AFL PNF Inditraders

AFL PnF Inditraders
http://www.inditraders.com/amibroker/11094-help-regarding-point-figure-afl.html
/*P&F Chart based on closing prices.

Place entire code in Indicator Builder.
Box size has been set for different price ranges to allow more equitable chart
viewing over large data ranges.
The Price ranges are set at change values (cxx) and box values (bxx) below,
and are in values of cents. (eg c1000 is $10.00 and b1000 is $0.10 ) My chart
price axis is in cents as that is where most of my stock prices reside at
lower prices.
Box sizes are set to be eg b10 is for between c5 and c10.
They can be altered here to suit your overall chart values. (eg if you deal
more in larger priced stocks, or in $ price axis)
Graham Kavanagh 01/Feb/2003
*/
SetBarsRequired(100000,100000);
//Set the Price limits for change of box values
c5 = 5;
c10 = 10;
c20 = 20;
c50 = 50;
c100 = 100;
c200 = 200;
c500 = 500;
c1000 = 1000;
c2000 = 2000;
c3000 = 3000;
c4000 = 4000;
c5000 = 5000;
//Set box values Bx for the price up to Cx
b5 = 0.1;
b10 = 0.2;
b20 = 0.25;
b50 = 0.5;
b100 = 1;
b200 = 2;
b500 = 5;
b1000 = 10;
b2000 = 20;
binfinity = 40;
//Number of boxes in each price range

nb5 = c5/b5;
nb10 = nb5 + (c10-c5)/b10;
nb20 = nb10 + (c20-c10)/b20;
nb50 = nb20 + (c50-c20)/b50;
nb100 = nb50 + (c100-c50)/b100;
nb200 = nb100 + (c200-c100)/b200;
nb500 = nb200 + (c500-c200)/b500;
nb1000 = nb500 + (c1000-c500)/b1000;
nb2000 = nb1000 + (c2000-c1000)/b2000;
nb3000 = nb2000 + (c3000 - c2000)/binfinity;
//define box values for each price zone

box = IIf(C<=c5,b5,
IIf(C>c5 AND C<=c10, b10,
IIf(C>c50 AND C<=c100, b100,
IIf(C>c100 AND C<=c200, b200,
IIf(C>c200 AND C<=c500, b500,
IIf(C>c500 AND C<=c1000, b1000,
IIf(C>c1000 AND C<=c2000, b2000,
binfinity )))))))));
//Round the Close data into box equivalents

CF = ceil(C/box)*box;
CR = floor(C/box)*box;
//Rising chart values

CRB = IIf(CR<=c5, 0 + CR/b5,
IIf(CR>c5 AND CR<=c10, nb5+(CR-c5)/b10,
nb2000+(CR-c2000)/binfinity
)))))))));
//Falling chart values
CFB = IIf(CF<=c5, 0 + CF/b5,
IIf(CF>c5 AND CF<=c10, nb5+(CF-c5)/b10,
nb2000+(CF-c2000)/binfinity
)))))))));
//Jscript to produce the P&F chart

EnableScript("jscript");
<%
Close = VBArray( AFL( "Close" ) ).toArray();

CRB = VBArray( AFL( "CRB" ) ).toArray();
CFB = VBArray( AFL( "CFB" ) ).toArray();
PFO = new Array();

PFC = new Array();
Reverse = 3 ; // reversal requirement
// initialize first element

j = 0;
PFC[j] = CFB[0];
PFO[j] = CFB[0]+1;
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++ )
{
if( CFB[i] <= PFC[j]-1 && down) //continue down

{
PFC[j] = CFB[i];
PFO[j] = CFB[i]+1;
}
else
{
if( CRB[i] >= PFC[j] + Reverse && down) //Change direction to up
{
j++;
swap = 1;
PFC[j] = CRB[i];
PFO[j] = CRB[i] - 1;
}
}
if( CRB[i] >= PFC[j] + 1 && up) //Continue up
{
PFC[j] = CRB[i];
PFO[j] = CRB[i] - 1;
}
else
{
if( CFB[i] <= PFC[j] - Reverse && up) //Change direction to down
{
j++;
PFC[j] = CRB[i];
PFO[j] = CRB[i]+1;
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("delta") = delta;
AFL.Var("Reverse") = Reverse;
AFL.Var("j") = j;
%>
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)-1,Max(PFO,PFC));
L = IIf(Ref(PFC,-1)<Ref(PFO,-1),Ref(LLV(PFC,1),-1)+1,Min(PFO,PFC));
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));
// the difference between Open AND Close should be set to box size
// the sign decides if X or O are plotted
C = O + 1 * IIf( PFC > PFO, 1,-1);
//Colours of major gridlines at box values change points. Colours for easier
chart identification
Color5 = colorYellow ;
Color10 = colorBlue;
Color20 = colorBrown;
Color50 = colorIndigo;
Color100 = colorGreen;
Color200 = colorTan;
Color500 = colorOrange;
Color1000 = colorLightBlue;
Color2000 = colorLime;
Color3000 = colorRed;
Color4000 = colorBlack;
colorgrid = colorWhite; //colours of intermediate gridlines
GraphXSpace = 5;
Title = "PF Chart box varies, H:" + WriteVal(H,1.0)+ ", L:" + WriteVal(L,1.0)
+
".... White gridlines are spaced at 20% intervals betweenmain gridlines." +
"\n" + "Y-Axis values = " +
EncodeColor(color5) + WriteVal(C5,1.0) + "c@ " + WriteVal(nb5,1.0) + ", " +
EncodeColor(color100) + "$" + WriteVal(C100/100,1.0) + "@ " +
WriteVal(nb100,1.0) + ", " +
WriteVal(nb200,1.0) + ", " +
EncodeColor(color500) + "$" + WriteVal(C500/100,1.0) +"@ " +
WriteVal(nb500,1.0) + ", " +
EncodeColor(color1000)+",$"+WriteVal(C1000/100,1.0) + "@ " +
WriteVal(nb1000,1.0) + ", " +
WriteVal(nb2000,1.0) + ", " +
WriteVal(nb3000,1.0) + ", " +
WriteVal(nb4000,1.0) +"\n"+
"Box Values (cents) = "+
EncodeColor(color5)+"below " +WriteVal(nb5,1.0) + "=" + WriteVal(b5,1.2) + ",
" +
EncodeColor(color10)+WriteVal(nb5,1.0)+"-"+WriteVal(nb10,1.0)+"="+WriteVal(b10
,1.2)+", "+
0,1.2)+", "+
0,1.2)+", "+
EncodeColor(color100)+WriteVal(nb50,1.0)+"-"+WriteVal(nb100,1.0)+"="+WriteVal(
b100,1.1)+", "+
EncodeColor(color200)+WriteVal(nb100,1.0)+"-"+WriteVal(nb200,1.0)+"="+WriteVal
(b200,1.0)+", "+
EncodeColor(color500)+WriteVal(nb200,1.0)+"-"+WriteVal(nb500,1.0)+"="+WriteVal
(b500,1.0)+", "+
EncodeColor(color1000)+WriteVal(nb500,1.0)+"-"+WriteVal(nb1000,1.0)+"="+WriteV
al(b1000,1.0)+", "+
EncodeColor(color2000)+WriteVal(nb1000,1.0)+"-"+WriteVal(nb2000,1.0)+"="+Write
Val(b2000,1.0)+", "+
EncodeColor(color3000 )+WriteVal(nb2000,1.0)+"&
above"+"="+WriteVal(binfinity,1.0);
Plot(C,"P&F Chart Close",IIf( PFC > PFO, colorBlue,

colorRed ),styleCandle+styleNoLabel+stylePointAndFigure);
PlotGrid( nb5, color5 );

PlotGrid(nb5*0.2,colorgrid);
PlotGrid(nb5+(nb10-nb5)*0.2,colorgrid);
NEXT
_SECTION_BEGIN( "Point & Figure w Values adj" );
GraphXSpace = 5;
SetChartBkColor( ParamColor( "BackGroundColor", colorBlack) );
//GraphColor = ParamColor("GarphColor",colorLightGrey);
GridColor = ParamColor( "GridColor", colorLightGrey );
Scaling = ParamList( "Scaling Method", "Traditional|Percentage|AVG True

Range" );
if ( scaling == "Traditional" )
Box = Param( "Box", 1, 0.2, 10, 0.1 );
else
if ( scaling == "Percentage" )
Box = Param( "Box ", 1, 0.2, 10, 0.1 ) / 100 * LastValue( C );
else
if ( scaling == "AVG True Range" )
Box = Param( "Box", 1, 0.3, 5, 0.1 ) * LastValue( ATR ( 20 ) );
shiftChart = 0;
shiftLastClose = 1;
shiftGrid = 7;
shiftPriceAxis = 2;
Reverse = Param( "Reverse", 3, 1, 5 );
j = 0;
PFL[0] = Box * ceil( Low[0] / Box ) + Box;
PFH[0] = Box * floor( High[0] / Box );
direction = 0;
for ( i = 1; i < BarCount; i++ )
if ( direction[j] == 0 )
if ( Low[i] <= PFL[j] - Box )
PFL[j] = Box * ceil( Low[i] / Box );
else
if ( High[i] >= PFL[j] + Reverse*Box )
j++;
direction[j] = 1;
PFH[j] = Box * floor( High[i] / Box );
PFL[j] = PFL[j - 1] + Box;
else
if ( High[i] >= PFH[j] + Box )

{
PFH[j] = Box * floor( High[i] / Box );
else
if ( Low[i] <= PFH[j] - Reverse * Box )
j++;
direction[j] = 0;
PFH[j] = PFH[j - 1] - Box;
PFL[j] = Box * ceil( Low[i] / Box );
delta = BarCount - j - 1;
direction = Ref( direction, - delta );
Hi = Ref( PFH, -delta ) + Box / 2;
Lo = Ref( PFL, -delta ) - Box / 2;
Cl = IIf( direction == 1, Hi, Lo );
Op = IIf( direction == 1, Cl - Box, Cl + Box );
Graphcolor = IIf( direction == 1, ParamColor( "X_Color",

colorBrightGreen),
ParamColor( "O_Color", colorRed ) );
PlotOHLC( Op, Hi, Lo, Cl, "", GraphColor ,
stylePointAndFigure | styleNoLabel, 0, 0 , shiftChart );
PlotOHLC( Op, Hi, Lo, Cl, "", GraphColor , stylePointAndFigure |

styleNoLabel, 0, 0 , shiftChart );
Last = Ref( LastValue( C ), -( BarCount - 1 ) );
Plot( Last, "", colorRed, styleNoLine | styleDots, 0 , 0,

shiftLastClose );
// selected value
Value = IIf( direction > 0, SelectedValue( Hi ) - box / 2,

SelectedValue( Lo ) + box / 2 );
//-----------------------------------------------------------------------
// GRID CONSTRUCTION
//----------------------------------------------------------------------
PlotGridLines = ParamToggle( "PlotdGrid", "Yes! |No", 1 ) ;
if ( PlotGridLines )
begin = SelectedValue( BarIndex() );
end = LastValue( BarIndex() );
period = end - begin + 1;
if ( begin < end )
ScreenHigh = LastValue( HHV( cl, period ) );
ScreenLow = LastValue( LLV( Cl, period ) );
top = LineArray( begin - shiftGrid, screenHigh, end, screenhigh, 0 , 1);
Bot = LineArray( begin - shiftGrid, screenlow, end, screenLow, 0, 1 );
Plot( top, "", gridColor, styleLine | styleNoLabel , 0, 0, shiftGrid );
//Plot( bot, "", gridColor,styleLine|styleNoLabel, 0 , 0 , shiftGrid);
VerticalGrid = IIf ( BarIndex() >= begin, IIf( direction == 1,screenHigh,

screenLow ), Null );
Plot ( VerticalGrid, "", gridColor, styleStaircase | styleNoLabel, 0, 0, 1

);
format = 8.2;
for ( n = LastValue( bot ); n < LastValue( top ) - 0.5*box; n = n + box );
Plot( bot , "", gridColor, styleLine | styleNoLabel, 0, 0 , shiftGrid );
text = NumToStr( LastValue( bot ) + 0.5 * box, format );
xposition = BarCount + shiftPriceaxis;
yPosition = LastValue( bot ) + 0.27 * box;
PlotText( text, xPosition , yPosition, colorBlue );
bot = bot + box;
Graphcolor = IIf( direction == 1, ParamColor( "X_Color", colorBrightGreen

),
ParamColor( "O_Color", colorRed ) );
PlotOHLC( Op, Hi, Lo, Cl, "", GraphColor ,
stylePointAndFigure | styleNoLabel, 0, 0 , shiftChart );
//---------------------------------------------------------------------
// TITLE
//----------------------------------------------------------------------
Title = "\n" +
" Instrument : " + Name() + FullName() + "\n " +
"Formula : " + " Point & Figure (High/Low Range)" + "\n " +
"Box : " + NumToStr( Box, 4.4 ) + " " +
"Reverse : " + NumToStr( Reverse, 2.0 ) + "\n " +
"ATR : " + WriteVal( LastValue( ATR( 100 ) ), format = 4.4 );

_SECTION_END();

AFL PNF Inditraders

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

AFL PNF Inditraders

Uploaded by

Copyright:

Available Formats

AFL PnF Inditraders

/*P&F Chart based on closing prices.

//Number of boxes in each price range

//define box values for each price zone

//Round the Close data into box equivalents

//Rising chart values

//Jscript to produce the P&F chart

Close = VBArray( AFL( "Close" ) ).toArray();

PFO = new Array();

Reverse = 3 ; // reversal requirement

// initialize first element

// perform the loop that produces PF Chart

if( CFB[i] <= PFC[j]-1 && down) //continue down

PFO = Ref( PFO, -delta );

// High-Low range sets the height of the P&F bar

Plot(C,"P&F Chart Close",IIf( PFC > PFO, colorBlue,

PlotGrid( nb5, color5 );

_SECTION_BEGIN( "Point & Figure w Values adj" );

SetChartBkColor( ParamColor( "BackGroundColor", colorBlack) );

GridColor = ParamColor( "GridColor", colorLightGrey );

Scaling = ParamList( "Scaling Method", "Traditional|Percentage|AVG True

Box = Param( "Box", 1, 0.2, 10, 0.1 );

Box = Param( "Box ", 1, 0.2, 10, 0.1 ) / 100 * LastValue( C );

if ( scaling == "AVG True Range" )

Box = Param( "Box", 1, 0.3, 5, 0.1 ) * LastValue( ATR ( 20 ) );

PFL[0] = Box * ceil( Low[0] / Box ) + Box;

PFH[0] = Box * floor( High[0] / Box );

for ( i = 1; i < BarCount; i++ )

if ( Low[i] <= PFL[j] - Box )

PFL[j] = Box * ceil( Low[i] / Box );

if ( High[i] >= PFL[j] + Reverse*Box )

PFH[j] = Box * floor( High[i] / Box );

PFL[j] = PFL[j - 1] + Box;

if ( High[i] >= PFH[j] + Box )

PFH[j] = Box * floor( High[i] / Box );

if ( Low[i] <= PFH[j] - Reverse * Box )

PFH[j] = PFH[j - 1] - Box;

PFL[j] = Box * ceil( Low[i] / Box );

direction = Ref( direction, - delta );

Hi = Ref( PFH, -delta ) + Box / 2;

Lo = Ref( PFL, -delta ) - Box / 2;

Cl = IIf( direction == 1, Hi, Lo );

Op = IIf( direction == 1, Cl - Box, Cl + Box );

Graphcolor = IIf( direction == 1, ParamColor( "X_Color",

ParamColor( "O_Color", colorRed ) );

PlotOHLC( Op, Hi, Lo, Cl, "", GraphColor ,

stylePointAndFigure | styleNoLabel, 0, 0 , shiftChart );

PlotOHLC( Op, Hi, Lo, Cl, "", GraphColor , stylePointAndFigure |

Plot( Last, "", colorRed, styleNoLine | styleDots, 0 , 0,

Value = IIf( direction > 0, SelectedValue( Hi ) - box / 2,

PlotGridLines = ParamToggle( "PlotdGrid", "Yes! |No", 1 ) ;

begin = SelectedValue( BarIndex() );

end = LastValue( BarIndex() );

period = end - begin + 1;

if ( begin < end )

ScreenHigh = LastValue( HHV( cl, period ) );

ScreenLow = LastValue( LLV( Cl, period ) );

top = LineArray( begin - shiftGrid, screenHigh, end, screenhigh, 0 , 1);

Bot = LineArray( begin - shiftGrid, screenlow, end, screenLow, 0, 1 );

Plot( top, "", gridColor, styleLine | styleNoLabel , 0, 0, shiftGrid );

//Plot( bot, "", gridColor,styleLine|styleNoLabel, 0 , 0 , shiftGrid);

VerticalGrid = IIf ( BarIndex() >= begin, IIf( direction == 1,screenHigh,

Plot ( VerticalGrid, "", gridColor, styleStaircase | styleNoLabel, 0, 0, 1