AFL Library

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Details:

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Description:

In order to save chart space, I created this gfx code which gives a \"chart-in-chart\" feature. Drag and drop this file into your price chart and adjust the location and size of this chart. Since this indicator is decribed in an article with copyright, for usage please refer to the original article which can be purchased at http://traderscom.stores.yahoo.net/stcov236ovma.html for US$3.95.
Unless you are using IQFeed, remember to adjust the below symbols which are data-source dependent!

Formula:

_SECTION_BEGIN("Market Breadth Chart-In-Chart");
// S&C Traders' Tips Issue 12/2005, in the article "Overhauling Market Breadth"
by Jacobus R. van den Brink 
// a transformation of Arms index that makes it more useful for everyday
trading is presented.
// Original AB code by Tomasz Janeczko, AmiBroker.
// 
// In order to save chart space, I created this gfx code which gives a
"chart-in-chart" feature. Drag and drop 
// this file into your price chart and adjust the location and size of this
chart.
// Since this indicator is decribed in an article with copyright, for usage
please refer to the original article 
// which can be purchased at
http://traderscom.stores.yahoo.net/stcov236ovma.html for US$3.95.
// Unless you are using IQFeed, remember to adjust the below symbols which are
data-source dependent!

Title = "";
//=====================================================================================================================
// THE GFX CALCULATIONS AND PLOTTING. MARKET DATA IN THE DATA MODULE.
//=====================================================================================================================
NMBOnOff		 	= ParamToggle("Market Breadth Chart","Off|On", 1);
Market 			= ParamList("Market", "NASDAQ 100|NASDAQ COMP|NYSE|SnP500", 1); 
MainChartWidth 	= Status("pxchartwidth");
MainChartHeight 	= Status("pxchartheight");
Font				= ParamList("Font:","Arial|Calibri|Futura|Tahoma|Times New Roman", 0);
ChartColor			= ParamColor("Background Color", colorWhite); 
X_Location	 		= Param("X Location", 50, 1, MainChartWidth, 1); 
Y_Location	 		= Param("Y Location", 100, 1, MainChartHeight, 1); 
ChartWidth	 		= Param("Chart Width", 365, 1, MainChartWidth, 1); 
ChartHeight		= Param("Chart height", 300, 1, MainChartHeight, 1); 
BarsToDisplay		= Param("Bars To Display", 80, 24, 390, 1); 
TimeFrameOnOff	= ParamToggle("Time Frame","Off|On", 1);
TimeFrame			= Param("Set Time Frame", 5, Interval()/60, 60, 1);

function BrinTransform( x ) 
{ 
 return ( 1 - x )/Max( 1, x ); 
} 

if(NMBOnOff)
{
 dnvol = upvol = advn = decl = UnCh = TotI = uptick = dntick = 0;
 // data-source dependent symbols: 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// DATA-SOURCE DEPENDENT SYMBOLS.
// THESE SYMBOLS ARE FOR IQFEED. CHECK WITH YOUR DATA
// PROVIDER THE SYMBOLS FOR:
// dnvol = Issues Volume Down
// upvol = Issues Volume Up
// advn  = Issuse Up
// decl  = Issues Down
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

 if(Market == "NASDAQ 100")
 {
  dnvol	= Foreign("VI5D.Z", "C");  
  upvol	= Foreign("VI5A.Z", "C"); 
  advn 	= Foreign("II5A.Z", "C" ); 
  decl 	= Foreign("II5D.Z", "C"); 
 }

 if(Market == "NASDAQ COMP")
 {
  dnvol	= Foreign("DIQD.Z", "C"); 
  upvol	= Foreign("DIQA.Z", "C"); 
  advn 	= Foreign("IIQA.Z", "C" ); 
  decl 	= Foreign("IIQD.Z", "C"); 
 }

 if(Market == "NYSE")
 {
  dnvol	= Foreign("DIND.Z", "C"); 
  upvol	= Foreign("DINA.Z", "C"); 
  advn 	= Foreign("IINA.Z", "C" ); 
  decl 	= Foreign("IIND.Z", "C"); 
 }

 if(Market == "SnP500")
 {
  dnvol	= Foreign("VI6D.Z", "C"); 
  upvol	= Foreign("VI6A.Z", "C"); 
  advn 	= Foreign("II6A.Z", "C" ); 
  decl 	= Foreign("II6D.Z", "C"); 
 }
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
 if(TimeFrame <  Interval()/60)
	TimeFrame = Interval()/60;

 if(TimeFrameOnOff)
	TF = TimeFrame;
 else
 	TF = Interval()/60;

 TimeFrameSet(TF * in1Minute);
 TFTrinx 	= (dnvol/ upvol ) * ( advn / decl ); 
 TFBRINx 	= BrinTransform(TFTrinx); 
 TFILine 	= BrinTransform((advn/decl)^2 ); 
 TFVLine 	= BrinTransform((dnvol/upvol)^2 ); 
 TimeFrameRestore();

 // THE LOW_LEVEL GRAPHICS FOR THE CHART:
// GfxSetOverlayMode(Transparent);
 x1Chart = X_Location; 
 y1Chart = Y_Location;
 x2Chart = X_Location + ChartWidth; 
 y2Chart = Y_Location + ChartHeight;

 // THE PLOT AREA:
 HeightPercent 	= 0.05;
 CellHeight 		= (HeightPercent * ChartHeight/2);
 RightMargin 		= 0.05;
 UpperLimit		= y1Chart + ((HeightPercent + 0.01) * ChartHeight);
 LowerLimit		= y1Chart + ((1 - HeightPercent - 0.01) * ChartHeight);
 LeftLimit 		= x1Chart + 1;
 RightLimit		= X_Location + (ChartWidth	 * (1 - RightMargin));

 // Draw the Chart Area:
 GfxSelectPen(colorBlack); 
 GfxSelectSolidBrush(ChartColor); 
 GfxRectangle(x1Chart, y1Chart, x2Chart, y2Chart);

 // Draw lines, where some text/time will be located:
 GfxMoveTo(LeftLimit, y1Chart + (HeightPercent * ChartHeight));
 GfxLineTo(RightLimit	, y1Chart + (HeightPercent * ChartHeight)); 
 GfxMoveTo(LeftLimit, y1Chart + ((1 - HeightPercent) * ChartHeight));
 GfxLineTo(RightLimit	, y1Chart + ((1 - HeightPercent) * ChartHeight)); 

 // Add the headline- which Index used:
 GfxSelectFont(Font, CellHeight); 
 GfxSetTextColor(colorBlack);
 DisplayText = Market + ":   BRIN = " + NumToStr(TFBRINX, 1.4, 0) + ", ILine =
" + NumToStr(TFILine, 1.4, 0) + ", VLine = " + 
				NumToStr(TFVLine, 1.4, 0) + " | (" + NumToStr(TF, 1.0, 0) + "-min)";
 GfxDrawText(DisplayText, x1Chart + 2, y1Chart, X_Location + ChartWidth,
y1Chart + (HeightPercent * ChartHeight), 32 + 4); 

 // Draw the limit lines:
 GfxSelectPen(colorLightGrey, 1); 
 GfxMoveTo(LeftLimit, UpperLimit); 
 GfxLineTo(RightLimit, UpperLimit);
 GfxMoveTo(LeftLimit, LowerLimit); 
 GfxLineTo(RightLimit, LowerLimit);

 // Draw the zero line:
 GfxSelectPen(colorBlack, 1);
 GfxMoveTo(LeftLimit, (UpperLimit + LowerLimit) / 2);
 GfxLineTo(RightLimit, (UpperLimit + LowerLimit) / 2);

 // THE ACTUAL PLOTTING:
  BarWidth = (RightLimit - LeftLimit) / BarsToDisplay;
}

function VerticalPosition(Value)
{
 if(Value >= 0)
   YPosition = UpperLimit + ((((UpperLimit + LowerLimit) / 2) - UpperLimit) *
(1-Value));
 else
 	YPosition = ((UpperLimit + LowerLimit) / 2) + ((((UpperLimit + LowerLimit) /
2) - UpperLimit) *  abs(Value));
 return YPosition;
}

procedure PlotGfx(Value, PlotColor, Position)
{
 YPosition1 = VerticalPosition(Value[BarCount-1-Position]);
 YPosition2 = VerticalPosition(Value[BarCount-1-Position-1]);
 GfxSelectPen(PlotColor, 1);
 GfxMoveTo(RightLimit - (BarWidth* Position), YPosition1 );
 GfxLineTo(RightLimit - (BarWidth* (Position+1)), YPosition2  );
} 

if(NMBOnOff)
{
 for(i = 0; i < BarsToDisplay; i++)
 {
  PlotGfx(TimeFrameCompress(TFBRINx, TF * in1Minute), colorBlack, i);
  PlotGfx(TimeFrameCompress(TFILine, TF * in1Minute), colorRed, i);
  PlotGfx(TimeFrameCompress(TFVLine, TF * in1Minute), colorBrightGreen, i);

  GfxSelectPen(colorBlack, 1);
  GfxMoveTo(RightLimit - (BarWidth * i), y1Chart + ((1 - HeightPercent) *
ChartHeight));
  GfxLineTo(RightLimit - (BarWidth * i), LowerLimit + ChartHeight * 0.03);
 }
}
_SECTION_END();

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