Five - Four);
//Wave 1 should be smaller than wave five, making wave 3 the biggest:
Cond4 = abs(StartPrice - One) < abs(Five - Four);
return Cond1 AND Cond2 AND Cond3 AND Cond4;
}
_SECTION_END();
_SECTION_BEGIN("Ribbon");
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();
Plot( 1, /*efines the height of the ribbon in percent of pane width */"ribbon",
IIf( uptrend, colorGreen, IIf( downtrend, colorRed,IIf(Signal()<MACD(), colorYellow, 0 ))), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -1, 100 );
_SECTION_END();
_SECTION_BEGIN("Price With Regression Channel");
// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below
P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1);
// =============================== Math Formula ================================================== ===========
x = Cum(1);
lastx = LastValue( x ) - shift;
aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );
// ==================Plot the Linear Regression Line ================================================== ========
LRColor = ParamColor("LR Color", colorCycle );
LRStyle = ParamStyle("LR Style");
LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
//Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );
// ========================== Plot 1st SD Channel ================================================== =============
SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;
width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;
SDColor = ParamColor("SD Color", colorCycle );
SDStyle = ParamStyle("SD Style");
//Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );
//Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );
// ========================== Plot 2d SD Channel ================================================== =============
SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 = SDP2/2;
width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;
SDColor2 = ParamColor("2 SD Color", colorCycle );
SDStyle2 = ParamStyle("2 SD Style");
//Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );
//Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );
// ============================ End Indicator Code ================================================== ============
_SECTION_END();
_SECTION_BEGIN("trailing stop atr");
function vstop_func(tr)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];
if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ];
}
}
return trailArray;
}
per = Param("per",20, 5, 150, 1);
mult = Param("mult",0.5, 0.5, 4, 0.05);
tr = mult * ATR(per);
trailArray = vstop_func(tr);
//trailArray = Ref(trailArray,-1);
//LISTING 1: Zero-lag moving average
function ZeroLagMA( data, periods )
{
EMA1 = EMA( data, periods );
EMA2 = EMA( EMA1, periods );
Diff = EMA1 - EMA2;
return EMA1 + Diff;
}
Periods = Param("Periods", 20, 2, 100 );
//Plot( ZeroLagMA( Close, Periods ), "ZeroLagMA-"+Periods, colorYellow, styleDashed );
TrailStop = HHV( C - 2 * ATR(10), 15 );
ProfitTaker = EMA( H, 13 ) + 2 * ATR(10);
_SECTION_BEGIN("ProjHL");
//Function pembulatan
function bulat(Lo)
{
return (
IIf(Lo<= 200,round(Lo/1)*1,
IIf(Lo<= 500,round(Lo/5)*5,
IIf(Lo<=2000,round(Lo/10)*10,
IIf(Lo<=5000,round(Lo/25)*25,
IIf(Lo> 5000,round(Lo/50)*50,0)))))
);
}
GfxSetOverlayMode(0);
GfxSelectFont("Arial",9, 700);
GfxSetTextColor( colorRose );
GfxSetBkMode(0); // transparent
GfxTextOut("PivHL = " + (H+L)/2, 250, 45);
GfxTextOut("Diff = " + (C-((H+L)/2)), 350, 45);
GfxSetTextColor( colorYellow );
GfxTextOut("TStop = " + bulat(TrailStop), 450, 45);
GfxTextOut("TPrc = " + bulat(ProfitTaker), 550, 45);
// PIVOT Calculation
p = bulat( H+ L + C )/3;
GfxSetTextColor( colorLightOrange );
GfxTextOut("Pivot = " +bulat(p), 350, 60);
rph1=(H+C+2*L)/2-L;
rph2=(2*H+L+C)/2-L;
rph3=(H+L+2*C)/2-L;
rpl1=(H+C+2*L)/2-H;
rpl2=(2*H+L+C)/2-H;
rpl3=(H+L+2*C)/2-H;
rph=IIf((C<O),rph1,IIf((C>O),rph2,IIf((C==O),rph3, 0)));
rpl=IIf((C<O),rpl1,IIf((C>O),rpl2,IIf((C==O),rpl3, 0)));
GfxSetTextColor( colorBrightGreen );
GfxTextOut("Proj-H = " + bulat(rph), 250, 60);
GfxSetTextColor( colorCustom12 );
GfxTextOut("Proj-L = " + bulat(rpl), 450, 60);
GfxSetTextColor( colorOrange );
GfxTextOut("Trail = " + bulat(trailArray), 550, 60);
//2 Week New High-New Low
HI = High > Ref(HHV(High,10),-1);
LI = Low < Ref(LLV(Low,10),-1);
HIV1= Ref(HHV(High,10),-1);
LIV1=Ref(LLV(Low,10),-1);
Variable = WriteIf(H>HIV1,"High",WriteIf(L<LIV1,"Low","Neutra l"));
GfxSetTextColor( colorSkyblue );
GfxTextOut("2 WHL: " + HIV1+" : "+LIV1+ " " + Variable,290,75);
_SECTION_END();
_SECTION_BEGIN("VWAP");
SetChartOptions(2,chartWrapTitle);
SetChartBkColor(ParamColor("Background", colorLightGrey)) ;
// Author: Pratap Balakrishnan
// Copyright: All rights reserved. Not to be circulated or shared or posted on websites without the author's written permission.
// email id: [email protected]
//
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of
shares traded") and dividing the total shares traded. A VWAP is computed
from the Open of the market to the market Close, AND is
calculated by Volume weighting all transactions during this time period
*/
Layer = Param("Layer", 0, -5, 5, 1) ;
showprice = ParamToggle("Show Price", "No|Yes", 0) ;
if (showprice)
{
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} " + EncodeColor( colorGreen ) + " Open %g," + EncodeColor( colorBlue ) + " Hi %g, " + EncodeColor( colorRed ) + " Lo %g, " + EncodeColor( colorBlack ) + " Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", colorBlack, styleNoTitle | styleCandle,0,0,0,Layer );
//Peaking Volumes
HiVolume = IIf(V > (2 * MA(V,10)), True, False);
PlotShapes(shapeSmallCircle * HiVolume, IIf(C > O, colorBlack, colorWhite), 0, (O+C)/2, 0);
ToolTip = "Open = " + O + "\nHigh = " + H + "\nLow = " + L + "\nClose = " + C ;
}
SetChartBkColor(colorLightGrey) ;
turnvwapoff = ParamToggle("VWAP All OFF", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 0) ;
Vwapmode = ParamList("VWAP mode", "As Per Param|Only VWAP|VWAP+SD|VWAP+2SD", 0) ;
showvwap = ParamToggle("Show VWAP", "No|Yes", 1) ;
showvwap1sd = ParamToggle("Show VWAP 1SD", "No|Yes", 1) ;
showvwap2sd = ParamToggle("Show VWAP 2SD", "No|Yes", 1) ;
showvwap3sd = ParamToggle("Show VWAP 3SD", "No|Yes", 0) ;
showvwapband = ParamToggle("Show VWAP Trend Bands", "No|Yes", 0) ;
showvwapswband = ParamToggle("Show VWAP Sideways Bands", "No|Yes", 1) ;
showprevdayvals = ParamToggle("Show Prev Day Values", "No|Yes", 1) ;
showprev2dayvals = ParamToggle("Show Prev 2 Day Values", "No|Yes", 1) ;
showprevdayband = ParamToggle("Show Prev Day Bands", "No|Yes", 1) ;
showextprevday = ParamToggle("Show Extension", "No|Yes", 1) ;
showextbandprevday = ParamToggle("Show Extension Band", "No|Yes", 1) ;
extend = Param("Extend", 10, 0, 100, 1) ;
Vwaplayer = Param("VWAP Layer", -3, -5, 5, 1) ;
extlayer = Param("Extend Layer", -2, -5, 5, 1) ;
MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
SDwidthper = Param("SD Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
SDwidth = SelectedValue(C) * SDwidthper /100 ;
showtradearr = ParamToggle("Trade Arrow", "No|Yes", 1) ;
showtext = ParamToggle("Show Text", "No|Yes", 1) ;
Clrtext = ParamColor("Color Text", colorBlack) ;
showvahvaltext = ParamToggle("Show VAH-VAL Text", "No|Yes", 1) ;
Onlyvwap = False ;
withsd = False ;
with2sd = False ;
switch (Vwapmode)
{
// case "As Per Param":
// break ;
case "Only VWAP" :
Onlyvwap = True ;
break ;
case "VWAP+SD" :
Onlyvwap = True ;
withsd = True;
break ;
case "VWAP+2SD" :
Onlyvwap = True ;
withsd = True;
with2sd = True;
break ;
}
if (Onlyvwap)
{
if (withsd)
showvwap1sd = True;
else
showvwap1sd = False ;
if (with2sd)
showvwap2sd = True;
else
showvwap2sd = False ;
showvwap3sd = False ;
showvwapband = False ;
showvwapswband = False ;
showprevdayvals = False ;
showprev2dayvals = False ;
showprevdayband = False ;
showvwapband = False ;
// showtradearr = False ;
showcomm = False ;
showtext = withsd ;
}
stylelabel = 0 ;
if (showtext)
stylelabel = styleNoLabel ;
styletitle = 0 ;
if (NOT showintitle)
styletitle = styleNoTitle ;
if (NOT turnvwapoff)
{
P = (H + L + C) / 3;
nd = Day() != Ref(Day(),-1) ;
Bars_so_far_today = 1 + BarsSince( nd);
TodayVolume = Sum(V,Bars_so_far_today);
CumV = Sum(V,Bars_so_far_today);
CumVWP = Sum (P * V, Bars_so_far_today );
VWAP = CumVWP / CumV;
VWAPsd = IIf(Ref(nd, 1), 0, VWAP);
CumVsd = IIf(Ref(nd, 1), 0, CumV);
S = Sum(Ref(CumVsd, -1) * V * (P - Ref(VWAPsd, -1))^2 / CumV,Bars_so_far_today);
Variance = S / CumV;
SD = sqrt(Variance);
Vwapm1 = VWAP - SD ;
Vwapp1 = VWAP + SD ;
Vwapm2 = VWAP -2*SD ;
Vwapp2 = VWAP +2*SD ;
Vwapm3 = VWAP -3*SD ;
Vwapp3 = VWAP +3*SD ;
dt = DateTime() ;
dtnum = DateTimeConvert(0, dt) ;
newdt = dtnum != Ref(dtnum, -1) ;
RefVWAP = VWAP;
RefVwapm1 = Vwapm1;
RefVwapp1 = Vwapp1 ;
RefVwapm2 = Vwapm2;
RefVwapp2 = Vwapp2;
RefVwapm3 = Vwapm3;
RefVwapp3 = Vwapp3;
Clrvwap = ParamColor("Color VWAP",colorBlack) ;
Clrvwapm1 = ParamColor("Color VWAP -1SD", colorGreen) ;
Clrvwapp1 = ParamColor("Color VWAP +1SD", colorRed) ;
strnday = "day";
if (showvwap)
{
// Vwapstyle = 0 ;
// if (ndays > 1)
Vwapstyle = styleNoRescale ;
Plot(RefVWAP, "VWAP"+strnday, Clrvwap , styleThick|stylelabel|Vwapstyle, Null, Null, 0, 1);
if (MAwidth > 0)
PlotOHLC(RefVWAP+MAwidth, RefVWAP+MAwidth, RefVWAP-MAwidth, RefVWAP-MAwidth, "",Clrvwap, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 1 ) ;
}
Plot(SD, "SD", colorBlack, styleNoDraw|styleNoLabel|styleNoRescale) ;
if (showvwap1sd)
{
Plot(RefVwapm1, "-1SD"+strnday, Clrvwapm1, styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(RefVwapp1, "+1SD"+strnday, Clrvwapp1, styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
if (SDwidth > 0)
PlotOHLC(RefVWAPm1+SDwidth, RefVWAPm1+SDwidth, RefVWAPm1-SDwidth, RefVWAPm1-SDwidth, "",Clrvwapm1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
if (SDwidth > 0)
PlotOHLC(RefVWAPp1+SDwidth, RefVWAPp1+SDwidth, RefVWAPp1-SDwidth, RefVWAPp1-SDwidth, "",Clrvwapp1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
}
if (showvwap2sd)
{
Plot(RefVwapm2, "-2SD"+strnday, ParamColor("Color VWAP -2SD", colorSeaGreen), styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(RefVwapp2, "+2SD"+strnday, ParamColor("Color VWAP +2SD", colorOrange), styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
if (SDwidth > 0)
PlotOHLC(RefVWAPm2+SDwidth, RefVWAPm2+SDwidth, RefVWAPm2-SDwidth, RefVWAPm2-SDwidth, "",ParamColor("Color VWAP -2SD", colorSeaGreen), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
if (SDwidth > 0)
PlotOHLC(RefVWAPp2+SDwidth, RefVWAPp2+SDwidth, RefVWAPp2-SDwidth, RefVWAPp2-SDwidth, "",ParamColor("Color VWAP +2SD", colorOrange), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
}
if (showvwap3sd)
{
Plot(RefVwapm3, "-3SD"+strnday, ParamColor("Color VWAP -3SD", colorRed), styleThick + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(RefVwapp3, "+3SD"+strnday, ParamColor("Color VWAP +3SD", colorBlue), styleThick + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
}
if (showvwapband)
{
PlotOHLC(RefVwapm1, RefVwapm1, RefVwapm2, RefVwapm2, "",ParamColor("Down Trend", colorRose), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
PlotOHLC(RefVwapp1, RefVwapp1, RefVwapp2, RefVwapp2, "",ParamColor("Up Trend", colorSkyblue), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}
// if (showvwapswband)
// {
// PlotOHLC(RefVwapm1, RefVwapm1, RefVwapp1, RefVwapp1, "",ParamColor("Sideways Color", colorLavender), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
// }
Avgp = (H+L+C)/3 ;
if (showtradearr)
{
Buy = Avgp >= Refvwapp1 ;
Short = Avgp <= Refvwapm1 ;
Sell = Avgp <= Refvwapp1 ;
Cover = Avgp >= Refvwapm1 ;
Buy = ExRem(Buy, Short OR Sell) ;
Short = ExRem(Short, Buy OR Cover) ;
sdp1touch = False ; // Ht >= Refvwapp1 ;
sdm1touch = False ; //Lt >= Refvwapm1 ;
Sell = ExRem(Sell, Buy OR sdp1touch ) ;
Cover = ExRem(Cover, Short OR sdm1touch ) ;
PlotShapes(Buy*shapeUpArrow, colorGreen, 0, H, 12) ;
PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;
//PlotShapes(Cover*shapeUpArrow, colorBlack, 0, H, 12) ;
//PlotShapes(Sell*shapeDownArrow, colorBlack, 0, L, 12) ;
}
shift = Param("Shift", 0, -1, 0, 1) ;
prevdayvalue = prevdayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 1) ;
prevdayvaluelow = prevdayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 1) ;
prevdayvaluehigh = prevdayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 1) ;
prevdayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 1) ;
if (showvwapswband)
{
swclr = ParamColor("Sideways Color", colorLavender) ;
upclr = ParamColor("Bull Bias Color", colorSkyblue) ;
dnclr = ParamColor("Bear Bias Color", colorLightOrange) ;
bandclr = IIf(Refvwap < prevdayvaluelow, dnclr, IIf(Refvwap > prevdayvaluehigh, upclr, swclr)) ;
PlotOHLC(RefVwapp1, RefVwapp1, RefVwap, RefVwap, "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
PlotOHLC(RefVwap, RefVwap, RefVwapm1, RefVwapm1, "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}
if (showprevdayvals OR showextprevday)
{
if (shift == -1)
{
prevdayvaluehigh = prevdayvwap;
prevdayvalue = prevdayvwapm1 ;
prevdayvaluelow = prevdayvwapm2 ;
}
if (showprevdayvals) //(NOT showextprevday)
{
Plot(prevdayvalue, "Prev VWAP", Clrvwap, styleDots|styleNoRescale+stylelabel|styleNoTitle) ;
Plot(prevdayvaluelow, "VAL"+strnday, Clrvwapm1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
Plot(prevdayvaluehigh, "VAH"+strnday, Clrvwapp1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
}
Clrprevdayband = ParamColor("Prev Day Band Color", colorLightYellow);
if (showprevdayband)
{
// if (NOT showextprevday)
PlotOHLC(prevdayvaluelow, prevdayvaluelow, prevdayvaluehigh, prevdayvaluehigh, "",Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}
if (showprev2dayvals)
{
prev2dayvalue = prev2dayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 2) ;
prev2dayvaluelow = prev2dayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 2) ;
prev2dayvaluehigh = prev2dayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 2) ;
prev2dayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 2) ;
// if (NOT showextprevday)
{
Plot(prev2dayvalue, "2day prev VWAP"+strnday, Clrvwap, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
Plot(prev2dayvaluelow, "2day VAL"+strnday, Clrvwapm1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
Plot(prev2dayvaluehigh, "2day VAH"+strnday, Clrvwapp1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
}
}
if (showextprevday)
{
x0 = BarCount - (extend+1) ;
x1 = BarCount -1 ;
Hdlast = SelectedValue(prevdayvaluehigh ) ;
Ldlast = SelectedValue(prevdayvaluelow ) ;
Hplot = LineArray(x0, Hdlast, x1, Hdlast) ;
Plot(Hplot, "", colorOrange, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;
LPlot = LineArray(x0, Ldlast, x1, Ldlast) ;
Plot(LPlot, "", colorGreen, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;
if (showextbandprevday)
PlotOHLC(HPlot, HPlot, LPlot, LPlot, "", Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0,0,extend,extlayer ) ;
}
}
if (showtext)
{
PlotText(NumToStr(RefVwapp1[BarCount-1], 1.1), BarCount+1, RefVwapp1[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapm1[BarCount-1], 1.1), BarCount+1, RefVwapm1[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwap[BarCount-1], 1.1), BarCount+1, RefVwap[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapp2[BarCount-1], 1.1), BarCount+1, RefVwapp2[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapm2[BarCount-1], 1.1), BarCount+1, RefVwapm2[BarCount-1],Clrtext) ;
}
if (showvahvaltext)
{
PlotText(NumToStr(prevdayvalue[BarCount-1], 1.1), BarCount+1, prevdayvalue[BarCount-1],Clrtext) ;
PlotText(NumToStr(prevdayvaluelow[BarCount-1], 1.1), BarCount+1, prevdayvaluelow[BarCount-1],Clrtext) ;
PlotText(NumToStr(prevdayvaluehigh[BarCount-1], 1.1), BarCount+1, prevdayvaluehigh[BarCount-1],Clrtext) ;
}
}
_SECTION_END();
