// Downloaded From https://www.WiseStockTrader.com _SECTION_BEGIN("MarketProfile+OR+FPSR bold_POC+IB"); //------------------------------------------------------------------------------ // // Formula Name: Market Profile // // Use with 5/15min chart // Originial - From AFL library // Edited by - Milind //Market Profile Den = Param("Density", 1, 0.25, 100, 0.25); // Resolution in terms of $ IBBars = Param("Initial Balance Bars", 2, 0, 5, 1); EnIB = Param("Show Initial Balance", 1, 0, 1, 1); EnMP = Param("Show Market Profile", 1, 0, 2, 1); PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),styleCandle); BarsInDay = BarsSince(Day() != Ref(Day(), -1)); Bot = TimeFrameGetPrice("L", inDaily, 0); Top = TimeFrameGetPrice("H", inDaily, 0); Vol = TimeFrameGetPrice("V", inDaily, 0); POC = H - H; VAL = H - H; VAH = H - H; CurTop = HHV(H,BarsInDay+1); Curbot = LLV(L,BarsInDay+1); Range = Highest(Top-Bot); TodayRange = Top - Bot; AveRange = Sum(Top-Bot,30)/30; LAveRange = AveRange[BarCount-1]; if (LAveRange < 1) {Den = 0.05;} else if (LAveRange < 10) {Den = 0.25;} else if (LAveRange < 20) {Den = 0.5;} else if (LAveRange < 100) {Den = 1;} else if (LAveRange < 500) {Den = 5;} else {Den = 1;} // Initialization baseX = 0; baseY = floor(Bot[0]/Den)*Den; relTodayRange = 0; firstVisBar = Status("firstvisiblebar"); lastVisBar = Status("lastvisiblebar"); D=.000125; for (j=0; j <= 100; j++) { x[j] = 0; } i0 = 0; i1 = 0; for (i=0; i= lastVisBar) { i1 = i; } } i1 = BarCount-1; for (i=i0; i<=i1; i++) { if (BarsInDay[i] == 0) { baseX = i; baseY = floor(Bot[i]/Den)*Den; maxY = floor(Top[i]/Den)*Den; relTodayRange = (maxY-baseY)/Den; for (j=0; j <= relTodayRange; j++) { x[j] = 0; } } if (EnMP == 2) { for (j=0; j<= relTodayRange; j++) { if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { PlotText(StrExtract("A,B,C,D,E,F,G,H,I,J,K,L,M,N", BarsInDay[i]), baseX+x[j], baseY+j*Den, colorBlack); x[j]++; } } } else if (EnMP == 1) { for (j=0; j<= relTodayRange; j++) { if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { line = LineArray(baseX, baseY+j*Den, baseX+x[j]+1, baseY+j*Den); Plot(line,"",ParamColor("Color", colorCustom13), styleLine+styleDots); x[j]++; } } } // Draw Initial Balance after 11am bar is complete if (BarsInDay[i] == IBBars+1 AND EnIB == 1) { Line1 = LineArray(i-2, curtop[i-1],i+10, curtop[i-1],0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorBlue,styleDots+styleThick); Plot(Line1a,"",colorBlue,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorBlue,styleDots+styleThick|styleNoLabel); Line1 = LineArray(i-2, curbot[i-1],i+10, curbot[i-1],0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorBlue,styleDots+styleThick); Plot(Line1a,"",colorBlue,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorBlue,styleDots+styleThick|styleNoLabel); } // Examine x[j] if ((i < BarCount - 1 AND BarsInDay[i+1] == 0) OR i == BarCount-1) { maxXj = 0; for (j=0; j<= relTodayRange; j++) { if (maxXj < x[j]) {maxXj = x[j]; maxj = j;} } for (k=i-BarsInDay[i];k<=i;k++) { POC[k] = baseY+maxXj*Den; } Line1 = LineArray(baseX, baseY+maxXj*Den, i, baseY+maxXj*Den,0,True); Line1a=Line1+d*Line1; Line1b=Line1-d*Line1; Plot(Line1,"",colorWhite,styleDots+styleThick); Plot(Line1a,"",colorWhite,styleDots+styleThick|styleNoLabel); Plot(Line1b,"",colorWhite,styleDots+styleThick|styleNoLabel); } } //Plot(POC,"POC",colorWhite,styleDots); _SECTION_END(); _SECTION_BEGIN("Price"); SetChartOptions(0,chartShowArrows|chartShowDates); _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 | styleHidden | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END(); _SECTION_BEGIN("ORBO 10mt"); priceTitle=EncodeColor(colorYellow)+ StrFormat(" {{NAME}} -- {{INTERVAL}}" ) + "\n"+ EncodeColor(colorCustom11)+ "Date = " + Date() ; ToolTip=StrFormat(" Close = %g (%.1f%%)",C,SelectedValue( ROC( C, 1 ) )); Title ="DHIRAJ" + priceTitle + "\n" + EncodeColor(colorWhite) + ToolTip; breakoutime = 100500; afterbreakout0 = Cross(TimeNum(),100500); afterbreakout1 = TimeNum()>=100500; NewDay = Day()!= Ref(Day(), -1); highestoftheday = HighestSince(newday,H,1); Lowestoftheday =LowestSince(newday,L,1); ORBHigh = ValueWhen(afterbreakout0,highestoftheday,1); ORBLow = ValueWhen(afterbreakout0,lowestoftheday,1); buycandidate =Cross(C,orblow) AND afterbreakout1; sellcandidate = Cross(orbhigh,C) AND afterbreakout1 ; BuyCond2 = Cross(C, WMA((L+C+H)/3,9)+0.01);/*((MidMA, LongMA);*/ SellCond4=Cross( WMA((L+C+H)/3,9)+0.01,C); Buy1 = BuyCond2; Sell1 = SellCond4 ; entryprice=WMA((L+C+H)/3,9)+0.01; ENTRYSELL=WMA((L+C+H)/3,9)-0.01; Buy= Cross(C,orbhigh) AND afterbreakout1; Sell = Cross(orblow,C) AND afterbreakout1; color = IIf(Buy,colorGreen,IIf(Sell,colorRed,IIf(buycandidate,colorBlue,IIf(sellcandidate,colorPink,0)))); Plot(C,"",colorYellow,styleBar); PlotShapes( shapeUpArrow * Buy, colorGreen,0,L,-12); PlotShapes( shapeDownArrow * Sell, colorRed,0,H,-12); //Plot(afterbreakout0,"",colorBlue,styleHistogram|styleOwnScale); StyleOR=styleNoLine|styleDots+styleThick; Plot(ORBHigh,"RESISTENCE",colorGreen,StyleOR); Plot(ORBLow,"SUPPORT",colorRed,StyleOR); Filter = Buy OR Sell OR sellcandidate OR buycandidate OR Buy1 OR Sell1; //Filter = Buy OR Sell OR sellcandidate OR buycandidate; AddColumn(C,"CMP",0,colorBlue); AddColumn(IIf(Buy OR sellcandidate,ORBHigh,ORBLow),"INTRA ",0,colorDefault,color); AddColumn(IIf(Buy1,entryprice,ENTRYSELL),"DELIVERY ",0,colorDefault,IIf(Buy1,colorGreen, colorRed)); _SECTION_END(); _SECTION_BEGIN("Weekly MP"); SetChartOptions(0,chartShowArrows|chartShowDates); _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",colorTurquoise), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END(); _SECTION_BEGIN("Market Profile"); //Market Profile GraphXSpace = 5; SetChartOptions(0, chartShowDates); //=========================== Den = Param("Density", 200, 10, 300, 10); ShowMP = ParamToggle("Show MP", "No|Yes"); ShowVP = ParamToggle("Show VP", "No|Yes"); StyleMP = ParamStyle("style MP", styleLine|styleDots, maskAll); StyleVP = ParamStyle("style VP", styleLine|styleDots, maskAll); //=========================== //=========================== BarsInDay =BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ))+1; //=========================== NewDay = DayOfWeek() > Ref( DayOfWeek(),1) OR Cum(1) == BarCount; //=========================== Bot = TimeFrameGetPrice("L", inWeekly, 0); Top = TimeFrameGetPrice("H", inWeekly, 0); Vol = TimeFrameGetPrice("V", inWeekly, 0); //=========================== Range = Highest(Top-Bot); Box = Range/Den; VolumeUnit = Vol/BarsInDay; for (k = 0; k < Den; k++) // loop through each line (price) starting at the Lowest price { Line = Bot + k*Box; detect = Line >= L & Line <= H; if(ShowMP == True) { CountMPString = IIf(NewDay, Sum(detect, BarsInDay), 0); CountMPString = Ref(ValueWhen(NewDay, CountMPString, 0), -1); MpLine = IIf(CountMPString >= BarsInDay, Line, Null); Plot(MPLine, "", colorGreen , styleMP); } if(ShowVP == True) { CountVPString = IIf(NewDay, Sum(detect*V, BarsInDay)/VolumeUnit, 0); CountVPString = Ref(ValueWhen(NewDay, CountVPString, 0), -1); VpLine = IIf(CountVPString >= BarsInDay, Line + Box/4, Null); // Plot() Plot(VPLine, "", colorBlue, styleVP); } } Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}} - \\c04 Market Profile \\c06 Volume Profile"; _SECTION_END(); _SECTION_BEGIN("Price+FPSR+ZG+WW+StoDiv+CCI+"); SetChartOptions(0,chartShowArrows|chartShowDates); _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", colorPink ), styleNoTitle | styleCandle ); ////////////////////////////////////////////////// DP TOGGLE /////////////////////////////////////////////////////// Show_Prev = ParamToggle( "Display Pivots", "No|Yes", 1); // Get Previous Day's close, Low and High DayC=Prev_Close = TimeFrameGetPrice( "C", inDaily, -1, expandFirst) ; DayL=Prev_Low = TimeFrameGetPrice( "L", inDaily, -1, expandFirst) ; DayH=Prev_High = TimeFrameGetPrice( "H", inDaily, -1, expandFirst) ; Today = LastValue(Day( ) ); P = (Prev_High + Prev_Low + Prev_Close)/ 3; R6 = (DayH / DayL) * DayC * 1.002; R5 = (DayH / DayL) * DayC; R4 = (((DayH / DayL) + 0.83) / 1.83) * DayC; R3 = ( ( (DayH / DayL) + 2.66) / 3.66) * DayC; R2 = ( ( (DayH / DayL) + 4.5) / 5.5) * DayC; R1 = ( ( (DayH / DayL) + 10) / 11) * DayC; S1 = (2- ( ( (DayH / DayL) + 10) / 11)) * DayC; S2 = (2-( (DayH / DayL) + 4.5) / 5.5) * DayC; S3 = (2-(( DayH / DayL) + 2.66) / 3.66) * DayC; S4 = (2-( (DayH / DayL) + 0.83) / 1.83) * DayC; S5 = (2-( DayH / DayL)) * DayC; S6 = (2-( DayH / DayL)) * DayC * 0.998; ////////////////////////////// FPSR 30 MT STRATEGY ///////////////////////////////////////////////////////////// //TimeFrameSet( inDaily ); BS=(Prev_High-Prev_Low)/3; Y=Prev_Close+BS; X=Prev_Close-BS; MULT=0.0003; YT=Y+MULT*Y; YB=Y-MULT*Y; XT=X+MULT*X; XB=X-MULT*X; //PlotOHLC( 0, Prev_High ,Prev_Low ,Prev_Low, "", HLColor, styleCloud|styleNoLabel); HLColor = colorPaleBlue; if(Show_Prev) {Plot(IIf(Today == Day(),R5, Null), "R5", ParamColor("R5", colorLightBlue),styleDashed|styleThick|styleNoRescale); Plot(IIf(Today == Day(),R4, Null), "R4", ParamColor("R4",colorLightBlue),styleDots|styleThick|styleNoRescale); Plot(IIf(Today == Day(),R3, Null), "R3", ParamColor("R3",colorLightBlue),styleDots|styleThick|styleNoRescale); //Plot(IIf(Today == Day(),R2, Null), "R2", ParamColor("R2", colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel); //Plot(IIf(Today == Day(),R1, Null), "R1", ParamColor("R1",colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel); //Plot(IIf(Today == Day(),P, Null), "P", ParamColor("P",colorYellow),styleDots|styleThick|styleNoRescale); //Plot(IIf(Today == Day(),S1, Null), "S1", ParamColor("S1", colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel); //Plot(IIf(Today == Day(),S2, Null), "S2", ParamColor("S2",colorBlack),styleDots|styleThick|styleNoRescale|styleNoLabel); Plot(IIf(Today == Day(),S3, Null), "S3", ParamColor("S3",colorBrightGreen),styleDots|styleThick|styleNoRescale); Plot(IIf(Today == Day(),S4, Null), "S4", ParamColor("S4", colorBrightGreen),styleDots|styleThick|styleNoRescale ); Plot(IIf(Today == Day(),S5, Null), "S5", ParamColor("S5", colorBrightGreen),styleDashed|styleThick|styleNoRescale); //Plot(IIf(Today == Day(), Prev_High, Null), "Prev_High", ParamColor(" Prev_High", HLColor),styleDashed|styleThick|styleNoRescale ); //Plot(IIf(Today == Day(), Prev_Low, Null), "Prev_Low", ParamColor(" Prev_Low", HLColor),styleDashed|styleThick|styleNoRescale ); } ////////////////////////////// DAY HILO SHADOW ///////////////////////////////////////////////////////////// BSColor = ColorRGB(80,80,80); HLColor = ColorRGB(20,20,40); //PlotOHLC( 0, Prev_High ,Prev_Low ,Prev_Low, "", HLColor, styleCloud|styleNoLabel); /////////////////////////////////////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////// DOUBLE TOP ////////////////////////////////////////// /* Detecting double tops */ percdiff = 5; /* peak detection threshold */ fwdcheck = 5; /* forward validity check */ mindistance = 10; validdiff = percdiff/400; PK= Peak( H, percdiff, 1 ) == High; x = Cum( 1 ); XPK1 = ValueWhen( PK, x, 1 ); XPK2 = ValueWhen( PK, x, 2 ); peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 ); doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 - XPK2)>mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 ); SellDT = doubletop; Buy = 0; //Filter=SellDT; WriteIf( Highest( doubletop ) == 1, "AmiBroker has detected some possible double top patterns for " + name() + "\nLook for green arrows on the price chart.", "There are no double top patterns for " + name() ); PlotShapes(SellDT*shapeHollowDownTriangle,colorPink, 0, High, Offset =-25); PlotShapes(SellDT*shapeDigit0,colorPink, 0, High, Offset =40); PlotShapes(SellDT*shapeDigit0,colorPink, 0, High, Offset =50); ////////////_SECTION_BEGIN("Volume At Price"); PlotVAPOverlay( Param("Lines", 300, 100, 1000, 1 ), Param("Width", 5, 1, 100, 1 ), ParamColor("Color", colorLightBlue ), ParamToggle("Side", "Left|Right" ) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) ); _SECTION_END();