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CCI Divergence Indicator for Amibroker (AFL)
Rating:
3 / 5 (Votes 8)
Tags:
oscillator, amibroker
This is a divergence indicator for CCI
Author: Dennis Skoblar
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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 moduleIssue = CCI( 20 );Middle = 0;//Middle: MACD=0, Stoc=50, RSI=50Div_Version = 32;Pattern = Diverge = "";//ParametersTrendlines = 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 Reversalfunction 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 DetectLastHighfunction 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 Troughsfunction 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 BullishReversalfunction 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 divergencefunction 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 DivergeControlPlot( CCI( 20 ), "CCI(20)", colorRed, styleLine );divergeControl( Issue, Middle );_SECTION_END(); |
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Thanks a lot. Divergence is one of the few weappons that traders have to predict the future.
Seems to be a nice afl but on screen, just CCI appears, how to activate other things, as mentioned (in commentary) in the AFL to see divergence, with trendline on indicator