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



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Trading Reference Links

Crown Royal eh? .... Canadian?

Hide the notebook, take the CR option and come back in a day or two
with fresh eyes.

D


--- In amibroker@xxxxxxxxxxxxxxx, "jim_trades_stocks" <jnk1997@xxx> 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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