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Details:

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Description:

This is a diveregence indeicator for the CCI(20)...I did not write this excellent program and take no credit for it. I just modified the params a bit to work with the cci. Thank you to the author for the excellent work!

Formula:

/*
  FileName: Mod - Osc-Price Divergence31
  October 25, 2005
  Version 1.0
  ====================================
  Use with MACD or Stochastics
  program detects and plots trendlines on oscillators
  generates price divergence data
  ====================================
  Program is built as an include module
  Program does not return anything. It plots the divergence area.
  The global variables below are available to controlling code
  ===============================================================
  - Modify divergence detection to account for continuation cases properly
  - Currently case #18 useed for continuation
*/

// Parameters needed to be defined before calling this module

 Issue   = CCI(20);
 Middle  = 0;

//Middle: MACD=0, Stoc=50, RSI=50

Div_Version = 32;
Pattern =  Diverge = "";

//Parameters
Trendlines     = Param("Trendlines",3,0,3,1);
TradeON        = Param("TradeON",1,0,1,1);
Diag_Trace     = Param("Diag_Trace",0,0,1,1);
Alerts         = Param("Alerts",0,0,1,1);

function ParameterSetup(Osc_Issue)
{
//Variables are defined here if they are assigned values in more than one
location
global Pattern, Diverge, PlotDiverge;
global PlotOver1, PLotOver2, Line1, Line2;
global Backtest, explore;
global Sel_BarIndex, Sel_Osc_Issue;


pattern        = "";
diverge        = "";
PlotDiverge    = 0;

Plotover1 = Plotover2 = Line1 = Line2 = 0;

Backtest       = Status("action") == 5;
Explore        = Status("action") == 4;

Sel_OscIssue        =
IIf(TradeON==1,LastValue(Osc_Issue),SelectedValue(Osc_Issue));
Sel_BarIndex        =
IIf(TradeON==1,LastValue(BarIndex()),SelectedValue(BarIndex()));


// verify this segment
if (Backtest ==1)
{
TradeON = 0;
Sel_OscIssue = Osc_Issue;
Sel_BarIndex = BarIndex();

}


} // end ParameterSetup





//
******************************************************************************************
//
//                                        Functions
//
//Determine Peaks  - Bearish Reversal
function DetectLastHigh(Osc_Issue)
{
global LastHigh, LastHighBars, TurnDn_OK, Sel_TurnDn_OK;

TurnDn_OK       = False;
Sel_TurnDn_OK   = False;
Def_Peak1       = 0;
Def_Peak2       = 0;
LastHigh        = 0;
LastHighBars    = 0;

Def_Peak1       = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) >
Ref(Osc_Issue,-2) AND Osc_Issue < Ref(Osc_Issue,-2);
Def_Peak2       = Osc_Issue < Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) <
Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) > Ref(Osc_Issue,-3) 
					 AND Osc_Issue < Ref(Osc_Issue,-3);						
TurnDn_OK       = Def_Peak1 OR Def_Peak2;
Sel_TurnDn_OK   =
IIf(TradeON==1,LastValue(TurnDn_OK),SelectedValue(TurnDn_OK));


HighBar1        = IIf(Def_Peak1==1,1,0);
HighBar2        = IIf(Def_Peak2==1,1,0);
HighBar         = IIf(HighBar1==1,3,4);

LastHigh        = HHV(Osc_Issue,HighBar);
LastHighBars    = HHVBars(Osc_issue,HighBar);


_TRACE("Sel_TurnDn_OK "  + WriteVal(Sel_TurnDn_OK));

if (Diag_Trace==1)
{
_TRACE("Detect LastHigh - " + WriteVal(LastHigh,1.2) + " Def Peak1 " +
WriteVal(Def_Peak1,1.0)
				+ " Def Peak2 " + WriteVal(Def_Peak2,1.0) + "  TurnDn " +
WriteVal(TurnDn_OK,1.0));
_TRACE("Detect LastHigh - Osc " + WriteVal(Osc_Issue,1.2) +  "   Ref Osc -2 " +
WriteVal(Ref(Osc_Issue,-2))
				+ "   Ref Osc -3 " + WriteVal(Ref(Osc_Issue,-3)));
}
return  Sel_TurnDn_OK;
} // end DetectLastHigh



function DetectBearishReversal(Osc_Issue,Middle)
{
global SDiv_Code, BT_SDiv_Code, Bear_Diverge;

SDiv_Code = BT_SDiv_Code = Bear_Diverge = 0;

Sel_TurnDn_OK   = DetectLastHigh(Osc_Issue);
_TRACE("Bear Reversal - Enter Bear Diverge");

if (Sel_TurnDn_OK ==1 OR Backtest==1)
{
//Find Current Peak
FirstBar_CurrGroup   = BarsSince(Cross(Osc_Issue,Middle))+1;
CurrPeak             = HHV(Osc_Issue,FirstBar_Currgroup);
CurrPeakBars         = HHVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrPeak         =
IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
_TRACE("Bear Reversal 02-0 - CPeak " + WriteVal(Sel_CurrPeak,1.2));

//Determine Prior Peak
//Distances computed relative to selected bar
i=0;
_TRACE("Bear Reversal 00 - start of loop  ------- ");
do
{
i++;
LastBar_PriorGroup       =
Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i);
FirstBar_PriorGroup      =
Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i+1);

Sel_LastBar_PG           =
IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG          =
IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));

//Lines below need the selected variable to function correctly
Peak_PriorGroup          = Ref(HHV(Osc_Issue,Sel_FirstBar_PG -
Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
PeakBars_PriorGroup      = Ref(HHVBars(Osc_Issue,Sel_FirstBar_PG -
Sel_LastBar_PG+1),-Sel_LastBar_PG+1);

Sel_LastBar_PriorGroup   =
IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_PeakBars_PriorGroup  =
IIf(TradeON==1,LastValue(PeakBars_PriorGroup),SelectedValue(PeakBars_PriorGroup));
Sel_Peak_PriorGroup      =
IIf(TradeON==1,LastValue(Peak_PriorGroup),SelectedValue(Peak_PriorGroup));

Final_Bars               = Sel_PeakBars_PriorGroup + Sel_LastBar_PriorGroup;


// Diagnostic
_TRACE("Bear Reversal - loop 01  - i= " + WriteVal(i,1.0) + " FB_PrGr " +
WriteVal(Sel_FirstBar_PG,1.0) + "  LB_PrGr " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bear Reversal - loop 02 - CPeak " + WriteVal(Sel_CurrPeak,1.2));
_TRACE("Bear Reversal - loop 03 - Pk_PG " + WriteVal(Sel_Peak_PriorGroup,1.2) +
" Pk_PGBars "  + WriteVal(Sel_PeakBars_PriorGroup,1.0) + " F Bars " +
WriteVal(Final_Bars));
_TRACE("Bear Reversal - loop 04 - While1= " +
WriteVal((SelectedValue(Peak_PriorGroup)-Middle),1.2) + "  Compare= " +
WriteVal(((SelectedValue(CurrPeak)-Middle) / 3),1.2));

} while (((Sel_Peak_PriorGroup-Middle) < (Sel_CurrPeak-Middle) / 3) AND i<10);


_TRACE("Bear Reversal 05 - end of loop  ------- ");


PriorPeak            = Peak_PriorGroup;
PriorPeakBars        = Final_Bars;

Sel_LastHigh       =
IIf(TradeON==1,LastValue(LastHigh),SelectedValue(LastHigh));
Sel_CurrPeak       =
IIf(TradeON==1,LastValue(CurrPeak),SelectedValue(CurrPeak));
Sel_PriorPeak      =
IIf(TradeON==1,LastValue(PriorPeak),SelectedValue(PriorPeak));
Sel_LastHighBars   =
IIf(TradeON==1,LastValue(LastHighBars),SelectedValue(LastHighBars));
Sel_CurrPeakBars   =
IIf(TradeON==1,LastValue(CurrPeakBars),SelectedValue(CurrPeakBars));
Sel_PriorPeakBars  =
IIf(TradeON==1,LastValue(PriorPeakBars),SelectedValue(PriorPeakBars));

//Needed for Backtest Arrays
SR1    = CurrPeak > PriorPeak AND LastHigh == CurrPeak;                        
//Curr Peak Higher - Divergence not possible
SR2    = CurrPeak < PriorPeak AND LastHigh == CurrPeak;                        
//Curr Peak Lower
SR3    = Osc_Issue > Middle AND CurrPeak > PriorPeak AND LastHigh < CurrPeak;  
//Curr Peak Higher - Last High Lower
SR4    = Osc_Issue > Middle AND CurrPeak < PriorPeak AND LastHigh < CurrPeak;  
//Curr Peak Lower  - Best
SR5    = LastHigh  < Middle   AND LastHigh < CurrPeak AND SR4==0 AND SR3==0;   
//Continuation signal with Osc_Issue < Middle


//Needed for display
Sel_SR1    = IIf(TradeON==1,LastValue(SR1),SelectedValue(SR1));
Sel_SR2    = IIf(TradeON==1,LastValue(SR2),SelectedValue(SR2));
Sel_SR3    = IIf(TradeON==1,LastValue(SR3),SelectedValue(SR3));
Sel_SR4    = IIf(TradeON==1,LastValue(SR4),SelectedValue(SR4));
Sel_SR5    = IIf(TradeON==1,LastValue(SR5),SelectedValue(SR5));


//Determine Price Divergence
if (Sel_SR1==1)
{
Bear_Diverge = 0;
SDiv_Code    = 11;
Diverge      = "";
Pattern      = "Higher High";
}

if (Sel_SR2==1)
{
Curr_HighPrice     = HHV(High,5);
Prior_PeakPrice    = Ref(HHV(High,6),-(Sel_PriorPeakBars-3));
Sel_CHighPrice     =
IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_PPeakPrice     =
IIf(TradeON==1,LastValue(Prior_PeakPrice),SelectedValue(Prior_PeakPrice));
Sel_Bear_Diverge   = Sel_CHighPrice >= Sel_PPeakPrice;

if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 13;
Diverge      = "Bearish";
Pattern      = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code    = 12;
Diverge      = "";
Pattern      = "Lower High";
}
}


if (Sel_SR3==1)
{
_TRACE("Bear Reversal - SR3 - True");
Curr_HighPrice   = HHV(High,5);
Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice   =
IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice   =
IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;


if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 15;
Diverge      = "Bearish";
Pattern      = "Higher High";
}
else
{

Bear_Diverge = 0;
SDiv_Code    = 14;
Diverge      = "";
Pattern      = "Higher High";
}
}

if (Sel_SR4==1)
{
_TRACE("Bear Reversal - SR4 - True");
Curr_HighPrice   = HHV(High,5);
Curr_PeakPrice   = Ref(HHV(High,6),-(Sel_CurrPeakBars-3));
Sel_CHighPrice   =
IIf(TradeON==1,LastValue(Curr_HighPrice),SelectedValue(Curr_HighPrice));
Sel_CPeakPrice   =
IIf(TradeON==1,LastValue(Curr_PeakPrice),SelectedValue(Curr_PeakPrice));
Sel_Bear_Diverge = Sel_CHighPrice >= Sel_CPeakPrice;

if (Sel_Bear_Diverge==1)
{
Bear_Diverge = 1;
SDiv_Code    = 17;
Diverge      = "Bearish";
Pattern      = "Lower High";
}
else
{
Bear_Diverge = 0;
SDiv_Code    = 16;
Diverge      = "";
Pattern      = "Lower High";
}
}  // end  Sel_Bear_Diverge




if (Sel_SR5==1)
{
Bear_Diverge = 0;
SDiv_Code    = 18;
Diverge      = "";
Pattern      = "Continuation";
}


BT_SDiv_Code = IIf(SR1==1,11,
               IIf(SR2==1 AND Bear_Diverge==0,12,IIf(SR2==1 AND
Bear_Diverge==1,13,
               IIf(SR3==1 AND Bear_Diverge==0,14,IIf(SR3==1 AND
Bear_Diverge==1,15,
               IIf(SR4==1 AND Bear_Diverge==0,16,IIf(SR4==1 AND
Bear_Diverge==1,17,
               IIf(SR5==1 AND SR4==0 AND SR3==0,18,0))))))));

if (Diag_trace)
{
_TRACE("Bear Reversal #00 - Div_Code " + WriteVal(SDiv_Code,1.0) + " --  SR1 "
+ WriteVal(Sel_SR1,1.0)
             + " SR2 " + WriteVal(Sel_SR2,1.0) + " SR3 " +
WriteVal(Sel_SR3,1.0) + " SR4 " + WriteVal(Sel_SR4,1.0));
_TRACE("Bear Reversal #00 - LastHigh " +  WriteVal(Sel_LastHigh,1.2) + "
CurrPeak " +  WriteVal(Sel_CurrPeak,1.2)
                        + " PriorPeak " +  WriteVal(Sel_PriorPeak,1.2) );
}

if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrPeak;
y11=Sel_LastHigh; 
x10=BarCount - 1 - Sel_CurrPeakBars - (LastValue(BarIndex()) - Sel_BarIndex);
x11=BarCount - 1 - Sel_LastHighBars - (LastValue(BarIndex()) - Sel_BarIndex);
Line1  = LineArray( x10, y10, x11, y11, 0 );

y20=Sel_PriorPeak;
y21=Sel_CurrPeak;
x20=BarCount - 1 - SelectedValue(Final_Bars)  - (LastValue(BarIndex())-
Sel_BarIndex);
//x20=BarCount - 1 - Sel_PriorPeakBars  - (LastValue(BarIndex())-
Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrPeakBars   - (LastValue(BarIndex())- Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );

//Compute area to paint, based on MACD / Stochastic
if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
			    	BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MaxValue,0);
PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <=
Sel_BarIndex,Area_MaxValue,0);


if (SelectedValue(SDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND
Diverge=="Bearish",10,0);
}

if (SelectedValue(SDiv_Code)==13 OR SelectedValue(SDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND
Diverge=="Bearish",10,0);
}

}
else
{
Area_MinValue = Max(y10,y20);
PlotOver2 = IIf(BarIndex()  >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
			    	BarIndex() <= Sel_BarIndex  - (x11-x10),Area_MinValue,0);
PlotOver1 = IIf(BarIndex()  >= Sel_BarIndex  - (x11-x10) -1 AND BarIndex() <=
Sel_BarIndex,Area_MinValue,0);
}

} // end if backtest


if (Diag_Trace==1)
{
_TRACE("Bear Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bear Reversal #1 - Sel_TurnDn_OK " + WriteVal(Sel_TurnDn_OK,1.0));
_TRACE("Bear Reversal #2 - CurrPeak " + WriteVal(Sel_CurrPeak,1.2) + "  CPBars
" + WriteVal(Sel_CurrPeakBars,1.0)
                        + "  DivCode  " + WriteVal(SDiv_Code,1.0));
_TRACE("Bear Reversal #3 - LB_PGroup " + WriteVal(Sel_LastBar_PG,1.0) + " 
FB_PGroup " + WriteVal(Sel_FirstBar_PG,1.0));
_TRACE("Bear Reversal #4 - Pk_PGroup " + WriteVal(PriorPeak,1.2) + "  PB_PG " +
WriteVal(PriorPeakBars,1.0));
_TRACE("Bear Reversal #5 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" +
WriteVal(y10,1.2)
                       + "   x11=" + WriteVal(x11,1.0) + " y11=" +
WriteVal(y11,1.2));
_TRACE("Bear Reversal $6 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" +
WriteVal(y20,1.2)
                       + "   x21=" + WriteVal(x21,1.0) + " y21=" +
WriteVal(y21,1.2));
_TRACE("Bear Reversal - end ================================================
");

} // end  Diag_Trace
} // end  Sel_TurnDn_OK
//  Add code for troughs


else
{
SDiv_Code    = 10;
}
return Sel_TurnDn_OK;
} //end DetectBearishReversal



//Determine Troughs
function DetectLastLow(Osc_Issue)
{
global LastLow, LastLowBars, TurnUp_OK, Sel_TurnUp_OK;

TurnUp_OK      = False;
Sel_TurnUp_OK  = False;
LastLow        = 0;
LastLowBars    = 0;
Def_Trough1    = 0;
Def_Trough2    = 0;

Def_Trough1    = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) <
Ref(Osc_Issue,-2) AND Osc_Issue > Ref(Osc_Issue,-2);
Def_Trough2    = Osc_Issue > Ref(Osc_Issue,-1) AND Ref(Osc_Issue,-1) >
Ref(Osc_Issue,-2) AND Ref(Osc_Issue,-2) < Ref(Osc_Issue,-3)
					  AND Osc_Issue > Ref(Osc_Issue,-3);

TurnUp_OK      = Def_Trough1 OR Def_Trough2;
Sel_TurnUp_OK  =
IIf(TradeON==1,LastValue(TurnUp_OK),SelectedValue(TurnUp_OK));


LowBar1        = IIf(Def_Trough1==1,1,0);
LowBar2        = IIf(Def_Trough2==1,1,0);
LowBar         = IIf(LowBar1==1,3,4);

LastLow        = LLV(Osc_Issue,LowBar);
LastLowBars    = LLVBars(Osc_issue,LowBar);

_TRACE("Bull - LB1 " + WriteVal(LowBar1,1.0) + "  LB2 " + WriteVal(LowBar2,1.0)
+  "  LB " + WriteVal(LowBar,1.0));

   

if (Diag_Trace==1)
{
_TRACE("DetectLastLow - LastLow " + WriteVal(LastLow,1.2) + " Def Trough1 " +
WriteVal(Def_Trough1,1.0)
				+ " Def Trough2 " + WriteVal(Def_Trough2,1.0) + "  TUp " +
WriteVal(TurnUp_OK,1.0));
_TRACE("DetectLastLow - LastLow - Osc " + WriteVal(Osc_Issue,1.2) +  "  Osc -1
" + WriteVal(Ref(Osc_Issue,-1),1.2)
              + "   Ref Osc -2 " + WriteVal(Ref(Osc_Issue,-2)) + "   Ref Osc -3
" + WriteVal(Ref(Osc_Issue,-3)));
}
_TRACE("Bear Code - end of Bear function " + WriteVal(SDiv_Code,1.0));
return   Sel_TurnUp_OK;
}





function DetectBullishReversal(Osc_Issue,Middle)
{
global  LDiv_Code, BT_LDiv_Code, BT_Code, Bull_Diverge;




LDiv_Code = BT_LDiv_Code = 0;
Bull_Diverge = 0;


_TRACE("Program Flow - Enter Detect Bullish Reversal - Bar Index " +
WriteVal(BarIndex(),1.0) +
               "  Last Bar  " + WriteVal(LastValue(BarIndex()),1.0));

//Determine Trough for current period
Sel_TurnUp_OK  = DetectLastLow(Osc_Issue);
_TRACE("Bull Code - Bull function Start " + Name() + "  TurnUp " +
WriteVal(sel_TurnUp_OK,1.0)+ "  Code= " + WriteVal(LDiv_Code,1.0));


if (Sel_TurnUp_OK ==1 OR Backtest==1)        // or 1==1 may be needed
{
FirstBar_CurrGroup    = BarsSince(Cross(Middle,Osc_Issue))+1;
CurrTrough            = LLV(Osc_Issue,FirstBar_Currgroup);
CurrTroughBars        = LLVBars(Osc_Issue,FirstBar_Currgroup)+0;
Sel_CurrTrough        =
IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));



//Distances computed relative to selected bar
i=0;
_TRACE("Bull Reversal 00 - start of loop  ------ ");
do
{
i++;
LastBar_PriorGroup         =
Sel_BarIndex-ValueWhen(Cross(Osc_Issue,Middle),BarIndex(),i);
FirstBar_PriorGroup        =
Sel_BarIndex-ValueWhen(Cross(Middle,Osc_Issue),BarIndex(),i+1);

Sel_LastBar_PG             =
IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_FirstBar_PG            =
IIf(TradeON==1,LastValue(FirstBar_PriorGroup),SelectedValue(FirstBar_PriorGroup));

//Find Trough using scalars - This may interfere with Backtest operation, but
needed
Trough_PriorGroup          = Ref(LLV(Osc_Issue,Sel_FirstBar_PG -
Sel_LastBar_PG+1),-Sel_LastBar_PG+1);
TroughBars_PriorGroup      = Ref(LLVBars(Osc_Issue,Sel_FirstBar_PG -
Sel_LastBar_PG+1),-Sel_LastBar_PG+1);

Sel_LastBar_PriorGroup     =
IIf(TradeON==1,LastValue(TroughBars_PriorGroup),SelectedValue(TroughBars_PriorGroup));
Sel_TroughBars_PriorGroup  =
IIf(TradeON==1,LastValue(LastBar_PriorGroup),SelectedValue(LastBar_PriorGroup));
Sel_Trough_PriorGroup      =
IIf(TradeON==1,LastValue(Trough_PriorGroup),SelectedValue(Trough_PriorGroup));

Final_Bars                 = Sel_TroughBars_PriorGroup + Sel_LastBar_PriorGroup
- 1;

if (Diag_Trace)
{
_TRACE("Bull Reversal - loop 01 - i= " + WriteVal(i,1.0) + " FB_PrGr " +
WriteVal(FirstBar_PriorGroup,1.0)
             + " / " + WriteVal(Sel_FirstBar_PG,1.0) + "  LB_PrGr " +
WriteVal(LastBar_PriorGroup,1.0)
             + " / " + WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 02 - Sel_FB_PrGr  " +
WriteVal(Sel_FirstBar_PG,1.0) + "   Sel_LB_PrGr " +
WriteVal(Sel_LastBar_PG,1.0));
_TRACE("Bull Reversal - loop 03 - Tr_PG " + WriteVal(Trough_PriorGroup,1.2) + "
Tr_PGBars "  + WriteVal(TroughBars_PriorGroup,1.0) + " F Bars " +
WriteVal(Final_Bars,1.0));
_TRACE("Bull Reversal - loop 04 - While1= " + WriteVal((Middle -
SelectedValue(Trough_PriorGroup)),1.2) + "  Compare= " + WriteVal(((Middle -
SelectedValue(CurrTrough)) / 3),1.2));
}

} while (((Middle - Sel_Trough_PriorGroup) < (Middle - Sel_CurrTrough) / 3) AND
i<10);


PriorTrough          = Trough_PriorGroup;
PriorTroughBars      = Final_Bars;


//Put Divergence codes into Array
//Compute results for display
Sel_LastLow          =
IIf(TradeON==1,LastValue(LastLow),SelectedValue(LastLow));
Sel_CurrTrough       =
IIf(TradeON==1,LastValue(CurrTrough),SelectedValue(CurrTrough));
Sel_PriorTrough      =
IIf(TradeON==1,LastValue(PriorTrough),SelectedValue(PriorTrough));
Sel_LastLowBars      =
IIf(TradeON==1,LastValue(LastLowBars),SelectedValue(LastLowBars));
Sel_CurrTroughBars   =
IIf(TradeON==1,LastValue(CurrTroughBars),SelectedValue(CurrTroughBars));
Sel_PriorTroughBars  =
IIf(TradeON==1,LastValue(PriorTroughBars),SelectedValue(PriorTroughBars));



//Needed for Backtest Arrays
LR1    = CurrTrough < PriorTrough AND LastLow == CurrTrough;
LR2    = CurrTrough > PriorTrough AND LastLow == CurrTrough;
LR3    = Osc_Issue  < Middle AND CurrTrough < PriorTrough AND LastLow >
CurrTrough;
LR4    = Osc_Issue  < Middle AND CurrTrough > PriorTrough AND LastLow >
CurrTrough;
LR5    = LastLow    > Middle AND LastLow > CurrTrough AND LR3==0 AND LR4==0;



//Needed for display
Sel_LR1    = IIf(TradeON==1,LastValue(LR1),SelectedValue(LR1));
Sel_LR2    = IIf(TradeON==1,LastValue(LR2),SelectedValue(LR2));
Sel_LR3    = IIf(TradeON==1,LastValue(LR3),SelectedValue(LR3));
Sel_LR4    = IIf(TradeON==1,LastValue(LR4),SelectedValue(LR4));
Sel_LR5    = IIf(TradeON==1,LastValue(LR5),SelectedValue(LR5));


//Determine Price Divergence
if (Sel_LR1==1)
{
Bull_Diverge = 0;
LDiv_Code    = 11;
Diverge      = "";
Pattern      = "Lower Low";
}

if (Sel_LR2==1)
{
Curr_LowPrice     = LLV(Low,5);
Prior_LowPrice    = Ref(LLV(Low,6),-(Sel_PriorTroughBars-3));
Sel_CLowPrice     =
IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_PLowPrice     =
IIf(TradeON==1,LastValue(Prior_LowPrice),SelectedValue(Prior_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_PLowPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 13;
Diverge      = "Bullish";
Pattern      = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 12;
Diverge      = "";
Pattern      = "Higher Low";
}
}

if (Sel_LR3==1)
{
Curr_LowPrice     = LLV(Low,5);
CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice     =
IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice  =
IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 15;
Diverge      = "Bullish";
Pattern      = "Lower Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 14;
Diverge      = "";
}
}


if (Sel_LR4==1)
{
Curr_LowPrice     = LLV(Low,5);
CT_LowPrice       = Ref(LLV(Low,6),-(Sel_CurrTroughBars-3));
Sel_CLowPrice     =
IIf(TradeON==1,LastValue(Curr_LowPrice),SelectedValue(Curr_LowPrice));
Sel_CTroughPrice  =
IIf(TradeON==1,LastValue(CT_LowPrice),SelectedValue(CT_LowPrice));
Sel_Bull_Diverge  = Sel_CLowPrice <= Sel_CTroughPrice;

if (Sel_Bull_Diverge==1)
{
Bull_Diverge = 1;
LDiv_Code    = 17;
Diverge      = "Bullish";
Pattern      = "Higher Low";
}
else
{
Bull_Diverge = 0;
LDiv_Code    = 16;
Diverge      = "";
Pattern      = "Higher Low";
}
}


if (Sel_LR5==1)
{
Bull_Diverge = 0;
LDiv_Code    = 18;
Diverge      = "";
}

BT_LDiv_Code = IIf(LR1==1,11,
               IIf(LR2==1 AND Bull_Diverge==0,12,IIf(LR2==1 AND
Bull_Diverge==1,13,
               IIf(LR3==1 AND Bull_Diverge==0,14,IIf(LR3==1 AND
Bull_Diverge==1,15,
               IIf(LR4==1 AND Bull_Diverge==0,16,IIf(LR4==1 AND
Bull_Diverge==1,17,
               IIf(LR5==1 AND LR4==0 AND LR3==0,18,0))))))));


if (Diag_trace)
{
_TRACE("Bull Reversal #00A - BT_Div_Code " + WriteVal(BT_LDiv_Code,1.0));

_TRACE("Bull Reversal #00B - Div_Code " + WriteVal(LDiv_Code,1.0) + " --  LR1 "
+ WriteVal(LR1,1.0)
             + " LR2 " + WriteVal(LR2,1.0) + " LR3 " + WriteVal(LR3,1.0) + "
LR4 " + WriteVal(LR4,1.0));
_TRACE("Bull Reversal #00C - LastLow " +  WriteVal(Sel_LastLow,1.2) + "
CurrTrough " +  WriteVal(Sel_CurrTrough,1.2)
                        + " PriorTrough " +  WriteVal(Sel_PriorTrough,1.2) );
}

if (Backtest == 0)
{
//Assign Values to coordinates
y10=Sel_CurrTrough;
y11=Sel_LastLow;
x10=BarCount - 1 - Sel_CurrTroughBars - (LastValue(BarIndex()) -
Sel_BarIndex);
x11=BarCount - 1 - Sel_LastLowBars    - (LastValue(BarIndex()) -
Sel_BarIndex);
Line1  = LineArray( x10,y10,x11,y11, 0 );

y20=Sel_PriorTrough;
y21=Sel_CurrTrough;
x20=BarCount - 1 - SelectedValue(Final_Bars) - (LastValue(BarIndex())-
Sel_BarIndex);
x21=BarCount - 1 - Sel_CurrTroughBars        - (LastValue(BarIndex())-
Sel_BarIndex);
Line2 = LineArray( x20, y20, x21, y21, 0 );
//


//Find min value of oscillator in area of interest
Area_MinValue = 0;
Area_MaxValue = 0;

if (Middle==50)
{
Area_MaxValue = 100;
PlotOver2   = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10)-1 AND
			    	BarIndex() <= Sel_BarIndex - (x11-x10),Area_MaxValue,0);
PlotOver1   = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
				BarIndex() <= Sel_BarIndex,Area_MaxValue,0);

if (SelectedValue(LDiv_Code)==15)
{
//Limit the blue bar for divergence to 2nd half of area for code 15
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND
Diverge=="Bullish",10,0);
}

if (SelectedValue(LDiv_Code)==13 OR SelectedValue(LDiv_Code)==17)
{
PlotDiverge = IIf(BarIndex() >= Sel_BarIndex - (x21-x20)-(x11-x10) -1
                        AND BarIndex() <= Sel_BarIndex AND
Diverge=="Bullish",10,0);
}


}
else
{
Area_MinValue = Min(y10,y20);
PlotOver2 = IIf(BarIndex() >= Sel_BarIndex  - (x21-x20)-(x11-x10) -1 AND
			    	BarIndex() <= Sel_BarIndex - (x11-x10) -2,Area_MinValue,0);
PlotOver1 = IIf(BarIndex() >= Sel_BarIndex - (x11-x10) -1 AND
				BarIndex() <= Sel_BarIndex,Area_MinValue,0);
}

_TRACE("Plot - Bull  #00C - PlotDiverge " + WriteVal(PlotDiverge,1.0));

} // end if backtest


if (Diag_Trace==1)
{
_TRACE("Bull Reversal #0 - Backtest " + WriteVal(Backtest,1.0));
_TRACE("Bull Reversal #1 - DivCode: " + WriteVal(LDiv_Code,1.0) + " LB DivCode
" + WriteVal(LDiv_Code[BarCount-1],1.0));
_TRACE("Bull Reversal #2  - Last Low  " + WriteVal(LastLow,1.2));
_TRACE("Bull Reversal #3 - Area_MinValue " + WriteVal(Area_MinValue,1.2));
_TRACE("Bull Reversal #4 - CurrTrough " + WriteVal(Sel_CurrTrough,1.2) + " 
LastLow " + WriteVal(Sel_LastLow,1.2));
_TRACE("Bull Reversal #5 - FBar_CT " +
WriteVal(SelectedValue(FirstBar_CurrGroup),1.0) + " BCurrTrough " +
WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #6 - CurrTrough " + WriteVal(CurrTrough,1.2) + "  CTBars
" + WriteVal(CurrTroughBars,1.0));
_TRACE("Bull Reversal #7 - LB_PrGroup " + WriteVal(LastBar_PriorGroup,1.0) + " 
FB_PrGroup " + WriteVal(FirstBar_PriorGroup,1.0));
_TRACE("Bull Reversal #8 - Tr_PrGroup " + WriteVal(Trough_PriorGroup,1.2) + " 
TrB_PrG " + WriteVal(TroughBars_PriorGroup,1.0));
_TRACE("Bull Reversal #9 - PrTrough " + WriteVal(PriorTrough,1.2) + "  PrTrBars
" + WriteVal(PriorTroughBars,1.0));
_TRACE("Bull Reversal #10 - xy1: x10=" + WriteVal(x10,1.0) + " y10=" +
WriteVal(y10,1.2)
                       + "   x11=" + WriteVal(x11,1.0) + " y11=" +
WriteVal(y11,1.2));
_TRACE("Bull Reversal #11 - xy2: x20=" + WriteVal(x20,1.0) + " y20=" +
WriteVal(y20,1.2)
                       + "   x21=" + WriteVal(x21,1.0) + " y21=" +
WriteVal(y21,1.2));

_TRACE("Bull Reversal - end =========================================== ");

} // end Diag_Trace
} // end Sel_TurnUp_OK
else
{
LDiv_Code    = 10;
}
return Sel_TurnUp_OK;
} // end function BullishReversal








function PlotTrendLines(PlotOver1,PlotOver2,BullBear)
{
//Plot Trendlines
_TRACE("Plot - Enter Module ");
Line1Color   = IIf(BullBear=="Bullish",colorBlack,colorBrown);
Line2Color   = IIf(BullBear=="Bullish",colorGreen,colorYellow);
Area1Color   = IIf(BullBear=="Bullish",colorPaleGreen,colorLightYellow);
Area2Color   = IIf(BullBear=="Bullish",colorAqua,colorLightOrange);


if (Trendlines ==1 OR Trendlines ==3)
{
Plot( Line1, "Trend line", Line1Color,styleDots|styleThick|styleNoLabel);
Plot( Line2, "Trend line", Line2Color,styleDots|styleThick|styleNoLabel);
}


if (Trendlines>=2)
{
_TRACE("Plot - PlotDiverge " + WriteVal(PlotDiverge,1.0));
Plot(PlotDiverge,"",colorBlue,styleArea|styleNoLabel);
Plot(Plotover1,"",Area1color,styleArea|styleNoLabel);
Plot(Plotover2,"",Area2color,styleArea|styleNoLabel);
} // end Trendlines
_TRACE("Plot - End Module ");
} // end PlotTrendlines


//
*******************************************************************************************
//
//"Div - EndTime " + Now(2);

// START OF CONTROL SECTION
// Complete loop takes 7ms when no divergence is detected and 17 ms with
divergence

function DivergeControl(Osc_Issue,Middle)
{
Backtest = Status("action")==5;

//Declare Variable and set up parameters
ParameterSetup(Osc_Issue);

//Process Bearish Reversal and Continuation
RunStatus = Status("action");

StartTime = Now(4);
_TRACE("Timer Start - " + WriteVal(StartTime,1.0));

Sel_TurnDn_OK  = DetectBearishReversal(Osc_Issue,Middle);

_TRACE("Timer End - " + WriteVal(Now(4),1.0) + " Diff " + WriteVal((Now(4) -
StartTime),1.4));
//_TRACE("Control Section - DivCode  " + WriteVal(SDiv_Code,1.0) + "  LB
DivCode " +  WriteVal(SDiv_Code[BarCount-1],1.0));


Sel_TurnUp_OK = DetectBullishReversal(Osc_Issue,Middle);

if (Backtest == 0 AND (Sel_TurnDn_OK==1 OR Sel_TurnUp_OK==1))
{
Bull_Bear =
WriteIf(Sel_TurnDn_OK==1,"Bearish",WriteIf(Sel_TurnUp_OK==1,"Bullish",""));
PlotTrendlines(PlotOver1,PlotOver2,Bull_Bear);
}




_TRACE("Control Section - end
==============================================================");
_TRACE("Control Section - end
==============================================================");


if (Status("action")==1 AND Alerts==1)
{
_TRACE("Alert section - Bull Code " + WriteVal(LDiv_Code,1.0) + "  Bear Code "
+ WriteVal(SDiv_Code,1.0));
AlertIf(LDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Lower Low.wav","",6,12,0
);
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND
Bull_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Higher Low.wav","",5,12,0 );
AlertIf((LDiv_Code==12 OR LDiv_Code==13 OR LDiv_Code==14) AND
Bull_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bull Diverge.wav","",6,12,0 );
AlertIf(SDiv_Code==11,"Sound D:\\Amibroker\\Wav Files\\Higher
High.wav","",6,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND
Bear_Diverge==0,"Sound D:\\Amibroker\\Wav Files\\Lower High.wav","",7,12,0 );
AlertIf((SDiv_Code==12 OR SDiv_Code==13 OR SDiv_Code==14) AND
Bear_Diverge==1,"Sound D:\\Amibroker\\Wav Files\\Bear Diverge.wav","",8,12,0 );
}
return Pattern + " - " + Diverge;
}  // end DivergeControl


Plot(CCI(20),"CCI(20)",colorRed,styleLine);
divergeControl(Issue,Middle);

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