automatic fib levels v.2.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Automatic Fib Levels V.2
//  Author/Uploader: Aron Pipa 
//  E-mail:          
//  Date/Time Added: 2006-03-23 20:52:16
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=609
//  Details URL:     http://www.amibroker.com/library/detail.php?id=609
//
//------------------------------------------------------------------------------
//
//  It is a little better than the previous one,
//
//  for points 1, 2, 3, on chart diplays retracements for 1-2 and 2-3.
//
//------------------------------------------------------------------------------

/*---------------------------------------------------
	Automatic Fib Levels V.2
	Aron Pipa, March, 24, 2006
--------------------------------------------------------*/
shift =Param("Left Shift Chart ", 20, 10, 100, 2);
Plot(C, "", 39, styleBar, Null, Null, -shift); 

finishbar = BarCount;
StartBar=SelectedValue(BarIndex())+shift ;
bar = BarIndex();
period = finishBar - StartBar;
top =LastValue( HHV(H, period)) ; 
bot =LastValue(LLV(L, period)) ; 
retrace =0;
x1=0;
x2=0;
x3=0;
direction=0;
Color=0;
Line1 = Line2=Line3=Null;

for (i =startbar; i<finishbar; i++)
{
	if (H[i] ==top)
	{
	x1=bar[i];
	}
	if (L[i] ==bot)
	{
	x2=bar[i];
	}

	if(x1<x2) //direction down
	{
	direction=-1;
	Color= colorRed;
	retrace = LastValue( HHV(H, finishbar -x2)); 
	if(H[i] ==retrace)
	x3=bar[i];
	}
	else
	{
	direction=1;
	Color =colorGreen;
	retrace = LastValue(LLV(L, finishbar -x1)); 
	if(L[i] ==retrace)
	x3=bar[i];
	}
}

Line1 =LineArray(x1-shift, top, finishbar, top);
Line2 =LineArray(x2-shift, bot, finishbar, bot);

/*
if(direction<0)
trendline = LineArray(x2-shift, bot, x3-shift, retrace, 1);
else
trendline = LineArray(x1-shift, top, x3-shift, retrace, 1);
Plot(trendline,"", color); 
*/

// calculate fib levels I
distance= abs(top-bot);
fib1 =distance *0.236;
fib2 =distance *0.382;
fib3 =distance *0.5;
fib4 =distance *0.618;

// calculate fib levels II
distance1 = IIf(direction<0,abs(retrace-bot),abs(top-retrace))  ;
fib11 =distance1 *0.236;
fib12 =distance1 *0.382;
fib13 =distance1 *0.5;
fib14 =distance1 *0.618;

n = Param(" Fiblines depth %", 50, 10, 90, 2)/100; 
Maxfib = finishbar-round(shift*n);

fibline1 = LineArray(Maxfib, IIf(direction<0, bot+fib1, top-fib1), finishbar, IIf(direction<0, bot+fib1, top-fib1));
fibline2 = LineArray(Maxfib, IIf(direction<0, bot+fib2, top-fib2), finishbar, IIf(direction<0, bot+fib2, top-fib2));
fibline3 = LineArray(Maxfib, IIf(direction<0, bot+fib3, top-fib3), finishbar, IIf(direction<0, bot+fib3, top-fib3));
fibline4 = LineArray(Maxfib, IIf(direction<0, bot+fib4, top-fib4), finishbar, IIf(direction<0, bot+fib4, top-fib4));

Minfib = finishbar-shift+1;
fibline11 = LineArray(Minfib, IIf(direction<0, retrace-fib11, retrace+fib11), Maxfib, IIf(direction<0, retrace-fib11, retrace+fib11));
fibline12 = LineArray(Minfib, IIf(direction<0, retrace-fib12, retrace+fib12), Maxfib, IIf(direction<0, retrace-fib12, retrace+fib12));
fibline13 = LineArray(Minfib, IIf(direction<0, retrace-fib13, retrace+fib13), Maxfib, IIf(direction<0, retrace-fib13, retrace+fib13));
fibline14 = LineArray(Minfib, IIf(direction<0, retrace-fib14, retrace+fib14), Maxfib, IIf(direction<0, retrace-fib14, retrace+fib14));
Line3=LineArray(x3 -shift ,retrace, maxfib, retrace);
Color3=IIf(color==colorGreen, colorRed, colorGreen);
if(startbar<finishbar)
{
Plot(Line1,"", color); 
Plot(Line2,"", color);
Plot(Line3,"", Color3);
Plot(fibLine1,"", Color);
Plot(fibLine2,"", Color);
Plot(fibLine3,"", Color);
Plot(fibLine4,"", Color);
Plot(fibLine11,"", Color3);
Plot(fibLine12,"", Color3);
Plot(fibLine13,"", Color3);
Plot(fibLine14,"", Color3);
}
else
{
Null;
}
Title= Name() +"  Auto Fib V.2";