AFL Library

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Details:

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Description:

P&F chart based on closing price.
Dates and bar numbers added for reference when the columns started and ended. Load file into IB.
Box size based on ATR of close price. Reverse = 3.

Formula:

// P&F chart based on closing price
// Date & Bar Number of start & end of columns
// Graham Kavanagh  17 Apr 2004
// Interpretation window data included
// 1:1 Line drawn when column selected with slope=boxsize
// Box size based on ATR of closing price 

Version(4.53);

SetBarsRequired(100000,100000);

range = Min(260,BarCount/2);
box = LastValue( round(ATR(range)*100)/100 );
Reverse = 3  ;      // reversal requirement

CX = round(C/box);
CF = ceil(Cx);
CR = floor(Cx);

Bar = BarIndex();
BarDate = DateNum();
BarTurn = 0;
BarEnd = 0;


// initialize first element
j = 0;
PFC[j] = CF[0];
PFO[j] = CF[0]+1;

down = 1;                  // By default the first bar is a down bar.
up = 0;

// perform the loop that produces PF Chart
for( i = 1; i < BarCount; i++ )
{
 if( CF[i] <= PFC[j]-1 && down)         //continue down
 {
  PFC[j] = CF[i];
  PFO[j] = CF[i]+1;
  BarEnd[j] = Bar[i];
 }
 else
 {
  if( CR[i] >= PFC[j] + Reverse && down)  //Change direction to up
  {
   j++;
   up = 1;
   down = 0;
   PFC[j] = CR[i];
   PFO[j] = CR[i] - 1;
   BarTurn[j] = Bar[i];
   BarEnd[j] = Bar[i];
  }
 }
 if( CR[i] >= PFC[j] + 1 && up)         //Continue up
 {
  PFC[j] = CR[i];
  PFO[j] = CR[i] - 1;
  BarEnd[j] = Bar[i];
 }
 else
 {
  if( CF[i] <= PFC[j] - Reverse && up)   //Change direction to down
  {
   j++;
   up = 0;
   down = 1;
   PFC[j] = CR[i];
   PFO[j] = CR[i]+1;
   BarTurn[j] = Bar[i];
   BarEnd[j] = Bar[i];
  }
 }
}

delta = BarCount-1 - j;

BarTurns = Ref( BarTurn, -delta);
BarEnds = Ref( BarEnd, -delta);

PFO = Ref( PFO, -delta );
PFC = Ref( PFC, -delta );
H = IIf( Ref(PFC,-1)>Ref(PFO,-1), Ref(HHV(PFC,1),-1)-1, Max(PFO,PFC) )*box +
box/2;
L = IIf( Ref(PFC,-1)<Ref(PFO,-1), Ref(LLV(PFC,1),-1)+1, Min(PFO,PFC) )*box -
box/2;
O = IIf( Ref(PFC,-1)>Ref(PFO,-1), Ref(HHV(PFC,1),-1)-1, IIf(
Ref(PFc,-1)<Ref(PFO,-1), Ref(LLV(PFC,1),-1)+1, PFO ) )*box;

// the difference between Open AND Close is set to box size
// the sign decides if X or O are plotted
C = O + box * IIf( PFC > PFO, 1, -1 );

top = H - box/2;
bot = L + box/2;


GraphXSpace = 5;

_N( 
Title = Name() + " " + Date() + ": PF System, H: $" + Top + ", L: $" + Bot + ",
Box $" + Box + " Reversal " + Reverse + "\n" + "NewCol bar " + BarTurns + " date
" + WriteVal(
ValueWhen(BarIndex()==SelectedValue(BarTurns),DateTime()),formatDateTime)  + "
ColEnd bar " + BarEnds + " date " + WriteVal(
ValueWhen(BarIndex()==SelectedValue(BarEnds),DateTime()),formatDateTime) 
  );

Plot(C, "P&F Close", IIf( PFC > PFO, colorBlue, colorRed ), styleCandle +
stylePointAndFigure);


LineUp = LineArray( SelectedValue(BarIndex()), SelectedValue(L),
SelectedValue(BarIndex())+1, SelectedValue(L)+box, 1, 0 );
Linedown = LineArray( SelectedValue(BarIndex()), SelectedValue(H),
SelectedValue(BarIndex())+1, SelectedValue(H)-box, 1, 0 );
Plot(IIf(SelectedValue(PFC<PFO),Lineup,Null), "Line", colorGreen, styleLine +
styleNoLabel + styleNoRescale);
Plot(IIf(SelectedValue(PFC>PFO),Linedown,Null), "Line", colorBrown, styleLine +
styleNoLabel + styleNoRescale);

//--Indicator-End-- 
Name() +", "+FullName();
"";
"Direction  = " + WriteIf(pfc>pfo,"Up","Down");
"Move Today = " + WriteIf(BarIndex()==SelectedValue(BarEnds),"Yes" +
WriteIf(BarIndex()==SelectedValue(BarTurns),", New Column", ",
Continuation"),"No");
"";
"Column Start \n   BarIndex() = " + BarTurns + "\n   Date() = " + WriteVal(
ValueWhen(BarIndex()==SelectedValue(BarTurns), DateTime()), formatDateTime) ;
"Column End \n   BarIndex() = " + BarEnds + "\n   Date() = " + WriteVal(
ValueWhen(BarIndex()==SelectedValue(BarEnds),DateTime()),formatDateTime)   ;

Comments: