|
PureBytes Links
Trading Reference Links
|
|
Al,
attched the code with CCI. I have change the suffix
from "afl" to "txt". You need to change this back to "afl".
The display of the divergence area will not work as
well as the manual examples that use stochastics, because CCI is not bounded by
fixed limits as is Stochastics, so it will work as it does for MACD, which is
fully functional, but the blue bar showing divergence does not appear
always.
I am interested in improving the display, but it
will take me a few days.
In the meanwhile, this module is fully functional
and self contained with the extra code at the very bottom.
Ara
----- Original Message -----
Sent: Thursday, December 01, 2005 1:14
PM
Subject: RE : [amibroker] New File
Uploaded - Divergence
Thank you,
I
included the .afl file in a new function,
But
I get a syntax error at execution at the last line of your DivergeControl
function (see included picture).
But
I cannot find where the {} sequence is wrong,
May-be
you can email me the full code of your function with the correct positions for
brackets.
Regards,
AL,
-----Message
d'origine-----
De :
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] De la part de Ara Kaloustian
Envoyé : jeudi 1 décembre 2005
17:38
À :
amibroker@xxxxxxxxxxxxxxx
Objet : Re: [amibroker] New File
Uploaded - Divergence
Code should handle CCI, and adding
the 3 lines to the module would make the module self contained.
Don't see a problem there, but I
have not tested with CCI.
If you send me the section of code
where you inserted your 3 lines, I can look at
it
----- Original Message -----
Sent:
Thursday, December 01, 2005 2:29 AM
Subject: RE :
[amibroker] New File Uploaded -
Divergence
Hello,
I
get a syntax error when I call the diverge function (Col 15)
:
Issue = CCI(14);
Middle = 0;
DivergeControl(Issue,Middle);
I
added these 3 lines in the Osc-Price.afl module code, don’t know if I was
right to do that….
Regards,
AL,
-----Message
d'origine-----
De : amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] De la
part de Ara Kaloustian
Envoyé : jeudi 1 décembre 2005
04:53
À :
amibroker@xxxxxxxxxxxxxxx
Objet : Re: [amibroker] New File
Uploaded - Divergence
Martin
This code will plot divergence lines on the oscillator
(MACD, RSI or
Stochastic).
You need to set the parameters so you get desired
performance.
Plotting the
lines on price is certainly possible, but not part of
this
code.
Read the PDF file for parameter settings and description
of various
patterns. Description
is pretty complete.
----- Original Message -----
From: "Martin Cooney"
<martin@xxxxxxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 30, 2005 7:01
PM
Subject: Re: [amibroker] New
File Uploaded - Divergence
> Hi All,
>
>
This looks like a really interesting piece of code though currently
a
> bit over my
head.
>
> I
was wondering whether anyone would mind giving me some assistance
in
> utilising this to plot
divergence lines on both price chart and/or MACD
> indicator i.e. as price moves up, MACD shows
divergence down, draw line
>
on chart (and maybe issue an alert). Obviously visa versa applies,
price
> down, MACD
up.
>
> Is
this what is possible using this fine piece of code
?
>
> Any help would be great
> Cheers
> Martin
>
>
> Ara
Kaloustian wrote:
> > I
uploaded a file on divergence, into 3rd party area. If you find
it
> > improves your
trading or backtestes, please post how you use it to
your
> >
benefit
>
>
> > File Name:
OscDivergence.ZIP
>
>
> >
Ara
>
>
>
>
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
>
>
>
>
>
>
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
|
/*
FileName: Mod - Osc-Price Divergence31
October 25, 2005
Version 1.0
====================================
Use with MACD or Stochastics
program detects and plots trendlines on oscillators
generates price divergence data
====================================
Program is built as an include module
Program does not return anything. It plots the divergence area.
The global variables below are available to controlling code
===============================================================
- Modify divergence detection to account for continuation cases properly
- Currently case #18 useed for continuation
*/
// Parameters needed to be defined before calling this module
// Issue = Oscillator
// Middle = xx where xx = centerline of oscillator
// Middle: MACD=0, Stoc=50, RSI=50
Div_Version = 31;
Pattern = Diverge = "";
BT_LDiv_Code = 0;
//Parameters
Trendlines = Param("Trendlines",3,0,3,1);
TradeON = Param("TradeON",1,0,1,1);
Diag_Trace = Param("Diag_Trace",0,0,1,1);
Alerts = Param("Alerts",0,0,1,1);
function ParameterSetup(Osc_Issue)
{
//Variables are defined here if they are assigned values in more than one location
global Pattern, Diverge, PlotDiverge;
global PlotOver1, PLotOver2, Line1, Line2;
global Backtest, explore;
global Sel_BarIndex, Sel_Osc_Issue;
pattern = "";
diverge = "";
PlotDiverge = 0;
Plotover1 = Plotover2 = Line1 = Line2 = 0;
Backtest = Status("action") == 5;
Explore = Status("action") == 4;
Sel_OscIssue = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue(Osc_Issue));
Sel_BarIndex = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue(BarIndex()));
// verify this segment
if (Backtest ==1)
{
TradeON = 0;
Sel_OscIssue = Osc_Issue;
Sel_BarIndex = BarIndex();
}
} // end ParameterSetup
// ****************************************************************************************** //
// Functions
//
//Determine Peaks - Bearish Reversal
function DetectLastHigh(Osc_Issue)
{
global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK;
TurnDn_OK = False;
Sel_TurnDn_OK = False;
Def_Peak1 = 0;
Def_Peak2 = 0;
LastHigh = 0;
LastHighBars = 0;
Def_Peak1 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2);
Def_Peak2 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3)
AND Osc_Issue < Ref(Osc_Issue,-3);
TurnDn_OK = Def_Peak1 OR Def_Peak2;
Sel_TurnDn_OK = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue(TurnDn_OK));
HighBar1 = IIf(Def_Peak1==1,1,0);
HighBar2 = IIf(Def_Peak2==1,1,0);
HighBar = IIf(HighBar1==1,3,4);
LastHigh = HHV(Osc_Issue,HighBar);
LastHighBars = HHVBars(Osc_issue,HighBar);
_TRACE("Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK));
if (Diag_Trace==1)
{
_TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0)
+ " Def Peak2 " + WriteVal(Def_Peak2,1.0) + " TurnDn " + WriteVal(TurnDn_OK,1.0));
_TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2))
+ " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
}
return Sel_TurnDn_OK;
} // end DetectLastHigh
function DetectBearishReversal(Osc_Issue,Middle)
{
global SDiv_Code, BT_SDiv_Code, Bear_Diverge;
SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0;
Sel_TurnDn_OK = DetectLastHigh(Osc_Issue);
_TRACE("Bear Reversal - Enter Bear Diverge");
if (Sel_TurnDn_OK ==1 OR Backtest==1)
{
//Find Current Peak
FirstBar_CurrGroup = BarsSince(Cross(Osc_Issue,Middle))+1;
CurrPeak = HHV(Osc_Issue,FirstBar_Currgroup);
CurrPeakBars = HHVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
_TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
//Determine Prior Peak
//Distances computed relative to selected bar
i=0;
_TRACE("Bear Reversal 00 - start of loop ------- ");
do
{
i++;
LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i);
FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1);
Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));
//Lines below need the selected variable to function correctly
Peak_PriorGroup = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
PeakBars_PriorGroup = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_PeakBars_PriorGroup = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),SelectedValue(PeakBars_PriorGroup));
Sel_Peak_PriorGroup = IIf(TradeON==1,LastValue(Peak_PriorGroup),SelectedValue(Peak_PriorGroup));
Final_Bars = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup;
// Diagnostic
_TRACE("Bear Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
_TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) + " Pk_PGBars " + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars));
_TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + " Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2));
} while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10);
_TRACE("Bear Reversal 05 - end of loop ------- ");
PriorPeak = Peak_PriorGroup;
PriorPeakBars = Final_Bars;
Sel_LastHigh = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(LastHigh));
Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
Sel_PriorPeak = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue(PriorPeak));
Sel_LastHighBars = IIf(TradeON==1,LastValue(LastHighBars),SelectedValue(LastHighBars));
Sel_CurrPeakBars = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedValue(CurrPeakBars));
Sel_PriorPeakBars = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedValue(PriorPeakBars));
//Needed for Backtest Arrays
SR1 = CurrPeak > PriorPeak AND LastHigh == CurrPeak; //Curr Peak Higher - Divergence not possible
SR2 = CurrPeak < PriorPeak AND LastHigh == CurrPeak; //Curr Peak Lower
SR3 = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak; //Curr Peak Higher - Last High Lower
SR4 = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak; //Curr Peak Lower - Best
SR5 = LastHigh < Middle AND LastHigh < CurrPeak AND SR4==0 AND SR3==0; //Continuation signal with Osc_Issue < Middle
//Needed for display
Sel_SR1 = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1));
Sel_SR2 = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2));
Sel_SR3 = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3));
Sel_SR4 = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4));
Sel_SR5 = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5));
//Determine Price Divergence
if (Sel_SR1==1)
{
Bear_Diverge = 0;
SDiv_Code = 11;
Diverge = "";
Pattern = "Higher High";
}
if (Sel_SR2==1)
{
Curr_HighPrice = HHV(High,5);
Prior_PeakPrice = Ref(HHV(High,6),-(Sel_PriorPeakBars-3));
Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_PPeakPrice = IIf(TradeON==1,LastValue(Prior_PeakPrice),SelectedValue(Prior_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_PPeakPrice;
if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code = 13;
Diverge = "Bearish";
Pattern = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code = 12;
Diverge = "";
Pattern = "Lower High";
}
}
if (Sel_SR3==1)
{
_TRACE("Bear Reversal - SR3 - True");
Curr_HighPrice = HHV(High,5);
Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;
if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code = 15;
Diverge = "Bearish";
Pattern = "Higher High";
}
else
{
Bear_Diverge = 0;
SDiv_Code = 14;
Diverge = "";
Pattern = "Higher High";
}
}
if (Sel_SR4==1)
{
_TRACE("Bear Reversal - SR4 - True");
Curr_HighPrice = HHV(High,5);
Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;
if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code = 17;
Diverge = "Bearish";
Pattern = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code = 16;
Diverge = "";
Pattern = "Lower High";
}
} // end Sel_Bear_Diverge
if (Sel_SR5==1)
{
Bear_Diverge = 0;
SDiv_Code = 18;
Diverge = "";
Pattern = "Continuation";
}
BT_SDiv_Code = IIf(SR1==1,11,
IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13,
IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15,
IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17,
IIf(SR5==1 AND SR4==0 AND SR3==0,18,0))))))));
if (Diag_trace)
{
_TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " -- SR1 " + WriteVal(Sel_SR1,1.0)
+ " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0));
_TRACE("Bear Reversal #00 - LastHigh " + WriteVal(Sel_LastHigh,1.2) + " CurrPeak " + WriteVal(Sel_CurrPeak,1.2)
+ " PriorPeak " + WriteVal(Sel_PriorPeak,1.2) );
}
if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrPeak;
y11=Sel_LastHigh;
x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex);
x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex);
Line1 = LineArray( x10, y10, x11, y11, 0 );
y20=Sel_PriorPeak;
y21=Sel_CurrPeak;
x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex);
//x20=BarCount - 1 - Sel_PriorPeakBars - (LastValue(BarIndex())- Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex())- Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );
//Compute area to paint, based on MACD / Stochastic
if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND
BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0);
if (SelectedValue(SDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
}
if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
}
}
else
{
Area_MinValue = Max(y10,y20);
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND
BarIndex() <= Sel_BarIndex - (x11-x10),Area_MinValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0);
}
} // end if backtest
if (Diag_Trace==1)
{
_TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0));
_TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " CPBars " + WriteVal(Sel_CurrPeakBars,1.0)
+ " DivCode " + WriteVal(SDiv_Code,1.0));
_TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + " FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0));
_TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + " PB_PG " + WriteVal(PriorPeakBars,1.0));
_TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
+ " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
_TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
+ " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));
_TRACE("Bear Reversal - end ================================================ ");
} // end Diag_Trace
} // end Sel_TurnDn_OK
// Add code for troughs
else
{
SDiv_Code = 10;
}
return Sel_TurnDn_OK;
} //end DetectBearishReversal
//Determine Troughs
function DetectLastLow(Osc_Issue)
{
global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK;
TurnUp_OK = False;
Sel_TurnUp_OK = False;
LastLow = 0;
LastLowBars = 0;
Def_Trough1 = 0;
Def_Trough2 = 0;
Def_Trough1 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2);
Def_Trough2 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3)
AND Osc_Issue > Ref(Osc_Issue,-3);
TurnUp_OK = Def_Trough1 OR Def_Trough2;
Sel_TurnUp_OK = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue(TurnUp_OK));
LowBar1 = IIf(Def_Trough1==1,1,0);
LowBar2 = IIf(Def_Trough2==1,1,0);
LowBar = IIf(LowBar1==1,3,4);
LastLow = LLV(Osc_Issue,LowBar);
LastLowBars = LLVBars(Osc_issue,LowBar);
_TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + " LB2 " + WriteVal(LowBar2,1.0) + " LB " + WriteVal(LowBar,1.0));
if (Diag_Trace==1)
{
_TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0)
+ " Def Trough2 " + WriteVal(Def_Trough2,1.0) + " TUp " + WriteVal(TurnUp_OK,1.0));
_TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) + " Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2)
+ " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
}
_TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0));
return Sel_TurnUp_OK;
}
function DetectBullishReversal(Osc_Issue,Middle)
{
global LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge;
LDiv_Code = BT_LDiv_Code = 0;
Bull_Diverge = 0;
_TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) +
" Last Bar " + WriteVal(LastValue(BarIndex()),1.0));
//Determine Trough for current period
Sel_TurnUp_OK = DetectLastLow(Osc_Issue);
_TRACE("Bull Code - Bull function Start " + Name() + " TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ " Code= " + WriteVal(LDiv_Code,1.0));
if (Sel_TurnUp_OK ==1 OR Backtest==1) // or 1==1 may be needed
{
FirstBar_CurrGroup = BarsSince(Cross(Middle,Osc_Issue))+1;
CurrTrough = LLV(Osc_Issue,FirstBar_Currgroup);
CurrTroughBars = LLVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
//Distances computed relative to selected bar
i=0;
_TRACE("Bull Reversal 00 - start of loop ------ ");
do
{
i++;
LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i);
FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1);
Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));
//Find Trough using scalars - This may interfere with Backtest operation, but needed
Trough_PriorGroup = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
TroughBars_PriorGroup = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),SelectedValue(TroughBars_PriorGroup));
Sel_TroughBars_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_Trough_PriorGroup = IIf(TradeON==1,LastValue(Trough_PriorGroup),SelectedValue(Trough_PriorGroup));
Final_Bars = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1;
if (Diag_Trace)
{
_TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0)
+ " / " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0)
+ " / " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + " Tr_PGBars " + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars,1.0));
_TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + " Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2));
}
} while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10);
PriorTrough = Trough_PriorGroup;
PriorTroughBars = Final_Bars;
//Put Divergence codes into Array
//Compute results for display
Sel_LastLow = IIf(TradeON==1,LastValue(LastLow),SelectedValue(LastLow));
Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
Sel_PriorTrough = IIf(TradeON==1,LastValue(PriorTrough),SelectedValue(PriorTrough));
Sel_LastLowBars = IIf(TradeON==1,LastValue(LastLowBars),SelectedValue(LastLowBars));
Sel_CurrTroughBars = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedValue(CurrTroughBars));
Sel_PriorTroughBars = IIf(TradeON==1,LastValue(PriorTroughBars),SelectedValue(PriorTroughBars));
//Needed for Backtest Arrays
LR1 = CurrTrough < PriorTrough AND LastLow == CurrTrough;
LR2 = CurrTrough > PriorTrough AND LastLow == CurrTrough;
LR3 = Osc_Issue < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough;
LR4 = Osc_Issue < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough;
LR5 = LastLow > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0;
//Needed for display
Sel_LR1 = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1));
Sel_LR2 = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2));
Sel_LR3 = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3));
Sel_LR4 = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4));
Sel_LR5 = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5));
//Determine Price Divergence
if (Sel_LR1==1)
{
Bull_Diverge = 0;
LDiv_Code = 11;
Diverge = "";
Pattern = "Lower Low";
}
if (Sel_LR2==1)
{
Curr_LowPrice = LLV(Low,5);
Prior_LowPrice = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3));
Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_PLowPrice = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedValue(Prior_LowPrice));
Sel_Bull_Diverge = Sel_CLowPrice <= Sel_PLowPrice;
if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code = 13;
Diverge = "Bullish";
Pattern = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code = 12;
Diverge = "";
Pattern = "Higher Low";
}
}
if (Sel_LR3==1)
{
Curr_LowPrice = LLV(Low,5);
CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice;
if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code = 15;
Diverge = "Bullish";
Pattern = "Lower Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code = 14;
Diverge = "";
}
}
if (Sel_LR4==1)
{
Curr_LowPrice = LLV(Low,5);
CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice;
if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code = 17;
Diverge = "Bullish";
Pattern = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code = 16;
Diverge = "";
Pattern = "Higher Low";
}
}
if (Sel_LR5==1)
{
Bull_Diverge = 0;
LDiv_Code = 18;
Diverge = "";
}
BT_LDiv_Code = IIf(LR1==1,11,
IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13,
IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15,
IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17,
IIf(LR5==1 AND LR4==0 AND LR3==0,18,0))))))));
if (Diag_trace)
{
_TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0));
_TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " -- LR1 " + WriteVal(LR1,1.0)
+ " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0));
_TRACE("Bull Reversal #00C - LastLow " + WriteVal(Sel_LastLow,1.2) + " CurrTrough " + WriteVal(Sel_CurrTrough,1.2)
+ " PriorTrough " + WriteVal(Sel_PriorTrough,1.2) );
}
if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrTrough;
y11=Sel_LastLow;
x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex);
x11=BarCount - 1 - Sel_LastLowBars - (LastValue(BarIndex()) - Sel_BarIndex);
Line1 = LineArray( x10,y10,x11,y11, 0 );
y20=Sel_PriorTrough;
y21=Sel_CurrTrough;
x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex())- Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );
//
//Find min value of oscillator in area of interest
Area_MinValue = 0;
Area_MaxValue = 0;
if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10)-1 AND
BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
BarIndex() <= Sel_BarIndex,Area_MaxValue,0);
if (SelectedValue(LDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
}
if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
}
}
else
{
Area_MinValue = Min(y10,y20);
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND
BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
BarIndex() <= Sel_BarIndex,Area_MinValue,0);
}
_TRACE("Plot - Bull #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0));
} // end if backtest
if (Diag_Trace==1)
{
_TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0));
_TRACE("Bull Reversal #2 - Last Low " + WriteVal(LastLow,1.2));
_TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2));
_TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " LastLow " + WriteVal(Sel_LastLow,1.2));
_TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + " CTBars " + WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + " FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0));
_TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + " TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0));
_TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + " PrTrBars " + WriteVal(PriorTroughBars,1.0));
_TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
+ " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
_TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
+ " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));
_TRACE("Bull Reversal - end =========================================== ");
} // end Diag_Trace
} // end Sel_TurnUp_OK
else
{
LDiv_Code = 10;
}
return Sel_TurnUp_OK;
} // end function BullishReversal
function PlotTrendLines(PlotOver1,PlotOver2,BullBear)
{
//Plot Trendlines
_TRACE("Plot - Enter Module ");
Line1Color = IIf(BullBear=="Bullish",colorBlack,colorBrown);
Line2Color = IIf(BullBear=="Bullish",colorGreen,colorYellow);
Area1Color = IIf(BullBear=="Bullish",colorPaleGreen,colorLightYellow);
Area2Color = IIf(BullBear=="Bullish",colorAqua,colorLightOrange);
if (Trendlines ==1 OR Trendlines ==3)
{
Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel);
Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel);
}
if (Trendlines>=2)
{
_TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0));
Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLabel);
Plot(Plotover1,"",Area1color,styleArea|styleNoLabel);
Plot(Plotover2,"",Area2color,styleArea|styleNoLabel);
} // end Trendlines
_TRACE("Plot - End Module ");
} // end PlotTrendlines
// ******************************************************************************************* //
//"Div - EndTime " + Now(2);
// START OF CONTROL SECTION
// Complete loop takes 7ms when no divergence is detected and 17 ms with divergence
function DivergeControl(Osc_Issue,Middle)
{
Backtest = Status("action")==5;
//Declare Variable and set up parameters
ParameterSetup(Osc_Issue);
//Process Bearish Reversal and Continuation
RunStatus = Status("action");
StartTime = Now(4);
_TRACE("Timer Start - " + WriteVal(StartTime,1.0));
Sel_TurnDn_OK = DetectBearishReversal(Osc_Issue,Middle);
_TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4));
//_TRACE("Control Section - DivCode " + WriteVal(SDiv_Code,1.0) + " LB DivCode " + WriteVal(SDiv_Code[BarCount-1],1.0));
Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle);
if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1))
{
Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_TurnUp_OK==1,"Bullish",""));
PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear);
}
_TRACE("Control Section - end ==============================================================");
_TRACE("Control Section - end ==============================================================");
if (Status("action")==1 AND Alerts==1)
{
_TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + " Bear Code " + WriteVal(SDiv_Code,1.0));
AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0 );
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 );
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 );
AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher High.wav","",6,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 );
}
return Pattern + " - " + Diverge;
} // end DivergeControl
Issue = CCI(14);
Plot(Issue,"CCI",colorBlue,styleLine);
Middle = 0;
DivergeControl(Issue,Middle);
|