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To anyone interested here are some revised codes for the BPI
3 files are pasted below
1st is for producing the composite ticker
2nd for plotting the line chart of BPI
3rd for plotting P&F chart of BPI
//#######################################
// BPI FILE 1
//######################################
// Bullish Percent Index
// Buy Signals generated via P&F
// Graham Kavanagh 09 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;
Buy=1;
AddToComposite( bullsig, "~BullPercent", "C" );
AddToComposite( 1, "~BullPercent", "V" );
//#######################################
// BPI FILE 2
//######################################
// Bullish Percent Index Chart - Line
// Graham Kavanagh 09 Jul 2004
BPI = Foreign( "~BullPercent", "C" )/Foreign( "~BullPercent", "V" )*100;
Plot( BPI, "BPI", colorRed, styleLine );
GraphXSpace=5;
Title = Name() + " " + Date() + ": BPI Line Chart, BPI = "+ WriteVal(BPI,1)
+ "% : Number of Stocks = " + Foreign( "~BullPercent", "V" ) + " : Number of
Bull Signals = " + Foreign( "~BullPercent", "C" );
Plot(30, "", colorGreen, styleLine);
Plot(70, "", colorGreen, styleLine);
Plot(100, "", colorWhite, styleNoLine);
Plot(0, "", colorWhite, styleNoLine);
//#######################################
// BPI FILE 3
//######################################
// Bullish Percent Index Chart - P&F
// Graham Kavanagh 09 Jul 2004
SetBarsRequired(100000,100000);
box = 2;
reverse = 3;
CX = Foreign( "~BullPercent", "C" )/Foreign( "~BullPercent", "V" )*100;
CF = ceil(Cx/box);
CR = floor(Cx/box);
Bar = BarIndex();
BarDate = DateNum();
BarTurn = 0;
DateTurn = 0;
DateEnd = 0;
BarEnd = 0;
// initialize first element
j = 0;
PFC[j] = CF[0];
PFO[j] = CF[0] + 1;
down = 1; // By default the first bar is a down bar.
up = 0;
// perform the loop that produces PF Chart
for( i = 1; i < BarCount; i++ )
{
if( CX[i] <= PFC[j] - 1 && down) //continue down
{
PFC[j] = CF[i];
PFO[j] = CF[i] + 1;
DateEnd[j] = BarDate[i];
BarEnd[j] = Bar[i];
}
else
{
if( CX[i] >= PFC[j] + Reverse && down) //Change direction to up
{
j++;
up = 1;
down = 0;
PFC[j] = CR[i];
PFO[j] = CR[i] - 1;
BarTurn[j] = Bar[i];
DateTurn[j] = BarDate[i];
DateEnd[j] = BarDate[i];
BarEnd[j] = Bar[i];
}
else
{
if( CX[i] >= PFC[j] + 1 && up) //Continue up
{
PFC[j] = CR[i];
PFO[j] = CR[i] - 1;
DateEnd[j] = BarDate[i];
BarEnd[j] = Bar[i];
}
else
{
if( CX[i] <= PFC[j] - Reverse && up) //Change direction to down
{
j++;
up = 0;
down = 1;
PFC[j] = CR[i];
PFO[j] = CR[i] + 1;
BarTurn[j] = Bar[i];
DateTurn[j] = BarDate[i];
DateEnd[j] = BarDate[i];
BarEnd[j] = Bar[i];
}
}
}
}
}
delta = BarCount-1 - j;
BarTurns = Ref( BarTurn, -delta);
DateTurns = Ref( DateTurn, -delta);
BarEnds = Ref( BarEnd, -delta);
DateEnds = Ref( DateEnd, -delta);
PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );
Rise = PFC>PFO;
Fall = PFC<PFO;
H = IIf( Ref(Rise, -1), Ref( HHV(PFC, 1), -1 ) - 1, Max(PFO, PFC) ) * box +
box/2;
L = IIf( Ref(Fall, -1), Ref( LLV(PFC, 1), -1 ) + 1, Min(PFO, PFC) ) * box -
box/2;
O = IIf( Ref(Rise, -1), Ref( HHV(PFC, 1), -1 ) - 1, IIf( Ref(Fall, -1), Ref(
LLV(PFC, 1), -1 )+ 1, PFO ) ) * box;
// the difference between Open AND Close is set to box size
// the sign decides if X or O are plotted
C = O + box * IIf( Rise, 1, -1 );
Top = H - box/2;
Bot = L + box/2;
Title = Name() + " " + Date() + ": BPI PnF Chart, H: " + top + ", L: " + bot
+ ", Box " + box + ", Reversal " + reverse + ": Number of Stocks = " +
Foreign( "~BullPercent", "V" ) + " : Number of Bull Signals = " + Foreign(
"~BullPercent", "C" );
GraphXSpace=5;
Plot(C, "BPI", IIf( Rise, colorBlue, colorRed ), stylePointAndFigure);
Plot(30-box/2, "", colorGreen, styleLine);
Plot(70+box/2, "", colorGreen, styleLine);
Plot(100, "", colorWhite, styleNoLine);
Plot(0, "", colorWhite, styleNoLine);
//--Indicator-End--
Enjoy
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
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