MURREY MATH LINES Formula.afl
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上传日期:2009-06-12
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- //------------------------------------------------------------------------------
- //
- // Formula Name: MURREY MATH LINES Formula
- // Author/Uploader: Jacek
- // E-mail:
- // Date/Time Added: 2006-02-18 14:21:45
- // Origin:
- // Keywords: MURREY MATH
- // Level: medium
- // Flags: indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=588
- // Details URL: http://www.amibroker.com/library/detail.php?id=588
- //
- //------------------------------------------------------------------------------
- //
- // Murrey Math Horizontal Lines.
- //
- // Use Parameter function to adjust Time Frame.
- //
- // Enjoy !
- //
- //------------------------------------------------------------------------------
- /* MURREY MATH HORIZONTAL LINES Formula for Amibroker
- based on Excel spreadsheet by Jacek */
- GraphXSpace=1; MaxGraph=12;
- Period=Param("MM_Period", 32, 4, 256, 1) ;
- Graph1Color=6; Graph2Color=7; Graph3Color=4; Graph4Color=5;
- Graph5Color=6; Graph6Color=5; Graph7Color=4; Graph8Color=7;
- Graph9Color=6; Graph10Color=4; Graph11Color=4;
- Graph0=Close; Graph0Color=1; Graph0Style=64;
- Graph1Style=1; Graph2Style=1; Graph3Style=1; Graph4Style=1;
- Graph5Style=1; Graph6Style=1; Graph7Style=1; Graph8Style=1;
- Graph9Style=1; Graph10Style=1; Graph11Style=4;
- PER = Period;
- BarNR = LastValue(Cum(1)) ;
- TimeFrame = BarNR - PER ;
- TF = TimeFrame ;
- Lo = LastValue(ValueWhen(Cross(Cum(1), TF), LLV(Min(H,L),PER),1)) ;
- Hi = LastValue(ValueWhen(Cross(Cum(1), TF), HHV(Max(H,L),PER),1)) ;
- Lo = LastValue( LLV(Min(H,L),PER ),1) ;
- Hi = LastValue( HHV(Max(H,L),PER ),1) ;
- Fractal = IIf(Hi<=250,100, IIf(Hi<=2500,1000, IIf(Hi<=25000,10000, IIf(Hi<=250000,100000, 0 )))) ;
- int_Log = int( log(Fractal/(Hi-Lo))/log(2) ) ;
- Oct = Fractal * ( exp(ln(1/2)* int_Log ) ) ;
- Min_1 = int( Lo / Oct ) * Oct ;
- Max_1 = IIf( (Min_1 + Oct) > Hi, Min_1 + Oct, Min_1 + 2*Oct ) ;
- Min_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
- (Min_1 + 1/4*(Max_1-Min_1)) , Min_1 ) ;
- Max_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
- (Max_1 - 1/4*(Max_1-Min_1)) , Max_1 ) ;
- /******************************/
- Diff = Max_2 - Min_2 ;
- H1 = IIf( (Min_2 + 3/16*Diff) <= Lo AND Hi <= (9/16*Diff + Min_2) ,
- Min_2 + 1/2*Diff, 0) ;
- H2 = IIf( (Min_2 - 1/8*Diff) <= Lo AND Hi <= (5/8*Diff + Min_2) AND H1==0,
- Min_2 + 1/2*Diff, 0) ;
- H3 = IIf( (Min_2 + 7/16*Diff) <= Lo AND Hi <= (Min_2 + 13/16*Diff), Min_2 + 3/4*Diff, 0 ) ;
- H4 = IIf( (Min_2 + 3/8*Diff) <= Lo AND Hi <= (Min_2 + 9/8*Diff) AND H3==0,
- Max_2, 0 ) ;
- H5 = IIf( (Min_2 + 1/8*Diff)<=Lo AND Hi <= (Min_2 + 7/8*Diff) AND H1==0 AND H2==0 AND H3==0 AND H4==0,
- Min_2 + 3/4*Diff , 0 ) ;
- H6 = IIf( ( H1 + H2 + H3 + H4 + H5 ) == 0, Max_2, 0 ) ;
- /**************************/
- L1 = IIf(H1>0, Min_2 + 1/4*Diff, 0) ;
- L2 = IIf(H2>0, Min_2, 0) ;
- L3 = IIf(H3>0, Min_2 + 1/2*Diff, 0) ;
- L4 = IIf(H4>0, Min_2 + 1/2*Diff, 0) ;
- L5 = IIf(H5>0, Min_2 + 1/4*Diff, 0) ;
- L6 = IIf(H6>0, Min_2, 0 ) ;
- M_8 = ( H1 + H2 + H3 + H4 + H5 + H6 ) ;
- M_0 = ( L1 + L2 + L3 + L4 + L5 + L6 ) ;
- /**************************************/
- Graph1 = ValueWhen(Cum(1) >= TF, M_0 );
- Graph2 = ValueWhen(Cum(1) >= TF, M_0 + (1*(0.125*(M_8-M_0))));
- Graph3 = ValueWhen(Cum(1) >= TF, M_0 + (2*(0.125*(M_8-M_0))));
- Graph4 = ValueWhen(Cum(1) >= TF, M_0 + (3*(0.125*(M_8-M_0))));
- Graph5 = ValueWhen(Cum(1) >= TF, M_0 + (4*(0.125*(M_8-M_0))));
- Graph6 = ValueWhen(Cum(1) >= TF, M_0 + (5*(0.125*(M_8-M_0))));
- Graph7 = ValueWhen(Cum(1) >= TF, M_0 + (6*(0.125*(M_8-M_0))));
- Graph8 = ValueWhen(Cum(1) >= TF, M_0 + (7*(0.125*(M_8-M_0))));
- Graph9 = ValueWhen(Cum(1) >= TF, M_8 ) ;
- Graph10 = ValueWhen(Cum(1) >= TF, M_8 + (2*(0.125*(M_8-M_0))));
- Graph11 = ValueWhen(Cum(1) >= TF, M_0 - (2*(0.125*(M_8-M_0))));
- /**************************************************************/
- Title = Name()
- + "=" + WriteIf( round(C)== C, NumToStr(C,1) , WriteVal(C) ) + " " + "\c17"
- + WriteIf( Interval()==86400, "Daily ", WriteIf(Interval()==3600,"Hourly ",
- WriteIf(Interval()==900,"15 Min ", WriteIf(Interval()==300,"5 Min ",
- WriteIf(Interval()==60,"1 Min ", "" ) ) ) ) )
- + Date() + "\c12" + WriteIf(Volume>0," Turnover=","")
- + WriteIf(Volume>0, WriteVal(Volume*Close/1000), "" ) ;