// Downloaded From https://www.WiseStockTrader.com
_SECTION_BEGIN( "CCI Divergence Indicator" );
/*
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( CurrPeak ) );
_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 ), SelectedValue( LastBar_PriorGroup ) );
Sel_FirstBar_PG = IIf( TradeON == 1, LastValue( FirstBar_PriorGroup ), SelectedValue( 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 ), SelectedValue( LastBar_PriorGroup ) );
Sel_PeakBars_PriorGroup = IIf( TradeON == 1, LastValue( PeakBars_PriorGroup ), SelectedValue( PeakBars_PriorGroup ) );
Sel_Peak_PriorGroup = IIf( TradeON == 1, LastValue( Peak_PriorGroup ), SelectedValue( 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( LastHigh ) );
Sel_CurrPeak = IIf( TradeON == 1, LastValue( CurrPeak ), SelectedValue( CurrPeak ) );
Sel_PriorPeak = IIf( TradeON == 1, LastValue( PriorPeak ), SelectedValue( PriorPeak ) );
Sel_LastHighBars = IIf( TradeON == 1, LastValue( LastHighBars ), SelectedValue( LastHighBars ) );
Sel_CurrPeakBars = IIf( TradeON == 1, LastValue( CurrPeakBars ), SelectedValue( CurrPeakBars ) );
Sel_PriorPeakBars = IIf( TradeON == 1, LastValue( PriorPeakBars ), SelectedValue( 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 ), SelectedValue( Curr_HighPrice ) );
Sel_PPeakPrice = IIf( TradeON == 1, LastValue( Prior_PeakPrice ), SelectedValue( 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 ), SelectedValue( Curr_HighPrice ) );
Sel_CPeakPrice = IIf( TradeON == 1, LastValue( Curr_PeakPrice ), SelectedValue( 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 ), SelectedValue( Curr_HighPrice ) );
Sel_CPeakPrice = IIf( TradeON == 1, LastValue( Curr_PeakPrice ), SelectedValue( 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 ), SelectedValue( LastBar_PriorGroup ) );
Sel_FirstBar_PG = IIf( TradeON == 1, LastValue( FirstBar_PriorGroup ), SelectedValue( 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 ), SelectedValue( TroughBars_PriorGroup ) );
Sel_TroughBars_PriorGroup = IIf( TradeON == 1, LastValue( LastBar_PriorGroup ), SelectedValue( LastBar_PriorGroup ) );
Sel_Trough_PriorGroup = IIf( TradeON == 1, LastValue( Trough_PriorGroup ), SelectedValue( 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( LastLow ) );
Sel_CurrTrough = IIf( TradeON == 1, LastValue( CurrTrough ), SelectedValue( CurrTrough ) );
Sel_PriorTrough = IIf( TradeON == 1, LastValue( PriorTrough ), SelectedValue( PriorTrough ) );
Sel_LastLowBars = IIf( TradeON == 1, LastValue( LastLowBars ), SelectedValue( LastLowBars ) );
Sel_CurrTroughBars = IIf( TradeON == 1, LastValue( CurrTroughBars ), SelectedValue( CurrTroughBars ) );
Sel_PriorTroughBars = IIf( TradeON == 1, LastValue( PriorTroughBars ), SelectedValue( 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 ), SelectedValue( Curr_LowPrice ) );
Sel_PLowPrice = IIf( TradeON == 1, LastValue( Prior_LowPrice ), SelectedValue( 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 ), SelectedValue( Curr_LowPrice ) );
Sel_CTroughPrice = IIf( TradeON == 1, LastValue( CT_LowPrice ), SelectedValue( 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 ), SelectedValue( Curr_LowPrice ) );
Sel_CTroughPrice = IIf( TradeON == 1, LastValue( CT_LowPrice ), SelectedValue( 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, colorLightYellow );
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 | styleNoLabel );
Plot( Plotover1, "", Area1color, styleArea | styleNoLabel );
Plot( Plotover2, "", Area2color, styleArea | styleNoLabel );
} // 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_TurnUp_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();