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I wanted to apply buys and sells to a nice P&F chart that Graham did
a while back. I tried to use some of the examples in Howard Bandy's
book plus other posts on this board to add the buys and sells. At
this point I am stumped and would really appreciate any help to get
the code running. It does produce results, but they are wrong.
Thanks
Larry
GraphXSpace = 5;
SetChartBkColor(ParamColor("BackGroundColor", colorBlack));
GraphColor = ParamColor("GarphColor",colorLightGrey);
//GridColor = ParamColor("GridColor", ColorRGB(39,49, 67) );
GridColor = ParamColor("GridColor", colorWhite );
/*
Scaling = ParamList("Scaling Method", "Traditional|Percentage|AVG
True Range");
if( scaling == "Traditional") Box = Param("Box", 1, 0.2, 40,
0.1);
else
if( scaling == "Percentage") Box = Param("Box", 1, 0.2, 40,
0.1)/100 * LastValue(C);
else
if( scaling == "AVG True Range") Box = Optimize("Box", 1, 0.3, 20,
1) * LastValue( ATR (20));
*/
//Box = Optimize("Box", 1, 0.3, 20, 1) * LastValue( ATR (20));
//Box = Optimize("Box", 1.4, 0.2, 10, 0.1)/100 * LastValue(C);
Box = Optimize("Box", 2., 0.2, 10, 0.1);
shiftChart =0;
shiftLastClose =1;
shiftGrid =7;
shiftPriceAxis = 2;
Reverse = Optimize("Reverse", 2, 1, 10,0.1);
j = 0;
PFL[0] = Box * ceil(Low[0]/Box) + Box;
PFH[0] = Box * floor(High[0]/Box);
direction = 0;
Buy = 0;
Sell = 0;
entryprice = 0;
SetBarsRequired(10000,10000);
BuyPrice=0;
SellPrice=0;
for( i = 1; i < BarCount; i++ )
{
if(direction[j] == 0)
{
if(Low[i] <= PFL[j] - Box)
{
PFL[j] = Box * ceil(Low[i]/Box);
}
else
{
if(High[i] >= PFL[j] + Reverse*Box)
{
j++;
direction[j] = 1;
PFH[j] = Box * floor(High[i]/Box);
PFL[j] = PFL[j - 1] + Box;
}
}
}
else
{
if(High[i] >= PFH[j] + Box)
{
PFH[j] = Box * floor(High[i]/Box);
}
else
{
if( Low[i] <= PFH[j] - Reverse * Box )
{
j++;
direction[j] = 0;
PFH[j] = PFH[j - 1] - Box;
PFL[j] = Box * ceil(Low[i]/Box);
}
}
}
}
for( i = 1; i < BarCount; i++ )
{
if(entryprice == 0 AND
High[i] >= PFL[j] + Reverse*Box)
{
Buy[i] = 1;
BuyPrice[i] = C[i] ;
entryprice = BuyPrice[i];
//Sell[i] = 0;
}
else
{
if( entryprice > 0 AND
Low[i] <= PFH[j] - Reverse * Box )
{
Sell[i] = 1;
SellPrice[i] = C[i];
entryprice = 0;
}
}
}
delta = BarCount - j -1;
direction = Ref(direction, - delta);
Hi = Ref(PFH, -delta) + Box/2;
Lo = Ref(PFL, -delta)- Box/2;
Cl = IIf(direction == 1, Hi, Lo);
Op = IIf(direction == 1, Cl - Box, Cl + Box);
PlotOHLC(Op, Hi, Lo, Cl,"", GraphColor ,
stylePointAndFigure|styleNoLabel, 0, 0 ,shiftChart);
Last = Ref( LastValue(C), -(BarCount-1));
Plot( Last,"", colorRed,styleNoLine|styleDots, 0 , 0,
shiftLastClose);
// selected value
Value= IIf(direction>0, SelectedValue(Hi)-box/2, SelectedValue(Lo)
+box/2);
//--------------------------------------------------------------------
---
// GRID CONSTRUCTION
//--------------------------------------------------------------------
--
PlotGridLines = ParamToggle("PlotdGrid", "N0|YES", 0);
if (PlotGridLines)
{
begin = SelectedValue(BarIndex());
end = LastValue(BarIndex());
period = end-begin +1;
if( begin<end)
{
ScreenHigh =LastValue( HHV(cl, period ));
ScreenLow =LastValue( LLV( Cl, period) );
top= LineArray( begin-shiftGrid, screenHigh, end, screenhigh, 0 , 1);
Bot= LineArray( begin-shiftGrid, screenlow, end, screenLow, 0, 1);
Plot( top, "", gridColor,styleLine|styleNoLabel , 0, 0,shiftGrid);
//Plot( bot, "", gridColor,styleLine|styleNoLabel, 0 , 0 ,
shiftGrid);
VerticalGrid = IIf ( BarIndex() >= begin, IIf(direction==1,
screenHigh, screenLow), Null);
Plot (VerticalGrid, "", gridColor, styleStaircase|styleNoLabel, 0,0,
1);
format = 8.2;
for ( n=LastValue(bot); n< LastValue(top) - 0.5*box; n = n+box)
{
Plot( bot , "", gridColor, styleLine|styleNoLabel, 0,
0 ,shiftGrid);
text = NumToStr(LastValue(bot) + 0.5*box, format);
xposition = BarCount+shiftPriceaxis;
yPosition = LastValue(bot)+0.27*box;
PlotText(text, xPosition , yPosition, colorWhite);
bot = bot + box;
}
}
}
//--------------------------------------------------------------------
-
// TITLE
//--------------------------------------------------------------------
--
Title = "\n" +
" Instrument : " + Name() + FullName()+"\n " +
"Formula : " + " PF StockChart" + "\n " +
"Box : " + box + " " +
"Reverse : " + reverse + "\n " +
"ATR : " + LastValue(ATR(20));
------------------------------------
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