Anyone use my method?

[DennisAndLisa]

NOTE: THIS IS THIRD OF THE FOUR...COMBINE WITH HE NEXT THREAD...


//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;


//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_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

 

[DennisAndLisa]

NOTE: THIS IS THE FOURTH OF FOUR...COMBINE THIS CODE WITH THE PREVIOUS THREE...



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 BullishReversal








function 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 divergence

function 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 DivergeControl


Plot(CCI(20),"CCI(20)",colorRed,styleLine);
divergeControl(Issue,Middle);

 

[DennisAndLisa]

//ADX CODE
ADXcolor= IIf(ADX(14)>=30,colorLime,colorRed);

Plot(ADX(14),"ADX(14)",ADXcolor,styleLine,styleNoTitle);
Plot(30,"",colorBlue,styleLine);

Title="ADX(14)";

 

[DennisAndLisa]

here is the YM 5 min chart for 2-10-2006...

 

[DennisAndLisa]

and here is the YM 1min chart for 2-10-2006

 

[DennisAndLisa]

My apologies to all who are having problems getting the divergence indicator to work....here is a direct link to Amibrokers web page and you can down load it in its entirety from there...

-Dennis

http://www.amibroker.com/library/detail.php?id=586

 

[DennisAndLisa]

here is another divergence indicator I use. I add it to the same window as the previous divergence indicator, when the two give the same signal, then this is added confirmation...

just change this line of code...
trendMom = RSI(period);

to this...
trendMom = CCI(20);


http://www.amibroker.com/library/detail.php?id=374

 

[shermdog]

Dennis:

Can you post a chart of your divergence indicator for some of us non-amibroker followers.

Thanks,

Shermdog

 

[DennisAndLisa]

go to thread 55 and check the charts...it's the middle pane.

 

[DennisAndLisa]

here's a es 1min trade today....