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Rob,
no problem - see the attachment.
Greetings,
Thomas
> Thomas,
>
> Would you mind posting just so we know what Dennis is talking
> about...?
>
> TIA
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
> > Oops, my apologies to Daniel LaLiberte. It was his Trade
> > Visualizer that I was referring to.
> >
> > It was in a post on this board with the subject: [amibroker] Re: I
> > need your thoughts on an Optimisation issue. June 9, 2007 3:09:00
> > PM EDT
> >
> > I saved it in my emails, so I don't have a pointer to it..
> >
> > I get so many ideas from so many different people, I sometimes get
> > confused who's was whos. I love all ideas! Even a few of my own.
> > LOL
> >
> > Best regards,
> > Dennis
> >
> > On Feb 18, 2009, at 9:08 AM, sidhartha70 wrote:
> > > Thomas/Dennis,
> > >
> > > I must admit my memory is a little sketchy of my 'trade
> > > visualiser' ideas myself... if Dennis can jog my memory maybe I
> > > can help...!!
> > >
> > > Rob
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@>
> > >
> > > wrote:
> > >> Dennis,
> > >>
> > >> your chart is really terrific!
> > >>
> > >> I found Dave's ribbon code, but my search for sidharta70's trade
> > >> visualizer got no results. Any idea where we can find it?
> > >>
> > >> Thanks for sharing!
> > >>
> > >> Thomas
> > >>
> > >>> Dave,
> > >>>
> > >>> I was inspired by seeing and trying out your ribbon code a very
> > >>> long time ago. I don't actually use your code (I wrote a more
> > >>> extensive one for my charts), yet it is often just the sight of
> > >>> how someone else does things that inspires more creativity. I
> > >>> was also inspired by sidhartha70's trade visualizer, and many
> > >>> other things have been shared in the AB community.
> > >>>
> > >>> Best regards,
> > >>> Dennis
> > >
> > > ------------------------------------
> > >
> > > **** IMPORTANT PLEASE READ ****
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> > >
> > > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > http://www.amibroker.com/feedback/
> > > (submissions sent via other channels won't be considered)
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > Yahoo! Groups Links
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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// TradeVisualizer.afl -- Indicate trades and change in equity.
// Daniel LaLiberte liberte@xxx
/*
Features:
Show realized and unrealized net profit
Show trade signals.
Show trade arrows.
Bugs, limitations, and side effects:
Assumes GraphZOrder == 0 which is the default.
Assume only one open position.
Calls Equity(0, 0), which should not have side effects.
This visualizer should not affect your actual signals.
Instructions:
Save TradeVisualizer.afl in your Include folder.
Add the following at the end of your scripts, after your final Buy, Sell, Short, Cover assignments:
// #include <TradeVisualizer.afl>
Remove your ExRem() calls to see regions of raw Buy, Sell, Short, Cover signals
Things to do:
Show stops/limits.
Deal with order delays - it assumes 1 bar delay.
Show pyramid trades, number of shares per trade.
Display text of profit/loss.
Optionally compute equity across stocks.
Parameterize all this.
Please send improvements or suggestions.
*/
_SECTION_BEGIN("TradeVisualizer");
//========================================
backgroundColor = colorWhite;
// Colors of signal bars
buyColor = colorPaleGreen; // ColorRGB(230, 255, 230); // very pale
sellColor = colorRose;
shortColor = colorLavender;
coverColor = colorSkyblue;
// Colors of arrows
buyArrowColor = colorLime;
sellArrowColor = colorRed;
shortArrowColor = colorViolet;
coverArrowColor = colorBlue;
// Colors of net profit
gainColor = colorLime; // unrealized gain relative to last trade
lossColor = colorOrange; // unrealized loss relative to last trade
netPositiveColor = colorGreen; // overall realized net profit is positive
netNegativeColor = colorRed; // overall realized net profit is negative
//========================================
// Only show stuff if this is running as an indicator
isIndicator = Status("action") == actionIndicator;
if (isIndicator)
{
rawBuy = Buy;
rawSell = Sell;
rawShort = Short;
rawCover = Cover;
// Assume only one open position.
buyExRem = ExRem(Buy, Sell);
sellExRem = ExRem(Sell, Buy);
shortExRem = ExRem(Short, Cover);
coverExRem = ExRem(Cover, Short);
// Show realized and unrealized gain or loss relative to last buy or short trade.
if (ParamToggle("Show net profit", "no|yes", 1))
{
// Last trade event: buy, sell, short or cover.
lastTrade = buyExRem + shortExRem + sellExRem + coverExRem;
closeTrade = sellExRem + coverExRem;
// Calculate equity change since initial equity, i.e. the unrealized net profit.
// Equity is what we might have at the beginning of each bar, if we were to sell all assets.
// Avoid calling Equity(1) which has side effects on trades.
netProfit = Nz( Equity(0, 0) - GetOption("InitialEquity"));
// Calculate realized net profit at beginning of last close trade event.
// Since trade happens at the beginning of the bar after the signal (i.e. a delay of 1),
// then we check whether there was a close trade in the previous bar.
realizedNetProfit = Nz( ValueWhen( Ref(closeTrade, -1), netProfit) );
realP = Ref(realizedNetProfit, 0);
// Move the unrealized profit back to when it was generated by looking forward 1 bar.
unrealP = Ref(netProfit, 1);
PlotOHLC( realP , realP , unrealP , unrealP , "net profit",
IIf (unrealP > realP , gainColor,
IIf (unrealP < realP , lossColor,
// no change, so height is zero. Use realized net profit color instead.
IIf (realizedNetProfit > 0, netPositiveColor, netNegativeColor))),
styleCandle | styleOwnScale ); // Use styleLeftAxisScale if also showing realizedNetProfit above.
}
//========================================
// Show buy, sell, short, or cover signals
if (ParamToggle("Show trade signals", "no|yes", 1))
{
GraphXSpace = 5; // adds 5% extra space above AND below.
Plot(IIf(buyExRem OR sellExRem, 95, 3), "",
IIf(rawBuy, buyColor, IIf(rawSell, sellColor, backgroundColor)),
styleHistogram | styleThick | styleOwnScale | styleNoLabel, 0, 100);
Plot(IIf(shortExRem OR coverExRem, -95, -3), "",
IIf(rawShort, shortColor, IIf(rawCover, coverColor, backgroundColor)),
styleHistogram | styleThick | styleOwnScale | styleNoLabel, -100, 0);
}
//========================================
// Add up and down arrows. The vertical position will be your first plot, if any.
// Too noisy with many trades.
if (ParamToggle("Show trade arrows", "no|yes", 0))
{
PlotShapes(shapeUpArrow * buyExRem, buyArrowColor);
PlotShapes(shapeDownArrow * sellExRem, sellArrowColor);
// Bump the short and cover arrows out one if there is a sell or buy arrow
PlotShapes(shapeHollowDownArrow * shortExRem, shortArrowColor, 0, -24 * sellExRem);
PlotShapes(shapeHollowUpArrow * coverExRem, coverArrowColor, 0, -24 * buyExRem);
}
sinceBuy = BarsSince (buyExRem);
sinceSell = BarsSince (sellExRem);
sinceShort = BarsSince (shortExRem);
sinceCover = BarsSince (coverExRem);
inLong = Ref(sinceSell, -1) > sinceBuy;
inShort = Ref(sinceCover, -1) > sinceShort;
lastBuyPrice = Ref ( BuyPrice, - sinceBuy);
lastShortPrice = Ref ( ShortPrice, - sinceShort);
percentBuy = inLong * 100 * (SellPrice - lastBuyPrice) / lastBuyPrice;
percentShort = inShort * 100 * (CoverPrice - lastShortPrice) / lastShortPrice;
} // end if indicator
_SECTION_END();
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