Amibroker AFL - Murray Math
Code:
// Downloaded From www.WiseStockTrader.com
//------------------------------------------------------------------------------
//
// Formula Name: MURREY MATH LINES Formula
// Author/Uploader: Jacek
// E-mail:
// Date/Time Added: 2006-02-18 14:21:45
// Origin:
// Keywords: MURREY MATH
// Level: medium
// Flags: indicator
// Formula URL: http://www.amibroker.com/library/formula.php?id=588
// Details URL: http://www.amibroker.com/library/detail.php?id=588
//
//------------------------------------------------------------------------------
//
// Murrey Math Horizontal Lines.
//
// Use Parameter function to adjust Time Frame.
//
// Enjoy !
//
//------------------------------------------------------------------------------
/* MURREY MATH HORIZONTAL LINES Formula for Amibroker
based on Excel spreadsheet by Jacek */
GraphXSpace=1; MaxGraph=12;
Period=Param("MM_Period", 32, 4, 256, 1) ;
Graph1Color=6; Graph2Color=7; Graph3Color=4; Graph4Color=5;
Graph5Color=6; Graph6Color=5; Graph7Color=4; Graph8Color=7;
Graph9Color=6; Graph10Color=4; Graph11Color=4;
Graph0=Close; Graph0Color=1; Graph0Style=64;
Graph1Style=1; Graph2Style=1; Graph3Style=1; Graph4Style=1;
Graph5Style=1; Graph6Style=1; Graph7Style=1; Graph8Style=1;
Graph9Style=1; Graph10Style=1; Graph11Style=4;
PER = Period;
BarNR = LastValue(Cum(1)) ;
TimeFrame = BarNR - PER ;
TF = TimeFrame ;
Lo = LastValue(ValueWhen(Cross(Cum(1), TF), LLV(Min(H,L),PER),1)) ;
Hi = LastValue(ValueWhen(Cross(Cum(1), TF), HHV(Max(H,L),PER),1)) ;
Lo = LastValue( LLV(Min(H,L),PER ),1) ;
Hi = LastValue( HHV(Max(H,L),PER ),1) ;
Fractal = IIf(Hi<=250,100, IIf(Hi<=2500,1000, IIf(Hi<=25000,10000, IIf(Hi<=250000,100000, 0 )))) ;
int_Log = int( log(Fractal/(Hi-Lo))/log(2) ) ;
Oct = Fractal * ( exp(ln(1/2)* int_Log ) ) ;
Min_1 = int( Lo / Oct ) * Oct ;
Max_1 = IIf( (Min_1 + Oct) > Hi, Min_1 + Oct, Min_1 + 2*Oct ) ;
Min_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
(Min_1 + 1/4*(Max_1-Min_1)) , Min_1 ) ;
Max_2 = IIf( (Min_1 + 1/8*(Max_1-Min_1)) <= Lo AND Hi <= (Max_1 - 1/8*(Max_1-Min_1)) ,
(Max_1 - 1/4*(Max_1-Min_1)) , Max_1 ) ;
/******************************/
Diff = Max_2 - Min_2 ;
H1 = IIf( (Min_2 + 3/16*Diff) <= Lo AND Hi <= (9/16*Diff + Min_2) ,
Min_2 + 1/2*Diff, 0) ;
H2 = IIf( (Min_2 - 1/8*Diff) <= Lo AND Hi <= (5/8*Diff + Min_2) AND H1==0,
Min_2 + 1/2*Diff, 0) ;
H3 = IIf( (Min_2 + 7/16*Diff) <= Lo AND Hi <= (Min_2 + 13/16*Diff), Min_2 + 3/4*Diff, 0 ) ;
H4 = IIf( (Min_2 + 3/8*Diff) <= Lo AND Hi <= (Min_2 + 9/8*Diff) AND H3==0,
Max_2, 0 ) ;
H5 = IIf( (Min_2 + 1/8*Diff)<=Lo AND Hi <= (Min_2 + 7/8*Diff) AND H1==0 AND H2==0 AND H3==0 AND H4==0,
Min_2 + 3/4*Diff , 0 ) ;
H6 = IIf( ( H1 + H2 + H3 + H4 + H5 ) == 0, Max_2, 0 ) ;
/**************************/
L1 = IIf(H1>0, Min_2 + 1/4*Diff, 0) ;
L2 = IIf(H2>0, Min_2, 0) ;
L3 = IIf(H3>0, Min_2 + 1/2*Diff, 0) ;
L4 = IIf(H4>0, Min_2 + 1/2*Diff, 0) ;
L5 = IIf(H5>0, Min_2 + 1/4*Diff, 0) ;
L6 = IIf(H6>0, Min_2, 0 ) ;
M_8 = ( H1 + H2 + H3 + H4 + H5 + H6 ) ;
M_0 = ( L1 + L2 + L3 + L4 + L5 + L6 ) ;
/**************************************/
Graph1 = ValueWhen(Cum(1) >= TF, M_0 );
Graph2 = ValueWhen(Cum(1) >= TF, M_0 + (1*(0.125*(M_8-M_0))));
Graph3 = ValueWhen(Cum(1) >= TF, M_0 + (2*(0.125*(M_8-M_0))));
Graph4 = ValueWhen(Cum(1) >= TF, M_0 + (3*(0.125*(M_8-M_0))));
Graph5 = ValueWhen(Cum(1) >= TF, M_0 + (4*(0.125*(M_8-M_0))));
Graph6 = ValueWhen(Cum(1) >= TF, M_0 + (5*(0.125*(M_8-M_0))));
Graph7 = ValueWhen(Cum(1) >= TF, M_0 + (6*(0.125*(M_8-M_0))));
Graph8 = ValueWhen(Cum(1) >= TF, M_0 + (7*(0.125*(M_8-M_0))));
Graph9 = ValueWhen(Cum(1) >= TF, M_8 ) ;
Graph10 = ValueWhen(Cum(1) >= TF, M_8 + (2*(0.125*(M_8-M_0))));
Graph11 = ValueWhen(Cum(1) >= TF, M_0 - (2*(0.125*(M_8-M_0))));
/**************************************************************/
Title = Name()
+ "=" + WriteIf( round(C)== C, NumToStr(C,1) , WriteVal(C) ) + " " + "\\c17"
+ WriteIf( Interval()==86400, "Daily ", WriteIf(Interval()==3600,"Hourly ",
WriteIf(Interval()==900,"15 Min ", WriteIf(Interval()==300,"5 Min ",
WriteIf(Interval()==60,"1 Min ", "" ) ) ) ) )
+ Date() + "\\c12" + WriteIf(Volume>0," Turnover=","")
+ WriteIf(Volume>0, WriteVal(Volume*Close/1000), "" ) ;
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