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whats you definition for your gap? Did you look at the build in Gap functions:
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GAPDOWN
- gap down
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Basic price pattern detection
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SYNTAX
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gapdown()
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RETURNS
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ARRAY
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FUNCTION
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Gives a "1" or "true" on the day a security's prices gap down. Otherwise the result is "0". A gap down occurs if yesterday's low is greater than today's high.
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GAPUP
- gap up
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Basic price pattern detection
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SYNTAX
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gapup()
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RETURNS
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ARRAY
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FUNCTION
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Gives a "1" or "true" on the day a security's prices gap up. Otherwise the result is "0". A gap up occurs if yesterday's high is less than today's low.
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Exploration:
Buy=Sell=Short=Cover=0;
Filter = Status("lastBarInTest") AND (GapUp() OR GapDown());
SetOption("NoDefaultColumns",False);
AddColumn(GapUp(),"GapUp",1.0);
AddColumn(GapDown(),"GapDown",1.0);
Typical result:
Best Regards,
herman
Sunday, February 25, 2007, 1:27:06 PM, you wrote:
> 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";
>> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
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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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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