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CCI(20) Divergence Indicator.afl
资源名称：AFL_collection.rar　[点击查看]
上传用户：shiqiang
上传日期：2009-06-12
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文件大小：30k
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金融证券系统

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CCI(20) Divergence Indicator.afl：源码内容
  1. //------------------------------------------------------------------------------
  2. //
  3. //  Formula Name:    CCI(20) Divergence Indicator
  4. //  Author/Uploader: Dennis Skoblar 
  5. //  E-mail:          DennisAndLisa@sbcglobal.net
  6. //  Date/Time Added: 2006-02-12 09:28:43
  7. //  Origin:          Divergence Indicator for CCI(20)
  8. //  Keywords:        
  9. //  Level:           semi-advanced
  10. //  Flags:           indicator
  11. //  Formula URL:     http://www.amibroker.com/library/formula.php?id=586
  12. //  Details URL:     http://www.amibroker.com/library/detail.php?id=586
  13. //
  14. //------------------------------------------------------------------------------
  15. //
  16. //  This is a diveregence indeicator for the CCI(20)...I did not write this
  17. //  excellent program and take no credit for it. I just modified the params a
  18. //  bit to work with the cci. Thank you to the author for the excellent work!
  19. //
  20. //------------------------------------------------------------------------------
  22. /*
  23.   FileName: Mod - Osc-Price Divergence31
  24.   October 25, 2005
  25.   Version 1.0
  26.   ====================================
  27.   Use with MACD or Stochastics
  28.   program detects and plots trendlines on oscillators
  29.   generates price divergence data
  30.   ====================================
  31.   Program is built as an include module
  32.   Program does not return anything. It plots the divergence area.
  33.   The global variables below are available to controlling code
  34.   ===============================================================
  35.   - Modify divergence detection to account for continuation cases properly
  36.   - Currently case #18 useed for continuation
  37. */
  39. // Parameters needed to be defined before calling this module
  41.  Issue   = CCI(20);
  42.  Middle  = 0;
  44. //Middle: MACD=0, Stoc=50, RSI=50
  46. Div_Version = 32;
  47. Pattern =  Diverge = "";
  49. //Parameters
  50. Trendlines     = Param("Trendlines",3,0,3,1);
  51. TradeON        = Param("TradeON",1,0,1,1);
  52. Diag_Trace     = Param("Diag_Trace",0,0,1,1);
  53. Alerts         = Param("Alerts",0,0,1,1);
  55. function ParameterSetup(Osc_Issue)
  56. {
  57. //Variables are defined here if they are assigned values in more than one location
  58. global Pattern, Diverge, PlotDiverge;
  59. global PlotOver1, PLotOver2, Line1, Line2;
  60. global Backtest, explore;
  61. global Sel_BarIndex, Sel_Osc_Issue;
  64. pattern        = "";
  65. diverge        = "";
  66. PlotDiverge    = 0;
  68. Plotover1 = Plotover2 = Line1 = Line2 = 0;
  70. Backtest       = Status("action") == 5;
  71. Explore        = Status("action") == 4;
  73. Sel_OscIssue        = IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue(Osc_Issue));
  74. Sel_BarIndex        = IIf(TradeON==1,LastValue(BarIndex()),SelectedValue(BarIndex()));
  77. // verify this segment
  78. if (Backtest ==1)
  79. {
  80. TradeON = 0;
  81. Sel_OscIssue = Osc_Issue;
  82. Sel_BarIndex = BarIndex();
  84. }
  87. } // end ParameterSetup
  93. // ****************************************************************************************** //
  94. //                                        Functions
  95. //
  96. //Determine Peaks  - Bearish Reversal
  97. function DetectLastHigh(Osc_Issue)
  98. {
  99. global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK;
  101. TurnDn_OK       = False;
  102. Sel_TurnDn_OK   = False;
  103. Def_Peak1       = 0;
  104. Def_Peak2       = 0;
  105. LastHigh        = 0;
  106. LastHighBars    = 0;
  108. Def_Peak1       = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) > Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2);
  109. 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) 
  110.  AND Osc_Issue < Ref(Osc_Issue,-3);
  111. TurnDn_OK       = Def_Peak1 OR Def_Peak2;
  112. Sel_TurnDn_OK   = IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue(TurnDn_OK));
  115. HighBar1        = IIf(Def_Peak1==1,1,0);
  116. HighBar2        = IIf(Def_Peak2==1,1,0);
  117. HighBar         = IIf(HighBar1==1,3,4);
  119. LastHigh        = HHV(Osc_Issue,HighBar);
  120. LastHighBars    = HHVBars(Osc_issue,HighBar);
  123. _TRACE("Sel_TurnDn_OK "  + WriteVal(Sel_TurnDn_OK));
  125. if (Diag_Trace==1)
  126. {
  127. _TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " + WriteVal(Def_Peak1,1.0)
  128. + " Def Peak2 " + WriteVal(Def_Peak2,1.0) + "  TurnDn " + WriteVal(TurnDn_OK,1.0));
  129. _TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) +  "   Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2))
  130. + "   Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
  131. }
  132. return  Sel_TurnDn_OK;
  133. } // end DetectLastHigh
  137. function DetectBearishReversal(Osc_Issue,Middle)
  138. {
  139. global SDiv_Code, BT_SDiv_Code, Bear_Diverge;
  141. SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0;
  143. Sel_TurnDn_OK   = DetectLastHigh(Osc_Issue);
  144. _TRACE("Bear Reversal - Enter Bear Diverge");
  146. if (Sel_TurnDn_OK ==1 OR Backtest==1)
  147. {
  148. //Find Current Peak
  149. FirstBar_CurrGroup   = BarsSince(Cross(Osc_Issue,Middle))+1;
  150. CurrPeak             = HHV(Osc_Issue,FirstBar_Currgroup);
  151. CurrPeakBars         = HHVBars(Osc_Issue,FirstBar_Currgroup)+0;
  152. Sel_CurrPeak         = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
  153. _TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
  155. //Determine Prior Peak
  156. //Distances computed relative to selected bar
  157. i=0;
  158. _TRACE("Bear Reversal 00 - start of loop  ------- ");
  159. do
  160. {
  161. i++;
  162. LastBar_PriorGroup       = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i);
  163. FirstBar_PriorGroup      = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1);
  165. Sel_LastBar_PG           = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
  166. Sel_FirstBar_PG          = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));
  168. //Lines below need the selected variable to function correctly
  169. Peak_PriorGroup          = Ref(HHV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
  170. PeakBars_PriorGroup      = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
  172. Sel_LastBar_PriorGroup   = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
  173. Sel_PeakBars_PriorGroup  = IIf(TradeON==1,LastValue(PeakBars_PriorGroup),SelectedValue(PeakBars_PriorGroup));
  174. Sel_Peak_PriorGroup      = IIf(TradeON==1,LastValue(Peak_PriorGroup),SelectedValue(Peak_PriorGroup));
  176. Final_Bars               = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup;
  179. // Diagnostic
  180. _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));
  181. _TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
  182. _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));
  183. _TRACE("Bear Reversal - loop 04 - While1= " + WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + "  Compare= " + WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2));
  185. } while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10);
  188. _TRACE("Bear Reversal 05 - end of loop  ------- ");
  191. PriorPeak            = Peak_PriorGroup;
  192. PriorPeakBars        = Final_Bars;
  194. Sel_LastHigh       = IIf(TradeON==1,LastValue(LastHigh),SelectedValue(LastHigh));
  195. Sel_CurrPeak       = IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
  196. Sel_PriorPeak      = IIf(TradeON==1,LastValue(PriorPeak),SelectedValue(PriorPeak));
  197. Sel_LastHighBars   = IIf(TradeON==1,LastValue(LastHighBars),SelectedValue(LastHighBars));
  198. Sel_CurrPeakBars   = IIf(TradeON==1,LastValue(CurrPeakBars),SelectedValue(CurrPeakBars));
  199. Sel_PriorPeakBars  = IIf(TradeON==1,LastValue(PriorPeakBars),SelectedValue(PriorPeakBars));
  201. //Needed for Backtest Arrays
  202. SR1    = CurrPeak > PriorPeak AND LastHigh == CurrPeak;                         //Curr Peak Higher - Divergence not possible
  203. SR2    = CurrPeak < PriorPeak AND LastHigh == CurrPeak;                         //Curr Peak Lower
  204. SR3    = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak;   //Curr Peak Higher - Last High Lower
  205. SR4    = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak;   //Curr Peak Lower  - Best
  206. SR5    = LastHigh  < Middle   AND LastHigh < CurrPeak AND SR4==0 AND SR3==0;    //Continuation signal with Osc_Issue < Middle
  209. //Needed for display
  210. Sel_SR1    = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1));
  211. Sel_SR2    = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2));
  212. Sel_SR3    = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3));
  213. Sel_SR4    = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4));
  214. Sel_SR5    = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5));
  217. //Determine Price Divergence
  218. if (Sel_SR1==1)
  219. {
  220. Bear_Diverge = 0;
  221. SDiv_Code    = 11;
  222. Diverge      = "";
  223. Pattern      = "Higher High";
  224. }
  226. if (Sel_SR2==1)
  227. {
  228. Curr_HighPrice     = HHV(High,5);
  229. Prior_PeakPrice    = Ref(HHV(High,6),-(Sel_PriorPeakBars-3));
  230. Sel_CHighPrice     = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
  231. Sel_PPeakPrice     = IIf(TradeON==1,LastValue(Prior_PeakPrice),SelectedValue(Prior_PeakPrice));
  232. Sel_Bear_Diverge   = Sel_CHighPrice >= Sel_PPeakPrice;
  234. if (Sel_Bear_Diverge==1)
  235. {
  236. Bear_Diverge = 1;
  237. SDiv_Code    = 13;
  238. Diverge      = "Bearish";
  239. Pattern      = "Lower High";
  240. }
  241. else
  242. {
  243. Bear_Diverge = 0;
  244. SDiv_Code    = 12;
  245. Diverge      = "";
  246. Pattern      = "Lower High";
  247. }
  248. }
  251. if (Sel_SR3==1)
  252. {
  253. _TRACE("Bear Reversal - SR3 - True");
  254. Curr_HighPrice   = HHV(High,5);
  255. Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
  256. Sel_CHighPrice   = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
  257. Sel_CPeakPrice   = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
  258. Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;
  261. if (Sel_Bear_Diverge==1)
  262. {
  263. Bear_Diverge = 1;
  264. SDiv_Code    = 15;
  265. Diverge      = "Bearish";
  266. Pattern      = "Higher High";
  267. }
  268. else
  269. {
  271. Bear_Diverge = 0;
  272. SDiv_Code    = 14;
  273. Diverge      = "";
  274. Pattern      = "Higher High";
  275. }
  276. }
  278. if (Sel_SR4==1)
  279. {
  280. _TRACE("Bear Reversal - SR4 - True");
  281. Curr_HighPrice   = HHV(High,5);
  282. Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
  283. Sel_CHighPrice   = IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
  284. Sel_CPeakPrice   = IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
  285. Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;
  287. if (Sel_Bear_Diverge==1)
  288. {
  289. Bear_Diverge = 1;
  290. SDiv_Code    = 17;
  291. Diverge      = "Bearish";
  292. Pattern      = "Lower High";
  293. }
  294. else
  295. {
  296. Bear_Diverge = 0;
  297. SDiv_Code    = 16;
  298. Diverge      = "";
  299. Pattern      = "Lower High";
  300. }
  301. }  // end  Sel_Bear_Diverge
  306. if (Sel_SR5==1)
  307. {
  308. Bear_Diverge = 0;
  309. SDiv_Code    = 18;
  310. Diverge      = "";
  311. Pattern      = "Continuation";
  312. }
  315. BT_SDiv_Code = IIf(SR1==1,11,
  316.                IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND Bear_Diverge==1,13,
  317.                IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND Bear_Diverge==1,15,
  318.                IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND Bear_Diverge==1,17,
  319.                IIf(SR5==1 AND SR4==0 AND SR3==0,18,0))))))));
  321. if (Diag_trace)
  322. {
  323. _TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " --  SR1 " + WriteVal(Sel_SR1,1.0)
  324.              + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " + WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0));
  325. _TRACE("Bear Reversal #00 - LastHigh " +  WriteVal(Sel_LastHigh,1.2) + " CurrPeak " +  WriteVal(Sel_CurrPeak,1.2)
  326.                         + " PriorPeak " +  WriteVal(Sel_PriorPeak,1.2) );
  327. }
  329. if (Backtest == 0)
  330. {
  331. //Assign Values to coordinates
  332. y10=Sel_CurrPeak;
  333. y11=Sel_LastHigh; 
  334. x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex);
  335. x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex);
  336. Line1  = LineArray( x10, y10, x11, y11, 0 );
  338. y20=Sel_PriorPeak;
  339. y21=Sel_CurrPeak;
  340. x20=BarCount - 1 - SelectedValue(Final_Bars)  - (LastValue(BarIndex())- Sel_BarIndex);
  341. //x20=BarCount - 1 - Sel_PriorPeakBars  - (LastValue(BarIndex())- Sel_BarIndex);
  342. x21=BarCount - 1 - Sel_CurrPeakBars   - (LastValue(BarIndex())- Sel_BarIndex);
  343. Line2 = LineArray( x20, y20, x21, y21, 0 );
  345. //Compute area to paint, based on MACD / Stochastic
  346. if (Middle==50)
  347. {
  348. Area_MaxValue = 100;
  349. PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
  350.      BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MaxValue,0);
  351. PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MaxValue,0);
  354. if (SelectedValue(SDiv_Code)==15)
  355. {
  356. //Limit the blue bar for divergence to 2nd half of area for code 15
  357. PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
  358.                         AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
  359. }
  361. if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17)
  362. {
  363. PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
  364.                         AND BarIndex() <= Sel_BarIndex AND Diverge=="Bearish",10,0);
  365. }
  367. }
  368. else
  369. {
  370. Area_MinValue = Max(y10,y20);
  371. PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
  372.      BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MinValue,0);
  373. PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <= Sel_BarIndex,Area_MinValue,0);
  374. }
  376. } // end if backtest
  379. if (Diag_Trace==1)
  380. {
  381. _TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
  382. _TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0));
  383. _TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + "  CPBars " + WriteVal(Sel_CurrPeakBars,1.0)
  384.                         + "  DivCode  " + WriteVal(SDiv_Code,1.0));
  385. _TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + "  FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0));
  386. _TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + "  PB_PG " + WriteVal(PriorPeakBars,1.0));
  387. _TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
  388.                        + "   x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
  389. _TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
  390.                        + "   x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));
  391. _TRACE("Bear Reversal - end ================================================ ");
  393. } // end  Diag_Trace
  394. } // end  Sel_TurnDn_OK
  395. //  Add code for troughs
  398. else
  399. {
  400. SDiv_Code    = 10;
  401. }
  402. return Sel_TurnDn_OK;
  403. } //end DetectBearishReversal
  407. //Determine Troughs
  408. function DetectLastLow(Osc_Issue)
  409. {
  410. global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK;
  412. TurnUp_OK      = False;
  413. Sel_TurnUp_OK  = False;
  414. LastLow        = 0;
  415. LastLowBars    = 0;
  416. Def_Trough1    = 0;
  417. Def_Trough2    = 0;
  419. Def_Trough1    = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) < Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2);
  420. 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)
  421.   AND Osc_Issue > Ref(Osc_Issue,-3);
  423. TurnUp_OK      = Def_Trough1 OR Def_Trough2;
  424. Sel_TurnUp_OK  = IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue(TurnUp_OK));
  427. LowBar1        = IIf(Def_Trough1==1,1,0);
  428. LowBar2        = IIf(Def_Trough2==1,1,0);
  429. LowBar         = IIf(LowBar1==1,3,4);
  431. LastLow        = LLV(Osc_Issue,LowBar);
  432. LastLowBars    = LLVBars(Osc_issue,LowBar);
  434. _TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + "  LB2 " + WriteVal(LowBar2,1.0) +  "  LB " + WriteVal(LowBar,1.0));
  436.    
  438. if (Diag_Trace==1)
  439. {
  440. _TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " + WriteVal(Def_Trough1,1.0)
  441. + " Def Trough2 " + WriteVal(Def_Trough2,1.0) + "  TUp " + WriteVal(TurnUp_OK,1.0));
  442. _TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) +  "  Osc -1 " + WriteVal(Ref(Osc_Issue,-1),1.2)
  443.               + "   Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + "   Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
  444. }
  445. _TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0));
  446. return   Sel_TurnUp_OK;
  447. }
  453. function DetectBullishReversal(Osc_Issue,Middle)
  454. {
  455. global  LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge;
  460. LDiv_Code = BT_LDiv_Code = 0;
  461. Bull_Diverge = 0;
  464. _TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " + WriteVal(BarIndex(),1.0) +
  465.                "  Last Bar  " + WriteVal(LastValue(BarIndex()),1.0));
  467. //Determine Trough for current period
  468. Sel_TurnUp_OK  = DetectLastLow(Osc_Issue);
  469. _TRACE("Bull Code - Bull function Start " + Name() + "  TurnUp " + WriteVal(sel_TurnUp_OK,1.0)+ "  Code= " + WriteVal(LDiv_Code,1.0));
  472. if (Sel_TurnUp_OK ==1 OR Backtest==1)        // or 1==1 may be needed
  473. {
  474. FirstBar_CurrGroup    = BarsSince(Cross(Middle,Osc_Issue))+1;
  475. CurrTrough            = LLV(Osc_Issue,FirstBar_Currgroup);
  476. CurrTroughBars        = LLVBars(Osc_Issue,FirstBar_Currgroup)+0;
  477. Sel_CurrTrough        = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
  481. //Distances computed relative to selected bar
  482. i=0;
  483. _TRACE("Bull Reversal 00 - start of loop  ------ ");
  484. do
  485. {
  486. i++;
  487. LastBar_PriorGroup         = Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i);
  488. FirstBar_PriorGroup        = Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1);
  490. Sel_LastBar_PG             = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
  491. Sel_FirstBar_PG            = IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));
  493. //Find Trough using scalars - This may interfere with Backtest operation, but needed
  494. Trough_PriorGroup          = Ref(LLV(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
  495. TroughBars_PriorGroup      = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG - Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
  497. Sel_LastBar_PriorGroup     = IIf(TradeON==1,LastValue(TroughBars_PriorGroup),SelectedValue(TroughBars_PriorGroup));
  498. Sel_TroughBars_PriorGroup  = IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
  499. Sel_Trough_PriorGroup      = IIf(TradeON==1,LastValue(Trough_PriorGroup),SelectedValue(Trough_PriorGroup));
  501. Final_Bars                 = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup - 1;
  503. if (Diag_Trace)
  504. {
  505. _TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " + WriteVal(FirstBar_PriorGroup,1.0)
  506.              + " / " + WriteVal(Sel_FirstBar_PG,1.0) + "  LB_PrGr " + WriteVal(LastBar_PriorGroup,1.0)
  507.              + " / " + WriteVal(Sel_LastBar_PG,1.0));
  508. _TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr  " + WriteVal(Sel_FirstBar_PG,1.0) + "   Sel_LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
  509. _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));
  510. _TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle - SelectedValue(Trough_PriorGroup)),1.2) + "  Compare= " + WriteVal(((Middle - SelectedValue(CurrTrough)) / 3),1.2));
  511. }
  513. } while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND i<10);
  516. PriorTrough          = Trough_PriorGroup;
  517. PriorTroughBars      = Final_Bars;
  520. //Put Divergence codes into Array
  521. //Compute results for display
  522. Sel_LastLow          = IIf(TradeON==1,LastValue(LastLow),SelectedValue(LastLow));
  523. Sel_CurrTrough       = IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
  524. Sel_PriorTrough      = IIf(TradeON==1,LastValue(PriorTrough),SelectedValue(PriorTrough));
  525. Sel_LastLowBars      = IIf(TradeON==1,LastValue(LastLowBars),SelectedValue(LastLowBars));
  526. Sel_CurrTroughBars   = IIf(TradeON==1,LastValue(CurrTroughBars),SelectedValue(CurrTroughBars));
  527. Sel_PriorTroughBars  = IIf(TradeON==1,LastValue(PriorTroughBars),SelectedValue(PriorTroughBars));
  531. //Needed for Backtest Arrays
  532. LR1    = CurrTrough < PriorTrough AND LastLow == CurrTrough;
  533. LR2    = CurrTrough > PriorTrough AND LastLow == CurrTrough;
  534. LR3    = Osc_Issue  < Middle AND CurrTrough < PriorTrough AND LastLow > CurrTrough;
  535. LR4    = Osc_Issue  < Middle AND CurrTrough > PriorTrough AND LastLow > CurrTrough;
  536. LR5    = LastLow    > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0;
  540. //Needed for display
  541. Sel_LR1    = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1));
  542. Sel_LR2    = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2));
  543. Sel_LR3    = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3));
  544. Sel_LR4    = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4));
  545. Sel_LR5    = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5));
  548. //Determine Price Divergence
  549. if (Sel_LR1==1)
  550. {
  551. Bull_Diverge = 0;
  552. LDiv_Code    = 11;
  553. Diverge      = "";
  554. Pattern      = "Lower Low";
  555. }
  557. if (Sel_LR2==1)
  558. {
  559. Curr_LowPrice     = LLV(Low,5);
  560. Prior_LowPrice    = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3));
  561. Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
  562. Sel_PLowPrice     = IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedValue(Prior_LowPrice));
  563. Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_PLowPrice;
  565. if (Sel_Bull_Diverge==1)
  566. {
  567. Bull_Diverge = 1;
  568. LDiv_Code    = 13;
  569. Diverge      = "Bullish";
  570. Pattern      = "Higher Low";
  571. }
  572. else
  573. {
  574. Bull_Diverge = 0;
  575. LDiv_Code    = 12;
  576. Diverge      = "";
  577. Pattern      = "Higher Low";
  578. }
  579. }
  581. if (Sel_LR3==1)
  582. {
  583. Curr_LowPrice     = LLV(Low,5);
  584. CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
  585. Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
  586. Sel_CTroughPrice  = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
  587. Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;
  589. if (Sel_Bull_Diverge==1)
  590. {
  591. Bull_Diverge = 1;
  592. LDiv_Code    = 15;
  593. Diverge      = "Bullish";
  594. Pattern      = "Lower Low";
  595. }
  596. else
  597. {
  598. Bull_Diverge = 0;
  599. LDiv_Code    = 14;
  600. Diverge      = "";
  601. }
  602. }
  605. if (Sel_LR4==1)
  606. {
  607. Curr_LowPrice     = LLV(Low,5);
  608. CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
  609. Sel_CLowPrice     = IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
  610. Sel_CTroughPrice  = IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
  611. Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;
  613. if (Sel_Bull_Diverge==1)
  614. {
  615. Bull_Diverge = 1;
  616. LDiv_Code    = 17;
  617. Diverge      = "Bullish";
  618. Pattern      = "Higher Low";
  619. }
  620. else
  621. {
  622. Bull_Diverge = 0;
  623. LDiv_Code    = 16;
  624. Diverge      = "";
  625. Pattern      = "Higher Low";
  626. }
  627. }
  630. if (Sel_LR5==1)
  631. {
  632. Bull_Diverge = 0;
  633. LDiv_Code    = 18;
  634. Diverge      = "";
  635. }
  637. BT_LDiv_Code = IIf(LR1==1,11,
  638.                IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND Bull_Diverge==1,13,
  639.                IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND Bull_Diverge==1,15,
  640.                IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND Bull_Diverge==1,17,
  641.                IIf(LR5==1 AND LR4==0 AND LR3==0,18,0))))))));
  644. if (Diag_trace)
  645. {
  646. _TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0));
  648. _TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " --  LR1 " + WriteVal(LR1,1.0)
  649.              + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + " LR4 " + WriteVal(LR4,1.0));
  650. _TRACE("Bull Reversal #00C - LastLow " +  WriteVal(Sel_LastLow,1.2) + " CurrTrough " +  WriteVal(Sel_CurrTrough,1.2)
  651.                         + " PriorTrough " +  WriteVal(Sel_PriorTrough,1.2) );
  652. }
  654. if (Backtest == 0)
  655. {
  656. //Assign Values to coordinates
  657. y10=Sel_CurrTrough;
  658. y11=Sel_LastLow;
  659. x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) - Sel_BarIndex);
  660. x11=BarCount - 1 - Sel_LastLowBars    - (LastValue(BarIndex()) - Sel_BarIndex);
  661. Line1  = LineArray( x10,y10,x11,y11, 0 );
  663. y20=Sel_PriorTrough;
  664. y21=Sel_CurrTrough;
  665. x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())- Sel_BarIndex);
  666. x21=BarCount - 1 - Sel_CurrTroughBars        - (LastValue(BarIndex())- Sel_BarIndex);
  667. Line2 = LineArray( x20, y20, x21, y21, 0 );
  668. //
  671. //Find min value of oscillator in area of interest
  672. Area_MinValue = 0;
  673. Area_MaxValue = 0;
  675. if (Middle==50)
  676. {
  677. Area_MaxValue = 100;
  678. PlotOver2   = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10)-1 AND
  679.      BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0);
  680. PlotOver1   = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
  681. BarIndex() <= Sel_BarIndex,Area_MaxValue,0);
  683. if (SelectedValue(LDiv_Code)==15)
  684. {
  685. //Limit the blue bar for divergence to 2nd half of area for code 15
  686. PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
  687.                         AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
  688. }
  690. if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17)
  691. {
  692. PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
  693.                         AND BarIndex() <= Sel_BarIndex AND Diverge=="Bullish",10,0);
  694. }
  697. }
  698. else
  699. {
  700. Area_MinValue = Min(y10,y20);
  701. PlotOver2 = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
  702.      BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0);
  703. PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
  704. BarIndex() <= Sel_BarIndex,Area_MinValue,0);
  705. }
  707. _TRACE("Plot - Bull  #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0));
  709. } // end if backtest
  712. if (Diag_Trace==1)
  713. {
  714. _TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
  715. _TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode " + WriteVal(LDiv_Code[BarCount-1],1.0));
  716. _TRACE("Bull Reversal #2  - Last Low  " + WriteVal(LastLow,1.2));
  717. _TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2));
  718. _TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + "  LastLow " + WriteVal(Sel_LastLow,1.2));
  719. _TRACE("Bull Reversal #5 - FBar_CT " + WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " + WriteVal(CurrTroughBars,1.0));
  720. _TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + "  CTBars " + WriteVal(CurrTroughBars,1.0));
  721. _TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + "  FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0));
  722. _TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + "  TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0));
  723. _TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + "  PrTrBars " + WriteVal(PriorTroughBars,1.0));
  724. _TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" + WriteVal(y10,1.2)
  725.                        + "   x11=" + WriteVal(x11,1.0) + " y11=" + WriteVal(y11,1.2));
  726. _TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" + WriteVal(y20,1.2)
  727.                        + "   x21=" + WriteVal(x21,1.0) + " y21=" + WriteVal(y21,1.2));
  729. _TRACE("Bull Reversal - end =========================================== ");
  731. } // end Diag_Trace
  732. } // end Sel_TurnUp_OK
  733. else
  734. {
  735. LDiv_Code    = 10;
  736. }
  737. return Sel_TurnUp_OK;
  738. } // end function BullishReversal
  747. function PlotTrendLines(PlotOver1,PlotOver2,BullBear)
  748. {
  749. //Plot Trendlines
  750. _TRACE("Plot - Enter Module ");
  751. Line1Color   = IIf(BullBear=="Bullish",colorBlack,colorBrown);
  752. Line2Color   = IIf(BullBear=="Bullish",colorGreen,colorYellow);
  753. Area1Color   = IIf(BullBear=="Bullish",colorPaleGreen,colorLightYellow);
  754. Area2Color   = IIf(BullBear=="Bullish",colorAqua,colorLightOrange);
  757. if (Trendlines ==1 OR Trendlines ==3)
  758. {
  759. Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel);
  760. Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel);
  761. }
  764. if (Trendlines>=2)
  765. {
  766. _TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0));
  767. Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLabel);
  768. Plot(Plotover1,"",Area1color,styleArea|styleNoLabel);
  769. Plot(Plotover2,"",Area2color,styleArea|styleNoLabel);
  770. } // end Trendlines
  771. _TRACE("Plot - End Module ");
  772. } // end PlotTrendlines
  775. // ******************************************************************************************* //
  776. //"Div - EndTime " + Now(2);
  778. // START OF CONTROL SECTION
  779. // Complete loop takes 7ms when no divergence is detected and 17 ms with divergence
  781. function DivergeControl(Osc_Issue,Middle)
  782. {
  783. Backtest = Status("action")==5;
  785. //Declare Variable and set up parameters
  786. ParameterSetup(Osc_Issue);
  788. //Process Bearish Reversal and Continuation
  789. RunStatus = Status("action");
  791. StartTime = Now(4);
  792. _TRACE("Timer Start - " + WriteVal(StartTime,1.0));
  794. Sel_TurnDn_OK  = DetectBearishReversal(Osc_Issue,Middle);
  796. _TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) - StartTime),1.4));
  797. //_TRACE("Control Section - DivCode  " + WriteVal(SDiv_Code,1.0) + "  LB DivCode " +  WriteVal(SDiv_Code[BarCount-1],1.0));
  800. Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle);
  802. if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1))
  803. {
  804. Bull_Bear = WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_TurnUp_OK==1,"Bullish",""));
  805. PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear);
  806. }
  811. _TRACE("Control Section - end ==============================================================");
  812. _TRACE("Control Section - end ==============================================================");
  815. if (Status("action")==1 AND Alerts==1)
  816. {
  817. _TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + "  Bear Code " + WriteVal(SDiv_Code,1.0));
  818. AlertIf(LDiv_Code==11,"Sound D:\Amibroker\Wav Files\Lower Low.wav","",6,12,0 );
  819. 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 );
  820. 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 );
  821. AlertIf(SDiv_Code==11,"Sound D:\Amibroker\Wav Files\Higher High.wav","",6,12,0 );
  822. 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 );
  823. 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 );
  824. }
  825. return Pattern + " - " + Diverge;
  826. }  // end DivergeControl
  829. Plot(CCI(20),"CCI(20)",colorRed,styleLine);
  830. divergeControl(Issue,Middle);