/*Body Colors*/
whiteBody=C>=O;
blackBody=O>C;
/*Body Size*/
smallBodyMaximum=0.0025;//less than 0.25%
LargeBodyMinimum=0.01;//greater than 1.0%
smallBody=(O>=C*(1-smallBodyMaximum) AND whiteBody)
OR (C>=O*(1-smallBodyMaximum) AND blackBody);
largeBody=(C>=O*(1+largeBodyMinimum) AND whiteBody)
OR C<=O*(1-largeBodyMinimum) AND blackBody;
mediumBody=NOT LargeBody AND NOT smallBody;
identicalBodies=abs(abs(Ref(O,-1)-Ref(C,-1))-abs(O-C)) <
abs(O-C)*smallBodyMaximum;
realBodySize=abs(O-C);
/*Shadows*/
smallUpperShadow=(whiteBody AND H<=C*(1+smallBodyMaximum))
OR (blackBody AND H<=O*(1+smallBodyMaximum));
smallLowerShadow=(whiteBody AND L>=O*(1-smallBodyMaximum))
OR (blackBody AND L>=C*(1-smallBodyMaximum));
largeUpperShadow=(whiteBody AND H>=C*(1+largeBodyMinimum))
OR (blackBody AND H>=O*(1+largeBodyMinimum));
largeLowerShadow=(whiteBody AND L<=O*(1-largeBodyMinimum))
OR (blackBody AND L<=C*(1-largeBodyMinimum));
/*Gaps*/
upGap= IIf(Ref(blackBody,-1)AND whiteBody AND O>Ref(O,-1),1,
IIf(Ref(blackbody,-1) AND blackBody AND C>Ref(O,-1),1,
IIf(Ref(whiteBody,-1) AND whiteBody AND O>Ref(C,-1),1,
IIf(Ref(whiteBody,-1) AND blackBody AND C>Ref(C,-1),1,0))));
downGap=IIf(Ref(blackBody,-1)AND whiteBody AND C<Ref(C,-1),1,
IIf(Ref(blackbody,-1) AND blackBody AND O<Ref(C,-1),1,
IIf(Ref(whiteBody,-1) AND whiteBody AND C<Ref(O,-1),1,
IIf(Ref(whiteBody,-1) AND blackBody AND O<Ref(O,-1),1,0))));
/*Candle Definitions*/
spinningTop=mediumBody;
doji=CdDoji(threshold=0.05);/*abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));*/
dojiStar=doji AND (upgap OR downgap)AND Ref(LargeBody,-1);
marabuzu=LargeBody AND smallUpperShadow AND smallLowerShadow;
shootingStar=/*(NOT largeBody AND smallLowerShadow AND LargeUpperShadow) OR*/
smallLowerShadow AND NOT doji AND
((blackBody AND abs(O-H)>2*realBodySize) OR
(whiteBody AND abs(H-C)>2*realBodySize));
Hammer = (((H-L)>3*(O-C)) AND ((C-L)/(0.001+H-L)>0.6) AND ((O-L)/(0.001+H-L)>0.6));
InvertedHammer = (((H-L)>3*(O-C)) AND ((H-C)/(0.001+H-L)>0.6) AND ((H-O)/(0.001+H-L)>0.6));
//Hammer=smallUpperShadow AND NOT doji AND
// ((blackBody AND abs(C-L)>2*realBodySize) OR
// (whiteBody AND abs(L-O)>2*realBodySize));
tweezerTop=abs(H-Ref(H,-1))<=H*0.0025;
tweezerBottom=abs(L-Ref(L,-1))<=L*0.0025;
engulfing=
IIf(blackBody AND Ref(blackbody,-1) AND C<Ref(C,-1) AND O>Ref(O,-1),1,
IIf(blackBody AND Ref(whiteBody,-1) AND O>Ref(C,-1) AND C<Ref(O,-1),1,
IIf(whitebody AND Ref(whitebody,-1) AND C>Ref(C,-1) AND O<Ref(O,-1),1,
IIf(whiteBody AND Ref(blackBody,-1) AND C>Ref(O,-1)AND O<Ref(C,-1),1,0))));
BullishHarami=
IIf(blackbody AND Ref(blackBody,-1) AND O<Ref(O,-1) AND C>Ref(L,-1),1,
IIf(blackBody AND Ref(whiteBody,-1) AND C>Ref(L,-1) AND O<Ref(C,-1),1,
IIf(whiteBody AND Ref(whiteBody,-1) AND C<Ref(C,-1) AND O>Ref(L,-1),1,
IIf(whiteBody AND Ref(blackBody,-1) AND O>Ref(L,-1) AND
C<Ref(O,-1),1,0))));
BearishHarami=
IIf(blackbody AND Ref(blackBody,-1) AND O<Ref(H,-1) AND C>Ref(C,-1),1,
IIf(blackBody AND Ref(whiteBody,-1) AND C>Ref(O,-1) AND O<Ref(H,-1),1,
IIf(whiteBody AND Ref(whiteBody,-1) AND C<Ref(H,-1) AND O>Ref(O,-1),1,
IIf(whiteBody AND Ref(blackBody,-1) AND O>Ref(C,-1) AND
C<Ref(H,-1),1,0))));
/*Maximum High Today - (MHT)
Today is the maximum High in the last 5 days*/
MHT= HHV(H,5)==H;
/*Maximum High Yesterday - (MHY)
Yesterday is the maximum High in the last 5 days*/
MHY= HHV(H,5)==Ref ( H, -1);
/*Minimum Low Today - (MLT)
Today is the minimum Low in the last 5 days*/
MLT= LLV(L,5)==L;
/*Minimum Low Yesterday - (MLY)
Yesterday is the minimum Low in the last 5 days*/
MLY= LLV(L,5)==Ref(L,-1);
/*DOJI definitions*/
/*Doji Today - (DT)*/
DT = abs(C-O) <= (C*smallBodyMaximum) OR
(abs(O-C)<=((H-L)*0.1));
/* Doji Yesterday - (DY)*/
DY = abs(Ref ( C, -1)-Ref(O,-1)) <= Ref ( C, -1) *smallBodyMaximum OR
abs (Ref ( O, -1)-Ref(C,-1)) <= (Ref ( H, -1 ) - Ref ( L, -1 ) )*0.1;
//mine//
O1 = Ref(O,-1);O2 = Ref(O,-2);
H1 = Ref(H,-1);H2 = Ref(H,-2);
L1 = Ref(L,-1);L2 = Ref(L,-2);
C1 = Ref(C,-1);C2 = Ref(C,-2);
HammerSpecial=(Hammer AND BullishHarami);// OR (ShootingStar AND Harami);
InvertedHammerSpecial= (InvertedHammer AND BearishHarami);
x1=HammerSpecial;
GetreadyBuy=Ref(x1, -1) AND Close > Ref( High , -1 ) OR Ref(x1, -2) AND Close > Ref( High , -2 )OR Ref(x1, -3) AND Close > Ref( High , -3 );
GetreadyBuy1=((NOT Ref(GetreadyBuy,-1)) AND (NOT Ref(GetreadyBuy,-2)));
GetreadyBuy3=GetreadyBuy1 AND GetReadyBuy;
Buy=Ref(GetreadyBuy, -1) AND C>Ref(L,-1);
Buy1=(NOT Ref(Buy,-1));
Buy3=Buy1 AND Buy;
BuyStop=Ref(GetreadyBuy,-1) AND (Ref(L,-1));
x2=InvertedHammerSpecial;
GetreadySell=Ref(x2, -1) AND Close < Ref( Low , -1 ) OR Ref(x2, -2) AND Close < Ref( Low , -2 )OR Ref(x2, -3) AND Close < Ref( Low , -3 );
GetreadySell1=((NOT Ref(GetreadySell,-1)) AND (NOT Ref(GetreadySell,-2)));
GetreadySell3=GetreadySell1 AND GetReadySell;
Short=Ref(GetreadySell, -1) AND C<Ref(H,-1);
ShortStop=Ref(GetreadySell,-1) AND (Ref(H,-1));
Short1=(NOT Ref(Short,-1));
Short3=Short1 AND Short;
ShortPrice=ValueWhen(Short,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Sell=C<Ref(L,-2);
Cover= C>Ref(L,-2);
Sell1=((NOT Ref(Sell,-1)) AND (NOT Ref(Sell,-2)));
Sell2=Sell1 AND Sell;
Cover1=((NOT Ref(Cover,-1)) AND (NOT Ref(Cover,-2)));
Cover2=Cover1 AND Cover;
_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorYellow)+ "Hammer Harami Detector - 1-hammer, 2-getready, up/down arrow=Enter position, Orange colour short and white colour long, white dot trailing profit exit long and orange dot trailing profit exit short, triangles are pivot markers" + " - " + Name() + " - " + EncodeColor(colorYellow)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorYellow) + "Vol= "+ WriteVal(V)+"\n"+ EncodeColor(colorYellow)+
WriteIf(x1, "1-Hammer Special"+C+" ","")+
WriteIf(GetreadyBuy3, "2-Get Ready to Buy"+C+" ","")+
WriteIf(Buy3, "BUY AT "+C+" ","")+
WriteIf(BuyStop, "BUYSTOP AT"+Ref(L,-2)+" ","")+
WriteIf(Sell2, "Exit Buy at "+C+" ","")+
WriteIf(x2, "1-Inverted Hammer Special"+C+" ","")+
WriteIf(GetreadySell3, "2-Get Ready to Short"+C+" ","")+
WriteIf(Short3, " SHORT AT "+C+" ","")+
WriteIf(ShortStop, "SHORTSTOP AT "+Ref(H,-2)+" ","")+
WriteIf(Cover2, "Exit short at "+C+" ",""));
Plot(C,"Close",colorWhite,64);
PlotShapes(x1*shapeDigit1,colorWhite,0,L);
PlotShapes(GetreadyBuy3*shapeDigit2,colorWhite,0,L);
PlotShapes(Buy3*shapeUpArrow,colorWhite,0,L,Offset=-45);
PlotShapes(Sell2*shapeSmallCircle,colorWhite,0,H,Offset=45);
PlotShapes(x2*shapeDigit1,colorOrange,0,H,Offset=25);
PlotShapes(GetreadySell3*shapeDigit2,colorOrange,0,H,Offset=25);
PlotShapes(Short3*shapeDownArrow,colorOrange,0,H,Offset=-45);
PlotShapes(Cover2*shapeSmallCircle,colorOrange,0,L,Offset=-45);
AlertIf( Ref(GetreadyBuy3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Get Ready To Buy", 2 );
AlertIf( Ref(Buy3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Buy Now", 2 );
AlertIf( Ref(GetreadySell3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Get Ready To Short", 2 );
AlertIf( Ref(Short3, -1), "SOUND C:\\Windows\\Media\\Ringin.wav", "Short Now", 2 );
RSIperiod = 14; // Param("RSI p",3,14,30,1);
Percent = 5; // Param("ZIG %",8,9,15,1);
EMAperiod = 9; //Param("EMA p",4,5,10,1);
HHVperiod = 8; //Param("HHV p",3,5,10,1);
NumLine = 2; //Param("Num Lines",3,1,20,1);
Base = DEMA(RSI(RSIperiod),EMAperiod);
for( i = 1; i <= numline; i++ )
{
ResBase = LastValue(Peak(Base,Percent,i));
SupBase = LastValue(Trough(Base,Percent,i));
Plot(ValueWhen( ResBase==Base, HHV(H,HHVperiod) ), "Resist Level", colorDarkRed, styleLine);
Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level", colorDarkGreen, styleLine);
}
//Code to automatically identify pivots
//********************************** */
// -- what will be our lookback range for the hh and ll?
farback=Param("How Far back to go",100,50,5000,10);
nBars = Param("Number of bars", 12, 5, 40);
// -- Create 0-initialized arrays the size of barcount
aHPivs = H - H;
aLPivs = L - L;
// -- More for future use, not necessary for basic plotting
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
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);
// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of
// _Trace output will show a value of 0
aVisBars = Status("barvisible");
nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
_TRACE("Last visible bar: " + nLastVisBar);
// -- Initialize value of curTrend
curBar = (BarCount-1);
curTrend = "";
if (aLLVBars[curBar] <
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}
// -- Loop through bars. Search for
// entirely array-based approach
// in future version
for (i=0; i<farback; i++) {
curBar = (BarCount - 1) - 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
}
// -- Basic attempt to add a pivot this logic may have missed
// -- OK, now I want to look at last two pivots. If the most
// recent low pivot is after the last high, I could
// still have a high pivot that I didn't catch
// -- Start at last bar
curBar = (BarCount-1);
candIdx = 0;
candPrc = 0;
lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];
lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];
if (lastLPIdx > lastHPIdx) {
// -- Bar and price info for candidate pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aHPivs[candIdx] = 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] = candPrc ;
aHPivIdxs[0] = candIdx;
nHPivs++;
}
} else {
// -- Bar and price info for candidate pivot
candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar];
if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a pivot...
aLPivs[candIdx] = 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] = candPrc;
aLPivIdxs[0] = candIdx;
nLPivs++;
}
}
// -- Dump inventory of high pivots for debugging
/*
for (k=0; k<nHPivs; k++) {
_TRACE("High pivot no. " + k
+ " at barindex: " + aHPivIdxs[k] + ", "
+ WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k],
DateTime(), 1), formatDateTime)
+ ", " + aHPivHighs[k]);
}
*/
// -- OK, let's plot the pivots using arrows
PlotShapes(IIf(aHPivs==1, shapeSmallDownTriangle, shapeNone), colorRed, 0,High, Offset=-15);
PlotShapes(IIf(aLPivs==1, shapeSmallUpTriangle , shapeNone), colorGreen, 0, Low, Offset=-15);
//dist = 1.5*ATR(10);
//Plot( (aHPivs==1),"HIGH Line ",colorGreen,styleLine,Null,Null,10|styleNoRescale);
//Plot( (aLPivs==1),"LOW Line ",colorBrightGreen,styleLine, styleThick |styleOwnScale);
