AFL Library

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Details:

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Description:

Produces automatic trend channels based on a SINGLE bar.

Formula:

/******************************************************************************************
Name		: 	Square of Nine - Roadmap Charts (Amibroker implementation)
Coded by	:	Lal
Date		:	27th March 2008
Note		:	Grateful thanks to Peter Amaral of Tradingfives.com
				To gain an understanding of how these roadmap channels 
				work, read the article here:

				http://www.tradingfives.com/square-of-nine-in-excel.htm

				Thanks also to wavemechanic for his inputs.  

				Used properly, on the basis of a SINGLE  bar, Roadmap Charts
				will produce  channels that will pretty much define the overall
				future trend that can last anything from days to months or beyond.

				To use, select the bar that you suspect to be a possible high or low.
				Decide whether you want a bearish or a bullish channel.  Next choose
				an appropriate "Factor" (try starting with a value of 1) and a
"Multiplier."   
				For tickers that are greater than 3 digits, you may try a Multiplier 
				value of 0.10 and those below 3 digits, a value of 10.  Tickers with 
				with just 3 digits, leave the Multiplier at 1.  However, there are no
absolute
				rules here and experimentation is strongly encouraged.

				The Horizontal lines are support/resistance lines while the vertical lines
				are timing lines.  

				All the lines plotted by this script can extend beyond the last bar.  So
make sure
				you have enough blank bars in the right margin (set by Preferences).
***************************************************************************************************/

_SECTION_BEGIN("So9_Params");
Base_Factor		=	ParamList("Factor",
"0.015625|0.03125|0.0625|0.1250|0.1875|0.2500|0.3125|0.3750|0.4375|0.5|0.5625|0.6250|0.6875|0.8125|0.8750|0.9375|1.0|1.250|1.5|1.75|2.0|2.5|3.0|4.0",
16);
Multiplier			=	ParamList("Multiplier", "0.001|0.01|0.10|1|10|100|1000|10000",
3);
Auto_Price			=	ParamToggle("Auto-select Price field?", "No|Yes", 1);
Price_Field		=	ParamField("Use ");
Max_Hor_Lines	=	Param("Max Hor. Lines", 10, 2, 100, 1);
Plot_Half_Lines	=	ParamToggle("Hor. HalfLines?", "No|Yes");
Extend_Bars		=	Param("Extend Plot by", 20, 0, 50, 1);
Channel_Type		=	ParamList("Channel Type", "Bullish|Bearish|None", 0);
Max_Chanl_Lines =	Param("Max Channel Lines", 3, 1, 20, 1);
Show_Degrees	=	ParamToggle("Show Degrees?", "No|Yes", 1);
_SECTION_END();

_SECTION_BEGIN("Line Colours");
Bull_Line_Color	=	ParamColor("Bullish Horizontals", colorDarkGreen);
Bull_Half_Color	=	ParamColor("Bullish Horizontal Halfs", colorRed);
Bull_Vert_Color	=	ParamColor("Bullish Verticals", colorGrey50);
Bull_Chanl_Color	=	ParamColor("Bullish Channels", colorDarkGreen);

Bear_Line_Color	=	ParamColor("Bearish Horizontals", colorRed);
Bear_Half_Color	=	ParamColor("Bearish Horizontal Halfs", colorDarkGreen);
Bear_Vert_Color	=	ParamColor("Bearish Verticals", colorGrey50);
Bear_Chanl_Color	=	ParamColor("Bearish Channels", colorRed);
_SECTION_END();

SetChartBkGradientFill( ParamColor("BgTop", colorTeal),ParamColor("BgBottom",
colorLightGrey));
SetChartOptions(0,chartShowArrows|chartShowDates);
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() ); 
SetBarsRequired(100000, 100000);

EnableTextOutput(False);

// Convert list-type parameters to numbers
Base_Factor_N 	= 	StrToNum(Base_Factor);
Multiplier_N		=	StrToNum(Multiplier);

Vertical =	0;

// Display various bits of info. in Interpretation window
printf("\nSquare of Nine Roadmap Channels\n");
printf("-----------------------------------------\n");
if(Channel_Type == "Bullish")
	printf("Channel Type: 	Bullish\n");
if(Channel_Type == "Bearish")
	printf("Channel Type: 	Bearish\n");
if(Channel_Type == "None")
	printf("Channel Type: 	NONE\n");
printf("Factor	: 	%g\n", Base_Factor_N);
printf("Multiplier:		%g\n", Multiplier_N);
printf("Origin Bar:	%g\n", SelectedValue(BarIndex()));

// Plot Bullish Channels with horizontal Support/Resistance
if(Channel_Type == "Bullish")
{
	// Select price for pivot low
	if(Auto_Price == 1)
	{
		Price_Field = L;
	}

	Bull_Hor_A[0] = SelectedValue(Price_field);		// 1st Horizontal is drawn from
the current bar

	for(i = 1; i <= Max_Hor_Lines-1; i++)
	{

		Bull_Hor	=	( sqrt(Price_Field * Multiplier_N) + (Base_Factor_N * i)) ^2;
		Degrees	=	180 * Base_Factor_N * i;
		Bull_Hor	=	Bull_Hor/Multiplier_N;		// Put value back to pre-multiplication
for plotting

		Start_Bar	=	SelectedValue(BarIndex());
		Start_Y	=	SelectedValue(Bull_Hor);
		End_Bar	=	BarCount - 1;
		End_Y		=	Start_Y;
		Hor_Plot	=	LineArray(Start_Bar - Extend_Bars, Start_Y, End_Bar, End_Y, 1);

		Plot(Hor_Plot, "", Bull_Line_Color, styleLine|styleNoRescale, Null, Null,
Extend_Bars);
		
		if(Show_Degrees)
		{
			PlotText("" + NumToStr(Degrees, 4, 1) + "", Start_bar+2, Start_Y + 1 ,
colorBlack);
		}

		if(i == 1)
		{
			// Plot the 1st Horizontal.  This is a one-time execution.
			Plot(LineArray(Start_Bar - Extend_Bars, SelectedValue(Price_Field), End_Bar,
SelectedValue(Price_Field), 0), "", Bull_Line_Color, styleLine|styleNoRescale,
Null, Null, Extend_Bars);
		}

		Bull_Hor_A[i] = SelectedValue(Bull_Hor);	// Store the next horizontal value
	
		// Plot the half-level horizontals conditionally
		if(Plot_Half_Lines)
		{
			Bull_Hor	=	(Bull_Hor_A[i-1] + Bull_Hor_A[i])/2;
			Start_Bar	=	SelectedValue(BarIndex());
			Start_Y	=	SelectedValue(Bull_Hor);
			End_Bar	=	BarCount - 1;
			End_Y		=	Start_Y;
			Hor_Plot	=	LineArray(Start_Bar - Extend_Bars, Start_Y, End_Bar, End_Y, 1);
			Plot(Hor_Plot, "", Bull_Half_Color, styleLine|styleNoRescale, Null, Null,
Extend_Bars);
		}
	
	}	// End loop for plotting horizontal lines

	// Plot Vertical Lines
	Vertical		=	 round(sqrt(Price_Field * Multiplier_N));
	Next_Vertical	=	SelectedValue(BarIndex() ) + Vertical;
	Plot(IIf(BarIndex()  >= SelectedValue(BarIndex( )),
(Cum(1)-SelectedValue(BarIndex()) - 1)%SelectedValue(Vertical) == 0, Null), "",
Bull_Vert_Color, styleHistogram| styleOwnScale|styleNoLabel);

	// DIsplay timing info
	printf("Timing Interval:	%g\n", Vertical);
	
	// Logic to plot at least one vertical bar BEYOND Barcount()
	Next_Vertical = SelectedValue(BarIndex()) +SelectedValue( Vertical);
	while(Next_Vertical < BarCount)
	{
		Next_Vertical  = Next_Vertical + SelectedValue(Vertical);
	}

	// Work out how many bars to shift the vertical to the right from current
selected bar
	Shift	=	Next_Vertical[0] - SelectedValue(BarIndex());
	Line1 = BarIndex() == SelectedValue(BarIndex());	// are we at current bar?
	Plot(Line1,"", colorRed, styleHistogram| styleOwnScale, Null, Null, Shift) ;
// Plot vertical with a forward shift

	// Plot channel lines 
	for(a = 0; a <= Max_Chanl_Lines - 1; a++)
	{
		Start_Bar	=	SelectedValue(BarIndex())  - Extend_Bars;
		Start_Y	=	Bull_Hor_A[a];
		End_Bar	=	Start_Bar + SelectedValue(Vertical);
		End_Y		=	Bull_Hor_A[a+1];
		Channel_Line	=	LineArray(Start_Bar - 0, Start_Y, End_Bar, End_Y, 1);
		Plot(Channel_line, "", Bull_Chanl_Color,
styleLine|styleNoRescale|styleNoLabel, Null, Null, Extend_Bars);
	}
}

// Plot Bearish Channels with horizontal Support/Resistance
if(Channel_Type == "Bearish")
{
	// Select price for pivot high
	if(Auto_Price == 1)
	{
		Price_Field = H;
	}

	Bear_Hor_A[0] = SelectedValue(Price_field);		// 1st Horizontal is drawn from
the current bar

	for(i = 1; i <= Max_Hor_Lines-1; i++)
	{
		Bear_Hor	=	( sqrt(Price_Field * Multiplier_N)  - (Base_Factor_N * i)) ^2;
		Degrees	=	180 * Base_Factor_N * i;
		Bear_Hor	=	Bear_Hor/Multiplier_N;		// Put value back to pre-multiplication
for plotting

		Start_Bar	=	SelectedValue(BarIndex());
		Start_Y	=	SelectedValue(Bear_Hor);
		End_Bar	=	BarCount - 1;
		End_Y		=	Start_Y;
		Hor_Plot	=	LineArray(Start_Bar - Extend_Bars, Start_Y, End_Bar, End_Y, 1);

		Plot(Hor_Plot, "", Bear_Line_Color, styleLine|styleNoRescale, Null, Null,
Extend_Bars);

		if(Show_Degrees)
		{
			PlotText("" + NumToStr(Degrees, 4, 1) + "", Start_bar+2, Start_Y + 1 ,
colorBlack);
		}

		if(i == 1)
		{
			// Plot the 1st Horizontal.  This is a one-time execution.
			Plot(LineArray(Start_Bar - Extend_Bars, SelectedValue(Price_Field), End_Bar,
SelectedValue(Price_Field), 0), "", Bear_Line_Color,
styleLine|styleThick|styleNoRescale, Null, Null, Extend_Bars);
		}

		Bear_Hor_A[i] = SelectedValue(Bear_Hor);	// Store the next horizontal value
	
		// Plot the half-level horizontals if asked
		if(Plot_Half_Lines)
		{
			Bear_Hor	=	(Bear_Hor_A[i-1] + Bear_Hor_A[i])/2;
			Start_Bar	=	SelectedValue(BarIndex());
			Start_Y	=	SelectedValue(Bear_Hor);
			End_Bar	=	BarCount - 1;
			End_Y		=	Start_Y;
			Hor_Plot	=	LineArray(Start_Bar - Extend_Bars, Start_Y, End_Bar, End_Y, 1);
			Plot(Hor_Plot, "", Bear_Half_Color, styleLine|styleNoRescale, Null, Null,
Extend_Bars);
		}
	
	}

	// Plot Vertical Lines
	Vertical	=	 round(sqrt(Price_Field * Multiplier_N));
	Next_Vertical	=	SelectedValue(BarIndex()) + Vertical;
	Plot(IIf(BarIndex() >= SelectedValue(BarIndex( )),
(Cum(1)-SelectedValue(BarIndex())-1)%SelectedValue(Vertical) == 0, Null), "",
Bear_Vert_Color, styleHistogram| styleOwnScale|styleNoLabel) ;

	// DIsplay timing info
	printf("Timing Interval:	%g\n", Vertical);

	// Logic to plot at least one vertical bar BEYOND Barcount()
	Next_Vertical = SelectedValue(BarIndex()) +SelectedValue( Vertical);
	while(Next_Vertical < BarCount)
	{
		Next_Vertical  = Next_Vertical + SelectedValue(Vertical);
	}

	// Work out how many bars to shift the vertical to the right from current
selected bar
	Shift	=	Next_Vertical[0] - SelectedValue(BarIndex());
	Line1 = BarIndex() == SelectedValue(BarIndex());	// are we at current bar?
	Plot(Line1,"", colorDarkGreen, styleHistogram| styleOwnScale|styleNoLabel,
Null, Null, Shift) ; // Plot vertical with a forward shift

	// Plot channel lines 
	//Extend_Bars = 0;
	for(a = 0; a <= Max_Chanl_Lines - 1; a++)
	{
		Start_Bar	=	SelectedValue(BarIndex()) - Extend_Bars;
		Start_Y	=	Bear_Hor_A[a];
		End_Bar	=	Start_Bar + SelectedValue(Vertical);
		End_Y		=	Bear_Hor_A[a+1];
		Channel_Line	=	LineArray(Start_Bar - 0, Start_Y, End_Bar, End_Y, 1);
		Plot(Channel_line, "", Bear_Chanl_Color,
styleLine|styleNoRescale|styleNoLabel, Null, Null, Extend_Bars);
	}

} // End bearish channels

Channel_Bull_Text	=	WriteIf(Channel_Type == "Bullish", "Bullish", "" );
Channel_Bear_Text	=	WriteIf(Channel_Type == "Bearish", "Bearish", "");
Channel_Null_Text	=	"";

Price_Info = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) );

Title  =		EncodeColor(colorBlack) +  Price_Info + "\n" +  
				EncodeColor(colorBlack) + "Channel Type: " + 
				EncodeColor(colorBlue) 	 + Channel_Bull_Text +
				EncodeColor(colorRed)	 + Channel_Bear_Text +
				EncodeColor(colorBlack) + Channel_Null_Text + "\n" +
				EncodeColor(colorBlack) + "Factor: " + EncodeColor(colorBlue) + Base_Factor
+ "\n" +  
				EncodeColor(colorBlack) + "Multiplier: " + EncodeColor(colorDarkGreen) +
Multiplier_N + "\n" + 
				EncodeColor(colorBlack) + "Origin Bar: " + EncodeColor(colorYellow) +
SelectedValue(BarIndex()) + "\n" +
				EncodeColor(colorBlack) + "Timing Interval: " + EncodeColor(colorDarkBlue)
+ Vertical;

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