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ABKP Benchmark Ba for Amibroker (AFL)
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/* ABKP Benchmark Bar
the Benchmark Bar Up must exceed the High of the prior two bars AND
close above the high of the prior two bars. And, naturally
Fast 2 must be blue to confirm the momentum strength of the
POWER BAR.
the Benchmark Bar Down must exceed the low of the prior two bars AND
close below the low of the prior two bars. And, naturally
Fast 2 must be red to confirm the momentum strength of the
POWER BAR.
Note: not mentioned in the PDF is the requirement that there
be a change in color in for the Power Bar. For an up Power Bar then
you can have Red|Yellow, Red|Blue, or Yellow|Blue. For the down
Power Bar you can have Blue|Yellow, Blue|Red, or Yellow Red.
*/
parmPowerBarUpColor = ParamColor("Power Bar Up color", colorAqua);
parmPowerBarDnColor = ParamColor("Power Bar Dn color", colorPink);
parmFast2Confirm = ParamToggle("Fast2 confirm", "No|Yes", 0);
parmA900Confirm = ParamToggle("A900 confirm", "No|Yes", 1);
parmPRange = ParamToggle("Confirm % Range", "No|Yes", 0);
parmRibbon = ParamToggle("Plot as ribbon", "No|Yes" , 0);
parmRibbonSize = Param("Ribbon size", 1, 0.5, 10, 0.5);
parmThreshold = Param("SC Threshold", 5, -5, 5, 1);
parmVoice = ParamToggle("Voice", "No|Yes", 0);
parmPlotTargets = ParamToggle("Plot targets", "No|Yes", 0);
parmDebug = ParamToggle("Debug", "No|Yes", 0);
SetBarsRequired(350, -1);
// constants
_N(APaneName = Name() + Interval(2) + _SECTION_NAME());
_N(ANewBarName = "NewBar" + APaneName);
//functions
function ANewBar()
{
PrevDT = StaticVarGet( ANewBarName);
DT = LastValue(DateTime());
StaticVarSet( ANewBarName,DT);
return DT != PrevDT;
}
function MRound2(Number, Multiple )
{
if(Multiple == 0 )
{
xMultiple = 0.01; }
else
{
xMultiple = Multiple;
}
Divided = Number / xMultiple;
intDivided = int(Divided);
intDivided = intDivided + round(Divided - intDivided);
return intDivided * xMultiple;
}
ObjAB = CreateObject("Broker.Application");
ticker = objAB.Stocks(Name() );
// KP indicators
Ctmpl = E_TSKPCOLORTMPL(Open,High,Low,Close,Volume);
total = 0;
total = total + IIf(tskp_colortmplcnd0 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd1 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd2 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd3 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd4 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd5 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd6 > 0, 1, -1);
total = total + IIf(tskp_colortmplcnd7 > 0, 1, -1);
KPScoreCard = total + IIf(tskp_colortmplcnd8 > 0, 1, -1);
dummy = E_TSKPFAST2(Open,High,Low,Close,Volume);
// calculations
Range = H -L;
RangePercent = (C - L) / Range;
PriorHHScoreCard = Ref(HHV(KPScoreCard, 1), -1);
PriorLLScoreCard = Ref(LLV(KPScoreCard, 1), -1);
ChangeInBarColor = ((KPScoreCard >= parmThreshold AND PriorHHScoreCard < parmThreshold) OR (KPScoreCard >= -(parmThreshold-1) AND PriorHHScoreCard <= -parmThreshold))
OR ((KPScoreCard <= -parmThreshold AND PriorHHScoreCard > -parmThreshold) OR (KPScoreCard <= (parmThreshold-1) AND PriorHHScoreCard >= parmThreshold));
PriorHHV = Ref(HHV(H, 2) , -1); //highest high of the 2 prior bars
PriorLLV = Ref(LLV(L, 2) , -1); //lowest low of the 2 prior bars
if(parmDebug == 1)
{
printf("PHHScoreCard: %g% \nPLLScoreCard: %g%\nChgInBar: %g%\nKPScoreCard: %g%\n", PriorHHScoreCard, PriorLLScoreCard, ChangeInBarColor, KPScoreCard);
}
if(parmFast2Confirm == 0)
{
BBarUp = H > PriorHHV AND C > PriorHHV AND ChangeInBarColor;
BBarDn = L < PriorLLV AND C < PriorLLV AND ChangeInBarColor;
}
else //confirm with Fast2
{
KPFast21 = tskp_Fast2val1;
KPFast22 = tskp_Fast2val2;
if(parmDebug == 1)
{
printf("KPFast21: %g%\nKPFast22: %g%\n", KPFast21, KPFast22);
}
BBarUp = H > PriorHHV AND C > PriorHHV AND ChangeInBarColor AND KPFast21 == 1;
BBarDn = L < PriorLLV AND C < PriorLLV AND ChangeInBarColor AND KPFast22 == -1;
}
if(parmA900Confirm == 1);
{a 5 period simple moving average
KPA900 = E_TSKPA900(Close);
BBarUp = BBarUp AND C > KPA900;
BBarDn = BBarDn AND C < KPA900;
}
if(parmPRange == 1)
{
BBarUp = BBarUp AND RangePercent >= 0.7;
BBarDn = BBarDn AND rangePercent <= 0.4;
}
//paint the pane
if(parmDebug == 1)
{
printf("BBarUp: %g%\nBBarDn: %g%\n", BBarUp, BBarDn);
}
if(parmRibbon == 0)
{
PlotShapes(IIf(BBarUp , shapeHollowStar, shapeNone), parmPowerBarUpColor, 0, L, -8);
PlotShapes(IIf(BBarDn , shapeHollowStar, shapeNone), parmPowerBarDnColor, 0, H, 8);
}
else Plot( IIf(BBarUp OR BBarDn, parmRibbonSize, 0), "" , IIf(BBarUp, parmPowerBarUpColor, IIf(BBarDn, parmPowerBarDnColor, Null)) , styleArea | styleNoLabel | styleOwnScale , 0, 10);
//voice
ANewBarSignal = ANewBar();
if(parmVoice == 1)
{
if(ANewBarSignal)
{
if(LastValue(Ref(BBarUp, -1)) ) Say(Interval(2) + " Benchmark bar: up. Stop at " + NumToStr(Ref(L, -1) - ticker.TickSize, 1.2) + ".");
if(LastValue(Ref(BBarDn, -1)) ) Say(Interval(2) + " Benchmark bar: down. Stop at " + NumToStr(Ref(H, -1) + ticker.TickSize, 1.2) + ".");
}
}
//plot targets
if(parmPlotTargets == 1)
{
RangeAvg = MRound2(Ref(MA(H-L, 5), -1) , ticker.ticksize ) ;
BBarUpSince = BarsSince(BBarUp);
BBarDnSince = BarsSince(BBarDn);
PT = IIf( BBarUpSince <= BBarDnSince, Ref(O, - BBarUpSince + 1 ) + Ref(RangeAvg, -BBarUpSince -1), Ref(O, - BBarDnSince + 1) - Ref(RangeAvg, -BBarDnSince -1) );
Stop = IIf( BBarUpSince <= BBarDnSince, Ref(L, - BBarUpSince) - ticker.TickSize, Ref(H, - BBarDnSince) + ticker.TickSize);
Plot(Stop, "Stop", colorRed, styleLine | styleStaircase);
Plot(PT, "Target", colorGreen, styleLine | styleStaircase);
}