Higher High Lower High AFL Analyze Trading Performance
HIGHER HIGH LOWER HIGH AFL FOR AMIBROKER
Higher High Lower High AFL really analyze your trading performance. Yes, its true. This Amibroker AFL provide information that you want. HH, LH, Target price, stop loss price target and so on. Afl was made on the basis of Higher high lower high concept. Its also follow previous day high low breakout strategy and swing high low support resistance indicator formula.
Let’s know the concept of HH LH with below image.
In figure clearly show you what a powerful concept of the higher high lower high. Image told us that when trend creates swing high swing low than trends are made for bullish. By This AFL its easy to catch out the point and trade with it.
Image of AFL [amibroker formula language].
In Afl image we can watch that when price trends creates higher high or creates lower high point than it is ready to buy or sell signal. Afl itself inform you the target sell or buy price which is seen into the figure.
HH LH Indicator for Amibroker AFL CODE
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GfxSetBkMode(1); X=750; Y=1; Font=10; GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorRed);GfxTextOut("KrT group",x,y); GfxSelectFont("Impact",Font*2.2, 550);GfxSetTextColor(colorGreen);GfxTextOut("RESEARCH",x+120,Y); _SECTION_END(); //------------------------------------------------------------------------------ _SECTION_BEGIN("HA"); tchoice=Param("Title Selection ",2,1,2,1); Q=Param("% Change",2.1,1,10,1); Z= Ref(Zig(C ,q ),-1) ; HH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(z,q,1 ) >Peak(Z,q,2))),-1); LH=Ref(((Z<Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2)) AND (Peak(Z,q,1 ) <Peak(Z,q,2))),-1); HL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) >Trough(Z,q,2))),-1); LL=Ref(((Z>Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2)) AND (Trough(Z,q,1 ) <Trough(Z,q,2))),-1); GraphXSpace = 5; dist = 0.5*ATR(20); for( i = 0; i < BarCount; i++ ) { if( HH[i] ) PlotText( "HH", i, H[ i ]+dist[i], colorCustom12 ); if( LH[i] ) PlotText( "LH", i, H[ i ]+dist[i], colorCustom12 ); if( HL[i] ) PlotText( "HL", i, L[ i ]-dist[i], colorBlack ); if( LL[i] ) PlotText( "LL", i, L[ i ]-dist[i], colorBlack ); } //calculates floor pivots from previous days data & plots it on the present intraday chart. //RED LINE = RESISTANCE //RED DASHED LINE = MINI RESISTANCE //BLUE LINE = SUPPORT //BLUE DASHED LINE = MINI SUPPORT //YELLOW DOTTED LINE = PIVOT //RED DOTTED LINE = PREVIOUS Day High //BLUE DOTTED LINE = PREVIOUS Day Low //BLACK DOTTED LINE = PREVIOUS Day Close //2 - IN - 1 PRICE CHART Pstyle = ParamToggle("Heikin Ashi","On|Off",1); if(Pstyle==0){ HaClose = (O+H+L+C)/4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); //PlotOHLC(HaOpen,HaHigh,HaLow,HaClose,"",IIf(HaClose > HaOpen,colorGreen,colorBrown),styleCandle); //Sell = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)); //Buy = (abs(HaOpen -HaClose )<= ((HaHigh -HaLow )*0.1)) ; Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); //PlotShapes( IIf( Sell, shapeDownArrow+ shapePositionAbove, shapeNone), colorCustom12 ); //Plot(EMA(HaClose,20), "", colorBlue , styleLine|styleThick ); //Plot(Wilders(H,260.6), "",colorCustom12 , styleDashed|styleThick ); //Plot(EMA(HaClose,10), "",colorTan, styleLine|styleThick ); TimeFrameSet(inHourly); Hh=HHV (L,24); Ll =LLV (H,24); TimeFrameRestore(); Hh1=(TimeFrameExpand( Hh, inHourly)); Ll1=(TimeFrameExpand( Ll, inHourly)); Plot(Hh1 , "27dayssellbelclose",colorRed, 4+8+2048); Plot(Ll1 , "27daysbuyabvclose",colorGreen, 4+8+2048); Buy=Cross(C,LL); Sell=Cross(HH,C); Filter=Buy OR Sell; _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); } Pivot = ParamToggle("Pivot", "weekly|monthly", 1); if(Pivot) { H1 = TimeFrameGetPrice("H", inMonthly, -1); // yesterdays high L1 = TimeFrameGetPrice("L", inMonthly, -1); // low C1= TimeFrameGetPrice("C", inMonthly, -1); // close } else { H1 = TimeFrameGetPrice("H", inWeekly, -1); // yesterdays high L1 = TimeFrameGetPrice("L", inWeekly, -1); // low C1= TimeFrameGetPrice("C", inWeekly, -1); // close } // PIVOT Calculation P = ( H1+ L1+ C1 )/3; R1 = P+(H1-L1)/2-(P-C1)/2; R2 = H1-L1+P; R3 = H1-L1+R1; R4 = H1-L1+R2; R5 = H1-L1+R3; R6 = H1-L1+R4; R7 = H1-L1+R5; R8 = H1-L1+R6; R9 = H1-L1+R7; R10 = H1-L1+R8; S1 = P -(H1-L1)/2-(P-C1)/2; S2 = P -(H1-L1); S3 = S1 -(H1-L1); S4 = S2 -(H1-L1); S5 = S3 -(H1-L1); S6 = S4 -(H1-L1); S7 = S5 -(H1-L1); S8 = S6 -(H1-L1); S9 = S7 -(H1-L1); S10 =S8 -(H1-L1); // PIVOT mid points MIDR1 = (P+R1)/2; MIDR2 = (R1+R2)/2; MIDR3 = (R2+R3)/2; MIDR4 = (R3+R4)/2; MIDR5 = (R4+R5)/2; MIDR6 = (R5+R6)/2; MIDR7 = (R6+R7)/2; MIDR8 = (R7+R8)/2; MIDR9 = (R8+R9)/2; MIDR10 = (R9+R10)/2; MIDS1 = (P+S1)/2; MIDS2 = (S1+S2)/2; MIDS3 = (S2+S3)/2; MIDS4 = (S3+S4)/2; MIDS5 = (S4+S5)/2; MIDS6 = (S5+S6)/2; MIDS7 = (S6+S7)/2; MIDS8 = (S7+S8)/2; MIDS9 = (S8+S9)/2; MIDS10 = (S9+S10)/2; n=130; per =11.5; x = Cum(1); s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n)); s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n)); pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1 )); startt=LastValue(ValueWhen( pS, x, 2 )); dtS =endt-startt; endS = LastValue(ValueWhen( pS, s1, 1 ) ); startS = LastValue( ValueWhen( pS, s1, 2 )); aS = (endS-startS)/dtS;bS = endS; trendlineS = aS * ( x -endt ) + bS; pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1 )); startt1=LastValue(ValueWhen( pR, x, 2 )); dtR =endt1-startt1; endR = LastValue(ValueWhen( pR, s11, 1 ) ); startR = LastValue( ValueWhen( pR, s11, 2 )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; //Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick); //Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick); Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1); Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 ); Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); AlertIf( Buy, "", "BUY @ " + C, 1 ); AlertIf( Sell, "", "SELL @ " + C, 2 ); //PlotShapes( Buy * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy, colorGold, colorPink) ); dist = 2.5*ATR(10); dist1 = 0.7*ATR(10); for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) { PlotText( "\n Heavy Fire Up Ahead " , i, L[ i ]-dist[i], colorBlack, colorGreen ); //Say("Heavy Fire Up Ahead"); } if( Sell[i] ) { PlotText( " Heavy Down Fall Ahead " , i, H[ i ]+dist1[i], colorBlack, colorRed ); //Say("Heavy Down Fall Ahead"); } } n=45; per =20; x = Cum(1); s1=IIf(RSIa(L,n)>Min(RSIa(C,n),RSIa(O,n)),Min(RSIa (C,n),RSIa(O,n)),RSIa(L,n)); s11=IIf(RSIa(H,n)<Max(RSIa(C,n),RSIa(O,n)),Max(RSIa(C,n),RSIa(O,n)),RSIa(H,n)); pS = TroughBars( s1, per, 1 ) == 0; endt= LastValue(ValueWhen( pS, x, 1 )); startt=LastValue(ValueWhen( pS, x, 2 )); dtS =endt-startt; endS = LastValue(ValueWhen( pS, s1, 1 ) ); startS = LastValue( ValueWhen( pS, s1, 2 )); aS = (endS-startS)/dtS;bS = endS; trendlineS = aS * ( x -endt ) + bS; pR = PeakBars( s11, per, 1 ) == 0; endt1= LastValue(ValueWhen( pR, x, 1 )); startt1=LastValue(ValueWhen( pR, x, 2 )); dtR =endt1-startt1; endR = LastValue(ValueWhen( pR, s11, 1 ) ); startR = LastValue( ValueWhen( pR, s11, 2 )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; //Plot(trendlineR , "trendlineR" ,colorRed , styleLine); //Plot(ValueWhen( (S1==trendlineS ), L),"", colorGreen, styleDashed|styleNoRescale|styleThick); //Plot(ValueWhen((S11==trendlineR ), H),"", colorRed, styleDashed|styleNoRescale|styleThick); Buy = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S1==trendlineS,-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1); Sell = Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(Ref(S11==trendlineR,-1 ),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1),-1 ),-1 ),-1 ),-1 ),-1 ); Buy = ExRem( Buy, Sell ); Sell = ExRem( Sell, Buy ); // Plot the ribbon ribboncol= IIf( BarsSince(Buy)<BarsSince(Sell), colorGreen, colorRed ); Plot( 3, "", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 ); PlotShapes(IIf(Buy, shapeSquare,shapeNone) ,colorBlue,0, Close, Offset=-10) ; PlotShapes(IIf(Buy, shapeSmallUpTriangle,shapeNone) ,colorLime,0, Close, Offset=-10) ; PlotShapes(IIf(Sell, shapeSquare,shapeNone),colorRed,0, Close, Offset=-1) ; PlotShapes(IIf(Sell, shapeSmallDownTriangle,shapeNone),colorLime,0, Close, Offset=-1) ; PlotShapes( Buy * shapeNone + Sell * shapeNone, IIf( Buy, colorBlue, colorPink) ); dist = 0.8*ATR(10); dist1 = 2*ATR(10); for( i = 0; i < BarCount; i++ ) { if( Buy[i] ) { PlotText( "\nHNI Buy 10 Lots @" + C[ i ] + "\nTGT= " + (C[i]*1.0045) + "\nSL= " + (C[i]*0.9970), i, L[ i ]-dist[i], colorGreen, colorBlack ); } if( Sell[i] ) { PlotText( "HNI Sell 10 Lots @" + C[ i ] + "\nT= " + (C[i]*0.995) + "\nSL= " + (C[i]*1.0025), i, H[ i ]+dist1[i], colorRed, colorBlack ); } } _SECTION_END(); Uphigh = HHV(C,90); downhigh = LLV (C, 40); //Buy = C>= Uphigh; //Sell = C<= downhigh; Buy = ExRem (Buy,Sell); Sell = ExRem (Sell,Buy); _SECTION_BEGIN("BACK COLOR"); SetChartBkGradientFill( ParamColor("BgTop", colorPlum), ParamColor("BgBottom", colorBlack),ParamColor("titleblock",colorPlum)); Title = (EncodeColor(colorGold)+Day() + EncodeColor(colorWhite) + Name()+" " + Date() +" "+Interval(2) +" "+ EncodeColor(colorWhite)+",Open "+Open +" , High "+H+" , Low "+L+" , Close "+C+" "+"{{VALUES}}"); BuyPrice = Open; SellPrice = Open; Derived=WMA(WMA(WMA(((H+L)/2)+(O-C),92),1),1); i=WMA(Derived,3); Upper=(Derived+StDev(Derived,7))+ATR(2)/1.5; Lower=(Derived-StDev(Derived,7))-ATR(2)/1; color=IIf(BarsSince(Cross(Lower,Low))> BarsSince(Cross(C,Upper)), colorBrightGreen,colorRed); Plot(C,"",color,64); //WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,",""); //WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",",""); //WriteIf( sss ,"No trading signals today.","") ; SetBarsRequired( 600, 0 ); GraphXSpace = 8; SetChartOptions( 0, chartShowArrows | chartShowDates ); //============== TITLE ============== _SECTION_BEGIN("Magnified Market Price"); FS=Param("Font Size",30,11,100,1); GfxSelectFont("Times New Roman", FS, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor( ParamColor("Color",colorGold) ); Hor=Param("Horizontal Position",970,1,1200,1); Ver=Param("Vertical Position",50,1,830,1); GfxTextOut(""+C, Hor , Ver ); YC=TimeFrameGetPrice("C",inDaily,-1); DD=Prec(C-YC,2); xx=Prec((DD/YC)*100,2); GfxSelectFont("Times New Roman", 11, 700, True ); GfxSetBkMode( colorWhite ); GfxSetTextColor(ParamColor("Color",colorBlack) ); GfxTextOut(""+DD+" ("+xx+"%)", Hor , Ver+45 ); _SECTION_END(); _SECTION_BEGIN("Price Line"); dp= Param("dps",3,0,1000,1); PriceLineColor=ParamColor("PriceLineColor",colorOrange); PriceLevel = ParamField("PriceField", field = 3 ); PriceLeve2 = ParamField("PriceField", field = dp ); Daysback = Param("Bars Back",1,10,500,1); FirstBar = BarCount - DaysBack; YY = IIf(BarIndex() >= Firstbar,EndValue(PriceLevel),Null); Plot(YY,"Current Price",PriceLineColor,ParamStyle("LineStyle",styleLine|styleDashed|styleNoTitle|styleNoLabel|styleThick,maskAll)); side = Param("side",1,0,1000,1); dist = 0; for( i = 0; i < BarCount; i++ ) { if(i+side== BarCount) PlotText( "\n " + PriceLevel[ i ], i, YY[ i ]-dist[i], colorGold ); } _SECTION_END(); /****************/ /* */ /* ALERT OUTPUT */ /* */ /****************/ TxtX = Param("Text Left", 600, 0, 1000, 10); TxtY = Param("Text Top", 60, 1, 650, 10); GfxSelectFont("Tahoma", 14, 700 ); GfxSetBkMode(1); if(LastValue(Buy) OR SelectedValue(Buy)) { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal", TxtX, TxtY); Say(""); } else if(LastValue(Sell) OR SelectedValue(Sell)) { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal", TxtX, TxtY); Say(""); } else { GfxSetTextColor(colorGold); GfxTextOut("Waiting For Next Signal ", TxtX, TxtY); GfxTextOut("", TxtX, TxtY); } _SECTION_BEGIN("sys"); x=Param("xposn",315,0,1000,1); y=Param("yposn",576,0,1000,1); _SECTION_END(); _SECTION_BEGIN("Background text"); C11=ParamColor("up panel",colorBlack ); C12=ParamColor("dn panel",colorBlack ); C13=Param("fonts",20,10,30,1 ); C14=Param("left-right",2.1,1.0,5.0,0.1 ); C15=Param("up-down",8,1,30,1 ); Miny = Status("axisminy"); Maxy = Status("axismaxy"); lvb = Status("lastvisiblebar"); fvb = Status("firstvisiblebar"); pxwidth = Status("pxwidth"); pxheight = Status("pxheight"); GfxSetBkMode( 0 ); GfxSelectFont("Tahoma", 12, 500, False, False, 0); GfxSetTextColor(colorCustom12); GfxSetTextAlign( 6 ); GfxSelectFont("Tahoma", 15, 600, False, False, 0); GfxSetTextColor(colorWhite); GfxSetTextAlign( 6 ); GfxSelectFont("Tahoma", 12, 400, False, False, 0); GfxSetTextColor(colorBrightGreen); GfxSelectFont("Tahoma", 12, 400, False, False, 0); GfxSetTextColor(colorRed); pricechange=(C-Ref(C,-1))*100/Ref(C,-1); changeponit=C-Ref(C,-1); Vlp=Param("Volume lookback period",15,10,300,10); Vrg=MA(V,Vlp); St = StDev(Vrg,Vlp); Vp3 = Vrg + 3*st; Vp2 = Vrg + 2*st;; Vp1 = Vrg + 1*st;; Vn1 = Vrg -1*st; Vn2 = Vrg -2*st; x=Param("xposn",1,0,1000,1); y=Param("yposn",1,0,1000,1); GfxGradientRect( 1, 1, 1400, 40, colorViolet, colorBlack); GfxSetBkMode(0); GfxSelectFont( "Georgia", 18, 800, False ); GfxSetTextColor( colorGold ); GfxTextOut( "www.pipschart.com | KrT group Research ", x+600, y+10 ); GfxSelectFont( "Tahoma", 10, 800, False ); GfxSetTextColor( colorGold ); GfxTextOut( Name(), x+100, y+10 ); GfxSelectFont( "Century Gothic", 15, 100, False ); GfxSetTextColor( colorGold ); GfxTextOut( Date(), x+1000, y+10 ); GfxSelectFont( "Comic Sans MS", 15, 500, False ); GfxSetTextColor( colorYellow ); GfxTextOut( Interval(2), x+275, y+10 ); //------------------------------------------------------------ H, L, O, C---------------------- GfxGradientRect( 1, 40, 1400, 55, colorViolet, colorBlack ); GfxSetBkMode(0); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "High:"+WriteVal(H,1.2), x+100, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Low:"+WriteVal(L,1.2), x+200, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Open:"+WriteVal(O,1.2), x+300, y+40 ); GfxSelectFont( "Areal", 9, 200, False ); GfxSetTextColor( colorWhite ); GfxTextOut( "Close:"+WriteVal(C,1.2), x+400, y+40 ); GfxSelectFont( "comic sans ms", 12, 100, False ); //-----------------------------------------------------------Valume------------------------------- // set criteria to scan for big stock only; BigStock = MA( V, 10 ) * MA( C, 10 ) > 100; //---------------Color------------------------ per1 = 6; per2 = 2; Om = MA( O, per1 ); hm = MA( H, per1 ); lm = MA( L, per1 ); Cm = MA( C, per1 ); // 1. Heiken Ashi HACLOSE = ( Om + Hm + Lm + Cm ) / 4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( Hm, Max( HaClose, HaOpen ) ); HaLow = Min( Lm, Min( HaClose, HaOpen ) ); Of = MA( Haopen, per2 ); Cf = MA( Haclose, per2 ); Lf = IIf( haOpen < haClose, MA( Halow, per2 ), MA( Hahigh, per2 ) ); Hf = IIf( haOpen < haClose, MA( Hahigh, per2 ), MA( Halow, per2 ) ); //Color = IIf( Cf > Of, colorGreen, colorRed ); //---------------------------------------------------- TrailStop = HHV( C - 2 * ATR( 10 ), 15 ); ProfitTaker = EMA( H, 13 ) + 2 * ATR( 10 ); /* ********************************** Code to automatically identify pivots ********************************** */ // -- what will be our lookback range for the hh and ll? farback = 140; //How Far back to go nBars = 12; //Number of bars // -- Create 0-initialized arrays the size of barcount aHPivs = H - H; aLPivs = L - L; // -- More for future use, not necessary for basic plotting aHPivHighs = H - H; aLPivLows = L - L; aHPivIdxs = H - H; aLPivIdxs = L - L; nHPivs = 0; nLPivs = 0; lastHPIdx = 0; lastLPIdx = 0; lastHPH = 0; lastLPL = 0; curPivBarIdx = 0; // -- looking back from the current bar, how many bars // back were the hhv and llv values of the previous // n bars, etc.? aHHVBars = HHVBars( O, nBars ); aLLVBars = LLVBars( O, nBars ); aHHV = HHV( O, nBars ); aLLV = LLV( O, nBars ); // -- Would like to set this up so pivots are calculated back from // last visible bar to make it easy to "go back" and see the pivots // this code would find. However, the first instance of // _Trace output will show a value of 0 aVisBars = Status( "barvisible" ); nLastVisBar = LastValue( Highest( IIf( aVisBars, BarIndex(), 0 ) ) ); _TRACE( "Last visible bar: " + nLastVisBar ); // -- Initialize value of curTrend curBar = ( BarCount - 1 ); curTrend = ""; if ( aLLVBars[curBar] < aHHVBars[curBar] ) { curTrend = "D"; } else { curTrend = "U"; } // -- Loop through bars. Search for // entirely array-based approach // in future version for ( i = 0; i < BarCount; i++ ) { curBar = ( BarCount - 1 ) - i; // -- Have we identified a pivot? If trend is down... if ( aLLVBars[curBar] < aHHVBars[curBar] ) { // ... and had been up, this is a trend change if ( curTrend == "U" ) { curTrend = "D"; // -- Capture pivot information curPivBarIdx = curBar - aLLVBars[curBar]; aLPivs[curPivBarIdx] = 1; aLPivLows[nLPivs] = L[curPivBarIdx]; aLPivIdxs[nLPivs] = curPivBarIdx; nLPivs++; } // -- or current trend is up } else { if ( curTrend == "D" ) { curTrend = "U"; curPivBarIdx = curBar - aHHVBars[curBar]; aHPivs[curPivBarIdx] = 1; aHPivHighs[nHPivs] = H[curPivBarIdx]; aHPivIdxs[nHPivs] = curPivBarIdx; nHPivs++; } // -- If curTrend is up...else... } // -- loop through bars } // -- Basic attempt to add a pivot this logic may have missed // -- OK, now I want to look at last two pivots. If the most // recent low pivot is after the last high, I could // still have a high pivot that I didn't catch // -- Start at last bar curBar = ( BarCount - 1 ); candIdx = 0; candPrc = 0; lastLPIdx = aLPivIdxs[0]; lastLPL = aLPivLows[0]; lastHPIdx = aHPivIdxs[0]; lastHPH = aHPivHighs[0]; if ( lastLPIdx > lastHPIdx ) { // -- Bar and price info for candidate pivot candIdx = curBar - aHHVBars[curBar]; candPrc = aHHV[curBar]; if ( lastHPH < candPrc AND candIdx > lastLPIdx AND candIdx < curBar ) { // -- OK, we'll add this as a pivot... aHPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for ( j = 0; j < nHPivs; j++ ) { aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs- ( j+1 )]; aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-( j+1 )]; } aHPivHighs[0] = candPrc ; aHPivIdxs[0] = candIdx; nHPivs++; } } else { // -- Bar and price info for candidate pivot candIdx = curBar - aLLVBars[curBar]; candPrc = aLLV[curBar]; if ( lastLPL > candPrc AND candIdx > lastHPIdx AND candIdx < curBar ) { // -- OK, we'll add this as a pivot... aLPivs[candIdx] = 1; // ...and then rearrange elements in the // pivot information arrays for ( j = 0; j < nLPivs; j++ ) { aLPivLows[nLPivs-j] = aLPivLows[nLPivs-( j+1 )]; aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-( j+1 )]; } aLPivLows[0] = candPrc; aLPivIdxs[0] = candIdx; nLPivs++; } } //============== EXPLORATION ============== Buy = Cover = BigStock AND aLPivs == 1; Sell = Short = BigStock AND aHPivs == 1; SellPrice = ValueWhen( Sell, C, 1 ); BuyPrice = ValueWhen( Buy, C, 1 ); Long = Flip( Buy, Sell ); Shrt = Flip( Sell, Buy ); //============== Plot price ============== n = 15; a = C > ( MA( H, n ) + MA( L, n ) ) / 2;// then Buy next bar at market; b = C < ( MA( H, n ) + MA( L, n ) ) / 2;// then Sell Short next bar at market; state = IIf( BarsSince( a ) < BarsSince( b ), 1, 0 ); Longs = state == 1; shorts = state == 0; _SECTION_BEGIN("SkyBlue's Animated BkGround"); for( i = 1; i < BarCount; i++ ) z = (GetPerformanceCounter()/100)%256; anim=ColorHSB( ( i + z ) % 256, 255, 100 ); SetChartBkColor(anim); RequestTimedRefresh(1); _SECTION_END(); |
How to Use AFL for Amibroker
- Download Amibroker AFL File.
- Now copy the afl file and paste it to \Program Files\AmiBroker\Formulas\Custom. [For 32 bit]
- Have you 64 bit operating system? Than paste it to : \Program Files(x86)\AmiBroker\Formulas\Custom.
- Go to formula section of Amibroker and you will get the afl in Custom folder.
Watch Our Video Tutorial | How To Set Amibroker?
” Know that the life of this world is but amusement and diversion and adornment and boasting to one another and competition in increase of wealth and children – like the example of a rain whose [resulting] plant growth pleases the tillers; then it dries and you see it turned yellow; then it becomes [scattered] debris. And in the Hereafter is severe punishment and forgiveness from Allah and approval. And what is the worldly life except the enjoyment of delusion.” | Al-Quran 57 [Al-Hadid]:20
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This AFL is extremely usefull, but when i backtest this afl for buy condition it considers low of signal bar and vice versa. Can you please change it to closing price. Thanks in advance.
How to add HH LL Dates to this chart, need exploration with output of dates
Actually its a lot of work to do. In the future, we hope to bring modify versions with dates and exploration.
Actually its a lot of work to do. In the future, we hope we bring modify versions with dates and exploration.