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)