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Try the Exploration code below. Use param() to select eithe Number of
occurrences or percent up days.
Watch for line wraps.
herman
O1 = Ref(O,-1);O2 = Ref(O,-2);
H1 = Ref(H,-1);H2 = Ref(H,-2);
L1 = Ref(L,-1);L2 = Ref(L,-2);
C1 = Ref(C,-1);C2 = Ref(C,-2);
function CandlePattern(P)
{
global PatternName;
if(P == 0) { PatternName = "NearDoji"; Pv = (abs(O-C)<= ((H-L)*0.1)); }
else if(P == 1) { PatternName = "BlackCandle"; Pv = (O>C); }
else if(P == 2) { PatternName = "LongBlackCandle"; Pv = (O>C AND
(O-C)/(.001+H-L)>.6); }
else if(P == 3) { PatternName = "SmallBlackCandle"; Pv = ((O>C) AND
((H-L)>(3*(O-C)))); }
else if(P == 4) { PatternName = "WhiteCandle"; Pv = (C>O); }
else if(P == 5) { PatternName = "LongWhiteCandle"; Pv = ((C>O) AND
((C-O)/(.001+H-L)>.6)); }
else if(P == 6) { PatternName = "SmallWhiteCandle"; Pv = ((C>O) AND
((H-L)>(3*(C-O)))); }
else if(P == 7) { PatternName = "BlackMaubozu"; Pv = (O>C AND H==O AND
C==L); }
else if(P == 8) { PatternName = "WhiteMaubozu"; Pv = (C>O AND H==C AND
O==L); }
else if(P == 9) { PatternName = "BlackClosingMarubozu"; Pv = (O>C AND
C==L); }
else if(P == 10) { PatternName = "WhiteClosingMarubozu"; Pv = (C>O AND
C==H); }
else if(P == 11) { PatternName = "BlackOpeningMarubozu"; Pv = (O>C AND
O==H); }
else if(P == 12) { PatternName = "WhiteOpeningMarubozu"; Pv = (C>O AND
O==L); }
else if(P == 13) { PatternName = "HangingMan"; Pv = (((H-L)>4*(O-C)) AND
((C-L)/(.001+H-L)>= 0.75) AND ((O-L)/(.001+H-L)>= 0.75)); }
else if(P == 14) { PatternName = "Hammer"; Pv = (((H-L)>3*(O-C)) AND
((C-L)/(.001+H-L)>0.6) AND ((O-L)/(.001+H-L)>0.6)); }
else if(P == 15) { PatternName = "InvertedHammer"; Pv = (((H-L)>3*(O-C))
AND ((H-C)/(.001+H-L)>0.6) AND ((H-O)/(.001+H-L)>0.6)); }
else if(P == 16) { PatternName = "ShootingStar"; Pv = (((H-L)>4*(O-C))
AND ((H-C)/(.001+H-L)>= 0.75) AND ((H-O)/(.001+H-L)>= 0.75)); }
else if(P == 17) { PatternName = "BlackSpinningTop"; Pv = ((O>C) AND
((H-L)>(3*(O-C))) AND (((H-O)/(.001+H-L))<.4) AND
(((C-L)/(.001+H-L))<.4)); }
else if(P == 18) { PatternName = "WhiteSpinningTop"; Pv = ((C>O) AND
((H-L)>(3*(C-O))) AND (((H-C)/(.001+H-L))<.4) AND
(((O-L)/(.001+H-L))<.4)); }
else if(P == 19) { PatternName = "BearishAbandonedBaby"; Pv = ((C1 == O1)
AND (C2>O2) AND (O>C) AND (L1>H2) AND (L1>H)); }
else if(P == 20) { PatternName = "BearishEveningDojiStar"; Pv = ((C2>O2)
AND ((C2-O2)/(.001+H2-L2)>.6) AND (C2<O1) AND (C1>O1) AND
((H1-L1)>(3*(C1-O1))) AND (O>C) AND (O<O1)); }
else if(P == 21) { PatternName = "DarkCloudCover"; Pv = (C1>O1 AND
((C1+O1)/2)>C AND O>C AND O>C1 AND C>O1 AND (O-C)/(.001+(H-L)>0.6)); }
else if(P == 22) { PatternName = "BearishEngulfing"; Pv = ((C1>O1) AND
(O>C) AND (O>= C1) AND (O1>= C) AND ((O-C)>(C1-O1))); }
else if(P == 23) { PatternName = "ThreeOutsideDownPattern"; Pv = ((C2>O2)
AND (O1>C1) AND (O1>= C2) AND (O2>= C1) AND ((O1-C1)>(C2-O2)) AND (O>C) AND
(C<C1)); }
else if(P == 24) { PatternName = "BullishAbandonedBaby"; Pv = ((C1 == O1)
AND (O2>C2) AND (C>O) AND (L2>H1) AND (L>H1)); }
else if(P == 25) { PatternName = "BullishMorningDojiStar"; Pv = ((O2>C2)
AND ((O2-C2)/(.001+H2-L2)>.6) AND (C2>O1) AND (O1>C1) AND
((H1-L1)>(3*(C1-O1))) AND (C>O) AND (O>O1)); }
else if(P == 26) { PatternName = "BullishEngulfing"; Pv = ((O1>C1) AND
(C>O) AND (C>= O1) AND (C1>= O) AND ((C-O)>(O1-C1))); }
else if(P == 27) { PatternName = "ThreeOutsideUpPattern"; Pv = ((O2>C2)
AND (C1>O1) AND (C1>= O2) AND (C2>= O1) AND ((C1-O1)>(O2-C2)) AND (C>O) AND
(C>C1)); }
else if(P == 28) { PatternName = "BullishHarami"; Pv = ((O1>C1) AND (C>O)
AND (C<= O1) AND (C1<= O) AND ((C-O)<(O1-C1))); }
else if(P == 29) { PatternName = "ThreeInsideUpPattern"; Pv = ((O2>C2)
AND (C1>O1) AND (C1<= O2) AND (C2<= O1) AND ((C1-O1)<(O2-C2)) AND (C>O) AND
(C>C1) AND (O>O1)); }
else if(P == 30) { PatternName = "PiercingLine"; Pv = ((C1<O1) AND
(((O1+C1)/2)<C) AND (O<C) AND (O<C1) AND (C<O1) AND
((C-O)/(.001+(H-L))>0.6)); }
else if(P == 31) { PatternName = "BearishHarami"; Pv = ((C1>O1) AND (O>C)
AND (O<= C1) AND (O1<= C) AND ((O-C)<(C1-O1))); }
else if(P == 32) { PatternName = "ThreeInsideDownPattern"; Pv = ((C2>O2)
AND (O1>C1) AND (O1<= C2) AND (O2<= C1) AND ((O1-C1)<(C2-O2)) AND (O>C) AND
(C<C1) AND (O<O1)); }
else if(P == 33) { PatternName = "ThreeWhiteSoldiers"; Pv = (C>O*1.01)
AND (C1>O1*1.01) AND (C2>O2*1.01) AND (C>C1) AND (C1>C2) AND (O<C1) AND
(O>O1) AND (O1<C2) AND (O1>O2) AND (((H-C)/(H-L))<.2) AND
(((H1-C1)/(H1-L1))<.2) AND (((H2-C2)/(H2-L2))<.2); }
else if(P == 34) { PatternName = "DarkCloudCover"; Pv = (C1>O1*1.01) AND
(O>C) AND (O>H1) AND (C>O1) AND (((C1+O1)/2)>C) AND (C>O1) AND
(MA(C,13)-Ref(MA(C,13),-4)>0); }
else if(P == 35) { PatternName = "ThreeBlackCrows"; Pv = (O>C*1.01) AND
(O1>C1*1.01) AND (O2>C2*1.01) AND (C<C1) AND (C1<C2) AND (O>C1) AND (O<O1)
AND (O1>C2) AND (O1<O2) AND (((C-L)/(H-L))<.2) AND (((C1-L1)/(H1-L1))<.2)
AND (((C2-L2)/(H2-L2))<.2); }
else if(P == 36) { PatternName = "doji"; Pv = (O == C); }
else if(P == 37) { PatternName = "GapUp"; Pv = GapUp(); }
else if(P == 38) { PatternName = "GapDown"; Pv = GapDown(); }
else if(P == 39) { PatternName = "BigGapUp"; Pv = L>1.01*H1; }
else if(P == 40) { PatternName = "BigGapDown"; Pv = H<0.99*L1; }
else if(P == 41) { PatternName = "HugeGapUp"; Pv = L>1.02*H1; }
else if(P == 42) { PatternName = "HugeGapDown"; Pv = H<0.98*L1; }
else if(P == 43) { PatternName = "DoubleGapUp"; Pv = GapUp() AND
Ref(GapUp(),-1); }
else if(P == 44) { PatternName = "DoubleGapDown"; Pv = GapDown() AND
Ref(GapDown(),-1); }
return Pv;
}
//P = Param("CandlePattern#",20,0,44,1);
//////////////////////////////////////////////////////////////////
ThH = Param("Qualifier High Threshold",100,0,100,1);
ThL = Param("Qualifier Low Threshold",0,0,100,1);
Pd = Param("Qualifier Period",3,0,10,1);
R = RSI(Pd); // Qualifier for candle pattern (substitute your own)
//////////////////////////////////////////////////////////////////
SetOption("noDefaultColumns",True);
Filter=Status("LastBarInTest");
ST = Param("NumPatterns, %Updays",0,0,1,1);
if(ST) Stat = 0; else Stat = 1;
AddTextColumn(Name(),WriteIf(ST,"%UpDays","NumPatterns"));
for(Cp=0; Cp<=44; Cp++)
{
CandlePatternTrue = CandlePattern(cP) AND R>ThL AND R<ThH;
NextBar = Ref(CandlePatternTrue,-1);
Profit = IIf(NextBar, (C-O)/O*100,0);
SecondBar = BarIndex()==2;
SimpleProfit = LastValue(Cum(Profit));
CompoundedProfit = (LastValue(AMA2(1,(SecondBar==1),(SecondBar==0)*(1 +
Profit/100)))-1)*100;
Upday = IIf(NextBar, (C-O)>0,0);
downDay = IIf(NextBar, (C-O)<0,0);
PatternColor = IIf(CandlePatternTrue,2,1);
NumUpDays = LastValue(Cum(UpDay));
NumDownDays = LastValue(Cum(downDay));
NumPatterns = LastValue(Cum(CandlePatternTrue ));
LowestInDisplay = Lowest(ValueWhen(Status("barVisible"),L));
HighestInDisplay = Highest(ValueWhen(Status("Barvisible"),H));
if(St) AddColumn(NumUpDays,PatternName,1.2);
if(St) AddColumn(NumPatterns,PatternName,1.0);
}
/*
//Plot((HighestInDisplay-Lowestindisplay)+0.9*HighestIndisplay,"",1,styleNoL
ine|styleNoLabel);
Plot(C,"Close",colorWhite,64);
Plot(IIf(CandlePatternTrue,1,Null)*0.995*L,"",6,2|4);
PlotShapes(UpDay*shapeUpArrow,colorBrightGreen,0,L);
PlotShapes(downDay*shapeDownArrow,colorRed,0,H);
Title = "\nCANDLE PATTERN ANALYSIS\n\n"+
"Open: "+NumToStr(O,1.2)+"\n"+
"High: "+NumToStr(H,1.2)+"\n"+
"Low: "+NumToStr(L,1.2)+"\n"+
"Close: "+NumToStr(C,1.2)+"\n\n"+
"Candle Pattern: "+PatternName+"\n"+
"Candle Pattern# "+NumToStr(P,1.0)+"\n"+
"#Patterns found: "+NumToStr(NumPatterns ,1.0)+"\n"+
"#Updays: "+NumToStr(NumUpDays,1.0,False)+
" ["+NumToStr(Nz(NumUpDays/NumPatterns*100),1.0,False)+"%]\n"+
"#DownDays: "+NumToStr(NumDownDays,1.0,False)+
" ["+NumToStr(Nz(NumDownDays/numpatterns*100),1.0,False)+"%]\n\n"+
"Profit at cursor: "+NumToStr(Profit,1.4)+"%\n"+
"Ave.Profit/Pattern:"+NumToStr(Nz(SimpleProfit/NumPatterns),1.4)+"%\n"+
"Tot.Simple profit: "+NumToStr(SimpleProfit,1.4)+"%\n"+
"Tot.Comp. profit: "+NumToStr(CompoundedProfit,1.4)+"%\n";
AddColumn(p, "WhiteOpeningMarubozu",1);
AddColumn(numpatterns, "Patterns Found",1);
AddColumn(NumUpDays/NumPatterns*100,"% up days",1);
AddColumn(Numdowndays/NumPatterns*100,"% down days",1);
-----Original Message-----
From: Bundy [mailto:bundy@xxxxxx]
Sent: Tuesday, September 14, 2004 3:15 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Question on filter and exploration
I have an indicator that can identify 44 different candlestick patters and
calculate the % of up and down days following each particular candle.
I want to turn this into an exploration so I can easily see what types of
candlestick patterns work better with which stock, etc.
The code is below - at the moment I have to manually change the filter to
identify each of the 45 candlesticks individually - which makes
com[parisons between patterns difficult.
Is there a way to cycle through the patterns using filter to give me the
results for each candle in the one scan?
The code is below - my contribution to the exploration are the last few
lines - I have no idea whether what I ask can be done, let alone how to do
it - any help would be much appreciated.
Arthur
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