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I don't remember who wrote this, but it should give you a good place to
start. You will need the following
plugin:http://www.amibroker.org/3rdparty/deDateTime.zip.
MaxGraph=5;
GraphXSpace = 1;
// Start of variables used to calculate custom formulas
// Defines market hours
MarketOpen = 93000;
MarketClose = 161500;
MarketHours = deFlagTimeRange(MarketOpen, MarketClose);
FirstBarOfDay = deFlagFirstBarOfDay(MarketOpen);
LastBarOfDay = deFlagLastBarOfDay(MarketClose);
enumMarketHours = BarsSince(FirstBarOfDay);
// First 5 minutes of Opening Range
OR5High = deTimeRangeHHV(H,MarketOpen,93500);
OR5Low = deTimeRangeLLV(L,MarketOpen,93500);
OR5Median = (OR5High+OR5Low)/2;
// First 15 minutes of Opening Range
OR15High = deTimeRangeHHV(H,MarketOpen,94500);
OR15Low = deTimeRangeLLV(L,MarketOpen,94500);
OR15Median = (OR15High+OR15Low)/2;
// First 30 minutes of Opening Range
OR30High = deTimeRangeHHV(H,MarketOpen,100000);
OR30Low = deTimeRangeLLV(L,MarketOpen,100000);
// First 60 minutes of Opening Range
OR60High = deTimeRangeHHV(H,MarketOpen,103000);
OR60Low = deTimeRangeLLV(L,MarketOpen,103000);
// Yesterdays Daily values. Note: By adjusting Daysback to a greater
//value, all the calculations below will go back a number of
//corresponding days (ie: Daysback = 5 means 5 days ago)
DaysBack = 1;
YesterdaysHigh =
ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeHHV(H,MarketOpen,MarketClose),DaysBack);
YesterdaysLow =
ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeLLV(L,MarketOpen,MarketClose),DaysBack);
YesterdaysOpen = ValueWhen(deFlagLastBarOfDay(MarketOpen),O,DaysBack);
YesterdaysClose =
ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),C,DaysBack);
Yesterdays2HrHigh =
ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeHHV(H,141500,161500),DaysBack);
Yesterdays2HrLow =
ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeLLV(L,141500,161500),DaysBack);
// Start of custom calculations & formulas
DailyPivot = (YesterdaysHigh+YesterdaysLow+YesterdaysClose)/3;
DailyMedian = (YesterdaysHigh+YesterdaysLow)/2;
DailyPivotHigh = DailyPivot + abs(DailyPivot - DailyMedian);
DailyPivotLow = DailyPivot - abs(DailyPivot - DailyMedian);
R1 = ((2 * DailyPivot) - YesterdaysLow);
S1 = ((2 * DailyPivot) - YesterdaysHigh);
R2 = ((DailyPivot - S1) + R1);
S2 = (DailyPivot - (R1 - S1));
R3 = (R2 + (YesterdaysHigh - YesterdaysLow));
S3 = (S2 - (YesterdaysHigh - YesterdaysLow));
DayFilter =
deValueWhenTime((Sum(C>OR5Median,enumMarketHours)+Sum(O>OR5Median,enumMarketHours)+Sum(H>OR5Median,enumMarketHours)+Sum(L>OR5Median,enumMarketHours))/
4,103000);
ACDHighOffset = ACDLowOffset = (OR15high - OR15low) * .50;
ACDHigh = OR15High + ACDHighOffset;
ACDLow = OR15Low - ACDLowOffset;
// Same variables as above, but plotting during after hours is suppressed
YestHighClean = IIf(MarketHours,YesterdaysHigh,Null);
YestLowClean = IIf(MarketHours,YesterdaysLow,Null);
YestCloseClean = IIf(MarketHours,YesterdaysOpen,Null);
YestCloseClean = IIf(MarketHours,YesterdaysClose,Null);
Y2HrHighClean = IIf(MarketHours,Yesterdays2HrHigh,Null);
Y2HrLowClean = IIf(MarketHours,Yesterdays2HrLow,Null);
DailyPivotClean = IIf(MarketHours,DailyPivot,Null);
DailyPivotHighClean = IIf(MarketHours,DailyPivotHigh,Null);
DailyPivotLowClean = IIf(MarketHours,DailyPivotlow,Null);
ACDHighClean = IIf(MarketHours,ACDHigh,Null);
ACDLowClean = IIf(MarketHours,ACDLow,Null);
OR5MedianClean = IIf(MarketHours,OR5Median,Null);
OR15MedianClean = IIf(MarketHours,OR15Median,Null);
OR15HighClean = IIf(MarketHours,OR15High,Null);
OR15LowClean = IIf(MarketHours,OR15Low,Null);
R1Clean = IIf(MarketHours,R1,Null);
S1Clean = IIf(MarketHours,S1,Null);
//R2Clean = IIf(MarketHours,R2,Null);
//S2Clean = IIf(MarketHours,S2,Null);
// Start of variables used to control color of bars/indicators
BullishBar = H > Ref(H,-1) AND L > Ref(L,-1);
BearishBar = H < Ref(H,-1) AND L < Ref(L,-1);
PriceColor =
IIf(deFlagTimeRange(MarketOpen,93500),colorWhite,IIf(deFlagTimeRange(93500,94500),colorLightBlue,IIf(MarketHours==False,colorDarkBlue,IIf(BullishBar,colorGreen,IIf(BearishBar,colorRed,colorLightGrey)))));
ORBarColor = IIf(deFlagTimeRange(93000,94500),0,colorOrange);
ORBarColor1 = IIf(deFlagTimeRange(93000,94500),0,colorBlue);
ORBarColor2 = IIf(deFlagTimeRange(93000,94500),0,colorYellow);
// Start of Plot() functions to display calculated series
//Plot(C,"C",PriceColor,styleBar+styleThick);
PlotOHLC( Open, High, Low, Close, Name(), colorBlack, styleCandle);
// Close
//Plot(EMA((O+H+L+C)/4,7),"EMA7",colorGreen,styleLine);
//Plot(EMA((O+H+L+C)/4,15),"EMA7",colorBlue,styleLine);
//Plot(OR5MedianClean,"5M",colorBlue,styleLine);
// Clayburg 5 Minute Mid Line
if(Interval() < 84600) {
show_ACD = ParamToggle("ACD Bands On/Off","Off|On");
if (show_ACD ) {
Plot(OR15MedianClean,"15M",ORbarcolor1,styleLine);
Plot(OR15HighClean,"15H",ORbarcolor2,styleLine);
Plot(OR15LowClean,"15L",ORbarcolor2,styleLine);
Plot(ACDHighClean,"ACDH",ORbarcolor,styleLine+styleThick);
// ACD High Threshold
Plot(ACDLowClean,"ACDL",ORbarcolor,styleLine+styleThick);
// ACD Low Threshold
//Plot(YestHighClean,"YH",colorLightGrey,styleLine+styleThick);
// Yesterdays High
//Plot(YestLowClean,"YL",colorLightGrey,styleLine+styleThick);
// Yesterdays Low
//Plot(DailyPivotClean,"PP",colorLightBlue,styleLine+styleThick);
// Pivot
//Plot(DailyPivotHighClean,"PH",colorPink,styleLine+styleThick);
// Pivot High
//Plot(DailyPivotLowClean,"PL",colorPink,styleLine+styleThick);
// Pivot Low
//Plot(R1Clean,"R1",colorRed,styleLine+styleThick);
// R1 Pivot
//Plot(S1Clean,"S1",colorRed,styleLine+styleThick);
// S1 Pivot
//Plot(Y2HrHighClean,"Y2H",colorBrightGreen,styleLine+styleThick);
// Yesterdays 2Hr High
//Plot(Y2HrLowClean,"Y2L",colorBrightGreen,styleLine+styleThick);
// Yesterdays 2Hr Low
//Plot(R2Clean,"R2",colorRed,styleLine+styleThick);
// R2 Pivot
//Plot(S2Clean,"S2",colorRed,styleLine+styleThick);
// S2 Pivot
// Plot color bands
//Plot(ACDLowClean,"ACDL",colorBlack,styleArea);
// ACD Low Threshold
//Plot(ACDHighClean,"ACDH",IIf(TimeNum()>=94500 AND
TimeNum()<=MarketClose,colorDarkGreen,colorBlack),styleArea);
// ACD High Threshold
}
}
Title = Name() + "-" + Interval(2) + " " + Date() + "\nOpen: "+O + ",
High:"+ H + ", Low: "+ L + ", Close: "+C ;//+ "\nACDH: "
+ NumToStr(ACDHighClean,1.3) + ", ACDL: " + NumToStr(ACDLowClean,1.3);
On Tue, 31 May 2005 12:14:51 -0400, traderix2003 <d.adam@xxxxxxx> wrote:
> I wonder if any trader here has read Mark Fisher´s book ("The Logical
> Trader")and is trading his ACD method??
> Is it possible to plot his opening break out, offsets and pivot range
> from a single AFL custom formula?
>
> Regards Daniel
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
>
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