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thank you for this vivek, you made me really laughing...the first
time today! I love indian people, will be in goa dec. 2nd for 6
weeks! boom-shanka!
--- In amibroker@xxxxxxxxxxxxxxx, vivek.kumar-bhat@xxxx wrote:
> hello
>
> attached is a code which i am trying to figure out what it is .
> could someone explain what it is and how do i interpret the same.
also how do i scan/ explore and backtest the formula as the buy and
sell variables
> are not assigned.
>
> thanx
>
>
>
>
>
> // **************************
> // BEING EXPLORATION CODE
> // **************************
>
> // -- what will be our lookback range for the hh and ll?
> nBars = Param("Number of bars", 12, 5, 40);
> bTrace = Param("Include trace output", 1, 0, 1);
> nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
> bShowTCZ = Param("Show TCZ", 1, 0, 1);
> nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1,
10, 1);
> nMinPctBtwPivs = Param("Min. percent diff. btw.
pivots", .05, .04, .2, .01);
> bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1);
> retrcTolerance = .01;
> tczTolerance = .005;
> nNumBarsToScan = 120;
>
> // -- added from exploration version 20040204
> nExploreBarIdx = 0;
> nExploreDate = 0;
> nCurDateNum = 0;
> DN = DateNum();
> DT = DateTime();
>
> // -- key exploration variables
> bTCZLong = False;
> bTCZShort = False;
> nAnchorPivIdx = 0;
>
> ADX8 = ADX(8);
>
> // 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN,
> // 4 - EXPLORATION, 5 - BACKTEST / Optimize
> if(Status("action")==1) {
> bDraw = True;
> bUseLastVis = Param("Use last visible bar", 1, 0, 1);
> } else {
> bDraw = False;
> bUseLastVis = False;
> bTrace = False;
> nExploreDate = Status("rangetodate");
> for (i=LastValue(BarIndex());i>=0;i--) {
> nCurDateNum = DN[i];
> if (nCurDateNum == nExploreDate) {
> nExploreBarIdx = i;
> }
> }
> // -- if(Status("action")==1...
> }
>
> GraphXSpace=7;
>
> // -- basic candle chart
> // -- if this appears inside if block, strange
> // drawing results!
> PlotOHLC(Open, High, Low, Close,
> "BIdx = " + BarIndex() +
> "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
> + "\n"+"C ",
> colorBlack, styleCandle);
>
> if (bDraw) {
> Plot(MA(C, 21), "21 bar MA", colorAqua,
> styleLine+styleNoRescale+styleNoLabel);
> Plot(MA(C, 55), "55 bar MA", colorGreen,
> styleLine+styleNoRescale+styleNoLabel);
> //Plot(MA(C, 233), "233 bar MA", colorDarkRed,
> // styleLine+styleNoRescale+styleNoLabel);
> }
>
> // -- Create 0-initialized arrays the size of barcount
> aHPivs = H - H;
> aLPivs = L - L;
> aHPivHighs = H - H;
> aLPivLows = L - L;
> aHPivIdxs = H - H;
> aLPivIdxs = L - L;
> aAddedHPivs = H - H;
> aAddedLPivs = L - L;
> aLegVol = H - H;
> aRetrcVol = H - H;
>
> nHPivs = 0;
> nLPivs = 0;
>
> lastHPIdx = 0;
> lastLPIdx = 0;
> lastHPH = 0;
> lastLPL = 0;
> curPivBarIdx = 0;
>
> // -- looking back from the current bar, how many bars
> // back were the hhv and llv values of the previous
> // n bars, etc.?
> aHHVBars = HHVBars(H, nBars);
> aLLVBars = LLVBars(L, nBars);
> aHHV = HHV(H, nBars);
> aLLV = LLV(L, nBars);
>
> // -- Initialize value of curTrend
> nLastVisBar = LastValue(
> Highest(IIf(Status("barvisible"), BarIndex(), 0)));
>
> curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
> LastValue(BarIndex())));
>
> curTrend = "";
> if (aLLVBars[curBar] < aHHVBars[curBar])
> curTrend = "D";
> else
> curTrend = "U";
>
> // -- Loop through bars. Search for
> // entirely array-based approach
> // in future version
> /* *******************
> Find main pivots
> ******************* */
>
> // -- Make sure there are enough bars!
> if (curBar >= nNumBarsToScan) {
> for (i=0; i<nNumBarsToScan; i++) {
>
> // -- value of curBar dependent on two parameters
> curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
> nlastVisBar-i,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
> nExploreBarIdx-i,
> LastValue(BarIndex())-i));
>
> // -- Have we identified a pivot? If trend is down...
> if (aLLVBars[curBar] < aHHVBars[curBar]) {
>
> // ... and had been up, this is a trend change
> if (curTrend == "U") {
> curTrend = "D";
> // -- Capture pivot information
> curPivBarIdx = curBar - aLLVBars[curBar];
> aLPivs[curPivBarIdx] = 1;
> aLPivLows[nLPivs] = L[curPivBarIdx];
> aLPivIdxs[nLPivs] = curPivBarIdx;
> nLPivs++;
> }
> // -- or current trend is up
> } else {
> if (curTrend == "D") {
> curTrend = "U";
> curPivBarIdx = curBar - aHHVBars[curBar];
> aHPivs[curPivBarIdx] = 1;
> aHPivHighs[nHPivs] = H[curPivBarIdx];
> aHPivIdxs[nHPivs] = curPivBarIdx;
> nHPivs++;
> }
> // -- If curTrend is up...else...
> }
>
> // -- loop through bars
> }
> }
> /* *******************
> Found main pivots
> ******************* */
>
> /* *************************
> Finding missed pivot(s)
> ************************* */
>
> // -- Start at last bar. Reestablish curBar
> curBar =
> IIf(nlastVisBar > 0 AND bUseLastVis,
> nlastVisBar,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
> nExploreBarIdx,
> LastValue(BarIndex()))
> );
>
> // -- Make sure I found at least two of each above.
> if (nHPivs >= 2 AND nLPivs >= 2) {
>
> lastLPIdx = aLPivIdxs[0];
> lastLPL = aLPivLows[0];
>
> lastHPIdx = aHPivIdxs[0];
> lastHPH = aHPivHighs[0];
>
> nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
>
> nAddPivsRng = curBar - nLastHOrLPivIdx;
> aLLVAfterLastPiv = LLV(L, nAddPivsRng);
> nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
> aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);
> nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
> aHHVAfterLastPiv = HHV(H, nAddPivsRng);
> nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
> aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng);
> nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
>
> // -- Later want to add last high pivot only if
> // not in buy mode from last and still in trade
>
> /*
> Note - I'm only interested in adding pivots if I'm in
> a higher-highs or lower-lows scenario
> */
>
>
> // -- OK, let's start where the last high pivot occurs after
the
> // last Low pivot
> if (lastHPIdx > lastLPIdx) {
>
> /* There are at least two possibilities here. One is
that
> the previous high was higher, indicating that this
is a
> possible short retracement or one in the making.
> The other is that the previous high was lower,
indicating
> that this is a possible long retracement in the
working.
> However, both depend on opposing pivots. E.g., if I
find
> higher highs, what if I have lower lows?
>
> If the highs are descending, then I can consider:
> - a lower low, and leave it at that
> - a higher high and higher low
> - a lower low and another lower high
> */
> if (aHPivHighs[0] < aHPivHighs[1]) {
>
> if (nLLVAfterLastPiv < aLPivLows[0] AND
> (nLLVIdxAfterLastPiv - lastHPIdx - 1) >=
nMinBarsBtwPivs
> AND nLLVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aLPivs[nLLVIdxAfterLastPiv] = 1;
> aAddedLPivs[nLLVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nLPivs; j++) {
> aLPivLows[nLPivs-j] = aLPivLows[nLPivs-
(j+1)];
> aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-
(j+1)];
> }
> aLPivLows[0] = nLLVAfterLastPiv;
> aLPivIdxs[0] = nLLVIdxAfterLastPiv;
> nLPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> // -- Here, the last piv is a high piv, and we have
> // higher-highs. The most likely addition is a
> // Low piv that is a retracement.
> } else {
>
> if (nLLVAfterLastPiv > aLPivLows[0] AND
> (nLLVIdxAfterLastPiv - lastHPIdx - 1) >=
nMinBarsBtwPivs
> AND nLLVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aLPivs[nLLVIdxAfterLastPiv] = 1;
> aAddedLPivs[nLLVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nLPivs; j++) {
> aLPivLows[nLPivs-j] = aLPivLows[nLPivs-
(j+1)];
> aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-
(j+1)];
> }
> aLPivLows[0] = nLLVAfterLastPiv;
> aLPivIdxs[0] = nLLVIdxAfterLastPiv;
> nLPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
> // -- The last piv is a high and we have higher highs
> // OR lower highs
> }
>
> /*
****************************************************************
> Still finding missed pivot(s). Here, the last piv is a
low piv.
>
**************************************************************** */
> } else {
>
> // -- First case, lower highs
> if (aHPivHighs[0] < aHPivHighs[1]) {
>
> if (nHHVAfterLastPiv < aHPivHighs[0] AND
> (nHHVIdxAfterLastPiv - lastLPIdx - 1) >=
nMinBarsBtwPivs
> AND nHHVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark that for plotting
> aHPivs[nHHVIdxAfterLastPiv] = 1;
> aAddedHPivs[nHHVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nHPivs; j++) {
> aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
> aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-
(j+1)];
> }
> aHPivHighs[0] = nHHVAfterLastPiv;
> aHPivIdxs[0] = nHHVIdxAfterLastPiv;
> nHPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> // -- Second case when last piv is a low piv, higher
highs
> // Most likely addition is high piv that is a
retracement.
> // Considering adding a high piv as long as it is
higher
> } else {
>
> // -- Where I have higher highs,
> if (nHHVAfterLastPiv > aHPivHighs[0] AND
> (nHHVIdxAfterLastPiv - lastLPIdx - 1) >=
nMinBarsBtwPivs
> AND nHHVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aHPivs[nHHVIdxAfterLastPiv] = 1;
> aAddedHPivs[nHHVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nHPivs; j++) {
> aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
> aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-
(j+1)];
> }
> aHPivHighs[0] = nHHVAfterLastPiv;
> aHPivIdxs[0] = nHHVIdxAfterLastPiv;
> nHPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> }
>
> }
>
> // -- If there are at least two of each
> }
>
> /* ****************************************
> // -- Done with finding pivots
> ***************************************** */
>
> if (bDraw) {
>
> // -- OK, let's plot the pivots using arrows
> PlotShapes(
> IIf(aHPivs==1, shapeDownArrow, shapeNone),
> colorRed, 0, High, Offset=-15);
> PlotShapes(
> IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),
> colorDarkRed, 0, High, Offset=-15);
> PlotShapes(
> IIf(aLPivs==1, shapeUpArrow , shapeNone),
> colorGreen, 0, Low, Offset=-15);
> PlotShapes(
> IIf(aAddedLPivs==1, shapeUpArrow , shapeNone),
> colorDarkGreen, 0, Low, Offset=-15);
> }
>
> /* ****************************************
> // -- Done with discovering and plotting pivots
> ***************************************** */
>
> // -- I'm going to want to look for possible retracement
> risk = 0;
> profInc = 0;
> nLeg0Pts = 0;
> nLeg0Bars = 0;
> nLeg0Vol = 0;
> nLeg1Pts = 0;
> nLeg1Bars = 0;
> nLeg1Vol = 0;
> nLegBarsDiff = 0;
> nRtrc0Pts = 0;
> nRtrc0Bars = 0;
> nRtrc0Vol = 0;
> nRtrc1Pts = 0;
> nRtrc1Bars = 0;
> nRtrc1Vol = 0;
>
> minRtrc = 0;
> maxRtrc = 0;
> minLine = 0;
> maxLine = 0;
> triggerLine = 0;
> firstProfitLine = 0;
> triggerInc = 0;
> triggerPrc = 0;
> firstProfitPrc = 0;
> retrcPrc = 0;
> retrcBar = 0;
> retrcBarIdx = 0;
> retrcRng = 0;
> aRetrcPrc = H-H;
> aRetrcPrcBars = H-H;
> aRetrcClose = C;
> retrcClose = 0;
>
> // -- Do TCZ calcs. Arrangement of pivs very specific
> // for this setup.
> if (nHPivs >= 2 AND
> nLPivs >=2 AND
> aHPivHighs[0] > aHPivHighs[1] AND
> aLPivLows[0] > aLPivLows[1]) {
>
> tcz500 =
> (aHPivHighs[0] -
> (.5 * (aHPivHighs[0] - aLPivLows[1])));
>
> tcz618 =
> (aHPivHighs[0] -
> (.618 * (aHPivHighs[0] - aLPivLows[1])));
>
> tcz786 =
> (aHPivHighs[0] -
> (.786 * (aHPivHighs[0] - aLPivLows[0])));
>
> retrcRng = curBar - aHPivIdxs[0];
> aRetrcPrc = LLV(L, retrcRng);
> retrcPrc = aRetrcPrc[curBar];
> aRetrcPrcBars = LLVBars(L, retrcRng);
> retrcBarIdx = curBar - aRetrcPrcBars[curBar];
> retrcClose = aRetrcClose[retrcBarIdx];
>
> // -- bTCZLong setup?
> bTCZLong = (
>
> // -- Are retracement levels arranged in
> // tcz order?
> tcz500 >= (tcz786 * (1 - tczTolerance))
> AND
> // .681 is below .786 for long setups
> tcz618 <= (tcz786 * (1 + tczTolerance))
> AND
>
> // -- Is the low in the tcz range
> // -- Is the close >= low of tcz range
> // and low <= high of tcz range
> retrcClose >= ((1 - retrcTolerance) * tcz618)
> AND
> retrcPrc <= ((1 + retrcTolerance) * tcz500)
> );
>
> // -- risk would be high of signal bar minus low of zone
> //risk = 0;
>
> // -- lower highs and lower lows
> } else if (nHPivs >= 2 AND nLPivs >=2
> AND aHPivHighs[0] < aHPivHighs[1]
> AND aLPivLows[0] < aLPivLows[1]) {
>
> tcz500 =
> (aHPivHighs[1] -
> (.5 * (aHPivHighs[1] - aLPivLows[0])));
>
> tcz618 =
> (aHPivHighs[0] -
> (.618 * (aHPivHighs[1] - aLPivLows[0])));
>
> tcz786 =
> (aHPivHighs[0] -
> (.786 * (aHPivHighs[0] - aLPivLows[0])));
>
> retrcRng = curBar - aLPivIdxs[0];
> aRetrcPrc = HHV(H, retrcRng);
> retrcPrc = aRetrcPrc[curBar];
> aRetrcPrcBars = HHVBars(H, retrcRng);
> retrcBarIdx = curBar - aRetrcPrcBars[curBar];
> retrcClose = aRetrcClose[retrcBarIdx];
>
> bTCZShort = (
> // -- Are retracement levels arranged in
> // tcz order?
>
> // .500 is below .786 for short setups
> tcz500 <= (tcz786 * (1 + tczTolerance))
> AND
> // .681 is above .786 for short setups
> tcz618 >= (tcz786 * (1 - tczTolerance))
> AND
>
> // -- Is the close <= high of tcz range
> // and high >= low of tcz range
> retrcClose <= ((1 + retrcTolerance) * tcz618)
> AND
> retrcPrc >= ((1 - retrcTolerance) * tcz500)
> );
>
> // -- Risk would be top of zone - low of signal bar
> //risk = 0;
> }
>
> Filter = (bTCZShort OR bTCZLong);
> AddColumn(C, "Close");
> AddColumn(IIf(bTCZLong, 76, 83), "L/S", formatChar);
>
> // **************************
> // END EXPLORATION CODE
> // **************************
>
> // **************************
> // BEGIN INDICATOR CODE
> // **************************
>
> // -- what will be our lookback range for the hh and ll?
> nBars = Param("Number of bars", 12, 5, 40);
> bTrace = Param("Include trace output", 1, 0, 1);
> nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
> bShowTCZ = Param("Show TCZ", 1, 0, 1);
> nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1,
10, 1);
> nMinPctBtwPivs = Param("Min. percent diff. btw.
pivots", .05, .04, .2, .01);
> bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1);
> retrcTolerance = .01;
> tczTolerance = .005;
> nNumBarsToScan = 120;
>
> // -- added from exploration version 20040204
> nExploreBarIdx = 0;
> nExploreDate = 0;
> nCurDateNum = 0;
> DN = DateNum();
> DT = DateTime();
>
> // -- key exploration variables
> bTCZLong = False;
> bTCZShort = False;
> nAnchorPivIdx = 0;
>
> ADX8 = ADX(8);
>
> // 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN,
> // 4 - EXPLORATION, 5 - BACKTEST / Optimize
> if(Status("action")==1) {
> bDraw = True;
> bUseLastVis = Param("Use last visible bar", 1, 0, 1);
> } else {
> bDraw = False;
> bUseLastVis = False;
> bTrace = False;
> nExploreDate = Status("rangetodate");
> for (i=LastValue(BarIndex());i>=0;i--) {
> nCurDateNum = DN[i];
> if (nCurDateNum == nExploreDate) {
> nExploreBarIdx = i;
> }
> }
> // -- if(Status("action")==1...
> }
>
> GraphXSpace=7;
>
> // -- basic candle chart
> // -- if this appears inside if block, strange
> // drawing results!
> PlotOHLC(Open, High, Low, Close,
> "BIdx = " + BarIndex() +
> "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
> + "\n"+"C ",
> colorBlack, styleCandle);
>
> if (bDraw) {
> Plot(MA(C, 21), "21 bar MA", colorAqua,
> styleLine+styleNoRescale+styleNoLabel);
> Plot(MA(C, 55), "55 bar MA", colorGreen,
> styleLine+styleNoRescale+styleNoLabel);
> //Plot(MA(C, 233), "233 bar MA", colorDarkRed,
> // styleLine+styleNoRescale+styleNoLabel);
> }
>
> // -- Create 0-initialized arrays the size of barcount
> aHPivs = H - H;
> aLPivs = L - L;
> aHPivHighs = H - H;
> aLPivLows = L - L;
> aHPivIdxs = H - H;
> aLPivIdxs = L - L;
> aAddedHPivs = H - H;
> aAddedLPivs = L - L;
> aLegVol = H - H;
> aRetrcVol = H - H;
>
> nHPivs = 0;
> nLPivs = 0;
>
> lastHPIdx = 0;
> lastLPIdx = 0;
> lastHPH = 0;
> lastLPL = 0;
> curPivBarIdx = 0;
>
> // -- looking back from the current bar, how many bars
> // back were the hhv and llv values of the previous
> // n bars, etc.?
> aHHVBars = HHVBars(H, nBars);
> aLLVBars = LLVBars(L, nBars);
> aHHV = HHV(H, nBars);
> aLLV = LLV(L, nBars);
>
> // -- Initialize value of curTrend
> nLastVisBar = LastValue(
> Highest(IIf(Status("barvisible"), BarIndex(), 0)));
>
> curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
> LastValue(BarIndex())));
>
> curTrend = "";
> if (aLLVBars[curBar] < aHHVBars[curBar])
> curTrend = "D";
> else
> curTrend = "U";
>
> // -- Loop through bars. Search for
> // entirely array-based approach
> // in future version
> /* *******************
> Find main pivots
> ******************* */
>
> // -- Make sure there are enough bars!
> if (curBar >= nNumBarsToScan) {
> for (i=0; i<nNumBarsToScan; i++) {
>
> // -- value of curBar dependent on two parameters
> curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
> nlastVisBar-i,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
> nExploreBarIdx-i,
> LastValue(BarIndex())-i));
>
> // -- Have we identified a pivot? If trend is down...
> if (aLLVBars[curBar] < aHHVBars[curBar]) {
>
> // ... and had been up, this is a trend change
> if (curTrend == "U") {
> curTrend = "D";
> // -- Capture pivot information
> curPivBarIdx = curBar - aLLVBars[curBar];
> aLPivs[curPivBarIdx] = 1;
> aLPivLows[nLPivs] = L[curPivBarIdx];
> aLPivIdxs[nLPivs] = curPivBarIdx;
> nLPivs++;
> }
> // -- or current trend is up
> } else {
> if (curTrend == "D") {
> curTrend = "U";
> curPivBarIdx = curBar - aHHVBars[curBar];
> aHPivs[curPivBarIdx] = 1;
> aHPivHighs[nHPivs] = H[curPivBarIdx];
> aHPivIdxs[nHPivs] = curPivBarIdx;
> nHPivs++;
> }
> // -- If curTrend is up...else...
> }
>
> // -- loop through bars
> }
> }
> /* *******************
> Found main pivots
> ******************* */
>
> /* *************************
> Finding missed pivot(s)
> ************************* */
>
> // -- Start at last bar. Reestablish curBar
> curBar =
> IIf(nlastVisBar > 0 AND bUseLastVis,
> nlastVisBar,
> IIf(Status("action")==4 AND nExploreBarIdx > 0,
> nExploreBarIdx,
> LastValue(BarIndex()))
> );
>
> // -- Make sure I found at least two of each above.
> if (nHPivs >= 2 AND nLPivs >= 2) {
>
> lastLPIdx = aLPivIdxs[0];
> lastLPL = aLPivLows[0];
>
> lastHPIdx = aHPivIdxs[0];
> lastHPH = aHPivHighs[0];
>
> nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
>
> nAddPivsRng = curBar - nLastHOrLPivIdx;
> aLLVAfterLastPiv = LLV(L, nAddPivsRng);
> nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
> aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);
> nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
> aHHVAfterLastPiv = HHV(H, nAddPivsRng);
> nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
> aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng);
> nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
>
> // -- Later want to add last high pivot only if
> // not in buy mode from last and still in trade
>
> /*
> Note - I'm only interested in adding pivots if I'm in
> a higher-highs or lower-lows scenario
> */
>
>
> // -- OK, let's start where the last high pivot occurs after
the
> // last Low pivot
> if (lastHPIdx > lastLPIdx) {
>
> /* There are at least two possibilities here. One is
that
> the previous high was higher, indicating that this
is a
> possible short retracement or one in the making.
> The other is that the previous high was lower,
indicating
> that this is a possible long retracement in the
working.
> However, both depend on opposing pivots. E.g., if I
find
> higher highs, what if I have lower lows?
>
> If the highs are descending, then I can consider:
> - a lower low, and leave it at that
> - a higher high and higher low
> - a lower low and another lower high
> */
> if (aHPivHighs[0] < aHPivHighs[1]) {
>
> if (nLLVAfterLastPiv < aLPivLows[0] AND
> (nLLVIdxAfterLastPiv - lastHPIdx - 1) >=
nMinBarsBtwPivs
> AND nLLVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aLPivs[nLLVIdxAfterLastPiv] = 1;
> aAddedLPivs[nLLVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nLPivs; j++) {
> aLPivLows[nLPivs-j] = aLPivLows[nLPivs-
(j+1)];
> aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-
(j+1)];
> }
> aLPivLows[0] = nLLVAfterLastPiv;
> aLPivIdxs[0] = nLLVIdxAfterLastPiv;
> nLPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> // -- Here, the last piv is a high piv, and we have
> // higher-highs. The most likely addition is a
> // Low piv that is a retracement.
> } else {
>
> if (nLLVAfterLastPiv > aLPivLows[0] AND
> (nLLVIdxAfterLastPiv - lastHPIdx - 1) >=
nMinBarsBtwPivs
> AND nLLVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aLPivs[nLLVIdxAfterLastPiv] = 1;
> aAddedLPivs[nLLVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nLPivs; j++) {
> aLPivLows[nLPivs-j] = aLPivLows[nLPivs-
(j+1)];
> aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-
(j+1)];
> }
> aLPivLows[0] = nLLVAfterLastPiv;
> aLPivIdxs[0] = nLLVIdxAfterLastPiv;
> nLPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
> // -- The last piv is a high and we have higher highs
> // OR lower highs
> }
>
> /*
****************************************************************
> Still finding missed pivot(s). Here, the last piv is a
low piv.
>
**************************************************************** */
> } else {
>
> // -- First case, lower highs
> if (aHPivHighs[0] < aHPivHighs[1]) {
>
> if (nHHVAfterLastPiv < aHPivHighs[0] AND
> (nHHVIdxAfterLastPiv - lastLPIdx - 1) >=
nMinBarsBtwPivs
> AND nHHVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark that for plotting
> aHPivs[nHHVIdxAfterLastPiv] = 1;
> aAddedHPivs[nHHVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nHPivs; j++) {
> aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
> aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-
(j+1)];
> }
> aHPivHighs[0] = nHHVAfterLastPiv;
> aHPivIdxs[0] = nHHVIdxAfterLastPiv;
> nHPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> // -- Second case when last piv is a low piv, higher
highs
> // Most likely addition is high piv that is a
retracement.
> // Considering adding a high piv as long as it is
higher
> } else {
>
> // -- Where I have higher highs,
> if (nHHVAfterLastPiv > aHPivHighs[0] AND
> (nHHVIdxAfterLastPiv - lastLPIdx - 1) >=
nMinBarsBtwPivs
> AND nHHVIdxAfterLastPiv != curBar ) {
>
> // -- OK, we'll add this as a pivot.
> // Mark it for plotting...
> aHPivs[nHHVIdxAfterLastPiv] = 1;
> aAddedHPivs[nHHVIdxAfterLastPiv] = 1;
>
> // ...and then rearrange elements in the
> // pivot information arrays
> for (j=0; j<nHPivs; j++) {
> aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
> aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-
(j+1)];
> }
> aHPivHighs[0] = nHHVAfterLastPiv;
> aHPivIdxs[0] = nHHVIdxAfterLastPiv;
> nHPivs++;
>
> // -- Test whether to add piv given last piv is high
> // AND we have lower highs
> }
>
> }
>
> }
>
> // -- If there are at least two of each
> }
>
> /* ****************************************
> // -- Done with finding pivots
> ***************************************** */
>
> if (bDraw) {
>
> // -- OK, let's plot the pivots using arrows
> PlotShapes(
> IIf(aHPivs==1, shapeDownArrow, shapeNone),
> colorRed, 0, High, Offset=-15);
> PlotShapes(
> IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),
> colorDarkRed, 0, High, Offset=-15);
> PlotShapes(
> IIf(aLPivs==1, shapeUpArrow , shapeNone),
> colorGreen, 0, Low, Offset=-15);
> PlotShapes(
> IIf(aAddedLPivs==1, shapeUpArrow , shapeNone),
> colorDarkGreen, 0, Low, Offset=-15);
> }
>
> /* ****************************************
> // -- Done with discovering and plotting pivots
> ***************************************** */
>
> // -- I'm going to want to look for possible retracement
> risk = 0;
> profInc = 0;
> nLeg0Pts = 0;
> nLeg0Bars = 0;
> nLeg0Vol = 0;
> nLeg1Pts = 0;
> nLeg1Bars = 0;
> nLeg1Vol = 0;
> nLegBarsDiff = 0;
> nRtrc0Pts = 0;
> nRtrc0Bars = 0;
> nRtrc0Vol = 0;
> nRtrc1Pts = 0;
> nRtrc1Bars = 0;
> nRtrc1Vol = 0;
>
> minRtrc = 0;
> maxRtrc = 0;
> minLine = 0;
> maxLine = 0;
> triggerLine = 0;
> firstProfitLine = 0;
> triggerInc = 0;
> triggerPrc = 0;
> firstProfitPrc = 0;
> retrcPrc = 0;
> retrcBar = 0;
> retrcBarIdx = 0;
> retrcRng = 0;
> aRetrcPrc = H-H;
> aRetrcPrcBars = H-H;
> aRetrcClose = C;
> retrcClose = 0;
>
> // -- Do TCZ calcs. Arrangement of pivs very specific
> // for this setup.
> if (nHPivs >= 2 AND
> nLPivs >=2 AND
> aHPivHighs[0] > aHPivHighs[1] AND
> aLPivLows[0] > aLPivLows[1]) {
>
> tcz500 =
> (aHPivHighs[0] -
> (.5 * (aHPivHighs[0] - aLPivLows[1])));
>
> tcz618 =
> (aHPivHighs[0] -
> (.618 * (aHPivHighs[0] - aLPivLows[1])));
>
> tcz786 =
> (aHPivHighs[0] -
> (.786 * (aHPivHighs[0] - aLPivLows[0])));
>
> retrcRng = curBar - aHPivIdxs[0];
> aRetrcPrc = LLV(L, retrcRng);
> aRetrcPrcBars = LLVBars(L, retrcRng);
>
> retrcPrc = aRetrcPrc[curBar];
> retrcBarIdx = curBar - aRetrcPrcBars[curBar];
> retrcClose = aRetrcClose[retrcBarIdx];
>
> // -- bTCZLong setup?
> bTCZLong = (
>
> // -- Are retracement levels arranged in
> // tcz order?
>
> // .500 is above .786 for long setups
> tcz500 >= (tcz786 * (1 - tczTolerance))
> AND
> // .681 is below .786 for long setups
> tcz618 <= (tcz786 * (1 + tczTolerance))
> AND
>
> // -- Is the low in the tcz range
> // -- Is the close >= low of tcz range
> // and low <= high of tcz range
> retrcClose >= ((1 - retrcTolerance) * tcz618)
> AND
> retrcPrc <= ((1 + retrcTolerance) * tcz500)
> );
>
> // -- risk would be high of signal bar minus low of zone
> //risk = 0;
>
> // -- lower highs and lower lows
> } else if (nHPivs >= 2 AND nLPivs >=2
> AND aHPivHighs[0] < aHPivHighs[1]
> AND aLPivLows[0] < aLPivLows[1]) {
>
> tcz500 =
> (aHPivHighs[1] -
> (.5 * (aHPivHighs[1] - aLPivLows[0])));
>
> tcz618 =
> (aHPivHighs[0] -
> (.618 * (aHPivHighs[1] - aLPivLows[0])));
>
> tcz786 =
> (aHPivHighs[0] -
> (.786 * (aHPivHighs[0] - aLPivLows[0])));
>
> retrcRng = curBar - aLPivIdxs[0];
> aRetrcPrc = HHV(H, retrcRng);
> retrcPrc = aRetrcPrc[curBar];
> aRetrcPrcBars = HHVBars(H, retrcRng);
> retrcBarIdx = curBar - aRetrcPrcBars[curBar];
> retrcClose = aRetrcClose[retrcBarIdx];
>
> bTCZShort = (
> // -- Are retracement levels arranged in
> // tcz order?
>
> // .500 is below .786 for short setups
> tcz500 <= (tcz786 * (1 + tczTolerance))
> AND
> // .681 is above .786 for short setups
> tcz618 >= (tcz786 * (1 - tczTolerance))
> AND
>
> // -- Is the close <= high of tcz range
> // and high >= low of tcz range
> retrcClose <= ((1 + retrcTolerance) * tcz618)
> AND
> retrcPrc >= ((1 - retrcTolerance) * tcz500)
> );
>
> // -- Risk would be top of zone - low of signal bar
> //risk = 0;
> }
>
> // -- Show zone if present
> if (bTCZShort OR bTCZLong) {
>
> // -- Be prepared to see symmetry
> if (bTCZShort) {
> if (aLPivIdxs[0] > aHPivIdxs[0]) {
> // -- Valuable, useful symmetry information
> nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
> nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
> nRtrc1Pts = retrcPrc - aLPivLows[0];
> nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
> } else {
> nRtrc0Pts = aHPivHighs[1] - aLPivLows[1];
> nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1;
> nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
> nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1;
> }
> } else { // bLongSetup
> if (aLPivIdxs[0] > aHPivIdxs[0]) {
> nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
> nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
> nRtrc1Pts = retrcPrc - aLPivLows[0];
> nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
> } else {
> nRtrc0Pts = aHPivHighs[1] - aLPivLows[0];
> nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1;
> nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
> nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1;
> }
> }
>
> if (bShowTCZ) {
> Plot(
> LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs
[0]),
> tcz500, curBar, tcz500 , 0),
> "tcz500", colorPaleBlue, styleLine);
> Plot(
> LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs
[0]),
> tcz618, curBar, tcz618, 0),
> "tcz618", colorPaleBlue, styleLine);
> Plot(
> LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs
[0]),
> tcz786, curBar, tcz786, 0),
> "tcz786", colorTurquoise, styleLine);
> }
>
> // -- if (bShowTCZ)
> }
>
> if (bDraw) {
> Title = Name() + " (" + StrLeft(FullName(), 10) +
> ") ATR: " + NumToStr(ATR(1), 4.2) + " ( " +
> NumToStr((C - Ref(C, -1)), 4.2) + " / " +
> NumToStr((((C - Ref(C, -1)) / Ref(C, -1)) * 100), 2.1)
+ "% ) " +
> WriteVal( SelectedValue( DateTime() ), formatDateTime) +
> " \nO: " + Open +
> ", \nH: " + High +
> ", \nL: " + Low +
> ", \nC: " + Close + ", \n" +
> // "Risk: " + WriteVal(risk, 2.1) + "% \n" +
> "Rtrc 0/1 Pts: " + WriteVal(nRtrc0Pts, 2.1) + "/" +
> WriteVal(nRtrc1Pts, 2.1) + " \n" +
> "Rtrc 0/1 Bars: " + WriteVal(nRtrc0Bars, 2.0) + "/" +
> WriteVal(nRtrc1Bars, 2.0);
> }
>
> // **************************
> // END INDICATOR CODE
> // **************************
>
>
>
> ----------
>
> ----------------------------------------- (on scbaprssxmrl)
>
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