ShenbaKumar pivots

alexwang7777

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

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