HI Can someone backtest this afl in diffferent timeframes. This is Nirvana..and would be obliged if after testing one can suggest the best suitable tf for day trading.
Thanks in advance.
_SECTION_BEGIN("Nirvana_Revised_18062012_mrtq13");
///////////////////////////////////
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkGradientFill( ParamColor("Inner panel upper",colorBlack),ParamColor("Inner panel lower",colorBlack));
Title =
EncodeColor(colorWhite)+ Title = Name () + " | "
+EncodeColor(colorYellow) + Date() +" | " + Interval( 2 )+ " | "
+EncodeColor(colorTurquoise)+ "Op : "+ EncodeColor(colorLightGrey)+ O + " | "
+EncodeColor(colorTurquoise)+ "Hi : "+ EncodeColor(colorLightGrey)+ H + " | "
+EncodeColor(colorTurquoise)+ "Lo : "+ EncodeColor(colorLightGrey)+ L + " | "
+EncodeColor(colorTurquoise)+ "Cls : "+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ C + " | "
+EncodeColor(colorTurquoise)+ "Change : ("+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed)) + WriteVal(C-Ref(C,-1))+" Rs."
+EncodeColor(colorTurquoise)+ " /"+ WriteIf(C> Ref(C, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal( ROC( C, 1 ))+""+ " % "
+EncodeColor(colorTurquoise)+ ") | Volume : " + WriteIf(V> Ref(V, -1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+ WriteVal(V,1);
_SECTION_END();
_SECTION_BEGIN("Nirvana_Ribbon");
GraphXSpace=10;
a = Param("Average Pds", 5, 1, 10, 1 );
n = Param("Short Pds", 14, 5, 21, 1 );
m = Param("Long Pds", 60, 35, 90, 1 );
Var4 =(Low+High+2*Close)/4;
OP = EMA(Var4,a);
res1 = HHV(OP,n);
res2 =HHV(OP,m);
sup2 =LLV(OP,m);
sup1 =LLV(OP,n);
Linecolor = IIf(op>sup1 AND Ref(Op,-1)==Ref(sup1,-1), colorBrightGreen, IIf(op<res1 AND Ref(Op,-1)==Ref(res1,-1), colorRed, 3));
Plot(5, "",Linecolor, styleOwnScale|styleArea|styleNoLabel,-0.5, 350 );
Linecolor = IIf(Op==sup1,11,IIf(Op==res1,10,7));
//Plot(OP, "OP", linecolor, 1+4);
//Plot(res1, "Resistance1", 11, 1);
//Plot(sup1, "Support1", 10, 1);
//Plot(res2, "Resistance2", 4, 1);
//Plot(sup2, "Support2", 5, 1);
_SECTION_END();
_SECTION_BEGIN("colorMeBad"); // added new lines of code
flowerClose =EMA((O+H+L+C)/4,3); // Woodie
m = 17;
a=MA(flowerClose,m)+abs(MA(flowerClose,m)-Ref(MA(flowerClose,m),-1));
b=MA(flowerClose,m)+MA(flowerClose,m)-Ref(MA(flowerClose,m),-1);
balance=IIf(MA(flowerClose,m)<b,b,MA(flowerClose,m ));
pma=balance;
sig = MA(2*balance-EMA(flowerClose,3),1);
//Plot(sig,"Signal", 40, 1); //40 instead of 7
s=(pma>sig);
pm=MA(flowerClose,5);
pmcolor=IIf(pm>Ref(pm,-1),43,13); //42 ins colorLightYellow,13 insrd colorRed
Plot(pm,"CMB", pmcolor,4);
_SECTION_END();
/*
_SECTION_BEGIN("Haiken");
Show_color = ParamToggle("Display CandleColor", "No|Yes", 1);
r1 =5; //Param( "ColorFast avg", 5, 2, 200, 1 );
r2 =10; //Param( "ColorSlow avg", 10, 2, 200, 1 );
r3 =5; //Param( "ColorSignal avg", 5, 2, 200, 1 );
Prd1=4; //Param("ATR Period",4,1,20,1);
Prd2=7; //Param("Look Back",7,1,20,1);
green = HHV(LLV(L,Prd1)+ATR(Prd1),Prd2);
red = LLV(HHV(H,Prd1)-ATR(Prd1),Prd2);
HaClose =EMA((O+H+L+C)/4,3); // Woodie
//HaClose =(O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
//HaClose = ( HaClose + HaOpen + HaHigh + HaLow )/4; // // Velvoort is using not original, but modified Heikin-Ashi close
Temp = Max(High, HaOpen);
Temp = Min(Low,HaOpen);
/*m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorBrightGreen,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed)));
if(Show_color)
{
ColorHighliter = myColor;
SetBarFillColor( ColorHighliter );
}*/
//////////
/*
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorWhite,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed)));
if(Show_color)
{
ColorHighliter = mycolor;
SetBarFillColor( ColorHighliter );
}
barColor=IIf(C>Green ,colorWhite,IIf(C < RED,colorRed,colorYellow));
barColor2=IIf(Close > Open, colorWhite, colorRed);
if( ParamToggle("Plot Normal Candle", "No,Yes", 1 ) )
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, " " , barcolor, styleCandle | styleThick );
else
PlotOHLC( Open, High, Low, Close, " " , barcolor2, styleCandle | styleThick );
_SECTION_END();
*/
_SECTION_BEGIN("Flower_HA_Normal Candle");
Show_color = ParamToggle("Display CandleColor", "No|Yes", 1);
r1 =5; //Param( "ColorFast avg", 5, 2, 200, 1 );
r2 =10; //Param( "ColorSlow avg", 10, 2, 200, 1 );
r3 =5; //Param( "ColorSignal avg", 5, 2, 200, 1 );
Prd1=4; //Param("ATR Period",4,1,20,1);
Prd2=7; //Param("Look Back",7,1,20,1);
green = HHV(LLV(L,Prd1)+ATR(Prd1),Prd2);
red = LLV(HHV(H,Prd1)-ATR(Prd1),Prd2);
HaClose =EMA((O+H+L+C)/4,3); // Woodie
//HaClose =(O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
//HaClose = ( HaClose + HaOpen + HaHigh + HaLow )/4;
Temp = Max(High, HaOpen);
Temp = Min(Low,HaOpen);
//////////
m1=MACD(r1,r2);
s1=Signal(r1,r2,r3);
mycolor=IIf(m1<0 AND m1>s1, ColorRGB(230,230,0),IIf(m1>0 AND m1>s1,colorWhite,IIf(m1>0 AND m1<s1,colorOrange,colorDarkRed)));
if(Show_color)
{
ColorHighliter = mycolor;
SetBarFillColor( ColorHighliter );
}
barColor=IIf(C>Green ,colorWhite,IIf(C < RED,colorRed,colorYellow));
barColor2=IIf(Close > Open, colorWhite, colorRed);
if( ParamToggle("Plot Normal Candle", "No,Yes", 1 ) )
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, " " , barcolor, styleCandle | styleThick );
else
PlotOHLC( Open, High, Low, Close, " " , barcolor2, styleCandle | styleThick );
_SECTION_END();
_SECTION_BEGIN("Breakout Setting");
Buyperiods=Param("Breakout periods best is usually 18",5,1,100,1,1);
Sellperiods=Param("Exit Breakout",5,1,100,1,1);
Buy= C>Ref(HHV(High,Buyperiods),-1);
Sell= C<Ref(LLV(Low,Sellperiods),-1);
/* exrem is one method to remove surplus trade signals. It removes excessive signals of arrow */
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, layer = 0,yposition = HaLow, offset = -15);
//PlotShapes( IIf( Buy, shapeSmallCircle, shapeNone ), colorWhite, layer = 0,yposition = HaLow, offset = -8);
PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = 15);
//PlotShapes( IIf( Sell, shapeSmallCircle, shapeNone ), colorRed, layer = 0, yposition = HaHigh, offset = 8);
_SECTION_END();
_SECTION_BEGIN("Pivot Box");
Hi=Param("High_Period",7,1,50,1);
Lo=Param("Low_Period",7,1,50,1);
A1=ExRemSpan(Ref(High,-2)==HHV(High,Hi),3);
A2=ExRemSpan(Ref(Low,-2)==LLV(Low,Lo),3);
A3=Cross(A1,0.9);
A4=Cross(A2,0.9);
TOP=Ref(HaHigh,-BarsSince(A3));
breakoutLine=Param("BrOutLineLength",10,2,30,0.1);
upDaysback1 = breakoutLine;
upFirstBar1 = BarCount - upDaysBack1;
upst2=TOP;
upYYY2=IIf(BarIndex() >= upFirstbar1,EndValue(upSt2),Null);
Plot(upYYY2,"",ParamColor("BreakoutColor", colorOrange) ,ParamStyle("BreakoutLine",styleLine|styleThick|styleStaircase,maskAll));
//Plot(top,"",11,styleDots+styleLine+styleThick);
bot=Ref(HaLow,-BarsSince(A4));
breakDownLine=Param("BrDownLineLength",10,2,30,0.1 );
dnDaysback1 = breakDownLine;
dnFirstBar1 = BarCount - dnDaysBack1;
dnst2=BOT;
dnYYY2=IIf(BarIndex() >= dnFirstbar1,EndValue(dnSt2),Null);
Plot(dnYYY2,"",ParamColor("BreakDownColor", colorBrightGreen) ,ParamStyle("BreakdownLine",styleLine|styleThick|styleStaircase,maskAll));
//Plot(bot,"",6,styleDots+styleLine);
_SECTION_END();
function T3(price,periods)
{
s = 0.84;
e1=EMA(price,periods);
e2=EMA(e1,Periods);
e3=EMA(e2,Periods);
e4=EMA(e3,Periods);
e5=EMA(e4,Periods);
e6=EMA(e5,Periods);
c1=-s*s*s;
c2=3*s*s+3*s*s*s;
c3=-6*s*s-3*s-3*s*s*s;
c4=1+3*s+s*s*s+3*s*s;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
return ti3;
}
//************************************************** ********************************
// Plot price horizontal line *
//************************************************** ********************************/
_SECTION_BEGIN("Price Line");
PriceLineColor=ParamColor("PriceLineColor",ColorRGB(82,82,82));
PriceLevel = ParamField("PriceField", field = 3 );
Daysback = Param("Bars Back",500,10,900,1);
FirstBar = BarCount - DaysBack;
YY = IIf(BarIndex() >= Firstbar,EndValue(PriceLevel),Null);
Plot(YY,"Current Price",PriceLineColor,ParamStyle("LineStyle",styleLine|styleDashed|styleNoTitle|styleNoLabel|styleThick,maskAll));
side = Param("side",1,0,1000,1);
dist = 0;
for( i = 0; i < BarCount; i++ )
{
if(i+side== BarCount) PlotText( "\n " + PriceLevel[ i ], i, YY[ i ]-dist, colorAqua );
}
_SECTION_END();
/*_SECTION_BEGIN("Average 0");
//Average_switch = ParamToggle("Candle On/off", "Off|On");
P = HaClose;
Type = ParamList("Type", "Weighted,Lagless-21,Hull-26,Linear
Regression-45,Exponential,Double Exponential,Tripple
Exponential,Wilders,Simple");
Periods = Param("Periods", 20, 2, 200 );
Displacement = Param("Displacement", 1, -50, 50 );
m = 0;
if( Type == "Weighted" ) m= WMA( P, Periods );
if( Type == "Lagless-21" ) m= 2*EMA(P, Periods)-EMA(EMA(P, Periods), Periods);
if( Type == "Hull-26" ) m= WMA(2*(WMA(P, Periods/2))-WMA(P, Periods) ,4 );
if( Type == "Linear Regression-45" ) m= LinearReg( P, Periods );
if( Type == "Exponential" ) m = EMA( P, Periods );
if( Type == "Double Exponential" ) m = DEMA( P, Periods );
if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
if( Type == "Wilders" ) m = Wilders( P, Periods );
if( Type == "Simple" ) m = MA( P, Periods );
Plot( m, _DEFAULT_NAME(), ParamColor("Color", colorDarkYellow),ParamStyle("Style",styleLine |styleThick|styleDots|styleNoTitle ,maskAll),Displacement );
_SECTION_END();*/
_SECTION_BEGIN("Bands_Short");
BandDays= Param("DaysBack",40,10,900,1);
HighestHigh = HHV( H, BandDays ) ;
LowestLow = LLV( L, BandDays) ;
KS = ( HHV( H, BandDays ) + LLV( L, BandDays) )/2;
//Plot(HighestHigh ,"HighestHigh ",colorBlue,styleLine | styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle ); // unchecked
//Plot(LowestLow ,"LowestLow ",colorRed,styleLine | styleStaircase ); // unchecked
Plot(KS,"KS",50,styleLine |styleThick | styleStaircase ); //50 instaed of colorBrightGreen
//Plot((KS+HighestHigh )/2,"",colorYellow, styleLine | styleThick | styleStaircase );
//Plot((KS+LowestLow )/2,"",colorYellow, styleLine | styleThick | styleStaircase );
CloudUpColor1=ParamColor("ShortupColor1",ColorRGB( 0,55,55));
CloudUpColor2=ParamColor("ShortupColor2",ColorRGB( 60,15,0));
CloudDownColor1=ParamColor("ShortDnColor1",ColorRGB(0,0,83));
CloudDownColor2= ParamColor("ShortDnColor2",ColorRGB(43,43,89));
CU1=HighestHigh;
CU2=(KS+HighestHigh )/2;
CD1=LowestLow = LLV( L, 22) ;
CD2=(KS+LowestLow )/2;
//PlotOHLC( CU1, CU1,CU2,CU2, "", CloudUpColor1, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle );
//PlotOHLC( CU2, CU2,KS,KS, "", CloudUpColor2, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle );
//PlotOHLC( KS, KS,CD2,CD2, "", CloudDownColor1, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle );
//PlotOHLC( CD2, CD2,CD1,CD1, "", CloudDownColor2, styleCloud || styleStaircase|styleNoRescale| styleNoLabel|styleNoTitle );
_SECTION_END();
_SECTION_BEGIN("Pivot");
nBars = Param("Number of bars", 25, 5, 40);
LP=Param("LookBack Period",250,1,500,1);
bShowTCZ = Param("Show TCZ", 0, 0, 1);
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;
ADX8 = ADX(8);
if(Status("action")==1) {
bDraw = True;
bUseLastVis = 1;
} else {
bDraw = False;
bUseLastVis = False;
bTrace = 1;
nExploreDate = Status("rangetodate");
for (i=LastValue(BarIndex());i>=0;i--) {
nCurDateNum = DN;
if (nCurDateNum == nExploreDate) {
nExploreBarIdx = i;
}
}
}
GraphXSpace=7;
if (bDraw) {
}
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;
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
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";
if (curBar >= LP) {
for (i=0; i<LP; i++) {
curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar-i,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx-i,
LastValue(BarIndex())-i));
if (aLLVBars[curBar] < aHHVBars[curBar]) {
if (curTrend == "U") {
curTrend = "D";
curPivBarIdx = curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx] = 1;
aLPivLows[nLPivs] = L[curPivBarIdx];
aLPivIdxs[nLPivs] = curPivBarIdx;
nLPivs++;
}
} else {
if (curTrend == "D") {
curTrend = "U";
curPivBarIdx = curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx] = 1;
aHPivHighs[nHPivs] = H[curPivBarIdx];
aHPivIdxs[nHPivs] = curPivBarIdx;
nHPivs++;
}
}
}
}
curBar =
IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
LastValue(BarIndex()))
);
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];
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) >= 1
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) >= 1
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) >= 1
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) >= 1
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, shapeHollowSmallSquare, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 10);
//PlotShapes( IIf(aHPivs==1, shapeSmallCircle, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 10);
PlotShapes( IIf(aAddedLPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -10);
//PlotShapes( IIf(aAddedLPivs==1, shapeSquare, shapeNone), colorBlack, layer = 0, yposition = HaLow, offset = -14);
//PlotShapes( IIf(aAddedLPivs==1, shapeSmallCircle, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -9);*/
//PlotShapes( IIf(aHPivs==1, shapeSmallCircle, shapeNone), colorCustom12, layer = 0, yposition = HaHigh, offset = 9);
PlotShapes( IIf(aHPivs==1, shapeHollowSmallSquare, shapeNone), colorRed, layer = 0, yposition = HaHigh, offset = 12); //color=custom12
//PlotShapes( IIf(aAddedHPivs==1, shapeSmallCircle, shapeNone), colorCustom10,layer = 0, yposition = HaHigh, offset = 9);
PlotShapes( IIf(aAddedHPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaHigh, offset = 12);
//PlotShapes( IIf(aLPivs==1, shapeSmallCircle, shapeNone), colorPaleGreen, layer = 0, yposition = HaLow, offset = -9);
PlotShapes( IIf(aLPivs==1, shapeHollowSmallSquare, shapeNone), colorBrightGreen, layer = 0, yposition = HaLow, offset = -12);//col=brightgreen
//PlotShapes( IIf(aAddedLPivs==1, shapeSmallCircle, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -10);
PlotShapes( IIf(aAddedLPivs==1, shapeHollowSmallSquare, shapeNone), colorYellow, layer = 0, yposition = HaLow, offset = -13);
}
/* ****************************************
// -- 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 - .005))
AND
// .681 is below .786 for long setups
tcz618 <= (tcz786 * (1 + .005))
AND
// -- Is the low in the tcz range
// -- Is the close >= low of tcz range
// and low <= high of tcz range
retrcClose >= ((1 - .01) * tcz618)
AND
retrcPrc <= ((1 + .01) * 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 + .005))
AND
// .681 is above .786 for short setups
tcz618 >= (tcz786 * (1 - .005))
AND
// -- Is the close <= high of tcz range
// and high >= low of tcz range
retrcClose <= ((1 + .01) * tcz618)
AND
retrcPrc >= ((1 - .01) * 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, styleLine);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz618, curBar, tcz618, 0),
"tcz618", colorPaleBlue, styleLine);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz786, curBar, tcz786, 0),
"tcz786", colorTurquoise, styleLine);
}
// -- if (bShowTCZ)
}
// **************************
// END INDICATOR CODE
// **************************
_SECTION_END();
///********************************************//
flowerClose = EMA((Open+High+Low+Close)/4,3) ;
flowerOpen = EMA((Ref(Open,-1) + Ref(flowerClose,-1))/2,3);
Temp = Max(High, flowerOpen);
flowerHigh = EMA(Max(Temp, flowerClose),3);
Temp = Min(Low,flowerOpen);
flowerLow = EMA(Min(Temp, flowerClose),3);
//------------//
//#include <T3.AFL>;
/* _SECTION_BEGIN("trending ribbon");
//BT=ParamColor("BT", colorRed );
TimeFrameSet (inDaily);
uptrend=PDI()>MDI()AND Signal()<MACD();
downtrend=MDI()>PDI()AND Signal()>MACD();
//UTM3=IIf( uptrend, colorGreen, IIf( downtrend, colorRed, colorLightGrey ));
TimeFrameRestore();
UpA=uptrend;
DownB=downtrend;
Trend1 = WriteIf( UpA,"Up1", "");
Trend2 = WriteIf( DownB,"Down1", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( Trend1 =="Up1")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,70,0) 30 to 34
}
else
if ( Trend2 =="Down1")
{
GfxSelectSolidBrush( 25); //ColorRGB(70,0,0)// 48 to 25
}
else
if ( Trend2 =="")
{
GfxSelectSolidBrush( colorGrey40 );
}
GfxSelectPen( colorBlack, 0 ); // broader color
//GfxRoundRect( 15,305,135,215, 5, 5 );
GfxRectangle( 15,121,95,131 );
_SECTION_END();*/
_SECTION_BEGIN("Trendslong");
//CT=ParamColor("CT", colorRed );
UpTrendCond3 = Cross ( T3( flowerclose, 7), T3( flowerclose, 9) );
dnTrendCond3 = Cross ( T3( flowerclose, 9),T3( flowerclose, 7) );
upt3= T3( flowerclose, 7)> T3( flowerclose, 9) ;
dnTrend3 = T3( flowerclose, 9)>T3( flowerclose, 7) ;
//for Trend1
Trendslongup= WriteIf(upt3,"trendlongup", "");
Trendslongdown= WriteIf( dnTrend3,"trendlongdn", "");
//Trendslongcon= WriteIf( UpTrendCond3,"trendlongcon", "");
if ( Trendslongup =="trendlongup")
{
GfxSelectSolidBrush(34 ); //ColorRGB(0,90,0)
}
else
if (Trendslongdown =="trendlongdn")
{
GfxSelectSolidBrush(25 ); //ColorRGB(90,0,0)
}
else
if (Trendslongdown =="")
{
GfxSelectSolidBrush( colorYellow );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,109,95,119 );
_SECTION_END();
_SECTION_BEGIN("Trendsmid");
//DT=ParamColor("DT", colorRed );
UpTrendCond2 = Cross ( T3( flowerclose, 5), T3( flowerclose, 7) );
dnTrendCond2 = Cross (T3( flowerclose, 7), T3( flowerclose, 5) );
upt2= T3( flowerclose, 5)> T3( flowerclose, 7) ;
dnTrend2 = T3( flowerclose, 7)>T3( flowerclose, 5) ;
//for trend2
Trendmidup= WriteIf(upt2,"trendmidup", "");
Trendmiddown= WriteIf( dnTrend2,"trendmiddn", "");
Trendmidcon= WriteIf( UpTrendCond2,"trendmidcon", "");
if ( Trendmidup =="trendmidup")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,120,0)
}
else
if (Trendmiddown =="trendmiddn")
{
GfxSelectSolidBrush(25 ); //ColorRGB(120,0,0)
}
else
if (Trendmidcon =="trendmidcon")
{
GfxSelectSolidBrush( 14 ); //colorYellow
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,97,95,107 );
_SECTION_END();
_SECTION_BEGIN("Trendsshort");
//ET=ParamColor("ET", colorRed );
UpTrendCond1 = Cross( flowerClose, T3( flowerClose, 5 ) );
dnTrendCond1 = Cross( T3( flowerClose, 5 ),flowerClose );
upt1=flowerClose > T3( flowerClose, 5 ) ;
dnTrend1 = flowerClose< T3( flowerClose, 5 );
//for Trend1
Trendshortup= WriteIf(upt1,"trendup", "");
Trendshortdown= WriteIf( dnTrend1,"trenddn", "");
Trendshortcon= WriteIf( UpTrendCond1,"trendcon", "");
if ( Trendshortup =="trendup")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,150,0)
}
else
if (Trendshortdown =="trenddn")
{
GfxSelectSolidBrush(25 ); //ColorRGB(150,0,0)
}
else
if (Trendshortcon =="trendcon")
{
GfxSelectSolidBrush( colorYellow );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,85,95,95 );
_SECTION_END();
_SECTION_BEGIN("Rays");
//FT=ParamColor("FT", colorRed );
Pp1=3;
Pp2=2;
CS33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),4);
CR33=HHV(LLV(flowerHigh,Pp1)-ATR(Pp2),5);
AtrupTrendCond1 = flowerClose> CS33 ;
AtrdnTrendCond1 =CS33>flowerClose ;
ATRup = WriteIf(AtrupTrendCond1,"atrup", "");
ATRdown= WriteIf( AtrdnTrendCond1,"atrdn", "");
if ( ATRup =="atrup")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,180,0)
}
else
if (ATRdown =="atrdn")
{
GfxSelectSolidBrush( 25); //ColorRGB(180,0,0)
}
else
if ( ATRdown =="")
{
GfxSelectSolidBrush( colorGrey40 );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,73,95,83 );
_SECTION_END();
_SECTION_BEGIN("Exit_Beast-3");
//GT=ParamColor("GT", colorRed );
EntrylookbackPeriod=10;
EntryATRperiod=1.9;
EntrySig = C > ( LLV( flowerLow, EntrylookbackPeriod ) + EntryATRperiod * ATR( 10 ) );
ExitSig = C < ( HHV( flowerHigh, EntrylookbackPeriod ) -EntryATRperiod * ATR( 10 ) );
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
EntryB = WriteIf( EntrySig,"eu", "");
ExitB = WriteIf( ExitSig,"ed", "");
if ( EntryB =="eu")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,210,0)
}
else
if ( ExitB =="ed")
{
GfxSelectSolidBrush( 25); //ColorRGB(210,0,0)
}
else
if ( ExitB =="")
{
GfxSelectSolidBrush( colorGrey40 );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,61,95,71 );// changing the value of x,y,rad x-70, y-90, rad-24
_SECTION_END();
_SECTION_BEGIN("CCI9-2");
//HT=ParamColor("HT", colorRed );
ccidn=CCI(8) < 0;
cciup=CCI(9) > 0;
ccresult1 = WriteIf( cciup,"cu", "");
ccresult2 = WriteIf( ccidn,"cd", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( ccresult1 =="cu")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(0,240,0)
}
else
if ( ccresult2 =="cd")
{
GfxSelectSolidBrush(25 ); //
}
else
if ( ccresult2 =="")
{
GfxSelectSolidBrush( colorGrey40 );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,49,95,59 );
_SECTION_END();
_SECTION_BEGIN("%BB7-1");
//IT=ParamColor("IT", colorRed );
p=7;
x=((C+2*StDev(C,p)-MA(C,p))/(4*StDev(C,p)))*100;
bbdown= x < 40;
bbup= x > 40;
bbresult1 = WriteIf( bbup,"bu", "");
bbresult2 = WriteIf( bbdown,"bd", "");
bbresult3 = WriteIf( C,"bearishrevers", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( bbresult1 =="bu")
{
GfxSelectSolidBrush(34 ); //ColorRGB(62,255,62)
}
else
if ( bbresult2 =="bd")
{
GfxSelectSolidBrush(25 ); //ColorRGB(255,62,62)
}
else
if ( bbresult2 =="")
{
GfxSelectSolidBrush( colorGrey40 );
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorBlack );
GfxSelectPen( colorBlack, 1 ); // broader color
GfxRectangle( 15,37,95,47 );//
_SECTION_END();
_SECTION_BEGIN("Fast_trend");
//JT=ParamColor("JT", colorRed );
Prd3=5; //Param("Daily_Period1",8,1,200,1);
Prd4=8; //Param("Daily_Period2",15,1,200,1);
TimeFrameSet (inDaily);
TM3 = T3 ( C , Prd3) ;
TM4 = T3 ( C , Prd4) ;
TimeFrameRestore();
A=C>TM3 AND C<TM4;
B=C>TM3 AND C>TM4;
C=C<TM3 AND C>TM4;
D=C<TM3 AND C<TM4;
result1 = WriteIf( A,"bullrevers", "");
result2 = WriteIf( B,"bull", "");
result3 = WriteIf( C,"bearishrevers", "");
result4 = WriteIf( D,"bear", "");
RequestTimedRefresh( 0 );
GfxSelectFont( "Tahoma", 12, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );
if ( result1 =="bullrevers")
{
GfxSelectSolidBrush( 17 ); // colorwhite
}
else
if ( result2 =="bull")
{
GfxSelectSolidBrush( 34 ); //ColorRGB(113,255,113)
}
else
if ( result3 =="bearishrevers")
{
GfxSelectSolidBrush( 36 ); // colorGrey40
}
else
if ( result4 =="bear")
{
GfxSelectSolidBrush( 25 ); //ColorRGB(255,113,113)
OP = "M";
}
GfxSelectFont( "Arial", 10, 100 );
GfxSetBkMode( 1 );
GfxSetTextColor( colorWhite );//text color black to white
GfxSelectPen( colorBlack,1); // broader color
GfxRectangle( 15,25,95,35 );// rectangle instead circle
//GfxTextOut( OP ,92,235) ;// this line added
_SECTION_END();
