hello, happy singh
i am trying to add an exploration to the sequential system AFL but cant seem to get it properly executed.
what i want is :
the exploration should find stocks that has " EOD close" value with in +-3% of tdst support\blue\buy line or with in +-3% of tdst resistance\red\sell line.
any help will be appriciated.
the full afl is below
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
ToolTip = "Open = " + O + "\nHigh = " + H + "\nLow = " + L + "\nClose = " + C;
_SECTION_END();
_SECTION_BEGIN("TD Systems");
// Parameters
ShowNumbers= ParamToggle("Show 1-8 Numbers","No|Yes", 1);
ShowTDPoints = ParamToggle("Show TD Points", "No|Yes", 1);
ShowTDST = ParamToggle("Show TD Setup Trend", "No|Yes", 1);
ShowBuyCountDown = ParamToggle("Show Buy TD CountDown", "No|Yes", 0);
ShowSellCountDown = ParamToggle("Show Sell TD CountDown", "No|Yes", 0);
tdstsa = 0;
tdstba = 0;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//********************************************** TD Points******************************************** ************************/
function TD_Supply()
{
return ( H > Ref(H, 1) AND H > Ref(H, -1) AND H > Ref(C, -2));
}
function TD_Demand()
{
return ( L < Ref(L, 1) AND L < Ref(L, -1) AND L < Ref(C, -2));
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *********************************************** TD Sequential**************************************** ********************/
// *** Setup Buy Signal ***
//nine consecutive days closes less than the close four days earlier
Con = C < Ref( C, -4);
Buy9Bars = BarsSince(BarsSince(Con));
Buy9Signal = Buy9Bars == 9;
// *** Requirements ***
//The first day of the nine-day must be preceded by a close day immediately before it that is greater than OR equal to the Close four days earlier
Con = Ref(C, -9) >= Ref(C, -13);
Buy9Req = Buy9Signal AND Con;
// *** Intersection ***
// the high of either day 8 or day 9 is greater than or equal to the low three,four, five, six, OR seven days earlier
Con1 = (H >= Ref(L, -3)) OR ( Ref(H, -1) >= Ref(L, -3));
Con2 = (H >= Ref(L, -4)) OR ( Ref(H, -1) >= Ref(L, -4));
Con3 = (H >= Ref(L, -5)) OR ( Ref(H, -1) >= Ref(L, -5));
Con4 = (H >= Ref(L, -6)) OR ( Ref(H, -1) >= Ref(L, -6));
Con5 = (H >= Ref(L, -7)) OR ( Ref(H, -1) >= Ref(L, -7));
Buy9Intr = Buy9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Setup Sell Signal ***
//nine consecutive days closes greater than the Close four days earlier.
Con = C > Ref( C, -4);
Sell9Bars = BarsSince(BarsSince(Con));
Sell9Signal = Sell9Bars == 9;
// *** Requirements ***
//The first day of the nine-day must be preceded by a Close day immediately before it that is less than the Close four days earlier
Con = Ref(C, -9) < Ref(C, -13);
Sell9Req = Sell9Signal AND Con;
// *** Intersection ***
//the low of either day 8 or day 9 is less than or equal to the high three,four, five, six, OR seven days earlier
Con1 = (L <= Ref(H, -3)) OR ( Ref(L, -1) <= Ref(H, -3));
Con2 = (L <= Ref(H, -4)) OR ( Ref(L, -1) <= Ref(H, -4));
Con3 = (L <= Ref(H, -5)) OR ( Ref(L, -1) <= Ref(H, -5));
Con4 = (L <= Ref(H, -6)) OR ( Ref(L, -1) <= Ref(H, -6));
Con5 = (L <= Ref(H, -7)) OR ( Ref(L, -1) <= Ref(H, -7));
Sell9Intr = Sell9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if(StrToNum(NumToStr(Buy9Intr))) Sell9Intr = False;
if(StrToNum(NumToStr(Sell9Intr))) Buy9Intr = False;
BuySignal = Flip(Buy9Intr, Sell9Intr);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Buy Countdown ***
//With respect to a pending Buy Signal, the close must be less than the low two days earlier
Con = C < Ref(L, -2);
Buy13Count = Sum(Con AND BuySignal, BarsSince(Buy9Intr));
Buy13Signal = Buy13Count == 13;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// *** Sell Countdown ***
//with respect to a pending Sell Signal, the Close must be greater than the High two trading days earlier.
Con = C > Ref(H, -2);
Sell13Count = Sum(Con AND NOT BuySignal, BarsSince(Sell9Intr));
Sell13Signal = Sell13Count == 13;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TD Sequential Plotting area********************************************** ***/
Plot(C, "", IIf(O>=C, colorRed, colorGreen), styleBar);
PlotShapes(IIf(Buy9Intr OR Sell9Intr, shapeDigit9, shapeNone),colorBlue, 0, H, 20);
// Print Setup
if(ShowNumbers)
PlotShapes(IIf(Buy9Bars==1, shapeDigit1,
IIf(Buy9Bars==2, shapeDigit2,
IIf(Buy9Bars==3, shapeDigit3,
IIf(Buy9Bars==4, shapeDigit4,
IIf(Buy9Bars==5, shapeDigit5,
IIf(Buy9Bars==6, shapeDigit6,
IIf(Buy9Bars==7, shapeDigit7,
IIf(Buy9Bars==8, shapeDigit8,
IIf(Buy9Bars >9, shapeStar,shapeNone))))))))),colorGreen, 0, H, 10);
if(ShowNumbers)
PlotShapes(
IIf(Sell9Bars==1, shapeDigit1,
IIf(Sell9Bars==2, shapeDigit2,
IIf(Sell9Bars==3, shapeDigit3,
IIf(Sell9Bars==4, shapeDigit4,
IIf(Sell9Bars==5, shapeDigit5,
IIf(Sell9Bars==6, shapeDigit6,
IIf(Sell9Bars==7, shapeDigit7,
IIf(Sell9Bars==8, shapeDigit8,
IIf(sell9bars>9, shapeStar,shapeNone))))))))),colorRed, 0, H, 10);
// Print Countdown
if(ShowBuyCountDown)
PlotShapes(IIf(Buy13Count==1, shapeDigit1,
IIf(Buy13Count==2, shapeDigit2,
IIf(Buy13Count==3, shapeDigit3,
IIf(Buy13Count==4, shapeDigit4,
IIf(Buy13Count==5, shapeDigit5,
IIf(Buy13Count==6, shapeDigit6,
IIf(Buy13Count==7, shapeDigit7,
IIf(Buy13Count==8, shapeDigit8,
IIf(Buy13Count==9, shapeDigit9,shapeNone))))))))),colorGrey50, 0, L, -20);
if(ShowBuyCountDown)
PlotShapes(IIf(Buy13Count==10, shapeDigit0,
IIf(Buy13Count==11, shapeDigit1,
IIf(Buy13Count==12, shapeDigit2,
IIf(Buy13Count==13, shapeDigit3,shapeNone)))),colorBlue, 0, L, -20);
if(ShowSellCountDown)
PlotShapes(IIf(Sell13Count==1, shapeDigit1,
IIf(Sell13Count==2, shapeDigit2,
IIf(Sell13Count==3, shapeDigit3,
IIf(Sell13Count==4, shapeDigit4,
IIf(Sell13Count==5, shapeDigit5,
IIf(Sell13Count==6, shapeDigit6,
IIf(Sell13Count==7, shapeDigit7,
IIf(Sell13Count==8, shapeDigit8,
IIf(Sell13Count==9, shapeDigit9,shapeNone))))))))),colorGrey50, 0, L, -40);
if(ShowSellCountDown)
PlotShapes(IIf(Sell13Count==10, shapeDigit0,
IIf(Sell13Count==11, shapeDigit1,
IIf(Sell13Count==12, shapeDigit2,
IIf(Sell13Count==13, shapeDigit3,shapeNone)))),colorBlue, 0, L, -40);
Sell = Sell13Signal AND NOT BuySignal;
Buy = Buy13Signal AND BuySignal;
Sell = ExRem(Sell, Buy);
Buy = ExRem(Buy, Sell);
PlotShapes(Sell*shapeCircle, colorBlue, 0, H, 25);
PlotShapes(Sell*shapeDownArrow, colorRed, 0, H, -40);
PlotShapes(Buy*shapeCircle, colorBlue, 0, L, -5);
PlotShapes(Buy*shapeUpArrow, colorGreen, 0, L, -20);
//if(StrToNum(NumToStr(BuySignal)))
//bgColor = ColorRGB(0,66, 2);
//else
//bgColor = ColorRGB(66,2, 0);
//SetChartBkGradientFill( colorBlack, bgColor);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TD Points Plotting area********************************************** ***/
if(ShowTDPoints)
{
PlotShapes(TD_Supply()*shapeSmallCircle, colorRed, 0, H, H*.001);
PlotShapes(TD_Demand()*shapeSmallCircle, colorGreen, 0, L, -L*.001);
///////////////////////////////////////////////////////////////////////////
y0 = StrToNum(NumToStr(ValueWhen(TD_Demand(), L)));
x = LineArray(0, y0, (BarCount-1), y0);
Plot(x, "", colorGold, styleDashed);
y0 = StrToNum(NumToStr(ValueWhen(TD_Supply(), H)));
x = LineArray(0, y0, (BarCount-1), y0);
Plot(x, "", colorGold, styleDashed);
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//*********************************************** TDST Plotting area *************************************************/
// ---------------->>>> Code from Dave <<<---------------------- //
if(ShowTDST)
{
tdstba =Cum(0);
tdstb = Null;
HHV9 = HHV(H,9);
for (i = 0; i < 10; i++) tdstba = Null;
for( i = 10; i < BarCount; i++ )
{
if (Buy9Bars == 9)
{
HHV_b = HHV9;
if (HHV_b > C[i-9])
tdstb = HHV_b;
else tdstb = C[i-9];
for (j = 0; j < 9; j++ )
tdstba[i-j] = tdstb;
}
else tdstba = tdstb;
}
tdstsa =Cum(0);
tdsts = Null;
LLV9 = LLV(L,9);
for (i = 0; i < 10; i++) tdstsa = Null;
for( i = 10; i < BarCount; i++ )
{
if (Sell9Bars == 9)
{
LLV_b = LLV9;
if (LLV_b < C[i-9])
tdsts = LLV_b;
else tdsts = C[i-9];
for (j = 0; j < 9; j++ )
tdstsa[i-j] = tdsts;
}
else tdstsa = tdsts;
}
Plot(tdstba, "TDSTb", colorBlue,styleStaircase | styleThick|styleDots);
Plot(tdstsa, "TDSTs", colorRed,styleStaircase | styleThick|styleDots);
}
_SECTION_END();
Regards
Ritesh banfa