[amibroker] Bullish Percent AFL #2 Composite

["Graham" <gkavanagh@xxxxxxxxxxxxx>]

Hi all
To anyone still interested in trying this out here is revised AFL for
creating the composite ticker ~BullPercent. I will post the chart AFLs in
next 2 emails


Cheers,
Graham
http://e-wire.net.au/~eb_kavan/


// Bullish Percent Index
// Buy Signals generated via P&F 
// Graham Kavanagh  01 Jul 2004
// Select your group of stocks and run Scan in AA window


SetBarsRequired(100000,100000);


function ToBox( Price )
{
 Boxes = 
 Min( Price, 0.25 )/0.0625 + 
 Max( ( Min( Price, 1 )-0.25 ) ,0 )/0.125 + 
 Max( ( Min( Price, 5 )-1 ) ,0 )/0.25 + 
 Max( ( Min( Price, 20 )-5 ) ,0 )/0.5 + 
 Max( ( Min( Price, 100 )-20 ) ,0 )/1 + 
 Max( ( Min( Price, 200 )-100 ) ,0 )/2 + 
 Max( ( Min( Price, 500 )-200 ) ,0 )/4 + 
 Max( ( Min( Price, 1000 )-500 ) ,0 )/5 + 
 Max( ( Min( Price, 25000 )-1000 ) ,0 )/50 + 
 Max( ( Price-25000 ) ,0 )/500 ;
 
 return Boxes; 
}

// round boxes down for High and up for Low
Lx = ceil(ToBox(L));
Hx = floor(ToBox(H));

// set variable values for locating peak/troughs of columns
Bar = BarIndex();
BarDate = DateNum();
BarTurn = 0;
DateTurn = 0;
DateEnd = 0;
BarEnd = 0;
fall = 1;
rise = 0;

PFC[0] = Lx[0];

reverse = 3;
dirn = -1; // -1=down, 1=up

for( i = 1; i < BarCount; i++ )
{
 if( Lx[i]<=(PFC[i-1]-1) && V[i]>0 && dirn==-1)         //continue down
 {
  PFC[i] = Lx[i];
  DateEnd[i] = BarDate[i];
  BarEnd[i] = Bar[i];
  fall[i] = 1;
  rise[i] = 0;
 }
 else
 {
  if( Hx[i]>=(PFC[i-1]+Reverse) && Lx[i]>PFC[i-1] && V[i]>0 && dirn==-1)
//Change direction to up
  {
   dirn = 1;
   PFC[i] = Hx[i];
   BarTurn[i] = Bar[i];
   DateTurn[i] = BarDate[i];
   DateEnd[i] = BarDate[i];
   BarEnd[i] = Bar[i];
   fall[i] = 0;
   rise[i] = 1;
  }
  else
  {
   if( Hx[i]>=(PFC[i-1]+1) && V[i]>0 && dirn==1)         //Continue up
   {
    PFC[i] = Hx[i];
    DateEnd[i] = BarDate[i];
    BarEnd[i] = Bar[i];
    fall[i] = 0;
    rise[i] = 1;
   }
   else
   {
    if( Lx[i]<=(PFC[i-1]-Reverse) && Hx[i]<PFC[i-1] && V[i]>0 && dirn==1)
//Change direction to down
    {
     dirn = -1;
     PFC[i] = Lx[i];
     BarTurn[i] = Bar[i];
     DateTurn[i] = BarDate[i];
     DateEnd[i] = BarDate[i];
     BarEnd[i] = Bar[i];
     fall[i] = 1;
     rise[i] = 0;
    }
    else
    {
     PFC[i] = PFC[i-1];
     rise[i] = rise[i-1];
     fall[i] = fall[i-1];
    }
   }
  }
 }
}


//Convert boxes to prices for check plotting

b1=0 + 0.25 / 0.0625;
b2=b1 + (1-0.25) / 0.125;
b3=b2 + (5-1) / 0.25;
b4=b3 + (20-5) / 0.5;
b5=b4 + (100-20) / 1;
b6=b5 + (200-100) / 2;
b7=b6 + (500-200) / 4;
b8=b7 + (1000-500) / 5;
b9=b8 + (25000-100) / 50;


function ToPrice( Value )
{
 Price = 
 Min( Value, b1 ) * 0.0625 + 
 Min( Max( Value-b1, 0 ), b2-b1 ) * 0.125 + 
 Min( Max( Value-b2, 0 ), b3-b2 ) * 0.25  + 
 Min( Max( Value-b3, 0 ), b4-b3 ) * 0.5 + 
 Min( Max( Value-b4, 0 ), b5-b4 ) * 1 + 
 Min( Max( Value-b5, 0 ), b6-b5 ) * 2 + 
 Min( Max( Value-b6, 0 ), b7-b6 ) * 4 + 
 Min( Max( Value-b7, 0 ), b8-b7 ) * 5 + 
 Min( Max( Value-b8, 0 ), b9-b8 ) * 50 + 
 Max( Value-b9, 0 ) * 500 ;

  return Price; 
}

bullsig = PFC > ValueWhen( rise AND Ref(fall,1), PFC ) AND rise;

// Plot( C, "", colorBlack, styleBar);
// Plot( toprice(PFC), "", colorBlue, styleStaircase);
// Plot( toprice(Lx), "", colorRed, styleStaircase);
// Plot( toprice(Hx), "", colorGreen, styleStaircase);
// PlotShapes( shapeStar*bullsig, colorBlack, 0, toprice(PFC), 5 );
// Title = Name()+" "+Date()+ " PFC = " + pfc + ", Rise = " + rise + ", Fall
= " + fall;

Buy=1;
AddToComposite( bullsig, "~BullPercent", "C" );
AddToComposite( 1, "~BullPercent", "V" );





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