zig zag indicator with valid entry and exit points.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:    Zig Zag Indicator with Valid Entry and Exit Points
//  Author/Uploader: Eric Tangen 
//  E-mail:          
//  Date/Time Added: 2004-04-21 21:37:30
//  Origin:          self
//  Keywords:        Zig Zag, Pivot Points, Pivot High, Pivot Low
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=353
//  Details URL:     http://www.amibroker.com/library/detail.php?id=353
//
//------------------------------------------------------------------------------
//
//  The Zig Zag indicator identifies pivot points but looks into the future -
//  (beyond the right edge of the chart) to do this. This indicator plots a dot
//  at the pivot point and an arrow at the bar when the pivot becomes known.
//  The price bars are colored red for a pivot downtrend, green for a pivot
//  uptrend, and blue at the known pivot point. Three addional horizontal lines
//  are plotted and tied to the selected bar - the current close and +/- x%
//  from the current close. The x% is the same % used in the Zig Zag function.
//
//------------------------------------------------------------------------------

//z_ZigZagValid
// ******** CHARTING 
PercentChange = 6;
mystartbar = SelectedValue(BarIndex());  // FOR GRAPHING

mystartbardate = LastValue(ValueWhen(mystartbar == BarIndex(), DateNum(),1));

InitialValue = LastValue(ValueWhen(mystartbardate == DateNum(), C , 1 ) ) ;
Temp1 = IIf(BarIndex() >= mystartbar, InitialValue, Null) ;
Plot(Temp1, " ", colorBlack,styleLine);
Plot((1+(LastValue(PercentChange)/100))*(Temp1), " ", colorGreen, styleLine) ;
Plot((1-(LastValue(PercentChange)/100))*(Temp1), " ", colorRed, styleLine) ;

ZZ = Zig(C,LastValue(PercentChange)) ; 
PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1);
PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1);

PlotShapes( shapeCircle*PivotLow, colorGreen,0, L, -20) ; 
PlotShapes( shapeCircle*PivotHigh,colorRed,0,H, 20) ;

Buy_Valid = IIf(C>(1+(LastValue(PercentChange)/100))*(ValueWhen(PivotLow, C, 1))
AND ROC(ZZ,1) > 0,1,0); 
Sell_Valid = IIf(C<(1-(LastValue(PercentChange)/100))*(ValueWhen(PivotHigh, C, 1))
AND ROC(ZZ,1) < 0,1,0); 

Buy_Valid = ExRem(Buy_Valid,Sell_Valid);
Sell_Valid = ExRem(Sell_Valid,Buy_Valid);

PlotShapes( shapeUpArrow*Buy_Valid, colorGreen,0, L, -20); 
PlotShapes( shapeDownArrow*Sell_Valid, colorRed,0,H, -20) ;

BarColors = 
IIf(BarsSince(Buy_Valid) < BarsSince(Sell_Valid) 
AND BarsSince(Buy_Valid)!=0, colorGreen,
IIf(BarsSince(Sell_Valid) < BarsSince(Buy_Valid)
AND BarsSince(Sell_Valid)!=0,  colorRed, colorBlue));

Plot(C, " ", BarColors,  styleBar ) ; 
Plot(ZZ," ", colorLightGrey,styleLine|styleThick);
Plot(ZZ," ", BarColors,styleDots|styleNoLine);

Title = Name() + " " + Date() + WriteIf(PivotLow, " Up Pivot ","")+WriteIf(PivotHigh," Down Pivot ","")+ WriteIf(Buy_Valid, " Buy Point ", "") + WriteIf(Sell_Valid, " Sell Point ", "") ;