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Woodie's CCI Panel Full Stats for Amibroker (AFL)
kaiji
over 9 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 2)
Tags:
amibroker, histogram, cci, heikin, intraday

This is Woodies CSI with color coding and turning points marked and many other things. To find out more about it go to www.woodiescciclub.com

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Indicator / Formula

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/////////////////////////////// 
// CCI Panel for Amibroker
// Codded/Added by Dennis, Kris, Wring, Santacs, Yofa (jtoth100)
// Last Update: 10/19/2008
/////////////////////////////// 
// Go to www.woodiescciclub.com to learn everything about this system.
// You must be a registered user to see the images and downloads.
/////////////////////////////// 
// Setup Axes and Grid section (right click on chart panel, click on Parameters):
// Scaling: Custom , Min=-250  Max=250
// Show Date Axis = Yes , Show Middle Lines = No
/////////////////////////////// 
// To activate the timer properly, make sure the following is set:
// click on Tools==>Preferences==>Intraday....
// make sure "Allign minute bars to market hours" is checked...
// make sure "Start time of interval" is checked...
// make sure "Override: Weekly/monthly bars use day of last trade" is checked.
/////////////////////////////// 
// Tic/PIP values: YM=1.0, ER2=0.10, NQ=0.25, EUR/USD=.0001, USD/JPY=0.01, Stocks=0.01
///////////////////////////////
// Rangebar Settings :
// ER2 1.50 
// YM 25  
// ES 3 
// NQ 3.75 
// DAX 5  
// ZG 1.5  
/////////////////////////////// 
// Discalimer: For educational purposes only. Trade at your own risk.
/////////////////////////////// 

//********************************************************************************************
// Static variable functions used in charts
//********************************************************************************************

function StaticName( VarName )
{
    return Name() + VarName;
}

procedure StaticSet( VarName, VarValue )
{
    StaticVarSet(Name() + VarName, VarValue);
}
 
function StaticGet( VarName )
{
    return Nz(StaticVarGet(Name() + VarName));
}
 
procedure StaticSetText( VarName, VarValue )
{
    StaticVarSetText(Name() + VarName, VarValue);
}
 
function StaticGetText( VarName )
{
    return StaticVarGetText(Name() + VarName);
}

//********************************************************************************************
// Basic panel setup
//********************************************************************************************

//Disable printing to commentary window
EnableTextOutput(False);

//Version info of the panel
Revision = "$Revision: 39 $";

SetChartOptions(0, chartShowDates);
SetChartOptions(3, chartLogarithmic, chartGridMiddle | chartGridPercent |
chartGridMargins);

//Anything to print at the end of the tooltip for debugging purposes
ToolTipDebug = "";

// Bar indexes for titles and commentary
LastBarIndex = BarCount-1;
CurBarIndex = SelectedValue(BarIndex());
if (CurBarIndex > LastBarIndex) //on tick charts SelectedValue(BarIndex()) maypoint beyond last bar
    CurBarIndex = LastBarIndex;

//********************************************************************************************
// Low level graphics setup
//********************************************************************************************
if (Status("action") == 1) //indicator
{
    MinY = Status("axisminy"); 
    MaxY = Status("axismaxy"); 
    TotalY = MaxY - MinY;

    LastVisibleIndex = Status("lastvisiblebarindex"); 
    FirstVisibleIndex = Status("firstvisiblebarindex"); 
    TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex; 
    
    PixelWidth = Status("pxwidth");
    PixelHeight = Status("pxheight");
    ScaleY = PixelHeight / TotalY;
}
else
{
    MinY = -300; 
    MaxY = 300; 
    TotalY = MaxY - MinY;

    LastVisibleIndex = BarCount -1; 
    FirstVisibleIndex = 0; 
    TotalVisibleBars = LastVisibleIndex - FirstVisibleIndex; 
    
    PixelWidth = 1;
    PixelHeight = 1;
    ScaleY = PixelHeight / TotalY;
}

FontNameSmall = "Ariel";
FontSizeSmall = 8;
FontWeightSmall = 300;

FontNameNormal = "MS Sans Serif";
FontSizeNormal = 8;
FontWeightNormal = 300;

FontNameBig = "MS Sans Serif";
FontSizeBig = 10;
FontWeightBig=700;

GfxSetOverlayMode(0); //low level graph over chart...
GfxSetBkMode(1);      //transparent
GfxSelectPen( StaticGet("ChartBkColor"), 1, 0); //to clear value area
GfxSelectSolidBrush( StaticGet("ChartBkColor") );
GfxSetTextColor( StaticGet("ChartTextColor") );

GfxSetTextAlign(10); //right, buttom
GfxSelectFont(FontNameSmall, FontSizeSmall, FontWeightSmall, True, False, 0);
GfxTextOut("by Yofa", PixelWidth-2, PixelHeight-12 );
GfxTextOut(Revision, PixelWidth-2, PixelHeight );

GfxSetTextAlign(26); //right, baseline
GfxSelectFont(FontNameNormal, FontSizeNormal, FontWeightNormal, False, False,
0);

function GfxMapYtoPixelY(Y)
{
    return ( TotalY / 2 - Y ) * ScaleY;
}

_SECTION_END(); //Woodie CCI - Indicators


// Timer

TTMperiod = 6; 
Low_ma = EMA(L, TTMperiod); 
High_ma = EMA(H, TTMperiod); 
Low_third = (High_ma - Low_ma) / 3 + Low_ma; 
High_third = 2 * (High_ma - Low_ma) / 3 + Low_ma; 
tempnum = Now( 4 ) - TimeNum(); 
TimeRem = Interval() - ((int(tempnum[BarCount - 1] / 100) * 60) +
(tempnum[BarCount - 1] - int(tempnum[BarCount - 1] / 100) * 100)); 
if (TimeRem[BarCount - 1] < 0) TimeRem = 0; 
MinuteVar = int(TimeRem / 60); 
SecondsVar = int(frac(TimeRem / 60) * 60); 
if (TimeRem[BarCount - 1] > 60) 
{ 
TitleTimeRem = EncodeColor(colorWhite) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") +  SecondsVar; 
} 
else if (TimeRem[BarCount - 1] > 20) 
{ 
TitleTimeRem =  EncodeColor(colorYellow) + MinuteVar + ":" + WriteIf(SecondsVar
> 9, "", "0") + SecondsVar; 
} 
else 
{ 
TitleTimeRem = EncodeColor(colorRed) + MinuteVar + ":" + WriteIf(SecondsVar >
9, "", "0") +  SecondsVar; 
} 

// Background color

SetChartBkColor(ParamColor("Panel color ",colorCustom1)); 

// CCI colors

zcolor= ParamColor("WCCI color",colorBlack);
z6color= ParamColor("TCCI color",colorBrown);
patterncolor= ParamColor("Pattern trace color",colorWhite);

// CCI periods

zperiod=Param("WCCI period",14,0,100);
z = CCI(zperiod); 
z6period=Param("TCCI period",6,0,1000);
z6 = CCI(z6period); 

// Tic/PIP value

TicMult= Param("Tic multiplier(ER2=10,YM=1,ES=4,FOREX=1)",1,0,1000000);
TicDiv= Param("Tic or PIP value(ER2=0.1,YM=1,FOREX=1)",1,0,1000000);

// Rangebar interval

rbint= Param("Rangebar
Interval:(YM=25.0,AB=1.5,NQ=3.75,ES=3.0)",1.0,0.25,1000000);

// Rangebar counter

rbcounter= round(((rbint-(H-L))) * ticmult);
rbcounterpercent= round((rbcounter/(rbint * ticmult))*100);

// Timer/counter title

timercode= Param("Timer:(minutes=1,rangebar=2)",1,1,2);
timetitle= WriteIf(timercode==1,TitleTimeRem, EncodeColor(colorWhite) +
"Countdown  " + rbcounter + "  (" + rbcounterpercent + "%)"); 

// Spread

spread= Param("Spread (included in stop)",0,0,1000000); 

// Stop value

stopval= Param("Stop above/below entry bar",2,0,1000000); 

// Plot grids

PlotTheGrids = ParamToggle("Plot grids","No|Yes",0); 
if (PlotTheGrids ==1) 
{ 
PlotGrid(0); 
PlotGrid(-100); 
PlotGrid(100);
PlotGrid(-200); 
PlotGrid(200); 
} 

// Angle variables

PI = atan(1.00) * 4; 
periods = 30; 
HighHigh = HHV(H, periods); 
LowLow = LLV(L, periods); 
range = 25 / (HighHigh - LowLow) * LowLow;

// EMA34 Angle

EMA34 = EMA(C,34);
x1_EMA34 = 0; 
x2_EMA34 = 1; 
y1_EMA34 = 0; 
y2_EMA34 = (Ref(EMA34, -1) - EMA34) / Avg * range; 
c_EMA34 = sqrt((x2_EMA34 - x1_EMA34)*(x2_EMA34 - x1_EMA34) + (y2_EMA34 -
y1_EMA34)*(y2_EMA34 - y1_EMA34)); 
angle_EMA34 = round(180 * acos((x2_EMA34 - x1_EMA34)/c_EMA34) / PI); 
angle_EMA34 = IIf(y2_EMA34 > 0, - angle_EMA34, angle_EMA34); 

// LSMA25 Angle

LSMA25 = LinearReg(C, 25 ); 
x1_LSMA25 = 0; 
x2_LSMA25 = 1; 
y1_LSMA25 = 0; 
y2_LSMA25 = (Ref(LSMA25, -1) - LSMA25) / Avg * range; 
c_LSMA25 = sqrt((x2_LSMA25 - x1_LSMA25)*(x2_LSMA25 - x1_LSMA25) + (y2_LSMA25 -
y1_LSMA25)*(y2_LSMA25 - y1_LSMA25)); 
angle_LSMA25 = round(180 * acos((x2_LSMA25 - x1_LSMA25)/c_LSMA25) / PI); 
angle_LSMA25 = IIf(y2_LSMA25 > 0, - angle_LSMA25, angle_LSMA25); 

// Color the bars for Woodies Trend Following 

function Consecutive( array ) 
{ 
return BarsSince( NOT( array ) ); 
} 
function Occurrences( array , period ) 
{ 
return Sum( array, period ); 
} 
array = z; 
HighBars = Consecutive( array > 0 ); 
LowBars = Consecutive( array < 0 ); 
UpCondition = BarsSince( HighBars >= 6 AND Occurrences( array > 100 , 5 ) > 0
); 
DnCondition = BarsSince( LowBars >= 6 AND Occurrences( array < -100 , 5 ) > 0
); 
UpTrend = ( array > 0 ) AND ( UpCondition < DnCondition ); 
DnTrend = ( array < 0 ) AND ( UpCondition > DnCondition ); 
TrTrend = ( HighBars >= 5 AND NOT UpTrend ) OR ( LowBars >= 5 AND NOT DnTrend
); 
Color = IIf( UpTrend, colorBlue, IIf( DnTrend, colorRed, IIf( TrTrend,
colorYellow, colorGrey40 ) ) ); 

// Plot the Mock CZI on the 100s 

ColorANGLE_EMA = IIf(angle_EMA34 >=5,colorTurquoise,
IIf(angle_EMA34 <5 AND angle_EMA34 >=3.57,colorDarkGreen,
IIf(angle_EMA34 <3.57 AND angle_EMA34 >=2.14,colorPaleGreen,
IIf(angle_EMA34 <2.14 AND angle_EMA34 >=.71,colorLime,
IIf(angle_EMA34 <=-1*5,colorDarkRed,
IIf(angle_EMA34 >-1*5 AND angle_EMA34 <=-1*3.57,colorRed,
IIf(angle_EMA34 >-1*3.57 AND angle_EMA34 <=-1*2.14,colorOrange,
IIf(angle_EMA34 >-1*2.14 AND angle_EMA34
<=-1*.71,colorLightOrange,colorYellow))))))));
Plot(100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 
Plot(-100,"", ColorANGLE_EMA , styleLine | styleThick | styleNoLabel); 

// Plot the Mock Sidewinder on the 200s

SW = IIf((abs(angle_EMA34) >= 15) AND (abs(angle_EMA34 + angle_LSMA25) >= 50),
IIf(angle_LSMA25 > 0, 2, -2), 
IIf((abs(angle_EMA34) >= 0) AND (((angle_EMA34 >= 0) AND (angle_LSMA25 >= 0))
OR ((angle_EMA34 <= 0) AND (angle_LSMA25 <= 0))) AND (abs(angle_EMA34 +
angle_LSMA25) >= 5), IIf(angle_LSMA25 > 0, 1, -1), 0)); 
ColorSW = IIf(abs(SW) == 2, colorBrightGreen, 
IIf(abs(SW) == 1, colorYellow, colorRed)); 
Plot(200,"", ColorSW, styleLine | styleThick | styleNoLabel); 
Plot(-200,"", ColorSW, styleLine | styleThick | styleNoLabel);

// Zero line 25lsma 

Plot(0,"", IIf(C > LSMA25,colorBrightGreen,IIf(C < LSMA25,colorRed,colorTeal)),
styleLine | styleThick | styleNoLabel); 

// CCI Points

diffCode=ParamToggle("Plot CCI diff ","No|Yes",1); 
CCipointmove= z-Ref(z,-1);
CCIpointmovetitle= WriteIf(diffcode==1 AND
abs(CCipointmove)<15,EncodeColor(colorRed) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND abs(CCipointmove)>=15
AND abs(CCipointmove)<20,EncodeColor(colorYellow) + "\n"  + "DIFF  " + 
abs(round(CCipointmove)) + "\n",WriteIf(diffcode==1 AND
abs(CCIpointmove)>=20,EncodeColor(colorBrightGreen) + "\n"  + "DIFF  " + 
abs(round(CCipointmove))+ "\n","")));

// Price Panel

Lastpricetitlehi= WriteIf(H>Ref(H,-1),EncodeColor(colorBrightGreen) + Ref(H,-1)
+ "  " + H , EncodeColor(colorWhite)+ Ref(H,-1) + "  " + H);
Lastpricetitlelo= WriteIf(L<Ref(L,-1),EncodeColor(colorRed) + Ref(L,-1) + "  "
+ L , EncodeColor(colorWhite) + Ref(L,-1) + "  " + L);
Closecolor=WriteIf(C==H AND
H>Ref(H,-1),EncodeColor(colorBrightGreen),WriteIf(C==L AND
L<Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorWhite)));

//Pivot Points Calculations

pivCode=ParamToggle("Plot pivots ","No|Yes",1); 
DayH = TimeFrameGetPrice("H", inDaily, -1);
DayL = TimeFrameGetPrice("L", inDaily, -1);
DayC = TimeFrameGetPrice("C", inDaily, -1);
DayO = TimeFrameGetPrice("O", inDaily);
HiDay = TimeFrameGetPrice("H", inDaily); 
LoDay = TimeFrameGetPrice("L", inDaily); 
PP = (DayH + DayL + DayO + DayO) / 4 ; 
R1 = (2 * PP) - DayL; 
S1 = (2 * PP) - DayH; 
R2 = PP + R1 - S1; 
S2 = PP + S1 - R1; 
R3 = R2 + (R1 - PP); 
S3 = S2 - (PP - S1); 
ppvalue= round(abs((C-pp)/ticdiv));
r1value= round(abs((C-r1)/ticdiv));
s1value= round(abs((C-s1)/ticdiv));
r2value= round(abs((C-r2)/ticdiv));
s2value= round(abs((C-s2)/ticdiv));
r3value= round(abs((C-r3)/ticdiv));
s3value= round(abs((C-s3)/ticdiv));
wptitle=  WriteIf(pivCode==1 AND C>=R3, "\n" + EncodeColor(colorYellow)+"R3 " +
"-" + (R3value) + "\n" + "\n",
WriteIf(pivCode==1 AND C<=R3 AND C>=R2, "\n" + EncodeColor(colorYellow)+"R3  "
+ "+" + (R3value) + "\n" +  EncodeColor(colorYellow) + "R2  " + "-" + (R2value)
+ "\n" + "\n", 
WriteIf(pivCode==1 AND C<=R2 AND C>=R1, "\n" + EncodeColor(colorYellow)+"R2  "
+ "+" + (R2value) + "\n" +  EncodeColor(colorYellow) + "R1  " + "-" + (R1value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=R1 AND C>=PP, "\n" + EncodeColor(colorYellow)+"R1  "
+ "+" + (R1value) + "\n" +  EncodeColor(colorYellow) + "PP  " + "-" + (PPvalue)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=PP AND C>=S1, "\n" + EncodeColor(colorYellow)+"PP  "
+ "+" + (PPvalue) + "\n" +  EncodeColor(colorYellow) + "S1  " + "-" + (S1value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=S1 AND C>=S2, "\n" + EncodeColor(colorYellow)+"S1  "
+ "+" + (S1value) + "\n" +  EncodeColor(colorYellow) + "S2  " + "-" + (S2value)
+ "\n" + "\n",  
WriteIf(pivCode==1 AND C<=S2 AND C>=S3, "\n" + EncodeColor(colorYellow)+"S2  "
+ "+" + (S2value) + "\n" +  EncodeColor(colorYellow) + "S3  " + "-" + (S3value)
+ "\n" + "\n", 
WriteIf(pivCode==1 AND C<=S3, "\n" + EncodeColor(colorYellow)+"S3  " + "+" +
(S3value) + "\n"+ "\n",""))))))));

// HOD , LOD, Range

HiDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "HOD  ",""); 
HiDayTitle = WriteIf(pivCode==1,HiDayTitle + EncodeColor(colorYellow) + HiDay +
"   +" + round(abs((HiDay-C)/ticdiv)) + "\n","");
LoDayTitle = WriteIf(pivCode==1,EncodeColor(colorYellow) + "LOD  ",""); 
LoDayTitle = WriteIf(pivCode==1,LoDayTitle + EncodeColor(colorYellow) + LoDay +
"    -" + round(abs((C-LoDay)/ticdiv)) + "\n"," ");
RangeTitle1 =WriteIf(pivCode==1,EncodeColor(colorYellow) + "Day Range    " +
EncodeColor(colorYellow) + StrToNum(NumToStr(round((HiDay - LoDay)/ticdiv),
4.4)) + "\n","");

// Pattern codes

Cziquallong= ((angle_EMA34>=5 OR Ref(angle_EMA34,-1)>=5) AND
Ref(angle_EMA34,-2)>=5) OR (Ref(angle_EMA34,-1)>=5 AND angle_EMA34>=5);
Cziqualshort= ((angle_EMA34<=-5 OR Ref(angle_EMA34,-1)<=-5) AND
Ref(angle_EMA34,-2)<=-5) OR (Ref(angle_EMA34,-1)<=-5 AND angle_EMA34<=-5);

// ZLR Long 

Linex_long=Ref(z,-1)>100 AND z<100; 
barsfromline_long=BarsSince(Linex_long); 
CCIhook_long=z>Ref(z,-1) AND Ref(z,-1)>-100 AND Ref(z,-1)<Ref(z,-2) AND
Ref(z,-2)>-100 AND z>0;
SW_trendinglong= sw==1 OR sw==2; 
zlrlong1=  abs(CCipointmove)>=15 AND SW_trendinglong AND z<120 AND barsfromline_long<=10 AND CCIhook_long AND UpTrend;
zlrnextl= z<120 AND barsfromline_long<10 AND CCIhook_long AND UpTrend;
zlrlong= Cziquallong AND (zlrlong1 OR ( NOT Ref(zlrlong1,-1) AND Ref(zlrnextl,-1) AND abs(CCipointmove)>=15 AND z>=Ref(z,-1) AND SW_trendinglong AND z<120 AND UpTrend));

// ZLR Short 

Linex_short=Ref(z,-1)<=-100 AND z>=-100; 
barsfromline_short=BarsSince(Linex_short); 
CCIhook_short=z<Ref(z,-1) AND Ref(z,-1)<100 AND Ref(z,-1)>Ref(z,-2) AND
Ref(z,-2)<100 AND z<0; 
SW_trendingshort= sw==-1 OR sw==-2;
zlrshort1= abs(CCipointmove)>=15 AND SW_trendingshort AND z>-120 AND barsfromline_short<=10 AND CCIhook_short AND DnTrend;
zlrnexts=  z>-120 AND barsfromline_short<10 AND CCIhook_short AND DnTrend;
zlrshort= Cziqualshort AND (zlrshort1 OR (NOT Ref(zlrshort1,-1) AND Ref(zlrnexts,-1) AND abs(CCipointmove)>=15 AND z<=Ref(z,-1) AND SW_trendingshort AND z>-120 AND DnTrend));

// Famir Long 

FamirLinex_long=Ref(z,-1)<=-100 AND z>-100; 
Famir_barsfromline_long=BarsSince(FamirLinex_long); 
Famir_pivotlong= (Ref(z,-2)>Ref(z,-1)AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55) OR
(Ref(z,-3)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55)OR
(Ref(z,-4)>Ref(z,-1) AND Ref(z,-1)>=-55 AND Ref(z,-2)>=-55 AND Ref(z,-3)>=-55);

Famirhook_long=Famir_pivotlong AND z>Ref(HHV(z,Famir_barsfromline_long),-1) AND (z>=-55 AND z<=55); 
Famirlong= Famir_barsfromline_long<10 AND Famirhook_long AND ((DnTrend OR Ref(Dntrend,-BarsSince(z<0))==1) AND NOT UpTrend) AND C>LSMA25; 

// Famir Short 

FamirLinex_short=Ref(z,-1)>=100 AND z<100; 
Famir_barsfromline_short=BarsSince(FamirLinex_short); 
Famir_pivotshort= (Ref(z,-2)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55) OR
(Ref(z,-3)<Ref(z,-1)AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55) OR
(Ref(z,-4)<Ref(z,-1) AND Ref(z,-1)<=55 AND Ref(z,-2)<=55 AND Ref(z,-3)<=55); 
Famirhook_short=Famir_pivotshort AND z<Ref(LLV(z,Famir_barsfromline_short),-1) AND (z>=-55 AND z<=55); 
Famirshort= Famir_barsfromline_short<10 AND Famirhook_short AND ((UpTrend OR Ref(Uptrend,-BarsSince(z>0))==1) AND NOT DnTrend) AND C<LSMA25; 

// HFE 

HFEshort=(Ref(z,-1)>200 AND z<200); 
HFElong=(Ref(z,-1)<-200 AND z>-200); 
HFE= HFEshort OR HFElong; 

// VT Long 

vtLinex_long=Ref(z,-1)<=-200 AND z>-200; 
vt_barsfromline_long=BarsSince(vtLinex_long); 
vtlong_A = z<-200; 
vtlong_B = Ref(z,-1)<=Ref(z,-2) OR 
Ref(z,-2)<=Ref(z,-3) OR 
Ref(z,-3)<=Ref(z,-4) OR 
Ref(z,-4)<=Ref(z,-5) OR 
Ref(z,-5)<=Ref(z,-6) OR 
Ref(z,-6)<=Ref(z,-7) OR 
Ref(z,-7)<=Ref(z,-8); 
vtlong_bs_A = BarsSince(vtlong_A); 
vtlong_bs_B = BarsSince(vtlong_b); 
Vtlong_bars = vtlong_bs_A>=5 AND vtlong_bs_B<=0; 
vt_pivotlong= Vtlong_bars; 
swinghibars=BarsSince(z>Ref(HHV(z,vt_barsfromline_long),-1)); 
vthook_long= vt_pivotlong AND z>Ref(HHV(z,vt_barsfromline_long),-1); 
vtlong= z<100 AND vt_barsfromline_long<=11 AND (Ref(HHV(z,vt_barsfromline_long),-1)<0 OR HHV(z,vt_barsfromline_long)<=0) AND
vthook_long AND C>Lsma25 AND Ref(swinghibars>=2,-1) AND z>-100; 

// VT Short 

vtLinex_short=Ref(z,-1)>=200 AND z<200; 
vt_barsfromline_short=BarsSince(vtLinex_short); 
vtshort_A = z>200 ; 
vtshort_B =Ref(z,-1)>=Ref(z,-2) OR 
Ref(z,-2)>=Ref(z,-3) OR 
Ref(z,-3)>=Ref(z,-4) OR 
Ref(z,-4)>=Ref(z,-5) OR 
Ref(z,-5)>=Ref(z,-6) OR 
Ref(z,-6)>=Ref(z,-7) OR 
Ref(z,-7)>=Ref(z,-8); 
vtshort_bs_A = BarsSince(vtshort_A); 
vtshort_bs_B = BarsSince(vtshort_b); 
Vtshort_bars = vtshort_bs_A>=5 AND vtshort_bs_B<=0; 
vt_pivotshort= Vtshort_bars; 
swinglowbars= BarsSince(z<Ref(LLV(z,vt_barsfromline_short),-1)); 
vthook_short= vt_pivotshort AND z<Ref(LLV(z,vt_barsfromline_short),-1); 
vtshort= z>-100 AND vt_barsfromline_short<=11 AND
(Ref(LLV(z,vt_barsfromline_short),-1)>0 OR LLV(z,vt_barsfromline_short)>0) AND vthook_short AND C<Lsma25 AND Ref(swinglowbars>=2,-1) AND z<100; 

// GB 100 Long 

Linex_longGB=Ref(z,-1)>100 AND z<100; 
barsfromline_longGB=BarsSince(Linex_longGB); 
CCIhook_longGB= Ref(z,-1)<-100 AND z>-100; 
GB100long= z<100 AND barsfromline_longGB<=12 AND Cziquallong AND CCIhook_longGB AND (Ref(UpTrend,-BarsSince(z>0))==1 AND NOT DnTrend);

// GB100 Short 

Linex_shortGB=Ref(z,-1)<-100 AND z>-100; 
barsfromline_shortGB=BarsSince(Linex_shortGB); 
CCIhook_shortGB=Ref(z,-1)>100 AND z<100; 
Gb100short= z>-100 AND barsfromline_shortGB<=12 AND Cziqualshort AND CCIhook_shortGB AND (Ref(DnTrend,-BarsSince(z<0))==1 AND NOT UpTrend);

// TT Long 

Minuszero=BarsSince(Ref(z,-1)>0) + 1;
TTCCIhook_long= z>Ref(z,-1) AND z>0; 
TTlong= Cziquallong AND z<100 AND Ref(UpTrend,-Minuszero)==1 AND LLV(Ref(z,-1),BarsSince(Ref(z,-1)>=100))>-100 AND
HHV(Ref(z,-1),BarsSince(Ref(z,-1)< 0))>=100 AND TTCCIhook_long AND Ref(LowBars,-1)>=4 AND Ref(LowBars,-1)<=9;

// TT Short 

Pluszero=BarsSince(Ref(z,-1)<0) + 1;
TTCCIhook_short=z<Ref(z,-1) AND z<0; 
TTshort= Cziqualshort AND z>-100 AND Ref(DnTrend,-Pluszero)==1 AND HHV(Ref(z,-1),BarsSince(Ref(z,-1)<=-100))<100 AND
LLV(Ref(z,-1),BarsSince(Ref(z,-1)>0))<=-100 AND  TTCCIhook_short AND Ref(HighBars,-1)>=4 AND Ref(HighBars,-1)<=9;

// PT Long

Phook_long1=  Ref(z,-1)>=Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND Ref(z,-3)>0; 
Phook_long2= Ref(z,-3)>-100 AND Ref(z,-1)>Ref(z,-2) AND Ref(z,-2)<Ref(z,-3) AND Ref(z,-3)<Ref(z,-4) AND Ref(z,-4)>0;
Ptlong= Cziquallong AND (Phook_long1 OR Phook_long2) AND (z>0 AND Ref(z,-1)<0 AND z<120 AND Ref(z,-1)>-100 AND Ref(z,-2)>-100 AND z>Ref(z,-1) AND UpTrend);

// PT Short

Phook_short1=  Ref(z,-1)<=Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND Ref(z,-3)<0; 
Phook_short2= Ref(z,-3)<100 AND Ref(z,-1)<Ref(z,-2) AND Ref(z,-2)>Ref(z,-3) AND Ref(z,-3)> Ref(z,-4) AND Ref(z,-4)<0;
Ptshort= Cziqualshort AND (Phook_short1 OR Phook_short2) AND (z<0 AND Ref(z,-1)>0 AND z>-120 AND Ref(z,-1)<100 AND Ref(z,-2)<100 AND z<Ref(z,-1) AND
DnTrend);

// Ghosts (6)
GhostBarIndex = LastBarIndex;
if (LastBarIndex != CurBarIndex)
    GhostBarIndex = CurBarIndex;

C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciShift=300;
C14GhostChange = Param("Ghost - Min WCCI change %", 8, 0, 50);
GhostCciChange=C14GhostChange / 2; //CCI values are shifted up 300 ponts (-300- + 300 -> 0 - 600)
C14GhostSteepCompToZL=Param("Ghost - Max trend line slope to ZL(CCI/bar)", 8,0, 30, 1);
C14GhostSteepCompFromZL=Param("Ghost - Max trend line slope from ZL(CCI/bar)",4, 0, 30, 1);

// Ghost Long (6)
C14Shifted = -Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);

GhostLongLeft = -Peak(C14Shifted, GhostCciChange, 3) + GhostCciShift; 
GhostLongHead = -Peak(C14Shifted, GhostCciChange, 2) + GhostCciShift; 
GhostLongRight = -Peak(Ref(C14Shifted,-1), GhostCciChange, 1) + GhostCciShift;

GhostLongRightDip = -Ref(Trough(C14Shifted, GhostCciChange, 1), -1) + GhostCciShift;
GhostLongRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 1), -1)-1;
GhostLongLeftDip = -Ref(Trough(C14Shifted, GhostCciChange, 2), -1) +GhostCciShift; 
GhostLongLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted, GhostCciChange,2), -1) -1;
GhostLongHeadWidth = GhostLongRightDipIndex - GhostLongLeftDipIndex;
GhostLongRightWidth = BarIndex() - GhostLongRightDipIndex;
GhostLongComp = (GhostLongRightDip - GhostLongLeftDip) / GhostLongHeadWidth;
GhostLongBar = ( (GhostLongLeft > GhostLongHead AND GhostLongRight > GhostLongHead AND GhostLongHead <= -100 ) //Ghost
              OR (GhostLongLeft < GhostLongHead AND GhostLongRight < GhostLongHead AND GhostLongLeft <= -100)) //MGhost
           AND GhostLongLeftDip <= 0
           AND GhostLongRightDip <= 0
           AND (GhostLongRightDip + GhostLongComp*GhostLongRightWidth <= Z OR Z>0)//WCCI returned above neckline
           AND GhostLongHeadWidth < 25
           AND GhostLongRightWidth > 1 AND GhostLongRightWidth < 12;
GhostLong = GhostLongBar AND NOT Ref(GhostLongBar,-1) AND Z < 120 AND GhostLongComp >= -C14GhostSteepCompFromZL AND GhostLongComp <= C14GhostSteepCompToZL;

GhostLongRef = BarsSince(GhostLong);

if ( GhostLongRef[GhostBarIndex] <= 5 )
{
    GhostLongIndex = GhostBarIndex - GhostLongRef[GhostBarIndex];
    GhostLine = LineArray( GhostLongLeftDipIndex[GhostLongIndex],
                           GhostLongLeftDip[GhostLongIndex],
                           GhostLongRightDipIndex[GhostLongIndex] + 10,
                           GhostLongRightDip[GhostLongIndex] + GhostLongComp[GhostLongIndex] * 10,
                           0, False);
    Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(-120, "GhostLongBar", IIf(GhostLongBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostLongLeftDipIndex[CurBarIndex],
//                       GhostLongLeftDip[CurBarIndex],
//                       GhostLongRightDipIndex[CurBarIndex] + 10,
//                       GhostLongLeftDip[CurBarIndex] + GhostLongComp[CurBarIndex]*(GhostLongHeadWidth[CurBarIndex]+10),
//                       0, False);
//Plot(GhostLine, "", colorGreen, styleThick);


// Ghost Short (6)
C14Shifted = Z + GhostCciShift;
C14Shifted = IIf(C14Shifted < 0, 0, C14Shifted);
C14Shifted = IIf(C14Shifted > 600, 600, C14Shifted);

GhostShortLeft = Peak(C14Shifted, GhostCciChange, 3) - GhostCciShift; 
GhostShortHead = Peak(C14Shifted, GhostCciChange, 2) - GhostCciShift; 
GhostShortRight = Peak(C14Shifted, GhostCciChange, 1) - GhostCciShift; 
GhostShortRightDip = Ref(Trough(C14Shifted, GhostCciChange, 1), -1) - GhostCciShift;
GhostShortRightDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 1), -1) -1;
GhostShortLeftDip = Ref(Trough(C14Shifted, GhostCciChange, 2), -1) -GhostCciShift; 
GhostShortLeftDipIndex = BarIndex() - Ref(TroughBars(C14Shifted,GhostCciChange, 2), -1) -1;
GhostShortHeadWidth = GhostShortRightDipIndex - GhostShortLeftDipIndex;
GhostShortRightWidth = BarIndex() - GhostShortRightDipIndex;
GhostShortComp = (GhostShortRightDip - GhostShortLeftDip) / GhostShortHeadWidth;
GhostShortBar = ( (GhostShortLeft < GhostShortHead AND GhostShortRight < GhostShortHead AND GhostShortHead >= 100) //Ghost
               OR (GhostShortLeft > GhostShortHead AND GhostShortRight > GhostShortHead AND GhostShortLeft >= 100)) //MGhost
            AND GhostShortLeftDip >= 0
            AND GhostShortRightDip >=0
            AND (GhostShortRightDip + GhostShortComp*GhostShortRightWidth >= Z OR Z<0) //WCCI returned below neckline
            AND GhostShortHeadWidth < 25
            AND GhostShortRightWidth > 1 AND GhostShortRightWidth < 12;
GhostShort = GhostShortBar AND NOT Ref(GhostShortBar,-1) AND Z > -120 AND GhostShortComp <= C14GhostSteepCompFromZL AND GhostShortComp >=-C14GhostSteepCompToZL;

GhostShortRef = BarsSince(GhostShort);

if ( GhostShortRef[GhostBarIndex] <= 5 )
{
    GhostShortIndex = GhostBarIndex - GhostShortRef[GhostBarIndex];
    GhostLine = LineArray( GhostShortLeftDipIndex[GhostShortIndex],
                           GhostShortLeftDip[GhostShortIndex],
                           GhostShortRightDipIndex[GhostShortIndex] + 10,
                           GhostShortRightDip[GhostShortIndex] + GhostShortComp[GhostShortIndex] * 10, 0, False);
    Plot(GhostLine, "", colorWhite, styleThick | styleNoLabel | styleNoTitle);
}
//DEBUG
//Plot(120, "GhostShortBar", IIf(GhostShortBar, colorGreen, colorRed));
//GhostLine = LineArray( GhostShortLeftDipIndex[CurBarIndex],
//                       GhostShortLeftDip[CurBarIndex],
//                       GhostShortRightDipIndex[CurBarIndex] + 10,
//                       GhostShortLeftDip[CurBarIndex] + GhostShortComp[CurBarIndex]*(GhostShortHeadWidth[CurBarIndex]+10),
//                       0, False);
//Plot(GhostLine, "", colorRed, styleThick);



// Signal Title 

PatCode1=ParamToggle("Plot ZLR (1)","No|Yes",1); 
PatCode2=ParamToggle("Plot FAMIR (2)","No|Yes",1); 
PatCode3=ParamToggle("Plot VT (3)","No|Yes",1); 
PatCode4=ParamToggle("Plot GB100 (4)","No|Yes",1); 
PatCode5=ParamToggle("Plot TT (5)","No|Yes",1); 
PatCode6=ParamToggle("Plot GHOST (6)","No|Yes",1); 
PatCode7=ParamToggle("Plot HFE","No|Yes",1); 

Signaltitle= WriteIf(PatCode1==1 AND zlrlong,EncodeColor(colorDarkRed) + "\n" +
"*** ALERT -- ZLR ***" + "\n",
WriteIf(PatCode1==1 AND zlrshort,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- ZLR ***" + "\n", 
WriteIf(PatCode2==1 AND Famirshort,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- FAMIR ***" + "\n",  
WriteIf(PatCode2==1 AND Famirlong,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- FAMIR ***" + "\n", 
WriteIf(PatCode3==1 AND VTlong AND NOT famirlong,EncodeColor(colorDarkRed) +
"\n" +  "*** ALERT -- VT ***" + "\n", 
WriteIf(PatCode3==1 AND VTshort AND NOT famirshort,EncodeColor(colorDarkRed) +
"\n" +  "*** ALERT -- VT ***" + "\n", 
WriteIf(PatCode4==1 AND GB100long,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GB100 ***" + "\n",
WriteIf(PatCode4==1 AND Gb100short,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GB100 ***" + "\n", 
WriteIf(PatCode5==1 AND TTLong,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- TT ***" + "\n", 
WriteIf(PatCode5==1 AND TTShort,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT
-- TT ***" + "\n",
WriteIf(PatCode6==1 AND GhostLong,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GHOST ***" + "\n", 
WriteIf(PatCode6==1 AND GhostShort,EncodeColor(colorDarkRed) + "\n" +  "***
ALERT -- GHOST ***" + "\n",
WriteIf(PatCode7==1 AND HFE,EncodeColor(colorDarkRed) + "\n" +  "*** ALERT --
HFE ***" + "\n","")))))))))))));

// Pattern signal codes

PlotShapes(IIf(PatCode1==1 AND
zlrlong,shapeDigit1,shapeNone),colorBlue,0,Min(z,0),-15); 
PlotShapes(IIf(PatCode1==1 AND zlrshort,shapeDigit1+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15);
PlotShapes(IIf(PatCode2==1 AND
famirlong,shapeDigit2,shapeNone),colorBlue,0,Min(z,0),-15); 
PlotShapes(IIf(PatCode2==1 AND famirShort ,shapeDigit2+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-15) ;
PlotShapes(IIf(PatCode3==1 AND vtlong AND NOT
famirlong,shapeDigit3,shapeNone),colorBlue,0,Min(z,0),-47); 
PlotShapes(IIf(PatCode3==1 AND vtshort AND NOT famirshort,shapeDigit3+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-47);
PlotShapes(IIf(PatCode4==1 AND
GB100long,shapeDigit4,shapeNone),colorBlue,0,Min(z,0),-60); 
PlotShapes(IIf(PatCode4==1 AND GB100short,shapeDigit4+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-60); 
PlotShapes(IIf(PatCode5==1 AND
ttlong,shapeDigit5,shapeNone),colorBlue,0,Min(z,0),-50); 
PlotShapes(IIf(PatCode5==1 AND ttshort,shapeDigit5+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode6==1 AND
GhostLong,shapeDigit6,shapeNone),colorBlue,0,Min(z,0),-50); 
PlotShapes(IIf(PatCode6==1 AND GhostShort,shapeDigit6+
shapePositionAbove,shapeNone),colorRed,0,Max(z,0),-50);
PlotShapes(IIf(PatCode7==1 AND HFEshort,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFEshort,colorYellow,shapeNone),0,200,10); 
PlotShapes(IIf(PatCode7==1 AND HFElong,shapeCircle,shapeNone),IIf(PatCode7==1
AND HFElong,colorYellow,shapeNone),0,-200,-10) ;

// CCI hook Exit
HookExitLong= z<=Ref(z,-1);
HookExitShort= z>=Ref(z,-1);

// 100 Line Cross Exit Conservative
Cross100longC= z<=Ref(z,-1) AND z<100;
Cross100shortC= z>=Ref(z,-1) AND z>-100;

// 100 Line Cross Exit Aggressive
Cross100longA= Ref(z,-1)>100 AND z<100;
Cross100shortA= Ref(z,-1)<-100 AND z>-100;

// Mplay Exit 

MplayExitLong= z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O; 
MplayExitShort= z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O; 

// Heikin-Ashi Exit

HaClose =EMA((O+H+L+C)/4,3); 
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); 
HaHigh = Max( H, Max( HaClose, HaOpen ) ); 
HaLow = Min( L, Min( HaClose, HaOpen ) );
HExitConLong=  HaLow < HaOpen;
HExitConShort=  HaHigh > HaOpen;

// Exit code
ExitCode=Param("Exits:Hook=1,100xConservative=2,100xAggressive=3,Mplay=4,H-Ashi=5",1,1,5);
ExitCodeTitleLong=IIf(ExitCode==1,HookExitLong,IIf(Exitcode==2,Cross100longC,IIf(Exitcode==3,Cross100longA,IIf(Exitcode==4,MplayExitLong,IIf(Exitcode==5,HExitConLong,0)))));
ExitCodeTitleShort=IIf(ExitCode==1,HookExitShort,IIf(Exitcode==2,Cross100shortC,IIf(Exitcode==3,Cross100shortA,IIf(Exitcode==4,MplayExitShort,IIf(Exitcode==5,HExitConShort,0)))));
AllPatterns =(zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1)
OR (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR (Vtshort AND
patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND patcode5==1) OR
(GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
BuyPattern = (zlrlong AND patcode1==1) OR (famirlong AND patcode2==1) OR
(Vtlong AND patcode3==1) OR (gb100long AND patcode4==1) OR (ttlong AND
patcode5==1) OR (GhostLong AND patcode6==1) OR (Hfelong AND patcode7==1);
SellPattern= ExitCodeTitleLong;
ShortPattern = (zlrshort AND patcode1==1) OR (famirshort AND patcode2==1) OR
(Vtshort AND patcode3==1) OR (gb100short AND patcode4==1) OR (ttshort AND
patcode5==1) OR (GhostShort AND patcode6==1) OR (Hfeshort AND patcode7==1);
CoverPattern = ExitCodeTitleShort;

//Plot Sell/Cover Arrows 

Sell1=ExRem(SellPattern,BuyPattern); 
Cover1=ExRem(CoverPattern,ShortPattern); 
SellCode=ParamToggle("Plot sell/cover arrows ","No|Yes",0); 
PlotShapes(IIf(Sell1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorBlue,0,200,10); 
PlotShapes(IIf(Cover1 AND
SellCode==1,shapeHollowDownArrow,shapeNone),colorRed,0,200,10); 

// Calculate pattern hilites

// Long

AsellL= BuyPattern;
BsellL= Sell1;
bs_AsellL= BarsSince(AsellL);
bs_BsellL= BarsSince(BsellL);
bars_sellL= IIf(bs_ASellL<= bs_BsellL,bs_AsellL,0);

//Short
AsellS= ShortPattern;
BsellS= Cover1;
bs_AsellS= BarsSince(AsellS);
bs_BsellS= BarsSince(BsellS);
bars_sellS= IIf(bs_ASellS<= bs_BsellS,bs_AsellS,0);
hilitecode=ParamToggle("Hi-lite patterns","No|Yes",0);

// CCI Line 

CCIcolor= IIf(((bars_sellL OR bars_sellS) OR AllPAtterns) AND
hilitecode==1,patterncolor,zcolor);
Plot(round(z),"WCCI", CCIcolor , styleLine | styleThick);

// Turbo CCI 

Plot(round(z6),"TCCI", z6color, styleLine); 

// CCI Histogram 

Plot( array, "", colorDefault, styleLine | styleThick | styleNoLabel); 
Plot( array, "", Color, styleHistogram | styleThick| styleNoLabel); 

// BackTest Long

LastPatLong= BuyPattern;
LastPatBarLong= BarsSince(LastPatLong);
DDL=IIf((((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv>=0,0,(((LLV(L,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
BTExitLong= (((C-Ref(C,-LastPatBarLong))))/ticdiv; 
PeakLong=IIf((((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv<=0,0,(((HHV(H,LastPatBarLong)-Ref(C,-LastPatBarLong))))/ticdiv);
StopLong1= Ref(C,-LastPatBarLong) - (Ref(L,-LastPatBarLong) - (stopval*ticdiv) -  (spread*ticdiv));
stoplong= (((StopLong1)))/ticdiv;
BackTestLongTitle= WriteIf(Sell1,EncodeColor(colorBlue) + "\n" +
"Stop    " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + "    " +
round(stoplong) + "\n" +
"DD      " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + "    " + 
round(DDL) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + "    " +
round(BTExitLong) + "\n" +
"Peak   " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + "    " +
round(PeakLong) +  "\n",EncodeColor(colorBlue) + "\n" +
"Stop    " + (Ref(C,-LastPatBarLong) - (round(stoplong)*ticdiv)) + "    " +
round(stoplong) + "\n" +
"DD      " + (Ref(C,-LastPatBarLong) + (round(DDL)*ticdiv)) + "    " + 
round(DDL) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarLong) + (round(BTExitLong)*ticdiv)) + "    " +
round(BTExitLong) + "\n" +
"Peak   " + (Ref(C,-LastPatBarLong) + (round(PeakLong)*ticdiv)) + "    " +
round(PeakLong) + "\n"); 

// BackTest Short

LastPatShort= ShortPattern;
LastPatBarShort= BarsSince(LastPatShort);
DDS=
IIf((((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv>=0,0,(((Ref(C,-LastPatBarShort)-HHV(H,LastPatBarShort))))/ticdiv);
BTExitShort= (((Ref(C,-LastPatBarShort)-C)))/ticdiv; 
PeakShort=IIf((((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv<=0,0,(((Ref(C,-LastPatBarShort)-LLV(L,LastPatBarShort))))/ticdiv);
StopShort1= (Ref(H,-LastPatBarShort) + (Stopval*ticdiv) + (spread*ticdiv)) -
Ref(C,-LastPatBarShort);
StopShort= (((StopShort1)))/ticdiv;
BackTestShortTitle= WriteIf(Cover1,EncodeColor(colorRed) + "\n" +
"Stop    " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + "    " + round(stopshort) + "\n" +
"DD      " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + "    " + round(DDS) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + "    " + round(BTExitShort) + "\n" +
"Peak   " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) +   "    "  + round(PeakShort) + "\n",EncodeColor(colorRed)+ "\n" + 
"Stop    " + (Ref(C,-LastPatBarShort) + (round(stopshort)*ticdiv)) + "    " + round(stopshort) + "\n" +
"DD      " + (Ref(C,-LastPatBarShort) + abs(round(DDS)*ticdiv)) + "    " +  round(DDS) + "\n" + 
"Exit      " + (Ref(C,-LastPatBarShort) - (round(BTExitShort)*ticdiv)) + "    " + round(BTExitShort) + "\n" + 
"Peak   " + (Ref(C,-LastPatBarShort) - (round(PeakShort)*ticdiv)) +   "    "  + round(PeakShort) + "\n");

// Backtest title

BackTestCode= ParamToggle("Display Stop,DD,Peak,Exit stats","No|Yes",0); 
BackTestTitle= WriteIf((bars_sellL>0 OR Sell1) AND
BackTestCode==1,BackTestLongTitle ,WriteIf((bars_sellS>0 OR Cover1 )AND
BackTestCode==1,BackTestShortTitle ,""));

// Stop in

Longbar= L+rbint;
Shortbar= H-rbint;
sstoptitle=WriteIf(timercode==2, EncodeColor(colorBlue) + "\n" + "Stop In Long " + Longbar + EncodeColor(colorRed) + "\n" + "Stop In Short  " + Shortbar +
"\n","");

// Stop out

stopCode=ParamToggle("Display stop-out ","No|Yes",0); 
StopLong1= C -(L - (stopval*ticdiv) - (spread*ticdiv));
stoplong1c=C-stoplong1;
stoplong= round(StopLong1/ticdiv);
StopShort1= (H + (stopval*ticdiv) + (spread*ticdiv)) - C;
stopshortc= C+StopShort1;
StopShort= round(StopShort1/ticdiv);
stoptitle= WriteIf(stopcode==1,EncodeColor(colorBlue) + "\n" + "Stop Out Long " + stoplong1c + "   " +stoplong + "\n" +
EncodeColor(colorRed) + "Stop Out Short  " + stopshortc + "   " + stopshort +
"\n","");

// Title

Title = "\n" + "" + EncodeColor(colorWhite) + Date() + "\n" + "\n" + 
timetitle + "\n" + "\n" + Lastpricetitlehi + "\n" +  Closecolor + C + "\n" + 
Lastpricetitlelo + "\n" + CCIpointmovetitle + wptitle + HiDayTitle + LoDayTitle
+ RangeTitle1 + BackTestTitle + Signaltitle + sstoptitle + stoptitle;

1 comments

1. hezar dastan

very good

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