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Tony,
I have looked at this code before. it gives such good signals because
it looks into the future. Unless you have your own crystal ball
function it won't do you any good.
Cheers
MM
--- In amibroker@xxxxxxxxxxxxxxx, Tony Lei <yiupang91@xxxx> wrote:
>
> I forgot to attach the indicator.
>
> _SECTION_BEGIN("Gordon Rose");
> //------------------------------------------------------------------
------------
> //
> // Formula Name: Gordon Rose
> // Author/Uploader: Gordon Rose
> // E-mail:
> // Date/Time Added: 2004-02-05 00:05:21
> // Origin: Strong desire to use pivots and patterns as
basis for
> trading setups and trading.
> // Keywords: pivot fibonacci tcz
> // Level: semi-advanced
> // Flags: system,exploration,indicator
> // Formula URL: http://www.amibroker.com/library/formula.php?
id=326
> // Details URL: http://www.amibroker.com/library/detail.php?
id=326
> //
> //------------------------------------------------------------------
------------
> //
> // Both indicator and exploration code for combination of fibonacci
> // retracements identified in "Fibonacci for the Active Trader" by
Derrik
> // Hobbes. Determines pivots, draws retracements, and explores for
them.
> //
> //------------------------------------------------------------------
------------
>
> // **************************
> // 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 ",
> colorYellow, 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
> // **************************
>
>
> _SECTION_END();
>
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