[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Mark Fisher ACD breakout



PureBytes Links

Trading Reference Links

I think I posted this before.. Here is one version. This plots the opening
range, ACD levels for some instruments I trade and the daily pivot range.

Geo
--


// ACD Plot
// ACD.afl
// v 1.1 9/3/2004 (GS)
// plots ACD levels and pivot range from daily in intraday 5 min charts


Offset = Param("A Level",1);
ACDFlag = 0;
IntervalFlag = IIf(Interval(format=0)==300,1,0); // flag set to true for 5
min time frame only

strInterval = Interval(format=2);

strWeekday = StrMid("SunMonTueWedThuFriSat", SelectedValue(DayOfWeek())*3,
3);


if( StrFind( Name(), "YM" ) )
 {
 ACDOffset = 10;
 ACDFlag = 1;
 ACDTime = 94500;
 }

if( StrFind( Name(), "ER" ) )
 {
 ACDOffset = 1;     // ACD number
 ACDFlag = 1;
 ACDTime = 94500; // Opening Range time period

 }
if( StrFind( Name(), "ES" ) )
 {
 ACDOffset = 2;
 ACDFlag = 1;
 ACDTime = 94500;

 }

if( StrFind( Name(), "NQ" ) )
 {
 ACDOffset = 3;
 ACDFlag = 1;
 ACDTime = 94500;

 }



Shift = 2;
MaxGraph = 7;

// calculate the pivot range
PDH = TimeFrameGetPrice( "H", inDaily, -1 ); // gives previous Day High when
working on intraday data
PDL = TimeFrameGetPrice( "L", inDaily, -1 );
PDC = TimeFrameGetPrice( "C", inDaily, -1 );
PP = (PDH+PDL+PDC)/3;

DIFF = abs((PDH+PDL)/2 - PP);
PRHi = PP + DIFF;
PRLo = PP - DIFF;


Plot(Close,"Close",colorWhite,styleCandle);

if ((ACDFlag) AND (IntervalFlag)) {

ORHigh=
ValueWhen(TimeNum()<ACDTime,HighestSince(DateNum()>Ref(DateNum(),-1),High));
ORLow =
ValueWhen(TimeNum()<ACDTime,LowestSince(DateNum()>Ref(DateNum(),-1),Low));

Plot(PRHi,"PRHigh",colorWhite,styleDots+styleNoLine+styleNoLabel);
Plot(PRLo,"PRLow",colorWhite,styleDots+styleNoLine+styleNoLabel);
Plot(ORHigh,"ORHigh",colorBlue,style=styleStaircase+styleDots+styleNoLine+st
yleNoLabel);
Plot(ORLow,"ORLow",colorBlue,style=styleStaircase+styleDots+styleNoLine+styl
eNoLabel);
Plot(ORHigh+ACDOffset,"AUp",colorYellow,style=styleStaircase+styleDots+style
NoLine);
Plot(ORLow-ACDOffset,"ADn",colorYellow,style=styleStaircase+styleDots+styleN
oLine);

}

Title=Name()+" ["+strInterval+"] "+ strWeekday + " " +Date()+ " Close:
"+WriteVal(C,format=1.2) +" "+WriteVal(per,format=1.0)+"-Per MA: "
+WriteVal(Graph1,format=1.2)+" " + WriteVal(per2,format=1.0)+"-Per MA: "
+WriteVal(Graph1,format=1.2) + " PR High: "+WriteVal(PRHi,format=1.2) + " PR
Low: "+WriteVal(PRLo,format=1.2)  ;



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/