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20-01-2012, 10:02 PM | #1 |
عضو مميز تاريخ التسجيل: Oct 2011
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| cci دايفر جنس _SECTION_BEGIN("CCI Divergence Indicator"); //------------------------------------------------------------------------------ // // Formula Name: CCI(20) Divergence Indicator // Author/Uploader: Dennis Skoblar // E-mail: DennisAndLisa@sbcglobal.net // Date/Time Added: 2006-02-12 09:28:43 // Origin: Divergence Indicator for CCI(20) // Keywords: // Level: semi-advanced // Flags: indicator // Formula URL: http://www.amibroker.com/library/formula.php?id=586 // Details URL: http://www.amibroker.com/library/detail.php?id=586 // //------------------------------------------------------------------------------ // // This is a diveregence indeicator for the CCI(20)...I did not write this // excellent program and take no credit for it. I just modified the params a // bit to work with the cci. Thank you to the author for the excellent work! // //------------------------------------------------------------------------------ /* FileName: Mod - Osc-Price Divergence31 October 25, 2005 Version 1.0 ==================================== Use with MACD or Stochastics program detects and plots trendlines on oscillators generates price divergence data ==================================== Program is built as an include module Program does not return anything. It plots the divergence area. The global variables below are available to controlling code ================================================== ============= - Modify divergence detection to account for continuation cases properly - Currently case #18 useed for continuation */ // Parameters needed to be defined before calling this module Issue = CCI(20); Middle = 0; //Middle: MACD=0, Stoc=50, RSI=50 Div_Version = 32; Pattern = Diverge = ""; //Parameters Trendlines = Param("Trendlines",3,0,3,1); TradeON = Param("TradeON",1,0,1,1); Diag_Trace = Param("Diag_Trace",0,0,1,1); Alerts = Param("Alerts",0,0,1,1); function ParameterSetup(Osc_Issue) { //Variables are defined here if they are assigned values in more than one location global Pattern, Diverge, PlotDiverge; global PlotOver1, PLotOver2, Line1, Line2; global Backtest, explore; global Sel_BarIndex, Sel_Osc_Issue; pattern = ""; diverge = ""; PlotDiverge = 0; Plotover1 = Plotover2 = Line1 = Line2 = 0; Backtest = Status("action") == 5; Explore = Status("action") == 4; Sel_OscIssue = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue( Osc_Issue)); Sel_BarIndex = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue (BarIndex())); // verify this segment if (Backtest ==1) { TradeON = 0; Sel_OscIssue = Osc_Issue; Sel_BarIndex = BarIndex(); } } // end ParameterSetup // ************************************************** **************************************** // // Functions // //Determine Peaks - Bearish Reversal function DetectLastHigh(Osc_Issue) { global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK; TurnDn_OK = False; Sel_TurnDn_OK = False; Def_Peak1 = 0; Def_Peak2 = 0; LastHigh = 0; LastHighBars = 0; Def_Peak1 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2); Def_Peak2 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3) AND Osc_Issue < Ref(Osc_Issue,-3); TurnDn_OK = Def_Peak1 OR Def_Peak2; Sel_TurnDn_OK = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue( TurnDn_OK)); HighBar1 = IIf(Def_Peak1==1,1,0); HighBar2 = IIf(Def_Peak2==1,1,0); HighBar = IIf(HighBar1==1,3,4); LastHigh = HHV(Osc_Issue,HighBar); LastHighBars = HHVBars(Osc_issue,HighBar); _TRACE("Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK)); if (Diag_Trace==1) { _TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0) + " Def Peak2 " + WriteVal(Def_Peak2,1.0) + " TurnDn " + WriteVal(TurnDn_OK,1.0)); _TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } return Sel_TurnDn_OK; } // end DetectLastHigh function DetectBearishReversal(Osc_Issue,Middle) { global SDiv_Code, BT_SDiv_Code, Bear_Diverge; SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0; Sel_TurnDn_OK = DetectLastHigh(Osc_Issue); _TRACE("Bear Reversal - Enter Bear Diverge"); if (Sel_TurnDn_OK ==1 OR Backtest==1) { //Find Current Peak FirstBar_CurrGroup = BarsSince(Cross(Osc_Issue,Middle))+1; CurrPeak = HHV(Osc_Issue,FirstBar_Currgroup); CurrPeakBars = HHVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(C urrPeak)); _TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); //Determine Prior Peak //Distances computed relative to selected bar i=0; _TRACE("Bear Reversal 00 - start of loop ------- "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),Sele ctedValue(FirstBar_PriorGroup)); //Lines below need the selected variable to function correctly Peak_PriorGroup = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); PeakBars_PriorGroup = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_PeakBars_PriorGroup = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),Sele ctedValue(PeakBars_PriorGroup)); Sel_Peak_PriorGroup = IIf(TradeON==1,LastValue(Peak_PriorGroup),Selected Value(Peak_PriorGroup)); Final_Bars = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup; // Diagnostic _TRACE("Bear Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); _TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) + " Pk_PGBars " + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars)); _TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + " Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2)); } while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10); _TRACE("Bear Reversal 05 - end of loop ------- "); PriorPeak = Peak_PriorGroup; PriorPeakBars = Final_Bars; Sel_LastHigh = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(L astHigh)); Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(C urrPeak)); Sel_PriorPeak = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue( PriorPeak)); Sel_LastHighBars = IIf(TradeON==1,LastValue(LastHighBars),SelectedVal ue(LastHighBars)); Sel_CurrPeakBars = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedVal ue(CurrPeakBars)); Sel_PriorPeakBars = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedVa lue(PriorPeakBars)); //Needed for Backtest Arrays SR1 = CurrPeak > PriorPeak AND LastHigh == CurrPeak; //Curr Peak Higher - Divergence not possible SR2 = CurrPeak < PriorPeak AND LastHigh == CurrPeak; //Curr Peak Lower SR3 = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak; //Curr Peak Higher - Last High Lower SR4 = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak; //Curr Peak Lower - Best SR5 = LastHigh < Middle AND LastHigh < CurrPeak AND SR4==0 AND SR3==0; //Continuation signal with Osc_Issue < Middle //Needed for display Sel_SR1 = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1)); Sel_SR2 = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2)); Sel_SR3 = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3)); Sel_SR4 = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4)); Sel_SR5 = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5)); //Determine Price Divergence if (Sel_SR1==1) { Bear_Diverge = 0; SDiv_Code = 11; Diverge = ""; Pattern = "Higher High"; } if (Sel_SR2==1) { Curr_HighPrice = HHV(High,5); Prior_PeakPrice = Ref(HHV(High,6),-(Sel_PriorPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_PPeakPrice = IIf(TradeON==1,LastValue(Prior_PeakPrice),Selected Value(Prior_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_PPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 13; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 12; Diverge = ""; Pattern = "Lower High"; } } if (Sel_SR3==1) { _TRACE("Bear Reversal - SR3 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedV alue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 15; Diverge = "Bearish"; Pattern = "Higher High"; } else { Bear_Diverge = 0; SDiv_Code = 14; Diverge = ""; Pattern = "Higher High"; } } if (Sel_SR4==1) { _TRACE("Bear Reversal - SR4 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedV alue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 17; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 16; Diverge = ""; Pattern = "Lower High"; } } // end Sel_Bear_Diverge if (Sel_SR5==1) { Bear_Diverge = 0; SDiv_Code = 18; Diverge = ""; Pattern = "Continuation"; } BT_SDiv_Code = IIf(SR1==1,11, IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13, IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15, IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17, IIf(SR5==1 AND SR4==0 AND SR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " -- SR1 " + WriteVal(Sel_SR1,1.0) + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0)); _TRACE("Bear Reversal #00 - LastHigh " + WriteVal(Sel_LastHigh,1.2) + " CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " PriorPeak " + WriteVal(Sel_PriorPeak,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrPeak; y11=Sel_LastHigh; x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10, y10, x11, y11, 0 ); y20=Sel_PriorPeak; y21=Sel_CurrPeak; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); //x20=BarCount - 1 - Sel_PriorPeakBars - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); //Compute area to paint, based on MACD / Stochastic if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(SDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } } else { Area_MinValue = Max(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } } // end if backtest if (Diag_Trace==1) { _TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0)); _TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " CPBars " + WriteVal(Sel_CurrPeakBars,1.0) + " DivCode " + WriteVal(SDiv_Code,1.0)); _TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + " FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0)); _TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + " PB_PG " + WriteVal(PriorPeakBars,1.0)); _TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bear Reversal - end ================================================ "); } // end Diag_Trace } // end Sel_TurnDn_OK // Add code for troughs else { SDiv_Code = 10; } return Sel_TurnDn_OK; } //end DetectBearishReversal //Determine Troughs function DetectLastLow(Osc_Issue) { global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK; TurnUp_OK = False; Sel_TurnUp_OK = False; LastLow = 0; LastLowBars = 0; Def_Trough1 = 0; Def_Trough2 = 0; Def_Trough1 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2); Def_Trough2 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3) AND Osc_Issue > Ref(Osc_Issue,-3); TurnUp_OK = Def_Trough1 OR Def_Trough2; Sel_TurnUp_OK = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue( TurnUp_OK)); LowBar1 = IIf(Def_Trough1==1,1,0); LowBar2 = IIf(Def_Trough2==1,1,0); LowBar = IIf(LowBar1==1,3,4); LastLow = LLV(Osc_Issue,LowBar); LastLowBars = LLVBars(Osc_issue,LowBar); _TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + " LB2 " + WriteVal(LowBar2,1.0) + " LB " + WriteVal(LowBar,1.0)); if (Diag_Trace==1) { _TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0) + " Def Trough2 " + WriteVal(Def_Trough2,1.0) + " TUp " + WriteVal(TurnUp_OK,1.0)); _TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) + " Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } _TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0)); return Sel_TurnUp_OK; } function DetectBullishReversal(Osc_Issue,Middle) { global LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge; LDiv_Code = BT_LDiv_Code = 0; Bull_Diverge = 0; _TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) + " Last Bar " + WriteVal(LastValue(BarIndex()),1.0)); //Determine Trough for current period Sel_TurnUp_OK = DetectLastLow(Osc_Issue); _TRACE("Bull Code - Bull function Start " + Name() + " TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ " Code= " + WriteVal(LDiv_Code,1.0)); if (Sel_TurnUp_OK ==1 OR Backtest==1) // or 1==1 may be needed { FirstBar_CurrGroup = BarsSince(Cross(Middle,Osc_Issue))+1; CurrTrough = LLV(Osc_Issue,FirstBar_Currgroup); CurrTroughBars = LLVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue (CurrTrough)); //Distances computed relative to selected bar i=0; _TRACE("Bull Reversal 00 - start of loop ------ "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),Sele ctedValue(FirstBar_PriorGroup)); //Find Trough using scalars - This may interfere with Backtest operation, but needed Trough_PriorGroup = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); TroughBars_PriorGroup = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),Se lectedValue(TroughBars_PriorGroup)); Sel_TroughBars_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_Trough_PriorGroup = IIf(TradeON==1,LastValue(Trough_PriorGroup),Select edValue(Trough_PriorGroup)); Final_Bars = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1; if (Diag_Trace) { _TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0) + " / " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0) + " / " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + " Tr_PGBars " + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars,1.0)); _TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + " Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2)); } } while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10); PriorTrough = Trough_PriorGroup; PriorTroughBars = Final_Bars; //Put Divergence codes into Array //Compute results for display Sel_LastLow = IIf(TradeON==1,LastValue(LastLow),SelectedValue(La stLow)); Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue (CurrTrough)); Sel_PriorTrough = IIf(TradeON==1,LastValue(PriorTrough),SelectedValu e(PriorTrough)); Sel_LastLowBars = IIf(TradeON==1,LastValue(LastLowBars),SelectedValu e(LastLowBars)); Sel_CurrTroughBars = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedV alue(CurrTroughBars)); Sel_PriorTroughBars = IIf(TradeON==1,LastValue(PriorTroughBars),Selected Value(PriorTroughBars)); //Needed for Backtest Arrays LR1 = CurrTrough < PriorTrough AND LastLow == CurrTrough; LR2 = CurrTrough > PriorTrough AND LastLow == CurrTrough; LR3 = Osc_Issue < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough; LR4 = Osc_Issue < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough; LR5 = LastLow > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0; //Needed for display Sel_LR1 = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1)); Sel_LR2 = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2)); Sel_LR3 = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3)); Sel_LR4 = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4)); Sel_LR5 = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5)); //Determine Price Divergence if (Sel_LR1==1) { Bull_Diverge = 0; LDiv_Code = 11; Diverge = ""; Pattern = "Lower Low"; } if (Sel_LR2==1) { Curr_LowPrice = LLV(Low,5); Prior_LowPrice = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_PLowPrice = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedV alue(Prior_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_PLowPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 13; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 12; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR3==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValu e(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 15; Diverge = "Bullish"; Pattern = "Lower Low"; } else { Bull_Diverge = 0; LDiv_Code = 14; Diverge = ""; } } if (Sel_LR4==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValu e(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 17; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 16; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR5==1) { Bull_Diverge = 0; LDiv_Code = 18; Diverge = ""; } BT_LDiv_Code = IIf(LR1==1,11, IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13, IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15, IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17, IIf(LR5==1 AND LR4==0 AND LR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0)); _TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " -- LR1 " + WriteVal(LR1,1.0) + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0)); _TRACE("Bull Reversal #00C - LastLow " + WriteVal(Sel_LastLow,1.2) + " CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " PriorTrough " + WriteVal(Sel_PriorTrough,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrTrough; y11=Sel_LastLow; x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastLowBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10,y10,x11,y11, 0 ); y20=Sel_PriorTrough; y21=Sel_CurrTrough; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); // //Find min value of oscillator in area of interest Area_MinValue = 0; Area_MaxValue = 0; if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10)-1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(LDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } } else { Area_MinValue = Min(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } _TRACE("Plot - Bull #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0)); } // end if backtest if (Diag_Trace==1) { _TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0)); _TRACE("Bull Reversal #2 - Last Low " + WriteVal(LastLow,1.2)); _TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2)); _TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " LastLow " + WriteVal(Sel_LastLow,1.2)); _TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + " CTBars " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + " FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0)); _TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + " TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0)); _TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + " PrTrBars " + WriteVal(PriorTroughBars,1.0)); _TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bull Reversal - end =========================================== "); } // end Diag_Trace } // end Sel_TurnUp_OK else { LDiv_Code = 10; } return Sel_TurnUp_OK; } // end function BullishReversal function PlotTrendLines(PlotOver1,PlotOver2,BullBear) { //Plot Trendlines _TRACE("Plot - Enter Module "); Line1Color = IIf(BullBear=="Bullish",colorBlack,colorBrown); Line2Color = IIf(BullBear=="Bullish",colorGreen,colorYellow); Area1Color = IIf(BullBear=="Bullish",colorPaleGreen,colorLightY ellow); Area2Color = IIf(BullBear=="Bullish",colorAqua,colorLightOrange ); if (Trendlines ==1 OR Trendlines ==3) { Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel); Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel); } if (Trendlines>=2) { _TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0)); Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLab el); Plot(Plotover1,"",Area1color,styleArea|styleNoLabe l); Plot(Plotover2,"",Area2color,styleArea|styleNoLabe l); } // end Trendlines _TRACE("Plot - End Module "); } // end PlotTrendlines // ************************************************** ***************************************** // //"Div - EndTime " + Now(2); // START OF CONTROL SECTION // Complete loop takes 7ms when no divergence is detected and 17 ms with divergence function DivergeControl(Osc_Issue,Middle) { Backtest = Status("action")==5; //Declare Variable and set up parameters ParameterSetup(Osc_Issue); //Process Bearish Reversal and Continuation RunStatus = Status("action"); StartTime = Now(4); _TRACE("Timer Start - " + WriteVal(StartTime,1.0)); Sel_TurnDn_OK = DetectBearishReversal(Osc_Issue,Middle); _TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4)); //_TRACE("Control Section - DivCode " + WriteVal(SDiv_Code,1.0) + " LB DivCode " + WriteVal(SDiv_Code[BarCount-1],1.0)); Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle); if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1)) { Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_Tur nUp_OK==1,"Bullish","")); PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear); } _TRACE("Control Section - end ================================================== ============"); _TRACE("Control Section - end ================================================== ============"); if (Status("action")==1 AND Alerts==1) { _TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + " Bear Code " + WriteVal(SDiv_Code,1.0)); AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 ); AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher High.wav","",6,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 ); } return Pattern + " - " + Diverge; } // end DivergeControl Plot(CCI(20),"CCI(20)",colorRed,styleLine); divergeControl(Issue,Middle); _SECTION_END(); |
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cci دايفر جنس _SECTION_BEGIN("CCI Divergence Indicator"); //------------------------------------------------------------------------------ // // Formula Name: CCI(20) Divergence Indicator // Author/Uploader: Dennis Skoblar // E-mail: DennisAndLisa@sbcglobal.net // Date/Time Added: 2006-02-12 09:28:43 // Origin: Divergence Indicator for CCI(20) // Keywords: // Level: semi-advanced // Flags: indicator // Formula URL: http://www.amibroker.com/library/formula.php?id=586 // Details URL: http://www.amibroker.com/library/detail.php?id=586 // //------------------------------------------------------------------------------ // // This is a diveregence indeicator for the CCI(20)...I did not write this // excellent program and take no credit for it. I just modified the params a // bit to work with the cci. Thank you to the author for the excellent work! // //------------------------------------------------------------------------------ /* FileName: Mod - Osc-Price Divergence31 October 25, 2005 Version 1.0 ==================================== Use with MACD or Stochastics program detects and plots trendlines on oscillators generates price divergence data ==================================== Program is built as an include module Program does not return anything. It plots the divergence area. The global variables below are available to controlling code ================================================== ============= - Modify divergence detection to account for continuation cases properly - Currently case #18 useed for continuation */ // Parameters needed to be defined before calling this module Issue = CCI(20); Middle = 0; //Middle: MACD=0, Stoc=50, RSI=50 Div_Version = 32; Pattern = Diverge = ""; //Parameters Trendlines = Param("Trendlines",3,0,3,1); TradeON = Param("TradeON",1,0,1,1); Diag_Trace = Param("Diag_Trace",0,0,1,1); Alerts = Param("Alerts",0,0,1,1); function ParameterSetup(Osc_Issue) { //Variables are defined here if they are assigned values in more than one location global Pattern, Diverge, PlotDiverge; global PlotOver1, PLotOver2, Line1, Line2; global Backtest, explore; global Sel_BarIndex, Sel_Osc_Issue; pattern = ""; diverge = ""; PlotDiverge = 0; Plotover1 = Plotover2 = Line1 = Line2 = 0; Backtest = Status("action") == 5; Explore = Status("action") == 4; Sel_OscIssue = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue( Osc_Issue)); Sel_BarIndex = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue (BarIndex())); // verify this segment if (Backtest ==1) { TradeON = 0; Sel_OscIssue = Osc_Issue; Sel_BarIndex = BarIndex(); } } // end ParameterSetup // ************************************************** **************************************** // // Functions // //Determine Peaks - Bearish Reversal function DetectLastHigh(Osc_Issue) { global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK; TurnDn_OK = False; Sel_TurnDn_OK = False; Def_Peak1 = 0; Def_Peak2 = 0; LastHigh = 0; LastHighBars = 0; Def_Peak1 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2); Def_Peak2 = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3) AND Osc_Issue < Ref(Osc_Issue,-3); TurnDn_OK = Def_Peak1 OR Def_Peak2; Sel_TurnDn_OK = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue( TurnDn_OK)); HighBar1 = IIf(Def_Peak1==1,1,0); HighBar2 = IIf(Def_Peak2==1,1,0); HighBar = IIf(HighBar1==1,3,4); LastHigh = HHV(Osc_Issue,HighBar); LastHighBars = HHVBars(Osc_issue,HighBar); _TRACE("Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK)); if (Diag_Trace==1) { _TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0) + " Def Peak2 " + WriteVal(Def_Peak2,1.0) + " TurnDn " + WriteVal(TurnDn_OK,1.0)); _TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } return Sel_TurnDn_OK; } // end DetectLastHigh function DetectBearishReversal(Osc_Issue,Middle) { global SDiv_Code, BT_SDiv_Code, Bear_Diverge; SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0; Sel_TurnDn_OK = DetectLastHigh(Osc_Issue); _TRACE("Bear Reversal - Enter Bear Diverge"); if (Sel_TurnDn_OK ==1 OR Backtest==1) { //Find Current Peak FirstBar_CurrGroup = BarsSince(Cross(Osc_Issue,Middle))+1; CurrPeak = HHV(Osc_Issue,FirstBar_Currgroup); CurrPeakBars = HHVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(C urrPeak)); _TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); //Determine Prior Peak //Distances computed relative to selected bar i=0; _TRACE("Bear Reversal 00 - start of loop ------- "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),Sele ctedValue(FirstBar_PriorGroup)); //Lines below need the selected variable to function correctly Peak_PriorGroup = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); PeakBars_PriorGroup = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_PeakBars_PriorGroup = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),Sele ctedValue(PeakBars_PriorGroup)); Sel_Peak_PriorGroup = IIf(TradeON==1,LastValue(Peak_PriorGroup),Selected Value(Peak_PriorGroup)); Final_Bars = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup; // Diagnostic _TRACE("Bear Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2)); _TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) + " Pk_PGBars " + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars)); _TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + " Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2)); } while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10); _TRACE("Bear Reversal 05 - end of loop ------- "); PriorPeak = Peak_PriorGroup; PriorPeakBars = Final_Bars; Sel_LastHigh = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(L astHigh)); Sel_CurrPeak = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(C urrPeak)); Sel_PriorPeak = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue( PriorPeak)); Sel_LastHighBars = IIf(TradeON==1,LastValue(LastHighBars),SelectedVal ue(LastHighBars)); Sel_CurrPeakBars = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedVal ue(CurrPeakBars)); Sel_PriorPeakBars = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedVa lue(PriorPeakBars)); //Needed for Backtest Arrays SR1 = CurrPeak > PriorPeak AND LastHigh == CurrPeak; //Curr Peak Higher - Divergence not possible SR2 = CurrPeak < PriorPeak AND LastHigh == CurrPeak; //Curr Peak Lower SR3 = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak; //Curr Peak Higher - Last High Lower SR4 = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak; //Curr Peak Lower - Best SR5 = LastHigh < Middle AND LastHigh < CurrPeak AND SR4==0 AND SR3==0; //Continuation signal with Osc_Issue < Middle //Needed for display Sel_SR1 = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1)); Sel_SR2 = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2)); Sel_SR3 = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3)); Sel_SR4 = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4)); Sel_SR5 = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5)); //Determine Price Divergence if (Sel_SR1==1) { Bear_Diverge = 0; SDiv_Code = 11; Diverge = ""; Pattern = "Higher High"; } if (Sel_SR2==1) { Curr_HighPrice = HHV(High,5); Prior_PeakPrice = Ref(HHV(High,6),-(Sel_PriorPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_PPeakPrice = IIf(TradeON==1,LastValue(Prior_PeakPrice),Selected Value(Prior_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_PPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 13; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 12; Diverge = ""; Pattern = "Lower High"; } } if (Sel_SR3==1) { _TRACE("Bear Reversal - SR3 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedV alue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 15; Diverge = "Bearish"; Pattern = "Higher High"; } else { Bear_Diverge = 0; SDiv_Code = 14; Diverge = ""; Pattern = "Higher High"; } } if (Sel_SR4==1) { _TRACE("Bear Reversal - SR4 - True"); Curr_HighPrice = HHV(High,5); Curr_PeakPrice = Ref(HHV(High,6),-(Sel_CurrPeakBars-3)); Sel_CHighPrice = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedV alue(Curr_HighPrice)); Sel_CPeakPrice = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedV alue(Curr_PeakPrice)); Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice; if (Sel_Bear_Diverge==1) { Bear_Diverge = 1; SDiv_Code = 17; Diverge = "Bearish"; Pattern = "Lower High"; } else { Bear_Diverge = 0; SDiv_Code = 16; Diverge = ""; Pattern = "Lower High"; } } // end Sel_Bear_Diverge if (Sel_SR5==1) { Bear_Diverge = 0; SDiv_Code = 18; Diverge = ""; Pattern = "Continuation"; } BT_SDiv_Code = IIf(SR1==1,11, IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13, IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15, IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17, IIf(SR5==1 AND SR4==0 AND SR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " -- SR1 " + WriteVal(Sel_SR1,1.0) + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0)); _TRACE("Bear Reversal #00 - LastHigh " + WriteVal(Sel_LastHigh,1.2) + " CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " PriorPeak " + WriteVal(Sel_PriorPeak,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrPeak; y11=Sel_LastHigh; x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10, y10, x11, y11, 0 ); y20=Sel_PriorPeak; y21=Sel_CurrPeak; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); //x20=BarCount - 1 - Sel_PriorPeakBars - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); //Compute area to paint, based on MACD / Stochastic if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(SDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0); } } else { Area_MinValue = Max(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } } // end if backtest if (Diag_Trace==1) { _TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0)); _TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + " CPBars " + WriteVal(Sel_CurrPeakBars,1.0) + " DivCode " + WriteVal(SDiv_Code,1.0)); _TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + " FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0)); _TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + " PB_PG " + WriteVal(PriorPeakBars,1.0)); _TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bear Reversal - end ================================================ "); } // end Diag_Trace } // end Sel_TurnDn_OK // Add code for troughs else { SDiv_Code = 10; } return Sel_TurnDn_OK; } //end DetectBearishReversal //Determine Troughs function DetectLastLow(Osc_Issue) { global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK; TurnUp_OK = False; Sel_TurnUp_OK = False; LastLow = 0; LastLowBars = 0; Def_Trough1 = 0; Def_Trough2 = 0; Def_Trough1 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2); Def_Trough2 = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3) AND Osc_Issue > Ref(Osc_Issue,-3); TurnUp_OK = Def_Trough1 OR Def_Trough2; Sel_TurnUp_OK = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue( TurnUp_OK)); LowBar1 = IIf(Def_Trough1==1,1,0); LowBar2 = IIf(Def_Trough2==1,1,0); LowBar = IIf(LowBar1==1,3,4); LastLow = LLV(Osc_Issue,LowBar); LastLowBars = LLVBars(Osc_issue,LowBar); _TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + " LB2 " + WriteVal(LowBar2,1.0) + " LB " + WriteVal(LowBar,1.0)); if (Diag_Trace==1) { _TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0) + " Def Trough2 " + WriteVal(Def_Trough2,1.0) + " TUp " + WriteVal(TurnUp_OK,1.0)); _TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) + " Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2) + " Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + " Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3))); } _TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0)); return Sel_TurnUp_OK; } function DetectBullishReversal(Osc_Issue,Middle) { global LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge; LDiv_Code = BT_LDiv_Code = 0; Bull_Diverge = 0; _TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) + " Last Bar " + WriteVal(LastValue(BarIndex()),1.0)); //Determine Trough for current period Sel_TurnUp_OK = DetectLastLow(Osc_Issue); _TRACE("Bull Code - Bull function Start " + Name() + " TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ " Code= " + WriteVal(LDiv_Code,1.0)); if (Sel_TurnUp_OK ==1 OR Backtest==1) // or 1==1 may be needed { FirstBar_CurrGroup = BarsSince(Cross(Middle,Osc_Issue))+1; CurrTrough = LLV(Osc_Issue,FirstBar_Currgroup); CurrTroughBars = LLVBars(Osc_Issue,FirstBar_Currgroup)+0; Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue (CurrTrough)); //Distances computed relative to selected bar i=0; _TRACE("Bull Reversal 00 - start of loop ------ "); do { i++; LastBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i); FirstBar_PriorGroup = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1); Sel_LastBar_PG = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_FirstBar_PG = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),Sele ctedValue(FirstBar_PriorGroup)); //Find Trough using scalars - This may interfere with Backtest operation, but needed Trough_PriorGroup = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); TroughBars_PriorGroup = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1); Sel_LastBar_PriorGroup = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),Se lectedValue(TroughBars_PriorGroup)); Sel_TroughBars_PriorGroup = IIf(TradeON==1,LastValue(LastBar_PriorGroup),Selec tedValue(LastBar_PriorGroup)); Sel_Trough_PriorGroup = IIf(TradeON==1,LastValue(Trough_PriorGroup),Select edValue(Trough_PriorGroup)); Final_Bars = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1; if (Diag_Trace) { _TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0) + " / " + WriteVal(Sel_FirstBar_PG,1.0) + " LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0) + " / " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr " + WriteVal(Sel_FirstBar_PG,1.0) + " Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0)); _TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + " Tr_PGBars " + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " + WriteVal(Final_Bars,1.0)); _TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + " Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2)); } } while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10); PriorTrough = Trough_PriorGroup; PriorTroughBars = Final_Bars; //Put Divergence codes into Array //Compute results for display Sel_LastLow = IIf(TradeON==1,LastValue(LastLow),SelectedValue(La stLow)); Sel_CurrTrough = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue (CurrTrough)); Sel_PriorTrough = IIf(TradeON==1,LastValue(PriorTrough),SelectedValu e(PriorTrough)); Sel_LastLowBars = IIf(TradeON==1,LastValue(LastLowBars),SelectedValu e(LastLowBars)); Sel_CurrTroughBars = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedV alue(CurrTroughBars)); Sel_PriorTroughBars = IIf(TradeON==1,LastValue(PriorTroughBars),Selected Value(PriorTroughBars)); //Needed for Backtest Arrays LR1 = CurrTrough < PriorTrough AND LastLow == CurrTrough; LR2 = CurrTrough > PriorTrough AND LastLow == CurrTrough; LR3 = Osc_Issue < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough; LR4 = Osc_Issue < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough; LR5 = LastLow > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0; //Needed for display Sel_LR1 = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1)); Sel_LR2 = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2)); Sel_LR3 = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3)); Sel_LR4 = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4)); Sel_LR5 = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5)); //Determine Price Divergence if (Sel_LR1==1) { Bull_Diverge = 0; LDiv_Code = 11; Diverge = ""; Pattern = "Lower Low"; } if (Sel_LR2==1) { Curr_LowPrice = LLV(Low,5); Prior_LowPrice = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_PLowPrice = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedV alue(Prior_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_PLowPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 13; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 12; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR3==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValu e(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 15; Diverge = "Bullish"; Pattern = "Lower Low"; } else { Bull_Diverge = 0; LDiv_Code = 14; Diverge = ""; } } if (Sel_LR4==1) { Curr_LowPrice = LLV(Low,5); CT_LowPrice = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3)); Sel_CLowPrice = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedVa lue(Curr_LowPrice)); Sel_CTroughPrice = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValu e(CT_LowPrice)); Sel_Bull_Diverge = Sel_CLowPrice <= Sel_CTroughPrice; if (Sel_Bull_Diverge==1) { Bull_Diverge = 1; LDiv_Code = 17; Diverge = "Bullish"; Pattern = "Higher Low"; } else { Bull_Diverge = 0; LDiv_Code = 16; Diverge = ""; Pattern = "Higher Low"; } } if (Sel_LR5==1) { Bull_Diverge = 0; LDiv_Code = 18; Diverge = ""; } BT_LDiv_Code = IIf(LR1==1,11, IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13, IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15, IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17, IIf(LR5==1 AND LR4==0 AND LR3==0,18,0)))))))); if (Diag_trace) { _TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0)); _TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " -- LR1 " + WriteVal(LR1,1.0) + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0)); _TRACE("Bull Reversal #00C - LastLow " + WriteVal(Sel_LastLow,1.2) + " CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " PriorTrough " + WriteVal(Sel_PriorTrough,1.2) ); } if (Backtest == 0) { //Assign Values to coordinates y10=Sel_CurrTrough; y11=Sel_LastLow; x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex); x11=BarCount - 1 - Sel_LastLowBars - (LastValue(BarIndex()) - Sel_BarIndex); Line1 = LineArray( x10,y10,x11,y11, 0 ); y20=Sel_PriorTrough; y21=Sel_CurrTrough; x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex); x21=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex())- Sel_BarIndex); Line2 = LineArray( x20, y20, x21, y21, 0 ); // //Find min value of oscillator in area of interest Area_MinValue = 0; Area_MaxValue = 0; if (Middle==50) { Area_MaxValue = 100; PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10)-1 AND BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0); if (SelectedValue(LDiv_Code)==15) { //Limit the blue bar for divergence to 2nd half of area for code 15 PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17) { PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0); } } else { Area_MinValue = Min(y10,y20); PlotOver2 = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1 AND BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0); PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0); } _TRACE("Plot - Bull #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0)); } // end if backtest if (Diag_Trace==1) { _TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0)); _TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0)); _TRACE("Bull Reversal #2 - Last Low " + WriteVal(LastLow,1.2)); _TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2)); _TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " LastLow " + WriteVal(Sel_LastLow,1.2)); _TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + " CTBars " + WriteVal(CurrTroughBars,1.0)); _TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + " FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0)); _TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + " TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0)); _TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + " PrTrBars " + WriteVal(PriorTroughBars,1.0)); _TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2) + " x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2)); _TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2) + " x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2)); _TRACE("Bull Reversal - end =========================================== "); } // end Diag_Trace } // end Sel_TurnUp_OK else { LDiv_Code = 10; } return Sel_TurnUp_OK; } // end function BullishReversal function PlotTrendLines(PlotOver1,PlotOver2,BullBear) { //Plot Trendlines _TRACE("Plot - Enter Module "); Line1Color = IIf(BullBear=="Bullish",colorBlack,colorBrown); Line2Color = IIf(BullBear=="Bullish",colorGreen,colorYellow); Area1Color = IIf(BullBear=="Bullish",colorPaleGreen,colorLightY ellow); Area2Color = IIf(BullBear=="Bullish",colorAqua,colorLightOrange ); if (Trendlines ==1 OR Trendlines ==3) { Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel); Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel); } if (Trendlines>=2) { _TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0)); Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLab el); Plot(Plotover1,"",Area1color,styleArea|styleNoLabe l); Plot(Plotover2,"",Area2color,styleArea|styleNoLabe l); } // end Trendlines _TRACE("Plot - End Module "); } // end PlotTrendlines // ************************************************** ***************************************** // //"Div - EndTime " + Now(2); // START OF CONTROL SECTION // Complete loop takes 7ms when no divergence is detected and 17 ms with divergence function DivergeControl(Osc_Issue,Middle) { Backtest = Status("action")==5; //Declare Variable and set up parameters ParameterSetup(Osc_Issue); //Process Bearish Reversal and Continuation RunStatus = Status("action"); StartTime = Now(4); _TRACE("Timer Start - " + WriteVal(StartTime,1.0)); Sel_TurnDn_OK = DetectBearishReversal(Osc_Issue,Middle); _TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4)); //_TRACE("Control Section - DivCode " + WriteVal(SDiv_Code,1.0) + " LB DivCode " + WriteVal(SDiv_Code[BarCount-1],1.0)); Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle); if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1)) { Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_Tur nUp_OK==1,"Bullish","")); PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear); } _TRACE("Control Section - end ================================================== ============"); _TRACE("Control Section - end ================================================== ============"); if (Status("action")==1 AND Alerts==1) { _TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + " Bear Code " + WriteVal(SDiv_Code,1.0)); AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 ); AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 ); AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher High.wav","",6,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 ); AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 ); } return Pattern + " - " + Diverge; } // end DivergeControl Plot(CCI(20),"CCI(20)",colorRed,styleLine); divergeControl(Issue,Middle); _SECTION_END(); |
08-02-2012, 05:42 PM | #3 |
عضو مميز تاريخ التسجيل: Feb 2012
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| رد: cci دايفر جنس |
abdulallh78 |
مشاهدة ملفه الشخصي |
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#3
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رد: cci دايفر جنس |
abdulallh78 |
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18-03-2012, 04:14 PM | #6 |
عضو مميز تاريخ التسجيل: Mar 2012
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| رد: cci دايفر جنس |
المؤشر الذهبي |
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#6
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28-03-2012, 09:29 AM | #7 |
عضو مميز تاريخ التسجيل: Mar 2012
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| رد: cci دايفر جنس |
الرجل الازرق |
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#7
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الرجل الازرق |
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06-04-2012, 01:51 AM | #9 |
عضو مميز تاريخ التسجيل: Mar 2012
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الزمن الجميل |
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#9
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08-07-2012, 08:34 PM | #10 |
عضو غير حقيقي تاريخ التسجيل: Jun 2012
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خليج الكبرياء |
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#10
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خليج الكبرياء |
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الآراء التي تطرح في المنتدى تعبر عن رأي صاحبها
والمنتدى غير مسؤول عنها وعن اي معاملات مالية في الخاص بين الاعضاء
وجميع مايكتب بالمنتدى لايعتبر توصية وليست دعوة
للبيع أوالشراء وشرعية السهم مسؤوليتك والقرار قرارك
عزيزي الزائر يمكن النظر الى ملاحظاتك حول اي موضوع بمراسلة
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