Heikin-Ashi(Koma-Ashi) with Moving Average Type

alexwang7777

1. /*
   
2. Heikin-Ashi(Koma-Ashi) with Moving Average Type
   
3. */
   
4. SetChartOptions(2, chartWrapTitle);
   
5. // Calculate Moving Average
   
6. MAPeriod = Param("MA Period", 15, 1, 100);
   
7. MAOpen = EMA(Open, MAPeriod);
   
8. MAHigh = EMA(High, MAPeriod);
   
9. MALow = EMA(Low, MAPeriod);
   
10. MAClose = EMA(Close, MAPeriod);
    
11. HaClose = (MAOpen + MAHigh + MALow + MAClose) / 4;
    
12. HaOpen = AMA(Ref(HaClose, - 1), 0.5);
    
13. // for graph collapse
    
14. for (i = 0; i <= MAPeriod; i++)
    
15. HaClose[i] = Null;
    
16. /*
    
17. // same
    
18. // HaOpen = (Ref(HaOpen, -1) + Ref(HaClose, -1)) / 2;
    
19. HaOpen[ 0 ] = HaClose[ 0 ];
    
20. for(i = 1; i < BarCount; i++) {
    
21. HaOpen[i] = (HaOpen[i - 1] + HaClose[i - 1]) / 2;
    
22. }
    
23. */
    
24. HaHigh = Max(MAHigh, Max(HaClose, HaOpen));
    
25. HaLow = Min(MALow, Min(HaClose, HaOpen));
    
26. // outs comments
    
27. "BarIndex = " + BarIndex();
    
28. "Open = " + Open;
    
29. "High = " + High;
    
30. "Low = " + Low;
    
31. "Close = " + Close;
    
32. "HaOpen = " + HaOpen;
    
33. "HaHigh = " + HaHigh;
    
34. "HaLow = " + HaLow;
    
35. "HaClose = " + HaClose;
    
36. // Plot graphs
    
37. _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} HaOpen %g, HaHigh %g, HaLow %g, HaClose %g (%.1f%%) {{VALUES}}", HaOpen, HaHigh, HaLow, HaClose, SelectedValue(ROC(HaClose, 1))));
    
38. PlotOHLC(HaOpen, HaHigh, HaLow, HaClose, _DEFAULT_NAME(), ParamColor("Color", colorBlack), styleCandle);
    
39. /* **********************************
    
40. Code to automatically identify pivots
    
41. ********************************** */
    
42. // -- what will be our lookback range for the hh and ll?
    
43. farback = Param("How Far back to go", 100, 50, 5000, 10);
    
44. nBars = Param("Number of bars", 12, 5, 40);
    
45. // -- Title.
    
46. Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open + ", H: " + High + ", L: " + Low + ", C: " + Close;
    
47. // -- Plot basic candle chart
    
48. PlotOHLC(Open, High, Low, Close, "BIdx = " + BarIndex() + "\n" + "O = " + O + "\n" + "H = " + H + "\n" + "L = " + L + "\n" + "C ", colorYellow, styleLine | styleThick);
    
49. GraphXSpace = 7;
    
50. // -- Create 0-initialized arrays the size of barcount
    
51. aHPivs = H - H;
    
52. aLPivs = L - L;
    
53. // -- More for future use, not necessary for basic plotting
    
54. aHPivHighs = H - H;
    
55. aLPivLows = L - L;
    
56. aHPivIdxs = H - H;
    
57. aLPivIdxs = L - L;
    
58. nHPivs = 0;
    
59. nLPivs = 0;
    
60. lastHPIdx = 0;
    
61. lastLPIdx = 0;
    
62. lastHPH = 0;
    
63. lastLPL = 0;
    
64. curPivBarIdx = 0;
    
65. // -- looking back from the current bar, how many bars
    
66. // back were the hhv and llv values of the previous
    
67. // n bars, etc.?
    
68. aHHVBars = HHVBars(H, nBars);
    
69. aLLVBars = LLVBars(L, nBars);
    
70. aHHV = HHV(H, nBars);
    
71. aLLV = LLV(L, nBars);
    
72. // -- Would like to set this up so pivots are calculated back from
    
73. // last visible bar to make it easy to "go back" and see the pivots
    
74. // this code would find. However, the first instance of
    
75. // _Trace output will show a value of 0
    
76. aVisBars = Status("barvisible");
    
77. nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
    
78. _TRACE("Last visible bar: " + nLastVisBar);
    
79. // -- Initialize value of curTrend
    
80. curBar = (BarCount - 1);
    
81. curTrend = "";
    
82. if (aLLVBars[curBar] <
    
83. aHHVBars[curBar])
    
84. {
    
85. curTrend = "D";
    
86. }
    
87. else
    
88. {
    
89. curTrend = "U";
    
90. }
    
91. // -- Loop through bars. Search for
    
92. // entirely array-based approach
    
93. // in future version
    
94. for (i = 0; i < farback; i++)
    
95. {
    
96. curBar = (BarCount - 1) - i;
    
97. // -- Have we identified a pivot? If trend is down...
    
98. if (aLLVBars[curBar] < aHHVBars[curBar])
    
99. {
    
100. // ... and had been up, this is a trend change
     
101. if (curTrend == "U")
     
102. {
     
103. curTrend = "D";
     
104. // -- Capture pivot information
     
105. curPivBarIdx = curBar - aLLVBars[curBar];
     
106. aLPivs[curPivBarIdx] = 1;
     
107. aLPivLows[nLPivs] = L[curPivBarIdx];
     
108. aLPivIdxs[nLPivs] = curPivBarIdx;
     
109. nLPivs++;
     
110. }
     
111. // -- or current trend is up
     
112. }
     
113. else
     
114. {
     
115. if (curTrend == "D")
     
116. {
     
117. curTrend = "U";
     
118. curPivBarIdx = curBar - aHHVBars[curBar];
     
119. aHPivs[curPivBarIdx] = 1;
     
120. aHPivHighs[nHPivs] = H[curPivBarIdx];
     
121. aHPivIdxs[nHPivs] = curPivBarIdx;
     
122. nHPivs++;
     
123. }
     
124. // -- If curTrend is up...else...
     
125. }
     
126. // -- loop through bars
     
127. }
     
128. // -- Basic attempt to add a pivot this logic may have missed
     
129. // -- OK, now I want to look at last two pivots. If the most
     
130. // recent low pivot is after the last high, I could
     
131. // still have a high pivot that I didn't catch
     
132. // -- Start at last bar
     
133. curBar = (BarCount - 1);
     
134. candIdx = 0;
     
135. candPrc = 0;
     
136. lastLPIdx = aLPivIdxs[0];
     
137. lastLPL = aLPivLows[0];
     
138. lastHPIdx = aHPivIdxs[0];
     
139. lastHPH = aHPivHighs[0];
     
140. if (lastLPIdx > lastHPIdx)
     
141. {
     
142. // -- Bar and price info for candidate pivot
     
143. candIdx = curBar - aHHVBars[curBar];
     
144. candPrc = aHHV[curBar];
     
145. if (
     
146. lastHPH < candPrc AND
     
147. candIdx > lastLPIdx AND
     
148. candIdx < curBar)
     
149. {
     
150. // -- OK, we'll add this as a pivot...
     
151. aHPivs[candIdx] = 1;
     
152. // ...and then rearrange elements in the
     
153. // pivot information arrays
     
154. for (j = 0; j < nHPivs; j++)
     
155. {
     
156. aHPivHighs[nHPivs - j] = aHPivHighs[nHPivs -
     
157. (j + 1)];
     
158. aHPivIdxs[nHPivs - j] = aHPivIdxs[nHPivs - (j + 1)];
     
159. }
     
160. aHPivHighs[0] = candPrc;
     
161. aHPivIdxs[0] = candIdx;
     
162. nHPivs++;
     
163. }
     
164. }
     
165. 
     
166. else
     
167. {
     
168. // -- Bar and price info for candidate pivot
     
169. candIdx = curBar - aLLVBars[curBar];
     
170. candPrc = aLLV[curBar];
     
171. if (
     
172. lastLPL > candPrc AND
     
173. candIdx > lastHPIdx AND
     
174. candIdx < curBar)
     
175. {
     
176. // -- OK, we'll add this as a pivot...
     
177. aLPivs[candIdx] = 1;
     
178. // ...and then rearrange elements in the
     
179. // pivot information arrays
     
180. for (j = 0; j < nLPivs; j++)
     
181. {
     
182. aLPivLows[nLPivs - j] = aLPivLows[nLPivs - (j + 1)];
     
183. aLPivIdxs[nLPivs - j] = aLPivIdxs[nLPivs - (j + 1)];
     
184. }
     
185. aLPivLows[0] = candPrc;
     
186. aLPivIdxs[0] = candIdx;
     
187. nLPivs++;
     
188. }
     
189. }
     
190. // -- Dump inventory of high pivots for debugging
     
191. /*
     
192. for (k=0; k<nHPivs; k++) {
     
193. _TRACE("High pivot no. " + k
     
194. + " at barindex: " + aHPivIdxs[k] + ", "
     
195. + WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k],
     
196. DateTime(), 1), formatDateTime)
     
197. + ", " + aHPivHighs[k]);
     
198. }
     
199. */
     
200. // -- OK, let's plot the pivots using arrows
     
201. PlotShapes(IIf(aHPivs == 1, shapeDownArrow, shapeNone), colorRed, 0, High, Offset = - 15);
     
202. PlotShapes(IIf(aLPivs == 1, shapeUpArrow, shapeNone), colorBrightGreen, 0, Low, Offset = - 15);
     

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look into the future?