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



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Thanks Herman,

That fixed the chart!
Still can't explore for gaps though!

Jim




--- In amibroker@xxxxxxxxxxxxxxx, Herman <psytek@xxx> wrote:
>
> 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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> 
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> 
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