|
PureBytes Links
Trading Reference Links
|
hi,
this the afl code that i wish to use and the last line runs a scan
can
some one please modify the scan so that i get results with volume
breakout (say volume more than 20% of average 15 days voulme)
thanks in advance
need help with just the last line.
the code begins here
_SECTION_BEGIN(" Support and Resistance ");
/* Support and Resistance Formula for Amibroker
based on Excel spreadsheet by nmralarb */
GraphXSpace=1; MaxGraph=15;
Period=Param("MM_Period", 70, 4, 256, 1) ;
Graph1Color=6; Graph2Color=6; Graph3Color=6; Graph4Color=6;
Graph5Color=6; Graph6Color=6; Graph7Color=6; Graph8Color=6;
Graph9Color=6; Graph10Color=6; Graph11Color=6;Graph12Color=6;
Graph13Color=6;
Graph0=Close; Graph0Color=1; Graph0Style=64;
Graph1Style=1; Graph2Style=1; Graph3Style=1; Graph4Style=1;
Graph5Style=1; Graph6Style=1; Graph7Style=1; Graph8Style=1;
Graph9Style=1; Graph10Style=1; Graph11Style=4; Graph12Style=1;
Graph12Style=1;
PER = Period;
BarNR = LastValue(Cum(1)) ;
TimeFrame = BarNR - PER ;
TF = TimeFrame ;
Lo = LastValue(ValueWhen(Cross(Cum(1), TF), LLV(Min(H,L),PER),1)) ;
Hi = LastValue(ValueWhen(Cross(Cum(1), TF), HHV(Max(H,L),PER),1)) ;
Lo = LastValue( LLV(Min(H,L),PER ),1) ;
Hi = LastValue( HHV(Max(H,L),PER ),1) ;
Fractal = IIf(Hi<=250,100, IIf(Hi<=2500,1000, IIf(Hi<=25000,10000, IIf(Hi<=250000,100000, 0 )))) ;
int_Log = int( log(Fractal/(Hi-Lo))/log(2) ) ;
Oct = Fractal * ( exp(ln(1/2)* int_Log ) ) ;
Min_1 = int( Lo / Oct ) * Oct ;
Max_1 = IIf( (Min_1 + Oct) > Hi, Min_1 + Oct, Min_1 + 2*Oct ) ;
Min_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
(Min_1 + 1/4*(Max_1-Min_1)) , Min_1 ) ;
Max_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
(Max_1 - 1/4*(Max_1-Min_1)) , Max_1 ) ;
/******************************/
Diff = Max_2 - Min_2 ;
H1 = IIf( (Min_2 + 3/16*Diff) <= Lo AND Hi <= (9/16*Diff + Min_2) ,
Min_2 + 1/2*Diff, 0) ;
H2 = IIf( (Min_2 - 1/8*Diff) <= Lo AND Hi <= (5/8*Diff + Min_2) AND H1==0,
Min_2 + 1/2*Diff, 0) ;
H3 = IIf( (Min_2 + 7/16*Diff) <= Lo AND Hi <= (Min_2 + 13/16*Diff), Min_2 + 3/4*Diff, 0 ) ;
H4 = IIf( (Min_2 + 3/8*Diff) <= Lo AND Hi <= (Min_2 + 9/8*Diff) AND H3==0,
Max_2, 0 ) ;
H5 = IIf( (Min_2 + 1/8*Diff)<=Lo AND Hi <= (Min_2 + 7/8*Diff) AND H1==0 AND H2==0 AND H3==0 AND H4==0,
Min_2 + 3/4*Diff , 0 ) ;
H6 = IIf( ( H1 + H2 + H3 + H4 + H5 ) == 0, Max_2, 0 ) ;
/**************************/
L1 = IIf(H1>0, Min_2 + 1/4*Diff, 0) ;
L2 = IIf(H2>0, Min_2, 0) ;
L3 = IIf(H3>0, Min_2 + 1/2*Diff, 0) ;
L4 = IIf(H4>0, Min_2 + 1/2*Diff, 0) ;
L5 = IIf(H5>0, Min_2 + 1/4*Diff, 0) ;
L6 = IIf(H6>0, Min_2, 0 ) ;
M_8 = ( H1 + H2 + H3 + H4 + H5 + H6 ) ;
M_0 = ( L1 + L2 + L3 + L4 + L5 + L6 ) ;
/**************************************/
Graph1 = ValueWhen(Cum(1) >= TF, M_0 );
Graph2 = ValueWhen(Cum(1) >= TF, M_0 + (1*(0.175*(M_8-M_0))));
Graph3 = ValueWhen(Cum(1) >= TF, M_0 + (2*(0.175*(M_8-M_0))));
Graph4 = ValueWhen(Cum(1) >= TF, M_0 + (3*(0.175*(M_8-M_0))));
Graph5 = ValueWhen(Cum(1) >= TF, M_0 + (4*(0.175*(M_8-M_0))));
Graph6 = ValueWhen(Cum(1) >= TF, M_0 + (5*(0.175*(M_8-M_0))));
Graph7 = ValueWhen(Cum(1) >= TF, M_0 + (6*(0.175*(M_8-M_0))));
Graph8 = ValueWhen(Cum(1) >= TF, M_0 + (7*(0.175*(M_8-M_0))));
Graph9 = ValueWhen(Cum(1) >= TF, M_0 + (8*(0.175*(M_8-M_0))));
Graph10 = ValueWhen(Cum(1) >= TF, M_0 + (9*(0.175*(M_8-M_0))));
Graph11 = ValueWhen(Cum(1) >= TF, M_0 - (1*(0.175*(M_8-M_0))));
Graph12 = ValueWhen(Cum(1) >= TF, M_0 - (2*(0.175*(M_8-M_0))));
Graph13 = ValueWhen(Cum(1) >= TF, M_0 - (3*(0.175*(M_8-M_0))));
/************************************************** ************/
Title = Name()
+ "=" + WriteIf( round(C)== C, NumToStr(C,1) , WriteVal(C) ) + " " + "\\c17"
+ WriteIf( Interval()==86400, "Daily ", WriteIf(Interval()==3600,"Hourly ",
WriteIf(Interval()==900,"15 Min ", WriteIf(Interval()==300,"5 Min ",
WriteIf(Interval()==60,"1 Min ", "" ) ) ) ) )
+ Date() + "\\c12" + WriteIf(Volume>0," Turnover=","")
+ WriteIf(Volume>0, WriteVal(Volume*Close/1000), "" ) ;
_SECTION_END();
_SECTION_BEGIN("Volume");
Plot(
Volume, _DEFAULT_NAME(), ParamColor("Color", colorLavender ),
styleNoTitle | ParamStyle( "Style", styleHistogram | styleOwnScale |
styleThick | styleNoLabel, maskHistogram ), 2 );
_SECTION_END();
/* **********************************
Code to automatically identify pivots
********************************** */
//if (farback > BarCount-1)
//farback = BarCount-1;
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,50,5000,10);
nBars = Param("Number of bars", 12, 5, 40);
// -- Title.
Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ",H: " + High + ", L: " + Low + ", C: " + Close;
// -- Plot basic candle chart
PlotOHLC(Open, High, Low, Close,
"BIdx = " + BarIndex() +
"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
+ "\n"+"C ",
colorBlack, styleCandle);
GraphXSpace=7;
// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
// -- More for future use, not necessary for basic plotting
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
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);
// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of
// _Trace output will show a value of 0
aVisBars = Status("barvisible");
nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
_TRACE("Last visible bar: " + nLastVisBar);
// -- Initialize value of curTrend
curBar = (BarCount-1);
curTrend = "";
if (aLLVBars[curBar] <
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}
// -- Loop through bars. Search for
// entirely array-based approach
// in future version
if (farback > BarCount-1)
farback = BarCount-1;
for (i=0; i<farback; i++) {
curBar = (BarCount - 1) - 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
}
// -- Basic attempt to add a pivot this logic may have missed
// -- OK, now I want to look at last two pivots. If the most
// recent low pivot is after the last high, I could
// still have a high pivot that I didn't catch
// -- Start at last bar
curBar = (BarCount-1);
candIdx = 0;
candPrc = 0;
lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];
lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];
if (lastLPIdx > lastHPIdx) {
// -- Bar and price info for candidate pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aHPivs[candIdx] = 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] = candPrc ;
aHPivIdxs[0] = candIdx;
nHPivs++;
}
} else {
// -- Bar and price info for candidate pivot
candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar];
if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aLPivs[candIdx] = 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] = candPrc;
aLPivIdxs[0] = candIdx;
nLPivs++;
}
}
// -- Dump inventory of high pivots for debugging
/*
for (k=0; k<nHPivs; k++) {
_TRACE("High pivot no. " + k
+ " at barindex: " + aHPivIdxs[k] + ", "
+ WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k],
DateTime(), 1), formatDateTime)
+ ", " + aHPivHighs[k]);
}
*/
// -- OK, let's plot the pivots using arrows
PlotShapes(
IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0,
High, Offset=-15);
PlotShapes(
IIf(aLPivs==1, shapeUpArrow , shapeNone), colorGreen, 0,
Low, Offset=-15);
//PlotShapes(IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0,High, Offset=-8);
//Sell = IIf(aHPivs==1, 1, 0);
//PlotShapes(IIf(aLPivs==1, shapeUpArrow , shapeNone), colorGreen, 0, Low, Offset=-8);
Buy = IIf(aLPivs==1, 1, 0);
__._,_.___
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
![]()
__,_._,___
|