AFL Library

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Details:

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Description:

Market Profile with Low-level graphics

Formula:

SetChartOptions(3, chartShowDates);
GfxSetOverlayMode( mode = 1 );

nn = StrToNum(ParamList("Days", "1|2|3", 1));
box = Param("step", 10, 1, 100, 1)*TickSize;

NewDay = Day()!= Ref(Day(), -1);
DH = LastValue(HighestSince(NewDay, H, nn));
DL = LastValue(LowestSince(NewDay, L, nn));
Range = DH - DL;
steps = ceil(Range/box);								// linage
height = Status("pxheight") - 50;					// width of the profile (indention
overhand 30 from below 20 pixels)
boxheight = LastValue(height/steps);			// size of the box

width = (Status("pxwidth")-110)/3;				// offset of the profiles

bars = Highest(BarsSince(NewDay));
ColorStep = LastValue(185/bars);

// çŕęđűâŕĺě âíóňđčäíĺâíűĺ ăýďű
L = IIf(C > Ref(C, -1) AND L > Ref(C, - 1) AND NOT NewDay, Ref(C, -1), L);
H = IIf(C < Ref(C, -1) AND H < Ref(C, - 1) AND NOT NewDay, Ref(C, -1), H);

function GetDayPrice( fild, shift)
{
	DayPrice = LastValue(TimeFrameGetPrice(fild, inDaily, -shift));
	return DayPrice;
}

function pixlev(price)
{
	result = 30 + (DH - price)/box * boxheight;
	return result;
}

procedure PlotProfile(DH, DL, begini, endi, disp)
{
	m = 0;
	for(j = DH; j > DL; j = j-box)
	{
		n = 0;
		for(i = begini; i < endi; i++)
		{
			if(H[i] >= j AND L[i] <= j)
			{
				GfxSelectPen( colorBlack, 1, 0);
				GfxSelectSolidBrush(ColorHSB((i-begini)*ColorStep, 255, 255));
				GfxRectangle( disp+n*boxheight, 30+m*boxheight, disp+(n+1)*boxheight,
30+(m+1)*boxheight);
				n++;
			}
		}
		m++;
	}
}

procedure PlotLine(x1, y1, x2, y2, Color)
{
	GfxSelectPen(Color, 1, 0);
	GfxPolyline( x1, y1, x2, y2);
}

procedure PlotRect(x1, y1, x2, y2, Color)
{
	GfxSelectPen(Color, 0, 5);
	GfxSelectSolidBrush(Color);
	GfxRectangle(x1, y1, x2, y2);
}

procedure PlotPrice(Text, FontName, FontSize, Color, x, y, yAlign, xAlign)
{
	GfxSetBkMode(1);
	GfxSetTextColor(Color);
	GfxSetTextAlign( xAlign|yAlign);
	GfxSelectFont(FontName, FontSize, 600);  // dont work orientation 
	GfxTextOut(Text, x, y);
}

for(q = nn; q > 0; q--)
{ 
	begini = LastValue(ValueWhen(NewDay, BarIndex(), q));
	endi = LastValue(IIf(q == 1, BarCount, ValueWhen(NewDay, BarIndex(), q-1)));
	PlotRect(50 + width*(nn-q), pixlev(GetDayPrice("H", q-1)),							// day range
		50 + width*(nn-q+1), pixlev(GetDayPrice("L", q-1)), colorLightYellow);
	PlotRect(50 + width*(nn-q), pixlev(GetDayPrice("O", q-1)),							// open-close
range
		50 + width*(nn-q+1), pixlev(GetDayPrice("C", q-1)), 
		IIf(GetDayPrice("O", q-1) > GetDayPrice("C", q-1), ColorHSB(15, 40, 255), 
		ColorHSB(80, 40, 255)));
	PlotLine(50 + width*(nn-q), pixlev(GetDayPrice("C", q-1)),							// close
line
		50 + width*(nn-q+1), pixlev(GetDayPrice("C", q-1)), 
		IIf( GetDayPrice("O", q-1) > GetDayPrice("C", q-1), colorRed, colorGreen));
	PlotProfile(DH, DL, begini, endi, 50 + width*(nn-q));
	PlotLine(50 + width*(nn-q), height+40, 50 + width*(nn-q), 0, colorBlack);	//
vertical line
	PlotPrice( " close  " + NumToStr(GetDayPrice("C", q-1))+" ", "Tahoma", 10,	//
plot close price 
		IIf( GetDayPrice("O", q-1) > GetDayPrice("C", q-1), colorRed, colorGreen), 
		50+width*(nn-q+1), pixlev(GetDayPrice("C", q-1)), 
		IIf( GetDayPrice("O", q-1) > GetDayPrice("C", q-1), 0, 8), 2);
	PlotPrice( " open  " + NumToStr(GetDayPrice("O", q-1))+" ", "Tahoma", 10,	//
plot open price
		colorBlack, 50+width*(nn-q+1), pixlev(GetDayPrice("O", q-1)), 
		IIf( GetDayPrice("O", q-1) > GetDayPrice("C", q-1), 8, 0), 2);
	PlotPrice( " "+NumToStr(GetDayPrice("H", q-1)), "Tahoma", 10, 						// plot
high price
		colorBlack, 50+width*(nn-q), pixlev(GetDayPrice("H", q-1)), 8, 0);
	PlotPrice(" "+NumToStr(GetDayPrice("L", q-1)), "Tahoma", 10,						// plot low
price
		colorBlack, 50+width*(nn-q), pixlev(GetDayPrice("L", q-1)), 0, 0);
}

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