Determine price at a specific RSI for Amibroker AFL

Determine price at a specific RSI for Amibroker AFL

Code: 

//amibroker afl

_SECTION_BEGIN("Determine price at a specific RSI");

// RSI Levels - appplied to Price Chart shows how far 

// tomorrow's closing price has to move in order for 

// the RSI to cross the 70, 50 & 30 levels. 

pd = Param("Periods",13,5,144,1); 

pds = 2*pd-1;//     (Adjustment for Wilders MA) 

aa = Close-Ref(Close,-1); 

uu = EMA(Max(0,aa),pds); 

dd=  EMA((Max(0,0-aa)),pds); 

rf = IIf(C>2,1000,10000); 

c1 = Param("Upper Level",70,50,90,1); 

qq1 =100/(100-c1)-1; 

ff1 = qq1*dd-uu; 

ff2 = ff1/qq1; 

f1 = Max(ff1,ff2); 

UL = Close + f1*(pds-1)/2; 

UL = IIf(UL>C,floor(UL*rf),ceil(UL*rf))/rf; 

c2 = Param("Equilibrium",50,50,50,0); 

qq2 =100/(100-c2)-1;// [=1] 

ff = dd-uu; 

MM = Close + ff*(pds-1)/2; 

MM = IIf(MM>C,floor(MM*rf),ceil(MM*rf))/rf; 

c3 = Param("Lower Level",30,10,50,1); 

qq3 =100/(100-c3)-1; 

ff1 = qq3*dd-uu; 

ff2 = ff1/qq3; 

f3 = Min(ff1,ff2); 

LL = Close + f3*(pds-1)/2; 

LL = IIf(LL>C,floor(LL*rf),ceil(LL*rf))/rf; 

Plot(UL,"",colorRed,1); 

Plot(MM,"",colorYellow,32); 

Plot(LL,"",colorGreen,1); 

Cbr = IIf(UL<C,27,IIf(LL>C,32,IIf(MM>C,11,8))); 

PlotOHLC(O,H,L,C,"",cbr,styleCandle); 

Title = Name() + "  -  RSI(" + WriteVal(pd,0.0) + ")  -  Close=" +  WriteVal(Close,0.3) + "    UL=" +  WriteVal(UL,0.4) + "    MM=" +  WriteVal(MM,0.4) + "    LL=" +  WriteVal(LL,0.4);

_SECTION_END();

_SECTION_BEGIN("Price");

SetChartOptions(0,chartShowArrows|chartShowDates);

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )

{

 ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));

}

_SECTION_END();

_SECTION_BEGIN("GIP-3");

SetChartOptions(0,chartShowArrows|chartShowDates);

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )

{

 ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));

}

// -- what will be our lookback range for the hh and ll?

nBars = Param("Number of bars", 12, 5, 40);

bTrace = Param("Include trace output", 1, 0, 1);

nNoPivsInSetup = Param("No. Pivs in Setup", 4, 3, 4, 1);

bShowTCZ = Param("Show TCZ", 1, 0, 1); 

nMinBarsBtwPivs = Param("Min. number of bars btw. pivots", 1, 1, 10, 1);

nMinPctBtwPivs = Param("Min. percent diff. btw. pivots", .05, .04, .2, .01);

bLastBarCanBePiv = Param("Last bar can be a pivot", 1, 0, 1); 

retrcTolerance = .01;

tczTolerance = .005;

nNumBarsToScan = 120;

// -- added from exploration version 20040204

nExploreBarIdx = 0;

nExploreDate = 0;

nCurDateNum = 0;

DN = DateNum();

DT = DateTime();

// -- key exploration variables

bTCZLong = False;

bTCZShort = False;

nAnchorPivIdx = 0;

ADX8 = ADX(8);

// 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, 

// 4 - EXPLORATION, 5 - BACKTEST / Optimize 

if(Status("action")==1) {

bDraw = True;

bUseLastVis = Param("Use last visible bar", 1, 0, 1);

} else {

bDraw = False;

bUseLastVis = False;

bTrace = False;

nExploreDate = Status("rangetodate");

for (i=LastValue(BarIndex());i>=0;i--) {

nCurDateNum = DN[i];

if (nCurDateNum == nExploreDate) {

nExploreBarIdx = i;

}

}

// -- if(Status("action")==1...

}

GraphXSpace=7;

// -- basic candle chart

// -- if this appears inside if block, strange

//    drawing results!

PlotOHLC(Open, High, Low, Close, 

"BIdx = " + BarIndex() + 

"\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L  = " + L 

+ "\n"+"C ",

colorWhite, styleCandle); 

// -- Create 0-initialized arrays the size of barcount

aHPivs = H - H;

aLPivs = L - L;

aHPivHighs = H - H;

aLPivLows = L - L;

aHPivIdxs = H - H;

aLPivIdxs = L - L;

aAddedHPivs = H - H;

aAddedLPivs = L - L;

aLegVol = H - H;

aRetrcVol = H - H;

nHPivs = 0;

nLPivs = 0;

lastHPIdx = 0;

lastLPIdx = 0;

lastHPH = 0;

lastLPL = 0;

curPivBarIdx = 0;

// -- looking back from the current bar, how many bars 

//    back were the hhv and llv values of the previous 

//    n bars, etc.?

aHHVBars = HHVBars(H, nBars);

aLLVBars = LLVBars(L, nBars);

aHHV = HHV(H, nBars);

aLLV = LLV(L, nBars);

// -- Initialize value of curTrend

nLastVisBar = LastValue(

Highest(IIf(Status("barvisible"), BarIndex(), 0)));

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar, 

IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,

LastValue(BarIndex())));

curTrend = "";

if (aLLVBars[curBar] < aHHVBars[curBar]) 

curTrend = "D";

else 

curTrend = "U";

// -- Loop through bars. Search for 

//    entirely array-based approach

//    in future version

/* *******************

Find main pivots

******************* */

// -- Make sure there are enough bars!

if (curBar >= nNumBarsToScan) {

for (i=0; i<nNumBarsToScan; i++) {

// -- value of curBar dependent on two parameters

curBar = IIf(nlastVisBar > 0 AND bUseLastVis, 

nlastVisBar-i, 

IIf(Status("action")==4 AND nExploreBarIdx > 0, 

nExploreBarIdx-i,

LastValue(BarIndex())-i));

// -- Have we identified a pivot? If trend is down...

if (aLLVBars[curBar] < aHHVBars[curBar]) {

// ... and had been up, this is a trend change

if (curTrend == "U") {

curTrend = "D";

// -- Capture pivot information

curPivBarIdx = curBar - aLLVBars[curBar];

aLPivs[curPivBarIdx] = 1;

aLPivLows[nLPivs] = L[curPivBarIdx];

aLPivIdxs[nLPivs] = curPivBarIdx;

nLPivs++;

}

// -- or current trend is up

} else {

if (curTrend == "D") {

curTrend = "U";

curPivBarIdx = curBar - aHHVBars[curBar];

aHPivs[curPivBarIdx] = 1;

aHPivHighs[nHPivs] = H[curPivBarIdx];

aHPivIdxs[nHPivs] = curPivBarIdx;

nHPivs++;

}

// -- If curTrend is up...else...

}

// -- loop through bars

} 

}

/* *******************

Found main pivots

******************* */

/* *************************

Finding missed pivot(s)

************************* */

// -- Start at last bar. Reestablish curBar

curBar = 

IIf(nlastVisBar > 0 AND bUseLastVis, 

nlastVisBar, 

IIf(Status("action")==4 AND nExploreBarIdx > 0, 

nExploreBarIdx,

LastValue(BarIndex()))

);

// -- Make sure I found at least two of each above.

if (nHPivs >= 2 AND nLPivs >= 2) {

lastLPIdx = aLPivIdxs[0];

lastLPL = aLPivLows[0];

lastHPIdx = aHPivIdxs[0];

lastHPH = aHPivHighs[0];

nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);

nAddPivsRng = curBar - nLastHOrLPivIdx;

aLLVAfterLastPiv = LLV(L, nAddPivsRng);  

nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];

aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);  

nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];

aHHVAfterLastPiv = HHV(H, nAddPivsRng); 

nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];

aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng); 

nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];

// -- Later want to add last high pivot only if

//    not in buy mode from last and still in trade

/*

Note - I'm only interested in adding pivots if I'm in 

a higher-highs or lower-lows scenario

*/

// -- OK, let's start where the last high pivot occurs after the

//    last Low pivot

if (lastHPIdx > lastLPIdx) {

/* There are at least two possibilities here. One is that

    the previous high was higher, indicating that this is a 

    possible short retracement or one in the making.

    The other is that the previous high was lower, indicating 

    that this is a possible long retracement in the working. 

However, both depend on opposing pivots. E.g., if I find 

higher highs, what if I have lower lows?  

If the highs are descending, then I can consider:

    - a lower low, and leave it at that

    - a higher high and higher low

    - a lower low and another lower high

*/

if (aHPivHighs[0] < aHPivHighs[1]) {

if (nLLVAfterLastPiv < aLPivLows[0] AND 

(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs

AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot. 

//    Mark it for plotting...

aLPivs[nLLVIdxAfterLastPiv] = 1;

aAddedLPivs[nLLVIdxAfterLastPiv] = 1;

//    ...and then rearrange elements in the 

//    pivot information arrays

for (j=0; j<nLPivs; j++) {

aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)];

aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+1)];

}

aLPivLows[0] = nLLVAfterLastPiv;

aLPivIdxs[0] = nLLVIdxAfterLastPiv;

nLPivs++;

// -- Test whether to add piv given last piv is high 

//    AND we have lower highs

}

// -- Here, the last piv is a high piv, and we have 

//    higher-highs. The most likely addition is a 

//    Low piv that is a retracement.

} else {

if (nLLVAfterLastPiv > aLPivLows[0] AND 

(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= nMinBarsBtwPivs

AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot. 

//    Mark it for plotting...

aLPivs[nLLVIdxAfterLastPiv] = 1;

aAddedLPivs[nLLVIdxAfterLastPiv] = 1;

//    ...and then rearrange elements in the 

//    pivot information arrays

for (j=0; j<nLPivs; j++) {

aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)];

aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+1)];

}

aLPivLows[0] = nLLVAfterLastPiv;

aLPivIdxs[0] = nLLVIdxAfterLastPiv;

nLPivs++;

// -- Test whether to add piv given last piv is high 

//    AND we have lower highs

}

// -- The last piv is a high and we have higher highs 

//    OR lower highs

}

/* ****************************************************************

Still finding missed pivot(s). Here, the last piv is a low piv.

**************************************************************** */

} else {

// -- First case, lower highs

if (aHPivHighs[0] < aHPivHighs[1]) {

if (nHHVAfterLastPiv < aHPivHighs[0] AND 

(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs

AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot. 

//    Mark that for plotting

aHPivs[nHHVIdxAfterLastPiv] = 1;

aAddedHPivs[nHHVIdxAfterLastPiv] = 1;

//    ...and then rearrange elements in the 

//    pivot information arrays

for (j=0; j<nHPivs; j++) {

aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-(j+1)];

aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-(j+1)];

}

aHPivHighs[0] = nHHVAfterLastPiv;

aHPivIdxs[0] = nHHVIdxAfterLastPiv;

nHPivs++;

// -- Test whether to add piv given last piv is high 

//    AND we have lower highs

}

// -- Second case when last piv is a low piv, higher highs 

//    Most likely addition is high piv that is a retracement.

//    Considering adding a high piv as long as it is higher

} else {

// -- Where I have higher highs,

if (nHHVAfterLastPiv > aHPivHighs[0] AND 

(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= nMinBarsBtwPivs

AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot. 

//    Mark it for plotting...

aHPivs[nHHVIdxAfterLastPiv] = 1;

aAddedHPivs[nHHVIdxAfterLastPiv] = 1;

//    ...and then rearrange elements in the 

//    pivot information arrays

for (j=0; j<nHPivs; j++) {

aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-(j+1)];

aHPivIdxs[nHPivs-j] = aHPivIdxs[nhPivs-(j+1)];

}

aHPivHighs[0] = nHHVAfterLastPiv;

aHPivIdxs[0] = nHHVIdxAfterLastPiv;

nHPivs++;

// -- Test whether to add piv given last piv is high 

//    AND we have lower highs

}

}

} 

// -- If there are at least two of each

}

/* ****************************************

// -- Done with finding pivots

***************************************** */ 

if (bDraw) {

// -- OK, let's plot the pivots using arrows

PlotShapes(

IIf(aHPivs==1, shapeDownArrow, shapeNone), 

colorRed, 0, High, Offset=-15);

PlotShapes(

IIf(aAddedHPivs==1, shapeDownArrow, shapeNone),

colorBrown, 0, High, Offset=-15);

PlotShapes(

IIf(aLPivs==1, shapeUpArrow , shapeNone),

colorGreen, 0, Low, Offset=-15);

PlotShapes(

IIf(aAddedLPivs==1, shapeUpArrow , shapeNone), 

colorBlue, 0, Low, Offset=-15);

}

/* ****************************************

// -- Done with discovering and plotting pivots 

***************************************** */ 

_SECTION_END();