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Re: [amibroker] Candle Pattern Analysis - A typical sad AFL occurance



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Without verifying the rest of the formula the plotting problem can be corrected by changing CandlePatternTrue plot statement to:


Plot(IIf(CandlePatternTrue,0.995*L,Null),"",6,2|4);


Some uses of NULL in the plot statements give unpredictable results.


best regards,
herman


Sunday, February 25, 2007, 12:20:55 PM, you wrote:


> Hello,


> This morning I was trying to find a simple Gap up Gap down AFL 

> exploration or chart indicator, couldn't find a "simple one", could 

> not code it using "Powerscan", so I downloaded a couple of Herman's 

> AFL's for candlesticks from the AB Library.


> Well, some of Hermans formula's don't have code for plot, or scan or 

> explore, so that was a total waste of time for me. I am sure they are 

> great formula's for those who know what to do with them.


> Found this good one by Herman, but it doesn't plot correctly on AB 

> 4.89 and parameters doesn't include any adjustment (like "style own 

> scale") other than selecting the candlestick formula number (#37 for 

> gap up). Using this formula my beautiful candlesticks turned flat 

> like a pancake, basically a straight line across the middle of the 

> screen with a few vertical blue lines underneath and a couple of 

> green and red arrows. 


> As Thomasz improves AB for the AFL coders out there, some older 

> formulas no longer work or display properly, leaving the traders in 

> the dust, and the AFL library littered with broken code.


> Before I go outside and kick a field goal with my laptop in utter 

> disgust with my inability to code AFL, then hit the bottle of Crown 

> Royal real hard, could someone advise how to fix this code?


> Might cure my headache and prevent a hangover.



> O1 = Ref(O,-1);O2 = Ref(O,-2);

> H1 = Ref(H,-1);H2 = Ref(H,-2);

> L1 = Ref(L,-1);L2 = Ref(L,-2);

> C1 = Ref(C,-1);C2 = Ref(C,-2);


> function CandlePattern(P)

>         {

>         global PatternName;

>         if(P == 0) { PatternName = "NearDoji"; Pv = (abs(O-C)<= ((H-L)

> *0.1)); }

>         else if(P == 1) { PatternName = "BlackCandle"; Pv = (O>C); }

>         else if(P == 2) { PatternName = "LongBlackCandle"; Pv = (O>C 

> AND (O-C)/(.001+H-L)>.6); }

>         else if(P == 3) { PatternName = "SmallBlackCandle"; Pv = 

((O>>C) AND ((H-L)>(3*(O-C)))); }

>         else if(P == 4) { PatternName = "WhiteCandle"; Pv = (C>O); }

>         else if(P == 5) { PatternName = "LongWhiteCandle"; Pv = 

((C>>O) AND ((C-O)/(.001+H-L)>.6)); }

>         else if(P == 6) { PatternName = "SmallWhiteCandle"; Pv = 

((C>>O) AND ((H-L)>(3*(C-O)))); }

>         else if(P == 7) { PatternName = "BlackMaubozu"; Pv = (O>C AND 

> H==O AND C==L); }

>         else if(P == 8) { PatternName = "WhiteMaubozu"; Pv = (C>O AND 

> H==C AND O==L); }

>         else if(P == 9) { PatternName = "BlackClosingMarubozu"; Pv = 

(O>>C AND C==L); }

>         else if(P == 10) { PatternName = "WhiteClosingMarubozu"; Pv = 

(C>>O AND C==H); }

>         else if(P == 11) { PatternName = "BlackOpeningMarubozu"; Pv = 

(O>>C AND O==H); }

>         else if(P == 12) { PatternName = "WhiteOpeningMarubozu"; Pv = 

(C>>O AND O==L); }

>         else if(P == 13) { PatternName = "HangingMan"; Pv = (((H-L)>4*

> (O-C)) AND ((C-L)/(.001+H-L)>= 0.75) AND ((O-L)/(.001+H-L)>= 0.75)); }

>         else if(P == 14) { PatternName = "Hammer"; Pv = (((H-L)>3*(O-

> C)) AND ((C-L)/(.001+H-L)>0.6) AND ((O-L)/(.001+H-L)>0.6)); }

>         else if(P == 15) { PatternName = "InvertedHammer"; Pv = (((H-

L)>>3*(O-C)) AND ((H-C)/(.001+H-L)>0.6) AND ((H-O)/(.001+H-L)>0.6)); }

>         else if(P == 16) { PatternName = "ShootingStar"; Pv = (((H-L)

>>4*(O-C)) AND ((H-C)/(.001+H-L)>= 0.75) AND ((H-O)/(.001+H-L)>= 

> 0.75)); }

>         else if(P == 17) { PatternName = "BlackSpinningTop"; Pv = 

((O>>C) AND ((H-L)>(3*(O-C))) AND (((H-O)/(.001+H-L))<.4) AND (((C-L)/

> (.001+H-L))<.4)); }

>         else if(P == 18) { PatternName = "WhiteSpinningTop"; Pv = 

((C>>O) AND ((H-L)>(3*(C-O))) AND (((H-C)/(.001+H-L))<.4) AND (((O-L)/

> (.001+H-L))<.4)); }

>         else if(P == 19) { PatternName = "BearishAbandonedBaby"; Pv = 

((C1 == O1) AND (C2>>O2) AND (O>C) AND (L1>H2) AND (L1>H)); }

>         else if(P == 20) { PatternName = "BearishEveningDojiStar"; Pv 

= ((C2>>O2) AND ((C2-O2)/(.001+H2-L2)>.6) AND (C2<O1) AND (C1>O1) AND 

((H1-L1)>>(3*(C1-O1))) AND (O>C) AND (O<O1)); }

>         else if(P == 21) { PatternName = "DarkCloudCover"; Pv = 

(C1>>O1 AND ((C1+O1)/2)>C AND O>C AND O>C1 AND C>O1 AND (O-C)/(.001+(H-

L)>>0.6)); }

>         else if(P == 22) { PatternName = "BearishEngulfing"; Pv = 

((C1>>O1) AND (O>C) AND (O>= C1) AND (O1>= C) AND ((O-C)>(C1-O1))); }

>         else if(P == 23) { PatternName = "ThreeOutsideDownPattern"; 

Pv = ((C2>>O2) AND (O1>C1) AND (O1>= C2) AND (O2>= C1) AND ((O1-C1)>

(C2-O2)) AND (O>>C) AND (C<C1)); }

>         else if(P == 24) { PatternName = "BullishAbandonedBaby"; Pv = 

((C1 == O1) AND (O2>>C2) AND (C>O) AND (L2>H1) AND (L>H1)); }

>         else if(P == 25) { PatternName = "BullishMorningDojiStar"; Pv 

= ((O2>>C2) AND ((O2-C2)/(.001+H2-L2)>.6) AND (C2>O1) AND (O1>C1) AND 

((H1-L1)>>(3*(C1-O1))) AND (C>O) AND (O>O1)); }

>         else if(P == 26) { PatternName = "BullishEngulfing"; Pv = 

((O1>>C1) AND (C>O) AND (C>= O1) AND (C1>= O) AND ((C-O)>(O1-C1))); }

>         else if(P == 27) { PatternName = "ThreeOutsideUpPattern"; Pv 

= ((O2>>C2) AND (C1>O1) AND (C1>= O2) AND (C2>= O1) AND ((C1-O1)>(O2-

C2)) AND (C>>O) AND (C>C1)); }

>         else if(P == 28) { PatternName = "BullishHarami"; Pv = 

((O1>>C1) AND (C>O) AND (C<= O1) AND (C1<= O) AND ((C-O)<(O1-C1))); }

>         else if(P == 29) { PatternName = "ThreeInsideUpPattern"; Pv = 

((O2>>C2) AND (C1>O1) AND (C1<= O2) AND (C2<= O1) AND ((C1-O1)<(O2-

C2)) AND (C>>O) AND (C>C1) AND (O>O1)); }

>         else if(P == 30) { PatternName = "PiercingLine"; Pv = 

> ((C1<O1) AND (((O1+C1)/2)<C) AND (O<C) AND (O<C1) AND (C<O1) AND ((C-

O)/(.001+(H-L))>>0.6)); }

>         else if(P == 31) { PatternName = "BearishHarami"; Pv = 

((C1>>O1) AND (O>C) AND (O<= C1) AND (O1<= C) AND ((O-C)<(C1-O1))); }

>         else if(P == 32) { PatternName = "ThreeInsideDownPattern"; Pv 

= ((C2>>O2) AND (O1>C1) AND (O1<= C2) AND (O2<= C1) AND ((O1-C1)<(C2-

O2)) AND (O>>C) AND (C<C1) AND (O<O1)); }

>         else if(P == 33) { PatternName = "ThreeWhiteSoldiers"; Pv = 

(C>>O*1.01) AND (C1>O1*1.01) AND (C2>O2*1.01) AND (C>C1) AND (C1>C2) 

> AND (O<C1) AND (O>O1) AND (O1<C2) AND (O1>O2) AND (((H-C)/(H-L))<.2) 

> AND (((H1-C1)/(H1-L1))<.2) AND (((H2-C2)/(H2-L2))<.2); }

>         else if(P == 34) { PatternName = "DarkCloudCover"; Pv = 

(C1>>O1*1.01) AND (O>C) AND (O>H1) AND (C>O1) AND (((C1+O1)/2)>C) AND 

(C>>O1) AND (MA(C,13)-Ref(MA(C,13),-4)>0); }

>         else if(P == 35) { PatternName = "ThreeBlackCrows"; Pv = 

(O>>C*1.01) AND (O1>C1*1.01) AND (O2>C2*1.01) AND (C<C1) AND (C1<C2) 

AND (O>>C1) AND (O<O1) AND (O1>C2) AND (O1<O2) AND (((C-L)/(H-L))<.2) 

> AND (((C1-L1)/(H1-L1))<.2) AND (((C2-L2)/(H2-L2))<.2); }

>         else if(P == 36) { PatternName = "doji"; Pv = (O == C); }

>         else if(P == 37) { PatternName = "GapUp"; Pv = GapUp(); }

>         else if(P == 38) { PatternName = "GapDown"; Pv = GapDown(); }

>         else if(P == 39) { PatternName = "BigGapUp"; Pv = L>1.01*H1; }

>         else if(P == 40) { PatternName = "BigGapDown"; Pv = 

> H<0.99*L1; }

>         else if(P == 41) { PatternName = "HugeGapUp"; Pv = 

L>>1.02*H1; }

>         else if(P == 42) { PatternName = "HugeGapDown"; Pv = 

> H<0.98*L1; }

>         else if(P == 43) { PatternName = "DoubleGapUp"; Pv = GapUp() 

> AND Ref(GapUp(),-1); }

>         else if(P == 44) { PatternName = "DoubleGapDown"; Pv = GapDown

> () AND Ref(GapDown(),-1); }

>         return Pv;

>         }



> P               = Param("CandlePattern#",20,0,44,1);


> CandlePatternTrue = CandlePattern(P);

> NextBar = Ref(CandlePatternTrue,-1);

> Profit = IIf(NextBar,(C-O)/O*100,0);

> SecondBar = BarIndex()==2;

> SimpleProfit = LastValue(Cum(Profit));

> CompoundedProfit = (LastValue(AMA2(1,(SecondBar==1),(SecondBar==0)*(1 

> + Profit/100)))-1)*100;

> Upday = IIf(NextBar, (C-O)>0,0);

> downDay = IIf(NextBar, (C-O)<0,0);

> PatternColor = IIf(CandlePatternTrue,2,1);

> NumUpDays = LastValue(Cum(UpDay));

> NumDownDays = LastValue(Cum(downDay));

> NumPatterns = LastValue(Cum(CandlePatternTrue ));

> LowestInDisplay = Lowest(ValueWhen(Status("barVisible"),L));

> HighestInDisplay = Highest(ValueWhen(Status("Barvisible"),H));


> Plot(C,"Close",colorBlack,64);

> Plot(IIf(CandlePatternTrue,1,Null)*0.995*L,"",6,2|4);

> PlotShapes(UpDay*shapeUpArrow,colorBrightGreen,0,L); 

> PlotShapes(downDay*shapeDownArrow,colorRed,0,H);


> Title = "\nCANDLE PATTERN ANALYSIS\n\n"+

> "Open:              "+NumToStr(O,1.2)+"\n"+

> "High:              "+NumToStr(H,1.2)+"\n"+

> "Low:               "+NumToStr(L,1.2)+"\n"+

> "Close:             "+NumToStr(C,1.2)+"\n\n"+


> "Candle Pattern:    "+PatternName+"\n"+

> "Candle Pattern#    "+NumToStr(P,1.0)+"\n"+

> "#Patterns found:   "+NumToStr(NumPatterns ,1.0)+"\n"+

> "#Updays:           "+NumToStr(NumUpDays,1.0,False)+

>         " ["+NumToStr(Nz(NumUpDays/NumPatterns*100),1.0,False)+"%]\n"+

> "#DownDays:         "+NumToStr(NumDownDays,1.0,False)+

>         " ["+NumToStr(Nz(NumDownDays/numpatterns*100),1.0,False)+"%]

> \n\n"+

> "Profit at cursor:  "+NumToStr(Profit,1.4)+"%\n"+

> "Ave.Profit/Pattern:"+NumToStr(Nz(SimpleProfit/NumPatterns),1.4)+"%

> \n"+

> "Tot.Simple profit: "+NumToStr(SimpleProfit,1.4)+"%\n"+

> "Tot.Comp. profit:  "+NumToStr(CompoundedProfit,1.4)+"%\n";


















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