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Good to see you getting the P&F to suit your needs
Always thought I was more neanderthal than cromagnum though
Cheers,
Graham (aka Kaveman)
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: aequalsz [mailto:aequalsz@xxxxxxxxx]
Sent: Wednesday, 6 August 2003 7:16 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Simplified, modified P&F chart
Here's my simplified version of P&F chart. Original was by that Cro-Magnon
or Neandertal guy - can't remember his name. :-)
Cheers,
a
{
Box = IIf(C>5000.0,100.0,
IIf(C<=2500.0 AND C>1000.0,50.0,
IIf(C<=1000.0 AND C>500.0,20.0,
IIf(C<=1000.0 AND C>500.0,5.0,
IIf(C<=500.0 AND C>100.0,2.0,
IIf(C<=100.0 AND C>20.0,1.0,
IIf(C<=20.0 AND C>10.0,0.50,
IIf(C<=10.0 AND C>5.0 ,0.50,
IIf(C<=5.0 AND C>0.0 ,0.25,2.0)))))))));
Box=LastValue(box);
}
BoxInput = Param("Box Size",0.0,0.0,2.0,0.05);
Box = IIf(BoxInput != 0.0,BoxInput,Box);
eps = 0.0001;
// initialize first element
j = 0;
PFC[j] = Box*ceil(Low[0]/Box);
PFO[j] = PFC[j] + Box;
down = 1; // By default the first bar is a down bar.
up = 0;
swap = 0;
// perform the loop that produces PF Chart
for( i = 1; i < BarCount; i++ )
{
Reverse = Box * 3; // reversal requirement
if( (Low[i]-eps) <= PFC[j]-Box && down) //continue down
{
//PFC[j] = Box*floor(Low[i]/Box);
PFC[j] = Box*ceil((Low[i]-eps)/Box);
PFO[j] = PFC[j] + Box;
}
else
{
if( (High[i]+eps) >= PFC[j] + Reverse && down) //Change direction to up
//? PFO ??????
{
j++;
swap = 1;
//PFC[j] = Box*ceil(High[i]/Box);
PFC[j] = Box*floor((High[i]+eps)/Box);
PFO[j] = PFC[j]-Box;
}
}
if( (High[i]+eps) >= PFC[j] + Box && up) //Continue up
{
//PFC[j] = Box*ceil(High[i]/Box);
PFC[j] = Box*floor((High[i]+eps)/Box);
PFO[j] = PFC[j] - Box;
}
else
{
if( (Low[i]-eps) <= PFC[j] - Reverse && up) //Change direction to
down
{
j++;
//PFC[j] = Box*floor(Low[i]/Box);
PFC[j] = Box*ceil((Low[i]-eps)/Box);
PFO[j] = PFC[j] + Box;
swap = 1;
}
}
if( swap )
{
swap = 0;
if( up )
{
up = 0;
down = 1;
}
else
{
up = 1;
down = 0;
}
}
}
delta = BarCount - j-1;
PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );
H = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,Min(PFO,PFC));
O =
IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box
,IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,PFO));
C = O + Box * IIf( PFC > PFO, 1,-1);
H = H + Box/2.0;
L = L - Box/2.0;
GraphXSpace = 1;
Hdec = IIf(H<0.5,1.3,1.2); Ldec = IIf(L<0.5,1.3,1.2); Bdec =
IIf(Box<0.01,1.3,1.2);
Title = Name() + " " + Date() + " PF Hi-Low, H: $" +
WriteVal(H,LastValue(Hdec))+ ", L: $" + WriteVal(L,LastValue(Ldec)) + ",
Box: $" + WriteVal(box,LastValue(Bdec)) + " Reversal: " +
WriteVal(Reverse/box,1);
Plot(C, "P&F Chart Close", IIf( PFC > PFO, colorBlue, colorRed ),
styleCandle + styleNoLabel + stylePointAndFigure);
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