AFL Library

This is read-only version of AFL library entry. Ability to add user formulas and comment is only available from members-only area.

Details:

DISCLAIMER: Most formulas present in AFL on-line library are submitted by the users and are provided here on an "as is" and "as available" basis. AmiBroker.com makes no representations or warranties of any kind to the contents or the operation of material presented here. We do not maintain nor provide technical support for 3rd party formulas.
Description:

ZigZag filter rewrited from scratch in AFL

Formula:

_SECTION_BEGIN("Reversal");
Reversal = Param( _DEFAULT_NAME(), 01.0,0.01,20,0.01);
_SECTION_END();

ZigZArray = Avg;
ZigZArray = Null;

ValFromPro=0;
ValToPro=0;
ValRead=0;

BarFromPro=0;
BarToPro=0;
BarRead=0;

ProcessUndef = 10;
ProcessIncrease = 11;
ProcessDecrease = 12;

Process = ProcessUndef;
ValFromPro=Avg[0];
ValToPro=Avg[0];
BarFromPro=0;
BarToPro=0;
BarRead=0;

function FillLine( startbar, startval, endbar, endval )
{
	for( j = startbar; j <= endbar; j++ )
	{
		ZigZArray[ j ] = startval + (( j - startbar) * (endval-startval)/( endbar -
startbar ));
	}
}

function TrtUndef( )
{
	if ( ValRead > ( ((100 + Reversal)/100 ) * ValFromPro ) )///If rupture
Increase
	{
		Process = ProcessIncrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else
	{
		if ( ValRead < ( ((100- Reversal)/100 ) * ValFromPro ) )  // If rupture
Decrease
		{
			Process = ProcessDecrease;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
		else
		{
			Process = ProcessUndef;
		}
	}
}

function TrtIncrease( )
{
	if ( ValRead > ValToPro )  // Still Increase
	{
		Process = ProcessIncrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else   // Break Increase Process
	{
		if ( ValRead <  ( ((100- Reversal)/100 ) * ValToPro ) )   // If break
Decrease
		{
			Process = ProcessDecrease;
			ValFromPro=ValToPro;
			BarFromPro=BarToPro;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
	}
}

function TrtDecrease( )
{
	if ( ValRead < ValToPro )  // Still Decrease
	{
		Process = ProcessDecrease;
		ValToPro=ValRead;
		BarToPro=BarRead;
	}
	else  // Break Decrease Process
	{
		if ( ValRead >  ( ( (100+ Reversal)/100 ) * ValToPro ) ) // If break
Decrease
		{
   		   Process = ProcessIncrease;
			ValFromPro=ValToPro;
			BarFromPro=BarToPro;
			ValToPro=ValRead;
			BarToPro=BarRead;
		}
	}
}


for( i = 1; i < BarCount; i++ )
{
	ValRead = Avg[i];
	BarRead = i;

	if ( Process == ProcessUndef )
	{
		TrtUndef();
	}
	else
	{
		if ( Process == ProcessIncrease )
		{
			TrtIncrease();
		}
		else
		{
			TrtDecrease();
		}
	}

	if ( BarToPro == BarRead )
		FillLine( BarFromPro, ValFromPro, BarToPro, ValToPro );
	else
		FillLine( BarToPro, ValToPro, BarRead, ValRead );
}


_SECTION_BEGIN("avg");
SetChartOptions(0,chartShowArrows);
Plot( Avg, _DEFAULT_NAME(), ParamColor("Color", colorBlack ),
ParamStyle("Style", styleLine + styleDots, maskPrice ) ); 
_SECTION_END();

 _SECTION_BEGIN("ZigZArray");
Plot( ZigZArray, _DEFAULT_NAME(), ParamColor("Color", colorRed ),
ParamStyle("Style", styleLine + styleThick) ); 
_SECTION_END();

Comments: