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Details:
Formula name:
Bullish Percent Index 2 files combined
Author/Uploader:
Graham Kavanagh - gkavanag [at] bigpond.net.au
Date/Time added:
2003-01-05 16:53:46
Origin:
the other uploaded file
Keywords:
Bullish Percent P&F
Level:
semi-advanced
Flags:
indicator
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for 3rd party formulas. Description:
The first loaded file was in zipped format to combine 2 formula. I have put both into a single file and they will need to be split back into 2 files. see the first upload for instruction on use
Formula:
//=========================================================\
// 2 formula loaded in this one window, split them into 2 ]
//the first is for AA window ]
//=========================================================/
// BULLISH PERCENT INDEX
//P&F Chart based on Closing prices for Amibroker Indicator window. Produces
composite ticker ~BPI
// 05 Jan 2003
//Reverse is 3 boxes.
//Graham Kavanagh
SetBarsRequired(100000,100000);
//Size for P&F boxes to be manually entered below or can be assigend to
individual stocks on watchlist.
first=Cum(1);
period=Min(20,first);
mean = (HHV(C,period)+LLV(C,period))/2;
range = (HHV(C,period)-LLV(C,period));
Change0 = MA(abs(C-Ref(C,-1)),period);
Ratio = IIf(range<mean, Max(range/mean,0.5),IIf(range>mean,
Min(range/mean,1.1),range/mean));
Change=Change0*ratio;
box = IIf(C<=10,Max(int(change)+round(frac(Change)*10)/10,0.1),
IIf(C>10 AND C<=50,Max(int(Change)+round(frac(Change)/5*10)/10*5,0.5),
IIf(C>50 AND C<=500,Max(round(Change),1),
IIf(C>500 AND C<=1000,Max(round(Change),2),
IIf(C>1000 AND C<=2000,Max(round(Change/10)*10,5),
Max(round(Change/10)*10,10) )))));
Box=LastValue(box);
EnableScript("jscript");
<%
Close = VBArray( AFL( "Close" ) ).toArray();
PFO = new Array();
PFC = new Array();
Box = AFL("Box");
// initialize first element
j = 0;
PFC[j] = Box*Math.ceil(Close[0]/Box);
PFO[j] = PFC[j]+Box;
down = 1; // By default the first bar is a down bar.
up = 0;
swap = 0;
// perform the loop that produces PF Chart
for( i = 0; i < Close.length; i++ )
{
Reverse = 3*Box ; // reversal requirement
if( Close[i] <= PFC[j]-Box && down) //continue down
{
PFC[j] = Box*Math.ceil(Close[i]/Box);
PFO[j] = PFC[j]+Box;
}
else
{
if( Close[i] >= PFC[j] + Reverse && down) //Change direction to up
{
j++;
swap = 1;
PFC[j] = Box*Math.floor(Close[i]/Box);
PFO[j] = PFC[j] - Box;
}
}
if( Close[i] >= PFC[j] + Box && up) //Continue up
{
PFC[j] = Box*Math.floor(Close[i]/Box);
PFO[j] = PFC[j] - Box;
}
else
{
if( Close[i] <= PFC[j] - Reverse && up) //Change direction to down
{
j++;
PFC[j] = Box*Math.ceil(Close[i]/Box);
PFO[j] = PFC[j]+Box;
swap = 1;
}
}
if( swap )
{
swap = 0;
if( up )
{
up = 0;
down = 1;
}
else
{
up = 1;
down = 0;
}
}
}
delta = Close.length - j-1;
AFL.Var("PFO") = PFO;
AFL.Var("PFC") = PFC;
AFL.Var("Box") = Box;
AFL.Var("delta") = delta;
AFL.Var("Reverse") = Reverse;
%>
PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );
// High-Low range sets the height of the P&F bar
H = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,Min(PFO,PFC));
O =
IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,PFO));
// the difference between Open AND Close should be set to box size
// the sign decides if X or O are plotted
C = O + Box * IIf( PFC > PFO, 1,-1);
Bulls = IIf(H>Ref(H,-2),1,0);
Stocks = IIf(H>0,1,0);
xyz = "~BPI";
Buy=0;
AddToComposite(bulls,xyz,"C");
AddToComposite(stocks,xyz,"V");
Filter=1;
AddColumn(Bulls,"bulls",1.0);
AddColumn(Stocks ,"Stocks" ,1.0);
//====================================================================\
//Move the rest of this formula to indicator window for teh P&F chart ]
//====================================================================/
// Indicator window formula
//P&F Chart for Bullish Percent Index
// 05 Jan 2003
//Reverse is 3 boxes. Box size is 2%
//Graham Kavanagh
//Use on the composite ticker "~BPI" produced from AA scan
BullishPercentIndexScan
SetBarsRequired(100000,100000);
Box=2;
Close = C/V*100;
Filter=1;
AddColumn(Close,"close",1.0);
CF = ceil(C/Box)*box;
CR = floor(C/box)*box;
EnableScript("jscript");
<%
Close = VBArray( AFL( "Close" ) ).toArray();
CR = VBArray( AFL( "CR" ) ).toArray();
CF = VBArray( AFL( "CF" ) ).toArray();
PFO = new Array();
PFC = new Array();
Box = AFL("Box");
// initialize first element
j = 0;
PFC[j] = CF[0];
PFO[j] = CF[0]+Box;
down = 1; // By default the first bar is a down bar.
up = 0;
swap = 0;
// perform the loop that produces PF Chart
for( i = 1; i < Close.length; i++ )
{
Reverse = 3*Box ; // reversal requirement
if( Close[i] <= PFC[j]-Box && down) //continue down
{
PFC[j] = CF[i];
PFO[j] = CF[i]+Box;
}
else
{
if( Close[i] >= PFC[j] + Reverse && down) //Change direction to up
{
j++;
swap = 1;
PFC[j] = CR[i];
PFO[j] = CR[i] - Box;
}
}
if( Close[i] >= PFC[j] + Box && up) //Continue up
{
PFC[j] = CR[i];
PFO[j] = CR[i] - Box;
}
else
{
if( Close[i] <= PFC[j] - Reverse && up) //Change direction to down
{
j++;
PFC[j] = CR[i];
PFO[j] = CR[i]+Box;
swap = 1;
}
}
if( swap )
{
swap = 0;
if( up )
{
up = 0;
down = 1;
}
else
{
up = 1;
down = 0;
}
}
}
delta = Close.length - j-1;
AFL.Var("PFO") = PFO;
AFL.Var("PFC") = PFC;
AFL.Var("Box") = Box;
AFL.Var("delta") = delta;
AFL.Var("Reverse") = Reverse;
%>
PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );
// High-Low range sets the height of the P&F bar
H = IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,Min(PFO,PFC));
O =
IIf(Ref(PFC,-1)>Ref(PFO,-1),Ref(HHV(PFC,1),-1)-Box,IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+Box,PFO));
// the difference between Open AND Close should be set to box size
// the sign decides if X or O are plotted
C = O + Box * IIf( PFC > PFO, 1,-1);
GraphXSpace = 5;
Plot(C,"P&F Bullish Percent Index",IIf( PFC > PFO, 3, 4 ),64+4096+8192);
Plot(Box,"Box size",1,16+2048+4096);
Plot(Reverse/Box,"Reverse",1,styleNoLine+styleNoLabel+styleOwnScale);
Plot(H,"L ="+WriteVal(L,1.1)+", H",1,styleNoLine+styleNoLabel+styleOwnScale);
