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hello,
what I sometime notice is that certain symbols
whcih I try to put at certain places in the chart seem to change if I blow up
the chart and scroll through it.
My question is: is this an indication of an error
in the code or do I not understand how exactly Amibroker operates when plotting
the chart. As an example I give the code below which is part my interpretation
of Welles Wilders "Reaction Trend System". I give here only the calculation of
the "phase". This phase is added to the chart using the numbers 1, 2 and 3.
Now if you make a chart of INTRADAY data (e.g. the
hourly data) and not plot all the data but just like 30 days and use the
mouse-scroll to move the chart from left to right or the other way around you
will notice that sometimes the numbers change. Why is that? Is it due to an
error in coding or is it the way Amibroker calculates the chart?
So maybe in general my question is: if I see
indicators changing in the chart when scrolling through it is this immediatelly
a sign that there is an error in the code?
thnks, Ed
part of the code. Note: try it using Intraday data
(hourly)
<FONT
color=#0000ff>TimeFrameSet( <FONT
color=#000000>inDaily<FONT
size=2> ); //
--------------------------------------<FONT
face="Courier New"> <FONT
color=#008000>//calculate the average + the four price action
points.<FONT
color=#000000> //
average<FONT
color=#000000> xx = (H<FONT
color=#000000> + L
+ C) / <FONT
color=#ff00ff>3<FONT
color=#000000>; // four price action
points<FONT
color=#000000> // 1) Buy
point<FONT
color=#000000> B1 = 2
* Ref(xx,-<FONT
color=#ff00ff>1) - <FONT
color=#0000ff>Ref(<FONT
color=#000000>H,-<FONT
color=#ff00ff>1<FONT
color=#000000>); // 2) Sell
point<FONT
color=#000000> S1 = 2
* Ref(xx,-<FONT
color=#ff00ff>1) - <FONT
color=#0000ff>Ref(<FONT
color=#000000>L,-<FONT
color=#ff00ff>1<FONT
color=#000000>); // 3) High break out
point<FONT
color=#000000> HBOP = 2<FONT
color=#000000> * Ref<FONT
color=#000000>(xx,-1) -
2 * <FONT
color=#0000ff>Ref(<FONT
color=#000000>L,-<FONT
color=#ff00ff>1) + <FONT
color=#0000ff>Ref(<FONT
color=#000000>H,-<FONT
color=#ff00ff>1<FONT
color=#000000>); // 4) Low break out point
<FONT face="Courier New"
size=2>LBOP = <FONT
color=#ff00ff>2 * <FONT
color=#0000ff>Ref(xx,-<FONT
color=#ff00ff>1) - <FONT
color=#ff00ff>2 * <FONT
color=#0000ff>Ref(<FONT
color=#000000>H,-<FONT
color=#ff00ff>1) + <FONT
color=#0000ff>Ref(<FONT
color=#000000>L,-<FONT
color=#ff00ff>1<FONT
color=#000000>); // short trail stop: highest
high made in previous 2 days (used in trend mode only)<FONT
face="Courier New"> trailstop_short =
Ref(<FONT
color=#0000ff>HHV(<FONT
color=#000000>H,<FONT
color=#ff00ff>2),-<FONT
color=#ff00ff>1<FONT
color=#000000>); // long trail stop: lowest low
made in previous 2 days (used in trend mode only)<FONT
face="Courier New"> trailstop_long =
Ref(<FONT
color=#0000ff>LLV(<FONT
color=#000000>L,<FONT
color=#ff00ff>2),-<FONT
color=#ff00ff>1<FONT
color=#000000>); //
--------------------------------------<FONT
face="Courier New"> phase_arr =
C<FONT
face="Courier New">; phase_arr =
0<FONT
size=2>; phase_arr_l1 = phase_arr; <FONT
color=#008000>// additional layer of phase changes<FONT
face="Courier New"> stop_short = phase_arr;
stop_long = stop_short; short_index_position = phase_arr;
long_index_position = short_index_position; b_day = phase_arr; s_day =
phase_arr; // first determine "B" and "S"
days<FONT
color=#000000> idx = 0<FONT
face="Courier New">; <FONT
color=#800000>for (i = <FONT
color=#ff00ff>0; i < <FONT
color=#000000>BarCount<FONT
size=2>; i++) { <FONT
color=#008000>// short trend mode<FONT
face="Courier New">
if<FONT
color=#000000> (L[
i ] < LBOP[ i ] <FONT
color=#000000>AND<FONT
size=2> i >= idx) {
// indicate
the short trend mode outbreak<FONT
size=2>
short_index_position[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>;
// variables
tracking lowest day in short trend mode<FONT
face="Courier New">
idx_b = i;
loi = <FONT
color=#000000>L<FONT
size=2>[ i ];
// exit at
trailing stop<FONT
color=#000000> <FONT
color=#800000>for (j = i + <FONT
color=#ff00ff>1; j < <FONT
color=#000000>BarCount<FONT
size=2>; j++) {
<FONT
color=#800000>if (<FONT
color=#000000>L<FONT
size=2>[ j ] < loi) {
loi
= L<FONT
face="Courier New">[ j ];
<FONT
color=#008000>// track index of lowest point in trend mode
<FONT face="Courier New"
size=2> idx_b
= j;
}
<FONT
face="Courier New">if<FONT
color=#000000> (H<FONT
face="Courier New">[ j ] > trailstop_short[
j ]) {
stop_short[
j ] = 1<FONT
face="Courier New">;
<FONT
color=#008000>// idx is used to make sure we finish a position before starting a
new one<FONT
color=#000000>
idx
= j;
<FONT
color=#008000>// used to exit the j-for loop<FONT
face="Courier New">
j =
BarCount -
1<FONT
size=2>;
}
}
// save index
position of lowest point in short trend mode<FONT
face="Courier New">
b_day[ idx_b ] = <FONT
color=#ff00ff>1<FONT
color=#000000>; } <FONT
color=#800000>else <FONT
color=#800000>if (<FONT
color=#000000>H[ i ] > HBOP[ i ]
AND<FONT
face="Courier New"> i >= idx) {
<FONT
color=#008000>// indicate the long trend mode outbreak<FONT
face="Courier New">
long_index_position[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>;
// variables
tracking highest day in long trend mode<FONT
face="Courier New">
idx_s = i;
hii = <FONT
color=#000000>H<FONT
size=2>[ i ];
// exit at
trailing stop<FONT
color=#000000> <FONT
color=#800000>for (j = i + <FONT
color=#ff00ff>1; j < <FONT
color=#000000>BarCount<FONT
size=2>; j++) {
<FONT
color=#800000>if (<FONT
color=#000000>H<FONT
size=2>[ j ] > hii) {
hii
= H<FONT
face="Courier New">[ j ];
<FONT
color=#008000>// track index of highest point in trend mode
<FONT face="Courier New"
size=2> idx_s
= j;
}
<FONT
face="Courier New">if<FONT
color=#000000> (L<FONT
face="Courier New">[ j ] < trailstop_long[ j
]) {
stop_long[
j ] = 1<FONT
face="Courier New">;
<FONT
color=#008000>// idx is used to make sure we finish a position before starting a
new one<FONT
color=#000000>
idx
= j;
<FONT
color=#008000>// used to exit the j-for loop<FONT
face="Courier New">
j =
BarCount -
1<FONT
size=2>;
}
}
// save index
position of highest point in long trend mode<FONT
face="Courier New">
s_day[ idx_s ] = <FONT
color=#ff00ff>1<FONT
color=#000000>; }
} // fill in the
rest of the phase array. Sequence: 1 - 2 - 3 - 1 - 2 -
etc<FONT
color=#000000> for<FONT
color=#000000> (i = 1; i
< BarCount<FONT
face="Courier New">; i++) {
if<FONT
color=#000000> (b_day[ i ] == <FONT
color=#ff00ff>1<FONT
color=#000000>) {
phase_arr[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>;
// if b_day
equal to the day of outbreak store the original phase<FONT
face="Courier New">
<FONT
color=#800000>if (b_day[ i ] == <FONT
color=#ff00ff>1 <FONT
color=#000000>AND short_index_position[ i ] ==
1<FONT
size=2>) {
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>1<FONT
color=#000000>) {
phase_arr_l1[
i ] = 2<FONT
face="Courier New">;
} <FONT
color=#800000>else<FONT
size=2>
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>2<FONT
color=#000000>) {
phase_arr_l1[
i ] = 3<FONT
face="Courier New">;
}
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>3<FONT
color=#000000>) {
phase_arr_l1[
i ] = 1<FONT
face="Courier New">;
}
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>0<FONT
color=#000000>) {
phase_arr_l1[
i ] = 1<FONT
face="Courier New">;
}
}
} <FONT
color=#800000>else <FONT
color=#800000>if (s_day[ i ] == <FONT
color=#ff00ff>1<FONT
color=#000000>) {
phase_arr[ i ] = <FONT
color=#ff00ff>3<FONT
color=#000000>;
// if s_day
equal to the day of outbreak store the original phase<FONT
face="Courier New">
<FONT
color=#800000>if (s_day[ i ] == <FONT
color=#ff00ff>1 <FONT
color=#000000>AND long_index_position[ i ] ==
1<FONT
size=2>) {
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>1<FONT
color=#000000>) {
phase_arr_l1[
i ] = 2<FONT
face="Courier New">;
} <FONT
color=#800000>else<FONT
size=2>
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>2<FONT
color=#000000>) {
phase_arr_l1[
i ] = 3<FONT
face="Courier New">;
}
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>3<FONT
color=#000000>) {
phase_arr_l1[
i ] = 1<FONT
face="Courier New">;
}
<FONT
color=#800000>if (phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>0<FONT
color=#000000>) {
phase_arr_l1[
i ] = 1<FONT
face="Courier New">;
}
}
} <FONT
color=#800000>else <FONT
color=#800000>if (b_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND s_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>3<FONT
color=#000000>) {
phase_arr[ i ] = <FONT
color=#ff00ff>1<FONT
color=#000000>; } <FONT
color=#800000>else <FONT
color=#800000>if (b_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND s_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>2<FONT
color=#000000>) {
phase_arr[ i ] = <FONT
color=#ff00ff>3<FONT
color=#000000>; } <FONT
color=#800000>else <FONT
color=#800000>if (b_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND s_day[ i ] == <FONT
color=#ff00ff>0 <FONT
color=#000000>AND phase_arr[ i - <FONT
color=#ff00ff>1 ] == <FONT
color=#ff00ff>1<FONT
color=#000000>) { phase_arr[ i ] =
2<FONT
size=2>; } }
//<FONT
face="Courier New"> daybar = <FONT
color=#0000ff>Day<FONT
size=2>(); //
--------------------------------------<FONT
face="Courier New"> <FONT
color=#0000ff>TimeFrameRestore<FONT
face="Courier New">(); <FONT
color=#008000>// expand arrays <FONT
color=#000000>xx = <FONT
face="Courier New">TimeFrameExpand<FONT
color=#000000>( xx, inDaily<FONT
color=#000000>,mode = <FONT
color=#000000>expandFirst<FONT
face="Courier New"> ); B1 =
TimeFrameExpand( B1,
inDaily,mode =
expandFirst<FONT
face="Courier New"> ); S1 =
TimeFrameExpand( S1,
inDaily,mode =
expandFirst<FONT
face="Courier New"> ); HBOP =
TimeFrameExpand( HBOP,
inDaily,mode =
expandFirst<FONT
face="Courier New"> ); LBOP =
TimeFrameExpand( LBOP,
inDaily,mode =
expandFirst<FONT
face="Courier New"> );
trailstop_short = TimeFrameExpand<FONT
color=#000000>( trailstop_short, <FONT
color=#000000>inDaily,mode = <FONT
color=#000000>expandFirst<FONT
face="Courier New"> );
trailstop_long = TimeFrameExpand<FONT
color=#000000>( trailstop_long, <FONT
color=#000000>inDaily,mode = <FONT
color=#000000>expandFirst<FONT
face="Courier New"> );
// expand arrays <FONT
color=#000000>phase_arr =
<FONT
color=#0000ff>TimeFrameExpand( phase_arr,
inDaily,mode =
expandFirst<FONT
face="Courier New"> );
phase_arr_l1 = TimeFrameExpand<FONT
color=#000000>( phase_arr_l1, <FONT
color=#000000>inDaily,mode = <FONT
color=#000000>expandFirst<FONT
face="Courier New"> ); b_day =
TimeFrameExpand( b_day,
inDaily,mode =
expandFirst<FONT
face="Courier New"> ); s_day =
TimeFrameExpand( s_day,
inDaily,mode =
expandFirst<FONT
face="Courier New"> ); daybar =
TimeFrameExpand( daybar,
inDaily,mode =
expandFirst<FONT
face="Courier New"> );
// adjust phase array for charting
purposes<FONT
color=#000000> hlp_phase = phase_arr; hlp_phase = <FONT
color=#ff00ff>0<FONT
color=#000000>; hlp_b = hlp_phase; hlp_s = hlp_phase; hlp_phase_l1 = hlp_phase;
for (i =
1; i < <FONT
color=#000000>BarCount<FONT
size=2>; i++) { <FONT
color=#800000>if (HBOP[ i ] != HBOP[ i -
1<FONT
size=2>]) {
hlp_phase[ i ] = phase_arr[ i ];
hlp_phase_l1[ i ] = phase_arr_l1[ i ];
hlp_b[ i ] = b_day[ i ];
hlp_s[ i ] = s_day[ i ];
} }
// For Chart <FONT
color=#000000><FONT
color=#0000ff>Plot(<FONT
color=#000000>C,<FONT
color=#ff00ff>"",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>64<FONT
color=#000000>); Title<FONT
color=#000000>=Name()+
", O:"+<FONT
color=#0000ff>WriteVal(<FONT
color=#000000>O)+ <FONT
color=#ff00ff>", H:"+<FONT
color=#0000ff>WriteVal(<FONT
color=#000000>H)+ <FONT
color=#ff00ff>", L:"+<FONT
color=#0000ff>WriteVal(<FONT
color=#000000>L)+ <FONT
color=#ff00ff>", C:"+<FONT
color=#0000ff>WriteVal(<FONT
color=#000000>C<FONT
size=2>); // 1 = "B" day,
2 = "O" day, 3 = "S" day<FONT
size=2> <FONT
color=#0000ff>PlotShapes(<FONT
color=#000000>shapeDigit1 * (hlp_phase ==
1),<FONT
color=#0000ff>IIf(hlp_b == <FONT
color=#ff00ff>1,<FONT
color=#000000>colorYellow,<FONT
color=#000000>colorWhite),<FONT
color=#ff00ff>0, HBOP,<FONT
color=#ff00ff>0<FONT
color=#000000>); PlotShapes<FONT
color=#000000>(shapeDigit2<FONT
color=#000000> * (hlp_phase == 2<FONT
color=#000000>),colorWhite<FONT
color=#000000>,0,
HBOP,0<FONT
face="Courier New">); <FONT
color=#0000ff>PlotShapes(<FONT
color=#000000>shapeDigit3 * (hlp_phase ==
3),<FONT
color=#0000ff>IIf(hlp_s == <FONT
color=#ff00ff>1,<FONT
color=#000000>colorYellow,<FONT
color=#000000>colorWhite),<FONT
color=#ff00ff>0, HBOP,<FONT
color=#ff00ff>0<FONT
color=#000000>); PlotShapes<FONT
color=#000000>(shapeDigit1<FONT
color=#000000> * (hlp_phase_l1 == 1<FONT
color=#000000>),colorLightBlue<FONT
color=#000000>,0,
HBOP,-15<FONT
face="Courier New">); <FONT
color=#0000ff>PlotShapes(<FONT
color=#000000>shapeDigit3 * (hlp_phase_l1 ==
3),<FONT
color=#000000>colorLightBlue,<FONT
color=#ff00ff>0, HBOP,-<FONT
color=#ff00ff>15<FONT
color=#000000>); //
levels<FONT
color=#000000> Plot<FONT
color=#000000>(B1,""<FONT
color=#000000>,colorBrightGreen<FONT
color=#000000>,1<FONT
face="Courier New">); <FONT
color=#0000ff>Plot(S1,<FONT
color=#ff00ff>"",<FONT
color=#000000>colorRed,<FONT
color=#ff00ff>1<FONT
color=#000000>); Plot<FONT
color=#000000>(HBOP,""<FONT
color=#000000>,colorOrange<FONT
color=#000000>,1<FONT
face="Courier New">); <FONT
color=#0000ff>Plot(LBOP,<FONT
color=#ff00ff>"",<FONT
color=#000000>colorGreen,<FONT
color=#ff00ff>1<FONT
face="Courier New">);
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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