PureBytes Links
Trading Reference Links
|
Hello,
Automatic Trendline from Giorgos E. Siligardos TASC article were written long time ago.
See AmiBroker Members' Area.
http://www.amibroker.com/members/traders/11-2006.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "shahariar4" <shahariar4@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 27, 2009 8:38 PM
Subject: [amibroker] Can anyone pls convert these Trendline codes into AFL ?
> HI!
>
> May be i am asking for too many things here..but as a newbie i am
> getting many useful helps and insights from this great forum that on
> intervals i requestfor helps.
>
> Below are the tradestation and ensign codes of Autotrendline-one of
> the most talked about and witout any clear/good solution things of
> AFL world........it would hlep all the memebrs if any experts could
> convert any of the formulas into AFL;
>
>
> Thanks,
>
>
>
> Tradestation code
> ....................
>
> Indicator: Siligardos Autotrend
> inputs:
> Threshold( 30 ),
> Lookback( 300 ) ;
> variables:
> TrendLineBuilt( false ),
> PivotsFound( 0 ),
> f( 0 ),
> b( 0 ),
> x( 0 ),
> y( 0 ),
> F1( 0 ),
> F2( 0 ),
> F3( 0 ),
> PF1( 0 ),
> PF2( 0 ),
> PF3( 0 ) ;
> arrays:
> PivotArray[500]( 0 ),
> PivotType[4]( 0 ),
> PivotPosition[4]( 0 ),
> SI[500]( 0 ) ;
> if LastBarOnChart then
> begin
> for x = 1 to Lookback
> begin
> PivotArray[x] = 0 ;
> end ;
> F1 = 1 ;
> F2 = F1 ;
> PF1 = Close[F1] ;
> PF2 = Close[F2] ;
> {find the first move greater than threshold percent}
> while ( 100 *AbsValue( PF1 - PF2 ) / MinList( PF1, PF2 )
> < Threshold and ( F2 < Lookback ) )
> begin
> F2 = F2 + 1 ;
> PF2 = Close[F2] ;
> end ;
> F3 = F2 ;
> PF3 = Close[F3] ;
> while F1 < Lookback
> begin
> while ( ( (100 * AbsValue( PF2 - PF3 )
> / MinList( PF2, PF3 ) < Threshold )
> or ( ( ( PF1 < PF2 ) and ( PF2 <= PF3 ) )
> or ( ( PF1>PF2) and ( PF2 >= PF3 ) ) ) )
> and ( F3 < Lookback ) )
> begin
> if ( ( ( PF1 < PF2 ) and ( PF2 <= PF3 ) )
> or ( ( PF1 > PF2 ) and ( PF2 >= PF3 ) ) )
> then
> begin
> F2 = F3 ;
> PF2 = Close[F2] ;
> end ;
> F3 = F3 + 1 ;
> PF3 = Close[F3] ;
> end ;
> if ( ( F3 = Lookback ) ) then
> begin
> F1 = F2 ;
> F2 = F3 ;
> PF1 = Close[F1] ;
> PF2 = Close[F2] ;
> end ;
> if ( F2 > F1 ) then
> begin
> PivotArray[F2] = 1 ;
> F1 = F2 ;
> F2 = F3 ;
> PF1 = Close[F1] ;
> PF2 = Close[F2] ;
> end ;
> end ;
> PivotArray[1] = 0 ;
> PivotArray[Lookback] = 0 ;
> end ;
> if LastBarOnChart then
> begin
> x = 1 ;
> y = 1 ;
> while ( y < Lookback )
> begin
> y = y + 1 ;
> if ( ( PivotArray[ y ] <> 0 )
> or ( y = Lookback ) )
> then
> begin
> b = ( Close[y] - Close[x] ) / ( y - x ) ;
> for f = x to y
> begin
> SI[f] = ( b * ( f - x ) + Close[x] ) ;
> end ;
> x = y ;
> end ;
> end ;
> F = 2 ;
> {locate pivots}
> PivotsFound = 0 ;
> while ( ( F < Lookback - 2 ) and ( PivotsFound < 4 ) )
> begin
> if ( ( SI[f] <= SI[ f + 1 ] )
> and ( SI[ f - 1 ] >= SI[f] ) )
> then
> begin
> PivotsFound = PivotsFound + 1 ;
> PivotType[ 5 - PivotsFound ] = + 1 ;
> PivotPosition[ 5 - PivotsFound ] = F ;
> end ;
> if ( ( SI[f] >= SI[ f + 1 ] )
> and (SI[ f - 1 ] <= SI[f] ) )
> then
> begin
> PivotsFound = PivotsFound + 1 ;
> PivotType[ 5 - PivotsFound ] = - 1 ;
> PivotPosition[ 5 - PivotsFound ] = f ;
> end ;
> F = F + 1 ;
> end ;
> if ( PivotsFound = 4 ) then
> begin
> if ( PivotType[2] = 1 )
> and ( PivotType[4] = 1 )
> and ( Close[ PivotPosition[2] ]
> < Close[ PivotPosition[4] ] )
> and ( MaxList( Close[ PivotPosition[2] ],
> Close[ PivotPosition[4] ] )
> < MaxList( High[ PivotPosition[4] ],Close[0] ) )
> then
> begin
> Value1 = TrendlineUp( Lookback,
> PivotPosition[2],PivotPosition[4] ) ;
> TrendlineBuilt = true ;
> end
> else if ( PivotType[2] = -1 )
> and ( PivotType[4] = -1 )
> and ( Close[ PivotPosition[2] ]
>> Close[ PivotPosition[4] ] )
> and ( MinList( Close[ PivotPosition[2] ],
> Close[ PivotPosition[4] ] ) > MinList
> ( Close[ PivotPosition[4] ], Close[0] ) )
> then
> begin
> Value1 = TrendlineDown( Lookback,
> PivotPosition[2], PivotPosition[4] );
> TrendlineBuilt = true ;
> end
> else
> Print( " Lookback trendline can be drawn,",
> "Threshold = ", Threshold ) ;
> end ;
> if ( PivotsFound >= 3 ) and TrendLineBuilt = false then
> begin
> if ( PivotType[1] = 1 )
> and ( PivotType[3] = 1 )
> and ( Close[ PivotPosition[1] ] <
> Close[ PivotPosition[3] ] )
> and ( MaxList( Close[ PivotPosition[1] ],
> Close[ PivotPosition[3] ] ) < MaxList(
> Close[ PivotPosition[3] ], Close[0] ) )
> then
> Value1 = TrendlineUp( Lookback,
> PivotPosition[1], PivotPosition[3] )
> else if ( PivotType[1] = -1 )
> and ( PivotType[3] = -1 )
> and ( Close[PivotPosition[1] ] >
> Close[ PivotPosition[3] ] )
> and ( MinList( Close[ PivotPosition[1] ],
> Close[ PivotPosition[3] ] ) > MinList(
> Close[ PivotPosition[3] ], Close[0] ) )
> then
> Value1 = TrendlineDown( Lookback,
> PivotPosition[1], PivotPosition[3] )
> else
> Print( "No trendline can be drawn,",
> "Threshold = ", Threshold ) ;
> end
> else
> Print( "No trendline can be drawn,",
> "Threshold = ", Threshold ) ;
> if ( PivotsFound < 3 ) then
> Print( "No Point Milestones Can Be Found,",
> "Threshold = ", Threshold ) ;
> end ;
>
>
>
>
>
> enSign code
> ...........
>
> /***************************************
> Provided By : eSignal (c) Copyright 2006
> Description: Building Automatic Trendlines
> by Giorgos E. Siligardos, PhD
> Version 1.0 08/31/2006
> Notes:
> * Nov 2006 Issue of Stocks and Commodities Magazine
> * SI indicator is modified from EFS Library formula:
> RealTimeSwings.efs (http://kb.esignalcentral.com/article.asp?
> article=1450&p=4)
> Formula Parameters: Default:
> * Swing: # of Bars 0
> This is the minimum number of bars required to define a
> swing point. This number is for both sides of the swing
> point (i.e. 5 bars on the left and right of the swing bar).
> * Swing: Wave Type % Change in Price
> (% Retracement, % Change in Price)
> * Swing: Wave Percentage 20
> The number 5 will be treated as 5.0%. The number 0.05 will
> be treated as 0.0005%.
> * Line Thickness 2
> * Confirmed Swing Line Color Blue
> * Developing Swing Line Color Red
> * Display Swing Labels False
> * Display % Retracement Label False
> * Number of Historical Labels 100
> * Number of Historical Trend Lines 10
> * Display Trend Lines True
> * Trend Line Thickness 2
> * Trend Line Color Maroon
> Notes:
> 1.1 3/24/2004
> * Added labels to display point value, % retracement, number of bars
> and price level of swings. The number of historical labels is set
> to 100 for performance reasons. Increase this number to view more
> historical labels.
> * Added labels to display current swing's % retracement.
> Description of Swing Labels:
> At Swing Highs - Points (% Retracement)
> Price (Number of Bars)
> At Swing Lows - Price (Number of Bars)
> Points (% Retracement)
> *****************************************************************/
> function preMain() {
> setPriceStudy(true);
> setStudyTitle("Automatic Trendlines ");
> setShowCursorLabel(false);
> setShowTitleParameters(false);
>
> var fp1 = new FunctionParameter("nNum", FunctionParameter.NUMBER);
> fp1.setName("Swing: # of Bars");
> fp1.setLowerLimit(0);
> fp1.setDefault(0);
>
> var fp2a = new FunctionParameter("sWaveType",
> FunctionParameter.STRING);
> fp2a.setName("Swing: Wave Type");
> fp2a.addOption("% Retracement");
> fp2a.addOption("% Change in Price");
> fp2a.setDefault("% Change in Price");
>
> var fp2 = new FunctionParameter("nRet", FunctionParameter.NUMBER);
> fp2.setName("Swing: Wave Percentage");
> fp2.setLowerLimit(0);
> fp2.setDefault(20);
> var fp5 = new FunctionParameter("nThickness",
> FunctionParameter.NUMBER);
> fp5.setName("Line Thickness");
> fp5.setLowerLimit(1);
> fp5.setDefault(2);
> var fp6 = new FunctionParameter("cColor1", FunctionParameter.COLOR);
> fp6.setName("Confirmed Swing Line Color");
> fp6.setDefault(Color.blue);
> var fp7 = new FunctionParameter("cColor2", FunctionParameter.COLOR);
> fp7.setName("Developing Swing Line Color");
> fp7.setDefault(Color.red);
> var fp8 = new FunctionParameter("bSwingLabels",
> FunctionParameter.STRING);
> fp8.setName("Display Swing Labels");
> fp8.addOption("True");
> fp8.addOption("False");
> fp8.setDefault("False");
> var fp9 = new FunctionParameter("bRetLabel",
> FunctionParameter.STRING);
> fp9.setName("Display \% Retracement Label");
> fp9.addOption("True");
> fp9.addOption("False");
> fp9.setDefault("False");
> var fp10 = new FunctionParameter("nNumLabels",
> FunctionParameter.NUMBER);
> fp10.setName("Number of Historical Labels");
> fp10.setLowerLimit(1);
> fp10.setDefault(100);
> var fp11 = new FunctionParameter("nNumATL", FunctionParameter.NUMBER);
> fp11.setName("Number of Historical Trend Lines");
> fp11.setLowerLimit(1);
> fp11.setDefault(10);
> var fp12 = new FunctionParameter("bTrendLines",
> FunctionParameter.STRING);
> fp12.setName("Display Trend Lines");
> fp12.addOption("True");
> fp12.addOption("False");
> fp12.setDefault("True");
> var fp13 = new FunctionParameter("nTLThickness",
> FunctionParameter.NUMBER);
> fp13.setName("Trend Line Thickness");
> fp13.setLowerLimit(1);
> fp13.setDefault(2);
> var fp14 = new FunctionParameter("cTLColor", FunctionParameter.COLOR);
> fp14.setName("Trend Line Color");
> fp14.setDefault(Color.maroon);
> }
> var bEdit = true; // tracks change of user inputs
> var cntr = 0; // image counter for swing lines
> var bInit = false; // initialization routine completion
> var nNumBars = null; // number of bars for defining swings
> var sWaveTypeG = null; // wave type for confirming swings
> var nRetpcnt = null; // percent retracement for defining swings
> var nThicknessG = null; // line thickness
> var cColorcon = null; // confirmed swing color
> var cColordev1 = null; // developing swing color
> var sHSource = null; // price source for high swings
> var sLSource = null; // price source for low swings
> var x1a = null; // x-coordinate for point a of developing line 1
> var x1b = null; // x-coordinate for point b of developing line 1
> var x2a = null; // x-coordinate for point a of developing line 2
> var x2b = null; // x-coordinate for point b of developing line 2
> var y1a = null; // y-coordinate for point a of developing line 1
> var y1b = null; // y-coordinate for point b of developing line 1
> var y2a = null; // y-coordinate for point a of developing line 2
> var y2b = null; // y-coordinate for point b of developing line 2
> var vLastSwing = null; // tracking swing type of last confirmed swing
> var nScntr = 0; // bar counter for swing confirmation
> var nLcntr = 0; // label counter for swing labels
> var aSwingsIndex = new Array(6); // tracks current swings indexes for
> last 5 swings
> var aSwingsPrice = new Array(6); // tracks current swing prices for
> last 5 swings
> var nNumLabelsG = null; // max number of swing labels
> var bSwingLabelsG = null; // controls swing labels display
> var vSpace = null; // spacer for Labels
> // Automatic Trendline variables
> var nTcntr = 0; // counter for trendline TagIDs.
> var bDrawn = false; // flag for tracking the most recently drawn ATL
> var aSwingsType = new Array(6); // 1 = peak, -1 = trough
> var nNumATLG = null; // global var for ATL limit.
> var bTrendLinesG = null; // global var for Trend Line display
> var nTLThicknessG = null; // global var for Trend Line thickness
> var cTLColorG = null; // global var for Trend Line color
> function main(nNum, sWaveType, nRet, nThickness, cColor1, cColor2,
> bSwingLabels, bRetLabel, nNumLabels,
> nNumATL, bTrendLines, nTLThickness, cTLColor) {
> var nState = getBarState();
> var nIndex = getCurrentBarIndex();
> var h = high(0);
> var l = low(0);
> var c = close(0);
> var i = 0;
> // record keeping
> if (nState == BARSTATE_NEWBAR) {
> if (cntr > 500) cntr = 0; // limits number of swing lines to 500.
> if (x1a != null) x1a -= 1;
> if (x1b != null) x1b -= 1;
> if (x2a != null) x2a -= 1;
> if (x2b != null) x2b -= 1;
> i = 0;
> for (i = 0; i < 6; ++i) {
> if (aSwingsIndex[i] != null) aSwingsIndex[i] -= 1;
> }
> }
> //Initialization
> if (bEdit == true) {
> if (nNumBars == null) nNumBars = nNum;
> if (sWaveTypeG == null) sWaveTypeG = sWaveType;
> if (nRetpcnt == null) nRetpcnt = nRet/100;
> if (nThicknessG == null) nThicknessG = nThickness;
> if (cColorcon == null) cColorcon = cColor1;
> if (cColordev1 == null) cColordev1 = cColor2;
> if (sHSource == null) sHSource = "High";
> if (sLSource == null) sLSource = "Low";
> if (x1a == null) x1a = 0;
> if (y1a == null) y1a = c;
> if (nNumLabelsG == null) nNumLabelsG = nNumLabels;
> if (bSwingLabelsG == null) bSwingLabelsG = bSwingLabels;
> if (nNumATLG == null) nNumATLG = nNumATL;
> if (bTrendLinesG == null) bTrendLinesG = bTrendLines;
> if (nTLThicknessG == null) nTLThicknessG = nTLThickness;
> if (cTLColorG == null) cTLColorG = cTLColor;
> nLcntr = nNumLabels;
> // Initialize vSpace
> var OM = (close(0) * 0.005); //offset multiplier
> var sInterval = getInterval();
> if (sInterval == "D") OM = OM*3;
> if (sInterval == "W") OM = OM*20;
> if (sInterval == "M") OM = OM*30;
> var TimeFrame = parseInt(sInterval);
> if (TimeFrame >= 1 && TimeFrame <= 5) {
> OM = OM*(TimeFrame/15);
> } else if (TimeFrame > 5 && TimeFrame <= 15) {
> OM = OM*(TimeFrame/10);
> }else if (TimeFrame > 15) {
> OM = OM*(TimeFrame/5);
> }
> if (!isNaN(TimeFrame)) OM = (OM/TimeFrame)*3;
> vSpace = OM;
> bEdit = false;
> }
> if (bInit == false) {
> bInit = Init(h,l,c);
> }
> // Swings
> if (nState == BARSTATE_NEWBAR) {
> nScntr += 1;
> // confirmed Swings
> if (nScntr > nNumBars) {
> confirmSwings();
> if (bInit == true) {
> doLine("dev1");
> doLine("dev2");
> }
> }
> }
>
> checkSwings(h, l);
> if (bInit == true) {
> doLine("dev1");
> doLine("dev2");
> }
> // % Retracement Label
> var nWaveRet = (Math.abs(y2a-y2b) / Math.abs(y1b-y1a))*100;
> if (x1b == x2b) nWaveRet = 0.0;
> if (bRetLabel == "True") {
> var sWaveRetText = " \%Retraced: " + nWaveRet.toFixed(2) + " ";
> drawTextRelative(2, y2b, sWaveRetText, cColordev1, null,
> Text.BOLD|Text.LEFT|Text.VCENTER|Text.FRAME, "Arial", 10, "Ret");
> }
> // Automatic Trendlines (ATL)
> if (nState == BARSTATE_NEWBAR && bDrawn == false) autoTL();
>
> return;
> }
> /****** Functions *****/
> /***********************/
> function Init(h,l,c) {
> if (close(-(nNumBars*2)) == null) {
> return false;
> } else {
> // Find initial line.
> // The initial line will be the first high or low swing,
> // which has the greater difference of the swing point to
> // the close of the first bar.
> var Index = getCurrentBarIndex()
> var hIndex = Index;
> var lIndex = Index;
> var j = nNumBars*2;
> if (j == 0) j = 1;
> var aHigh = getValue(sHSource, 0, -j);
> var aLow = getValue(sLSource, 0, -j);
> var vHH = aHigh[0];
> var vLL = aLow[0];
> var tempIndex = Index;
> var i = 0;
> for (i = 0; i < j; ++i) {
> if (aHigh[i] > vHH) {
> vHH = aHigh[i];
> hIndex = tempIndex;
> }
> if (aLow[i] < vLL) {
> vLL = aLow[i];
> lIndex = tempIndex;
> }
> tempIndex -= 1;
> }
> if (vHH - y1a > y1a - vLL) {
> vLastSwing = "L";
> x1b = hIndex - Index;
> y1b = vHH;
> doLine("dev1");
> x2a = x1b;
> y2a = vHH;
> x2b = 0;
> y2b = c;
> doLine("dev2");
> } else {
> vLastSwing = "H";
> x1b = lIndex - Index;
> y1b = vLL;
> doLine("dev1");
> x2a = x1b;
> y2a = vLL;
> x2b = 0;
> y2b = c;
> doLine("dev2");
> }
> }
>
> if (vLastSwing != null) {
> return true;
> } else {
> return false;
> }
> }
> function doLine(sType) {
> //confirmed
> if (sType == "con") {
> cntr += 1;
> nTcntr += 1;
> bDrawn = false; // reset ATL drawing
> if (nTcntr > nNumATLG) nTcntr = 1;
> drawLineRelative(x1a, y1a, x1b, y1b, PS_SOLID,
> nThicknessG, cColorcon, sType+cntr);
> //Swing Labels
> if (bSwingLabelsG == "True") doSwingLabels(sType);
> x1a = x2a;
> y1a = y2a;
> x1b = x2b;
> y1b = y2b;
> x2a = x1b;
> y2a = y1b;
> aSwingsIndex.pop();
> aSwingsIndex.unshift(x1b);
> aSwingsPrice.pop();
> aSwingsPrice.unshift(y1b);
> if (vLastSwing == "H") {
> y2b = getValue(sHSource);
> aSwingsType.pop();
> aSwingsType.unshift(1); // record type of swing for ATL
> }
> if (vLastSwing == "L") {
> y2b = getValue(sLSource);
> aSwingsType.pop();
> aSwingsType.unshift(-1); // record type of swing for ATL
> }
> }
> // dev1
> if (sType == "dev1") {
> drawLineRelative(x1a, y1a, x1b, y1b, PS_SOLID,
> nThicknessG, cColordev1, sType);
> aSwingsIndex[0] = x1b;
> aSwingsPrice[0] = y1b;
> //Swing Labels
> if (bSwingLabelsG == "True") doSwingLabels(sType);
> }
>
> // dev2
> if (sType == "dev2") {
> if (x2a != 0 && x2a != x2b) {
> if ( (vLastSwing == "H" && sHSource == "Close") || (vLastSwing == "L"
> && sLSource == "Close") ) {
> x2b = 0;
> y2b = close();
> }
> drawLineRelative(x2a, y2a, x2b, y2b, PS_SOLID,
> nThicknessG, cColordev1, sType);
> } else {
> removeLine(sType);
> }
> }
>
> return;
> }
> function doSwingLabels(sType) {
> var sTagNamePts = "SwingPtsDev";
> var sTagNameRet = "SwingRetDev";
> var sTagNamePr = "SwingPrDev";
> var sTagNameBars = "SwingBarsDev";
> var nWaveRet = ((Math.abs(aSwingsPrice[1]-aSwingsPrice[0]) / Math.abs
> (aSwingsPrice[1]-aSwingsPrice[2])) * 100);
> var nBars = (aSwingsIndex[0] - aSwingsIndex[1]);
>
> if (sType == "con") {
> //nWaveRet = (Math.abs(y2a-y2b) / Math.abs(y1b-y1a));
> nLcntr += 1;
> if (nLcntr > nNumLabelsG) nLcntr = 1;
> sTagNamePts = "SwingPts"+sType+nLcntr;
> sTagNameRet = "SwingRet"+sType+nLcntr;
> sTagNamePr = "SwingPr"+sType+nLcntr;
> sTagNameBars = "SwingBars"+sType+nLcntr;
> }
>
> var pts = (y1b-y1a).toFixed(2);
>if (y1a < y1b) { // swing high
> drawTextRelative(x1b, y1b+vSpace, pts + " ", eval("cColor"+sType),
> null,
> Text.BOTTOM|Text.RIGHT, "Arial", 10, sTagNamePts); // Points
> if (!isNaN(nWaveRet)) {
> drawTextRelative(x1b, y1b+vSpace, "| ("+nWaveRet.toFixed(2)+"\%)",
> eval("cColor"+sType), null,
> Text.BOTTOM|Text.LEFT, "Arial", 10, sTagNameRet); // % Retracement
> }
> drawTextRelative(x1b, y1b+vSpace, y1b.toFixed(2) + " ", eval
> ("cColor"+sType), null,
> Text.TOP|Text.RIGHT, "Arial", 10, sTagNamePr); // Price
> if (!isNaN(nBars)) {
> drawTextRelative(x1b, y1b+vSpace, "| ("+nBars+" Bars)", eval
> ("cColor"+sType), null,
> Text.TOP|Text.LEFT, "Arial", 10, sTagNameBars); // Number of Bars
> }
> } else { // swing low
> drawTextRelative(x1b, y1b-vSpace, pts + " ", eval("cColor"+sType),
> null,
> Text.TOP|Text.RIGHT, "Arial", 10, sTagNamePts); // Points
> if (!isNaN(nWaveRet)) {
> drawTextRelative(x1b, y1b-vSpace, "| ("+nWaveRet.toFixed(2)+"\%)",
> eval("cColor"+sType), null,
> Text.TOP|Text.LEFT, "Arial", 10, sTagNameRet); // % Retracement
> }
> drawTextRelative(x1b, y1b-vSpace, y1b.toFixed(2) + " ", eval
> ("cColor"+sType), null,
> Text.BOTTOM|Text.RIGHT, "Arial", 10, sTagNamePr); // Price
> if (!isNaN(nBars)) {
> drawTextRelative(x1b, y1b-vSpace, "| ("+nBars+" Bars)", eval
> ("cColor"+sType), null,
> Text.BOTTOM|Text.LEFT, "Arial", 10, sTagNameBars); // Number of Bars
> }
> }
> return;
> }
> function confirmSwings() {
> if (x1b != x2b) { // underdeveloped dev1 line
> if (sWaveTypeG == "% Retracement") {
> var nWave = (Math.abs(y2a-y2b) / Math.abs(y1b-y1a));
> } else {
> var nWave = (Math.abs(y2a-y2b) / y1b);
> }
> if (vLastSwing == "L" && nWave >= nRetpcnt ) {
> // Swing High
> nScntr = 0;
> vLastSwing = "H";
> doLine("con");
> } else if (vLastSwing == "H" && nWave >= nRetpcnt ) {
> // Swing Low
> nScntr = 0;
> vLastSwing = "L";
> doLine("con");
> }
> }
>
> return;
> }
> function checkSwings(h, l) {
> // dev1
> if (vLastSwing == "L") { // find Swing High
> if (h >= y1b) { // higher high, no swing
> nScntr = 0;
> x1b = 0;
> y1b = h;
> doLine("dev1");
> x2a = 0;
> y2a = h;
> }
> } else if (vLastSwing == "H") { // find Swing Low
> if (l <= y1b) { // Lower low, no swing
> nScntr = 0;
> x1b = 0;
> y1b = l;
> doLine("dev1");
> x2a = 0;
> y2a = l;
> }
> }
> // dev2
> if (nScntr == 0) {
> x2b = 0;
> if (vLastSwing == "H") y2b = h;
> if (vLastSwing == "L") y2b = l;
> } else {
> if (vLastSwing == "H" && h >= y2b) {
> y2b = h; x2b = 0;
> } else if (vLastSwing == "L" && l <= y2b) {
> y2b = l; x2b = 0;
> }
> }
> return;
> }
> function autoTL() { // draw Automatic Trendlines
> if (bTrendLinesG == "False" || getBarState() != BARSTATE_NEWBAR)
> return;
>
> if (aSwingsIndex[4] == null) return; // not enough confirmed swings
> yet
> var bCond = false; // condition flag
> var nATLx1 = 0; // x-coordinate for start of ray
> var nATLx2 = 0; // x-coordinate for second point of ray
> var nATLy1 = null; // y-coordinate for start of ray
> var nATLy2 = null; // y-coordinate for second point of ray
> var sATL_ID = "ATL" + nTcntr; // tagID for ATL
> var nIndex = getCurrentBarIndex();
>
> var P1 = aSwingsType[5];
> var P2 = aSwingsType[4];
> var P3 = aSwingsType[3];
> var P4 = aSwingsType[2];
>
> // Condition 1
> if (P4 == 1 && P2 == 1 && aSwingsPrice[4] < aSwingsPrice[2]) {
> if (atlHigh(aSwingsIndex[4], aSwingsIndex[2]) < high(0)) {
> nATLx1 = aSwingsIndex[4];
> nATLx2 = aSwingsIndex[2];
> nATLy1 = aSwingsPrice[4];
> nATLy2 = aSwingsPrice[2];
> sATL_ID += "_h";
> bCond = true;
> }
> }
>
> // Condition 2
> if (bCond == false) {
> if (P4 == -1 && P2 == -1 && aSwingsPrice[4] > aSwingsPrice[2]) {
> if (atlLow(aSwingsIndex[4], aSwingsIndex[2]) > low(0)) {
> nATLx1 = aSwingsIndex[4];
> nATLx2 = aSwingsIndex[2];
> nATLy1 = aSwingsPrice[4];
> nATLy2 = aSwingsPrice[2];
> sATL_ID += "_l";
> bCond = true;
> }
> }
> }
>
> // Condition 3
> if (bCond == false) {
> if (P3 == 1 && P1 == 1 && aSwingsPrice[5] < aSwingsPrice[3]) {
> if (atlHigh(aSwingsIndex[5], aSwingsIndex[3]) < atlHigh(aSwingsIndex
> [3], 0)) {
> nATLx1 = aSwingsIndex[5];
> nATLx2 = aSwingsIndex[3];
> nATLy1 = aSwingsPrice[5];
> nATLy2 = aSwingsPrice[3];
> sATL_ID += "_h";
> bCond = true;
> }
> }
> }
>
> // Condition 4
> if (bCond == false) {
> if (P3 == -1 && P1 == -1 && aSwingsPrice[5] > aSwingsPrice[3]) {
> if (atlLow(aSwingsIndex[5], aSwingsIndex[3]) > atlLow(aSwingsIndex
> [3], 0)) {
> nATLx1 = aSwingsIndex[5];
> nATLx2 = aSwingsIndex[3];
> nATLy1 = aSwingsPrice[5];
> nATLy2 = aSwingsPrice[3];
> sATL_ID += "_l";
> bCond = true;
> }
> }
> }
>
>
> // draw trend line
> if (nATLy1 != null && nATLy2 != null && bCond == true) {
> drawRay(nATLx1, nATLy1, nATLx2, nATLy2, sATL_ID);
> bDrawn = true;
> }
>
> return;
> }
> function atlHigh(x1, x2) {
> // returns highest high between bar indexes x1 and x2
> // where x2 is most recent index.
> var nH = high(x1);
>
> for (var i = x1; i <= x2; i++) {
> nH = Math.max(nH, high(i));
> }
>
> return nH;
> }
> function atlLow(x1, x2) {
> // returns Lowest low between bar indexes x1 and x2
> // where x2 is most recent index.
> var nL = low(x1);
>
> for (var i = x1; i <= x2; i++) {
> nL = Math.min(nL, low(i));
> }
> return nL;
> }
> function getSlope(x1, y1, x2, y2) {
> return (y2 - y1) / (x2 - x1);
> }
> function drawRay(x1, y1, x2, y2, sID) {
> var x1_ray = x1;
> var y1_ray = y1;
>
> var nSlope = getSlope(x1, y1, x2, y2);
>
> // draw ray from bar with greatest slope factor between swings.
> var j = x1;
> var nEnd = x2;
>
> if (nSlope > 0) { // up trend
> for(j; j <= nEnd; j++) {
> var nTempSlope = getSlope(j, low(j), x2, y2);
> if (nTempSlope > nSlope) {
> nSlope = nTempSlope;
> x1_ray = j;
> y1_ray = low(j);
> }
> }
> } else if (nSlope < 0) { // down trend
> for(j; j <= nEnd; j++) {
> var nTempSlope = getSlope(j, high(j), x2, y2);
> if (nTempSlope < nSlope) {
> nSlope = nTempSlope;
> x1_ray = j;
> y1_ray = high(j);
> }
> }
> }
>
> var nSlopeAdj = nSlope * 500;
> y2 += nSlopeAdj;
> x2 += 500;
>
> drawLineRelative(x1_ray, y1_ray, x2, y2, PS_SOLID,
> nTLThicknessG, cTLColorG, sID);
> return;
> }
>
>
>
>
>
>
> ------------------------------------
>
> **** 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|