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[amibroker] Help me with this formula



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--- In amibroker@xxxxxxxxxxxxxxx, "vin" <vins1432000@xxx> wrote:

dear senior members,

i am using gorden rose formula. i made some changes in this. but i
want individual stock scan, backtest, optimize & explore. for intraday
as well as EOD analysis. kindly help me for this formula. also want
alerts when buy signal generate. i change some in fromula that shows
buy & sell price but i want also stoploss & future exit prize in alerts.

if any 1 wants to some changes in  this formula then also send
comments. but i am new. so plz give details description.

thanking you.


// **************************
// BEING EXPLORATION CODE
// **************************

// -- what will be our lookback range for the hh and ll?
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0, 1);
nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1); 
nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2,
.01);
bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1); 
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;

// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();

// -- key exploration variables
bTCZLong = Buy = True;
bTCZShort = Sell = True;
nAnchorPivIdx = 0;

ADX8 = ADX(8);
/*----------------------------------------
1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, 
4 - EXPLORATION, 5 - BACKTEST / Optimize 
-----------------------------------------*/
if(Status("action")==1) {
	bDraw = True;
	bUseLastVis = Param("Use last visible bar", 1, 0, 1);
} else {
	bDraw = False;
	bUseLastVis = False;
	bTrace = False;
	nExploreDate = Status("rangetodate");
	for (i=LastValue(BarIndex());i>=0;i--) {
		nCurDateNum = DN[i];
		if (nCurDateNum == nExploreDate) {
			nExploreBarIdx = i;
		}
	}
// -- if(Status("action")==1...
}

GraphXSpace=7;

// -- basic candle chart
// -- if this appears inside if block, strange
//    drawing results!
PlotOHLC(Open, High, Low, Close, 
	"BIdx = " + BarIndex() + 
	"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L  = " + L 
	+ "\n"+"C ",
	colorBlack, styleCandle); 

if (bDraw) {
	Plot(MA(C, 21), "21 bar MA", colorAqua, 
		styleLine+styleNoRescale+styleNoLabel);
	Plot(MA(C, 55), "55 bar MA", colorGreen, 
		styleLine+styleNoRescale+styleNoLabel);
	Plot(MA(C, 233), "233 bar MA", colorDarkRed, 
		styleLine+styleNoRescale+styleNoLabel);
}

// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;

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);

// -- Initialize value of curTrend
nLastVisBar = LastValue(
	Highest(IIf(Status("barvisible"), BarIndex(), 0)));


adjz = Param("Zig",10,0,15.0,.1);
adjc = Param("Back",0,0,BarCount,1);
CAdj = Ref(Close,-adjc);
Graph1 = CAdj;
Graph0 = Zig( CAdj, adjz ); 

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
	LastValue(BarIndex())));

curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar]) 
	curTrend = "D";
else 
	curTrend = "U";

// -- Loop through bars. Search for 
//    entirely array-based approach
//    in future version
/* *******************
	Find main pivots
******************* */

// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
	for (i=0; i<nNumBarsToScan; i++) {
	
		// -- value of curBar dependent on two parameters
		curBar = IIf(nlastVisBar > 0 AND bUseLastVis, 
			nlastVisBar-i, 
			IIf(Status("action")==4 AND nExploreBarIdx > 0, 
			nExploreBarIdx-i,
			LastValue(BarIndex())-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
	} 
}
/* *******************
	Found main pivots
******************* */

/* *************************
	Finding missed pivot(s)
************************* */

// -- Start at last bar. Reestablish curBar
curBar = 
	IIf(nlastVisBar > 0 AND bUseLastVis, 
	nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, 
	nExploreBarIdx,
	LastValue(BarIndex()))
	);

// -- Make sure I found at least two of each above.
if (nHPivs >= 2 AND nLPivs >= 2) {

	lastLPIdx = aLPivIdxs[0];
	lastLPL = aLPivLows[0];
	
	lastHPIdx = aHPivIdxs[0];
	lastHPH = aHPivHighs[0];
	
	nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
	
	nAddPivsRng = curBar - nLastHOrLPivIdx;
	aLLVAfterLastPiv = LLV(L, nAddPivsRng);  
	nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
	aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);  
	nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
	aHHVAfterLastPiv = HHV(H, nAddPivsRng); 
	nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
	aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); 
	nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
	
	// -- Later want to add last high pivot only if
	//    not in buy mode from last and still in trade

	/*
		Note - I'm only interested in adding pivots if I'm in 
		a higher-highs or lower-lows scenario
	*/

	
	// -- OK, let's start where the last high pivot occurs after the
	//    last Low pivot
	if (lastHPIdx > lastLPIdx) {
	
		/*	There are at least two possibilities here. One is that
	   		the previous high was higher, indicating that this is a 
	   		possible short retracement or one in the making.
	   		The other is that the previous high was lower, indicating 
	   		that this is a possible long retracement in the working. 
			However, both depend on opposing pivots. E.g., if I find 
			higher highs, what if I have lower lows?  
		
			If the highs are descending, then I can consider:
	   			- a lower low, and leave it at that
	   			- a higher high and higher low
	   			- a lower low and another lower high
		*/
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nLLVAfterLastPiv < aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Here, the last piv is a high piv, and we have 
		//    higher-highs. The most likely addition is a 
		//    Low piv that is a retracement.
		} else {
	
			if (nLLVAfterLastPiv > aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}	
		// -- The last piv is a high and we have higher highs 
		//    OR lower highs
		}
	
	/* ****************************************************************
		Still finding missed pivot(s). Here, the last piv is a low piv.
	**************************************************************** */
	} else {
	
		// -- First case, lower highs
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nHHVAfterLastPiv < aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark that for plotting
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Second case when last piv is a low piv, higher highs 
		//    Most likely addition is high piv that is a retracement.
		//    Considering adding a high piv as long as it is higher
		} else {
	
			// -- Where I have higher highs,
			if (nHHVAfterLastPiv > aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		}
			
	} 

// -- If there are at least two of each
}

/* ****************************************
// -- Done with finding pivots
***************************************** */ 

if (bDraw) {

	// -- OK, let's plot the pivots using arrows
	PlotShapes(
		IIf(aHPivs==1, shapeDownArrow, shapeNone), 
			colorPink, 0, 	High, Offset=-15);
	PlotShapes(
		IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),
			colorPink, 0, High, Offset=-15);
	PlotShapes(
		IIf(aLPivs==1, shapeUpArrow , shapeNone),		
			colorBlue, 0, Low, Offset=-15);
	PlotShapes(
		IIf(aAddedLPivs==1, shapeUpArrow , shapeNone), 
			colorBlue, 0, Low, Offset=-15);
}

Sell = Cross(aHPivs==1,aLPivs==1);
Buy = Cross(aLPivs==1,aHPivs==1);

Short = Cross(aAddedHPivs==1,aAddedLPivs==1);
Cover = Cross(aAddedLPivs==1,aAddedHPivs==1);

Cover = Buy;
Short = Sell;

Buy = Cover = ExRem (Buy,Sell);
Sell = Short = ExRem (Sell,Buy);


GraphXSpace = 5;

dist = 0.5 * ATR(13); 

for( i = 0; i < BarCount; i++ ) 
{ 
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i],
colorGreen ); 
if( Sell[i] ) PlotText( "Sell\n@" + C[ i ], i, H[ i ]+dist[i],
colorRed, colorYellow ); 
} 

PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy,
colorGreen, colorRed ) ); 

AlertIf (Buy, "","Buy",1);
AlertIf (Sell, "","Sell",2);

/* ****************************************
// -- Done with discovering and plotting pivots 
***************************************** */ 

// -- I'm going to want to look for possible retracement
risk = 0;
profInc = 0;
nLeg0Pts = 0;
nLeg0Bars = 0;
nLeg0Vol = 0;
nLeg1Pts = 0;
nLeg1Bars = 0;
nLeg1Vol = 0;
nLegBarsDiff = 0;
nRtrc0Pts = 0;
nRtrc0Bars = 0;
nRtrc0Vol = 0;
nRtrc1Pts = 0;
nRtrc1Bars = 0;
nRtrc1Vol = 0;

minRtrc = 0;
maxRtrc = 0;
minLine = 0;
maxLine = 0;
triggerLine = 0;
firstProfitLine = 0;
triggerInc = 0;
triggerPrc = 0;
firstProfitPrc = 0;
retrcPrc = 0;
retrcBar = 0;
retrcBarIdx = 0;
retrcRng = 0;
aRetrcPrc = H-H;
aRetrcPrcBars = H-H;
aRetrcClose = C;
retrcClose = 0;

// -- Do TCZ calcs. Arrangement of pivs very specific
//    for this setup.
if (nHPivs >= 2 AND 
	nLPivs >=2 AND  
	aHPivHighs[0] > aHPivHighs[1] AND
	aLPivLows[0] > aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[0] -
	(.5 * (aHPivHighs[0] - aLPivLows[1])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[0] - aLPivLows[1])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aHPivIdxs[0];
	aRetrcPrc = LLV(L, retrcRng);
	retrcPrc = aRetrcPrc[curBar];
	aRetrcPrcBars  = LLVBars(L, retrcRng);
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	// -- bTCZLong setup?
	bTCZLong = (

		// -- Are retracement levels arranged in
		//    tcz order?
		tcz500 >= (tcz786 * (1 - tczTolerance))
		AND 
		// .681 is below .786 for long setups
		tcz618 <= (tcz786 * (1 + tczTolerance))
		AND

		// -- Is the low in the tcz range
		// -- Is the close >= low of tcz range
		//    and low <= high of tcz range
		retrcClose >= ((1 - retrcTolerance) *  tcz618)
		AND
		retrcPrc <= ((1 + retrcTolerance) *  tcz500)
		); 
		
		// -- risk would be high of signal bar minus low of zone
		//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2 
	AND aHPivHighs[0] < aHPivHighs[1] 
	AND aLPivLows[0] < aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[1] -
	(.5 * (aHPivHighs[1] - aLPivLows[0])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[1] - aLPivLows[0])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aLPivIdxs[0];
	aRetrcPrc = HHV(H, retrcRng);
	retrcPrc = aRetrcPrc[curBar];
	aRetrcPrcBars  = HHVBars(H, retrcRng);
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	bTCZShort = (
		// -- Are retracement levels arranged in
		//    tcz order?

		// .500 is below .786 for short setups
		tcz500 <= (tcz786 * (1 + tczTolerance))
		AND	
		// .681 is above .786 for short setups
		tcz618 >= (tcz786 * (1 - tczTolerance)) 
		AND

		// -- Is the close <= high of tcz range
		//    and high >= low of tcz range
		retrcClose <= ((1 + retrcTolerance) *  tcz618)
		AND
		retrcPrc >= ((1 - retrcTolerance) *  tcz500)
		); 
		
		// -- Risk would be top of zone - low of signal bar 
		//risk = 0;
}

num = Param("trend",3,1,6,1);

FirstVisibleBar = Status( "FirstVisibleBar" );
Lastvisiblebar = Status("LastVisibleBar");

for( b = Firstvisiblebar + num; b <= Lastvisiblebar AND b < BarCount -
num; b++)
{
i = num;
ml = 0;
mu = 0;
while( i > 0 )
{
if (L[b] <= L[b-i] && L[b] <= L[b+i] )
{
ml++;
}
if (H[b] >= H[b-i] && H[b] >= H[b+i] )
{
mu++;
}
i--;
}
if ( ml == num )
{
PlotText("\n***\n",b,L[b],colorGreen);
}
if ( mu == num )
{
PlotText("***\n",b,H[b],colorRed);
}
}


Filter = (bTCZShort OR bTCZLong);

Buy = Cover = Filter ;
Sell = Short = aAddedHPivs;
AddColumn(C, "Close");
AddColumn(IIf(bTCZLong, 76, 83), "L/S", formatChar);

Buy = Cover = ExRem (Buy,Sell);
Sell = Short = ExRem (Sell,Buy);

Cover = Buy;
Short = Sell;


GraphXSpace = 5;
dist = 0.5*ATR(13);

for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i],
colorGreen ); 
if( Sell[i] ) PlotText( "Sell\n@" + C[ i ], i, H[ i ]+dist[i], colorRed );
} 

PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy,
colorGreen, colorRed ) ); 

AlertIf (Buy, "","Buy",1);
AlertIf (Sell, "","Sell",2);

// **************************
// END EXPLORATION CODE
// **************************

// **************************
// BEGIN INDICATOR CODE
// **************************

// -- what will be our lookback range for the hh and ll?
nBars = Param("Number of bars", 12, 5, 40);
bTrace = Param("Include trace output", 1, 0, 1);
nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);
bShowTCZ = Param("Show TCZ", 1, 0, 1); 
nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);
nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2,
.01);
bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1); 
retrcTolerance = .01;
tczTolerance = .005;
nNumBarsToScan = 120;

// -- added from exploration version 20040204
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();

// -- key exploration variables
bTCZLong = Buy = False;
bTCZShort = Sell = False;
nAnchorPivIdx = 0;

ADX8 = ADX(8);
/*----------------------------------------
1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, 
4 - EXPLORATION, 5 - BACKTEST / Optimize 
----------------------------------------*/
if(Status("action")==1) {
	bDraw = True;
	bUseLastVis = Param("Use last visible bar", 1, 0, 1);
} else {
	bDraw = False;
	bUseLastVis = False;
	bTrace = False;
	nExploreDate = Status("rangetodate");
	for (i=LastValue(BarIndex());i>=0;i--) {
		nCurDateNum = DN[i];
		if (nCurDateNum == nExploreDate) {
			nExploreBarIdx = i;
		}
	}
// -- if(Status("action")==1...
}

GraphXSpace=7;

// -- basic candle chart
// -- if this appears inside if block, strange
//    drawing results!
PlotOHLC(Open, High, Low, Close, 
	"BIdx = " + BarIndex() + 
	"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L  = " + L 
	+ "\n"+"C ",
	colorBlack, styleCandle); 

if (bDraw) {
	Plot(MA(C, 21), "21 bar MA", colorAqua, 
		styleLine+styleNoRescale+styleNoLabel);
	Plot(MA(C, 55), "55 bar MA", colorGreen, 
		styleLine+styleNoRescale+styleNoLabel);
	Plot(MA(C, 233), "233 bar MA", colorDarkRed, 
		styleLine+styleNoRescale+styleNoLabel);
}

// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;

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);

// -- Initialize value of curTrend
nLastVisBar = LastValue(
	Highest(IIf(Status("barvisible"), BarIndex(), 0)));

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
	LastValue(BarIndex())));

curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar]) 
	curTrend = "D";
else 
	curTrend = "U";

// -- Loop through bars. Search for 
//    entirely array-based approach
//    in future version
/* *******************
	Find main pivots
******************* */

// -- Make sure there are enough bars!
if (curBar >= nNumBarsToScan) {
	for (i=0; i<nNumBarsToScan; i++) {
	
		// -- value of curBar dependent on two parameters
		curBar = IIf(nlastVisBar > 0 AND bUseLastVis, 
			nlastVisBar-i, 
			IIf(Status("action")==4 AND nExploreBarIdx > 0, 
			nExploreBarIdx-i,
			LastValue(BarIndex())-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
	} 
}
/* *******************
	Found main pivots
******************* */

/* *************************
	Finding missed pivot(s)
************************* */

// -- Start at last bar. Reestablish curBar
curBar = 
	IIf(nlastVisBar > 0 AND bUseLastVis, 
	nlastVisBar, 
	IIf(Status("action")==4 AND nExploreBarIdx > 0, 
	nExploreBarIdx,
	LastValue(BarIndex()))
	);

// -- Make sure I found at least two of each above.
if (nHPivs >= 2 AND nLPivs >= 2) {

	lastLPIdx = aLPivIdxs[0];
	lastLPL = aLPivLows[0];
	
	lastHPIdx = aHPivIdxs[0];
	lastHPH = aHPivHighs[0];
	
	nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
	
	nAddPivsRng = curBar - nLastHOrLPivIdx;
	aLLVAfterLastPiv = LLV(L, nAddPivsRng);  
	nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
	aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);  
	nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
	aHHVAfterLastPiv = HHV(H, nAddPivsRng); 
	nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
	aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); 
	nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
	
	// -- Later want to add last high pivot only if
	//    not in buy mode from last and still in trade

	/*
		Note - I'm only interested in adding pivots if I'm in 
		a higher-highs or lower-lows scenario
	*/

	
	// -- OK, let's start where the last high pivot occurs after the
	//    last Low pivot
	if (lastHPIdx > lastLPIdx) {
	
		/*	There are at least two possibilities here. One is that
	   		the previous high was higher, indicating that this is a 
	   		possible short retracement or one in the making.
	   		The other is that the previous high was lower, indicating 
	   		that this is a possible long retracement in the working. 
			However, both depend on opposing pivots. E.g., if I find 
			higher highs, what if I have lower lows?  
		
			If the highs are descending, then I can consider:
	   			- a lower low, and leave it at that
	   			- a higher high and higher low
	   			- a lower low and another lower high
		*/
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nLLVAfterLastPiv < aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Here, the last piv is a high piv, and we have 
		//    higher-highs. The most likely addition is a 
		//    Low piv that is a retracement.
		} else {
	
			if (nLLVAfterLastPiv > aLPivLows[0] AND 
				(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs
				AND nLLVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aLPivs[nLLVIdxAfterLastPiv] = 1;
				aAddedLPivs[nLLVIdxAfterLastPiv] = 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] = nLLVAfterLastPiv;
				aLPivIdxs[0] = nLLVIdxAfterLastPiv;
				nLPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}	
		// -- The last piv is a high and we have higher highs 
		//    OR lower highs
		}
	
	/* ****************************************************************
		Still finding missed pivot(s). Here, the last piv is a low piv.
	**************************************************************** */
	} else {
	
		// -- First case, lower highs
		if (aHPivHighs[0] < aHPivHighs[1]) {
	
			if (nHHVAfterLastPiv < aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark that for plotting
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		// -- Second case when last piv is a low piv, higher highs 
		//    Most likely addition is high piv that is a retracement.
		//    Considering adding a high piv as long as it is higher
		} else {
	
			// -- Where I have higher highs,
			if (nHHVAfterLastPiv > aHPivHighs[0] AND 
				(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs
				AND nHHVIdxAfterLastPiv != curBar	) {
	
				// -- OK, we'll add this as a pivot. 
				//    Mark it for plotting...
				aHPivs[nHHVIdxAfterLastPiv] = 1;
				aAddedHPivs[nHHVIdxAfterLastPiv] = 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] = nHHVAfterLastPiv;
				aHPivIdxs[0] = nHHVIdxAfterLastPiv;
				nHPivs++;
	
			// -- Test whether to add piv given last piv is high 
			//    AND we have lower highs	
			}
	
		}
			
	} 

// -- If there are at least two of each
}

/* ****************************************
// -- Done with finding pivots
***************************************** */ 

if (bDraw) {

	// -- OK, let's plot the pivots using arrows
	PlotShapes(
		IIf(aHPivs==1, shapeDownArrow, shapeNone), 
			colorPink, 0, 	High, Offset=-15);
	PlotShapes(
		IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),
			colorPink, 0, High, Offset=-15);
	PlotShapes(
		IIf(aLPivs==1, shapeUpArrow , shapeNone),		
			colorBlue, 0, Low, Offset=-15);
	PlotShapes(
		IIf(aAddedLPivs==1, shapeUpArrow , shapeNone), 
			colorBlue, 0, Low, Offset=-15);
}

Sell = Cross(aHPivs==1,aLPivs==1);
Buy = Cross(aLPivs==1,aHPivs==1);

Short = Cross(aAddedHPivs==1,aAddedLPivs==1);
Cover = Cross(aAddedLPivs==1,aAddedHPivs==1);

Cover = Buy;
Short = Sell;


Buy = Cover = ExRem (Buy,Sell);
Sell = Short = ExRem (Sell,Buy);

GraphXSpace = 5;

dist = 0.5 * ATR(13); 

for( i = 0; i < BarCount; i++ ) 
{ 
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i],
colorGreen ); 
if( Sell[i] ) PlotText( "Sell\n@" + C[ i ], i, H[ i ]+dist[i],
colorRed, colorYellow ); 
} 

PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy,
colorGreen, colorRed ) ); 

AlertIf (Buy, "","Buy",1);
AlertIf (Sell, "","Sell",2);

/* ****************************************
// -- Done with discovering and plotting pivots 
***************************************** */ 

// -- I'm going to want to look for possible retracement
risk = 0;
profInc = 0;
nLeg0Pts = 0;
nLeg0Bars = 0;
nLeg0Vol = 0;
nLeg1Pts = 0;
nLeg1Bars = 0;
nLeg1Vol = 0;
nLegBarsDiff = 0;
nRtrc0Pts = 0;
nRtrc0Bars = 0;
nRtrc0Vol = 0;
nRtrc1Pts = 0;
nRtrc1Bars = 0;
nRtrc1Vol = 0;

minRtrc = 0;
maxRtrc = 0;
minLine = 0;
maxLine = 0;
triggerLine = 0;
firstProfitLine = 0;
triggerInc = 0;
triggerPrc = 0;
firstProfitPrc = 0;
retrcPrc = 0;
retrcBar = 0;
retrcBarIdx = 0;
retrcRng = 0;
aRetrcPrc = H-H;
aRetrcPrcBars = H-H;
aRetrcClose = C;
retrcClose = 0;

// -- Do TCZ calcs. Arrangement of pivs very specific
//    for this setup.
if (nHPivs >= 2 AND 
	nLPivs >=2 AND  
	aHPivHighs[0] > aHPivHighs[1] AND
	aLPivLows[0] > aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[0] -
	(.5 * (aHPivHighs[0] - aLPivLows[1])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[0] - aLPivLows[1])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aHPivIdxs[0];
	aRetrcPrc = LLV(L, retrcRng);
	aRetrcPrcBars  = LLVBars(L, retrcRng);
	
	retrcPrc = aRetrcPrc[curBar];
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	// -- bTCZLong setup?
	bTCZLong = (

		// -- Are retracement levels arranged in
		//    tcz order?

		// .500 is above .786 for long setups
		tcz500 >= (tcz786 * (1 - tczTolerance))
		AND 
		// .681 is below .786 for long setups
		tcz618 <= (tcz786 * (1 + tczTolerance))
		AND

		// -- Is the low in the tcz range
		// -- Is the close >= low of tcz range
		//    and low <= high of tcz range
		retrcClose >= ((1 - retrcTolerance) *  tcz618)
		AND
		retrcPrc <= ((1 + retrcTolerance) *  tcz500)
		); 
		
		// -- risk would be high of signal bar minus low of zone
		//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2 
	AND aHPivHighs[0] < aHPivHighs[1] 
	AND aLPivLows[0] < aLPivLows[1]) {

	tcz500 = 
	(aHPivHighs[1] -
	(.5 * (aHPivHighs[1] - aLPivLows[0])));

	tcz618 = 
	(aHPivHighs[0] -
	(.618 * (aHPivHighs[1] - aLPivLows[0])));

	tcz786 = 
	(aHPivHighs[0] -
	(.786 * (aHPivHighs[0] - aLPivLows[0])));

	retrcRng = curBar  - aLPivIdxs[0];
	aRetrcPrc = HHV(H, retrcRng);
	retrcPrc = aRetrcPrc[curBar];
	aRetrcPrcBars  = HHVBars(H, retrcRng);
	retrcBarIdx = curBar - aRetrcPrcBars[curBar];
	retrcClose = aRetrcClose[retrcBarIdx];

	bTCZShort = (
		// -- Are retracement levels arranged in
		//    tcz order?

		// .500 is below .786 for short setups
		tcz500 <= (tcz786 * (1 + tczTolerance))
		AND	
		// .681 is above .786 for short setups
		tcz618 >= (tcz786 * (1 - tczTolerance)) 
		AND

		// -- Is the close <= high of tcz range
		//    and high >= low of tcz range
		retrcClose <= ((1 + retrcTolerance) *  tcz618)
		AND
		retrcPrc >= ((1 - retrcTolerance) *  tcz500)
		); 
		
		// -- Risk would be top of zone - low of signal bar 
		//risk = 0;
}

// -- Show zone if present
if (bTCZShort OR bTCZLong) { 

	// -- Be prepared to see symmetry
	if (bTCZShort) {
		if (aLPivIdxs[0] > aHPivIdxs[0]) {	
			// -- Valuable, useful symmetry information 
			nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
			nRtrc1Pts = retrcPrc - aLPivLows[0];
			nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
		} else {
			nRtrc0Pts = aHPivHighs[1] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1;
			nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
			nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1;
		}
	} else { // bLongSetup
		if (aLPivIdxs[0] > aHPivIdxs[0]) {	
			nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
			nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
			nRtrc1Pts = retrcPrc - aLPivLows[0];
			nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
		} else {
			nRtrc0Pts = aHPivHighs[1] - aLPivLows[0];
			nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1;
			nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
			nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1;
		}
	}

	if (bShowTCZ) {
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz500, curBar, tcz500 , 0), 
			"tcz500", colorPaleBlue, styleLine);
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz618, curBar, tcz618, 0), 
			"tcz618", colorPaleBlue, styleLine);
		Plot(
			LineArray(	IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
			tcz786, curBar, tcz786, 0), 
			"tcz786", colorTurquoise, styleLine);
	}

// -- if (bShowTCZ)
}

if (bDraw) {
	Title = Name() + " (" + StrLeft(FullName(), 10) + 
	")  ATR: " + NumToStr(ATR(1), 4.2) + " ( " + 
	NumToStr((C - Ref(C, -1)), 4.2) + " / " +
	NumToStr((((C - Ref(C, -1)) / Ref(C, -1)) * 100), 2.1) + 	"% )  " +
	WriteVal( SelectedValue( DateTime() ), formatDateTime) +
	" \nO: " + Open + 	
	",  \nH: " + High + 
	",  \nL: " + Low + 
	", \nC: " + Close + 	",  \n" +
//	"Risk: " + WriteVal(risk, 2.1) + "%  \n" +
	"Rtrc 0/1 Pts: " + WriteVal(nRtrc0Pts, 2.1) + "/" + 
	WriteVal(nRtrc1Pts, 2.1) + "  \n" +
	"Rtrc 0/1 Bars: " + WriteVal(nRtrc0Bars, 2.0) + "/" +
	WriteVal(nRtrc1Bars, 2.0);
}

////////////////////////

num = Param("trend",3,1,6,1);

FirstVisibleBar = Status( "FirstVisibleBar" );
Lastvisiblebar = Status("LastVisibleBar");

for( b = Firstvisiblebar + num; b <= Lastvisiblebar AND b < BarCount -
num; b++)
{
i = num;
ml = 0;
mu = 0;
while( i > 0 )
{
if (L[b] <= L[b-i] && L[b] <= L[b+i] )
{
ml++;
}
if (H[b] >= H[b-i] && H[b] >= H[b+i] )
{
mu++;
}
i--;
}
if ( ml == num )
{
PlotText("\n***\n",b,L[b],colorGreen);
}
if ( mu == num )
{
PlotText("***\n",b,H[b],colorRed);
}
}


Filter = (bTCZShort OR bTCZLong);

Buy = Cover = Filter ;
Sell = Short = aAddedHPivs;
AddColumn(C, "Close");
AddColumn(IIf(bTCZLong, 76, 83), "L/S", formatChar);

Buy = Cover = ExRem (Buy,Sell);
Sell = Short = ExRem (Sell,Buy);

Cover = Buy;
Short = Sell;

GraphXSpace = 5;
dist = 0.5*ATR(13);

for( i = 0; i < BarCount; i++ )
{
if( Buy[i] ) PlotText( "Buy\n@" + C[ i ], i, L[ i ]-dist[i],
colorGreen ); 
if( Sell[i] ) PlotText( "Sell\n@" + C[ i ], i, H[ i ]+dist[i], colorRed );

} 

PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy,
colorGreen, colorRed ) ); 

AlertIf (Buy, "","Buy",1);
AlertIf (Sell, "","Sell",2);

// **************************
// END INDICATOR CODE
// **********************

--- End forwarded message ---



------------------------------------

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