p&f chart with range box sizes.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:    P&F chart with range box sizes
//  Author/Uploader: Graham Kavanagh 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-01-31 22:52:18
//  Origin:          
//  Keywords:        Point Figure
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=257
//  Details URL:     http://www.amibroker.com/library/detail.php?id=257
//
//------------------------------------------------------------------------------
//
//  Box values are set to be same between set price ranges. The screen image of
//  the box is a single unit (cent) regardless of the box value.
//
//------------------------------------------------------------------------------

/*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;
nb4000 = nb3000 + (c4000 - c3000)/binfinity;
nb4000 = nb4000 + (c5000 - c4000)/binfinity;

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

//Falling chart values
CFB = IIf(CF<=c5, 0 + CF/b5,
IIf(CF>c5 AND CF<=c10, nb5+(CF-c5)/b10,
IIf(CF>c10 AND CF<=c20, nb10+(CF-c10)/b20,
IIf(CF>c20 AND CF<=c50, nb20+(CF-c20)/b50,
IIf(CF>c50 AND CF<=c100, nb50+(CF-c50)/b100,
IIf(CF>c100 AND CF<=c200, nb100+(CF-c100)/b200,
IIf(CF>c200 AND CF<=c500, nb200+(CF-c200)/b500,
IIf(CF>c500 AND CF<=c1000, nb500+(CF-c500)/b1000,
IIf(CF>c1000 AND CF<=c2000, nb1000+(CF-c1000)/b2000,
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(color10) + WriteVal(C10,1.0) + "c@ " + WriteVal(nb10,1.0) + ", " +
EncodeColor(color20) + WriteVal(C20,1.0) + "c@ " + WriteVal(nb20,1.0) + ", " +
EncodeColor(color50) + WriteVal(C50,1.0) + "c@ " + WriteVal(nb50,1.0) + ", " +
EncodeColor(color100) + "$" + WriteVal(C100/100,1.0) + "@ " + WriteVal(nb100,1.0) + ", " +
EncodeColor(color200) + "$" + WriteVal(C200/100,1.0) + "@ " + 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) + ", " +
EncodeColor(color2000) + "$" + WriteVal(C2000/100,1.0) + "@ " + WriteVal(nb2000,1.0) + ", " +
EncodeColor(color3000) + "$" + WriteVal(C3000/100,1.0) + "@ " + WriteVal(nb3000,1.0) + ", " +
EncodeColor(color4000) + "$" + WriteVal(C4000/100,1.0) + "@ " + 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)+", "+
EncodeColor(color20)+WriteVal(nb10,1.0)+"-"+WriteVal(nb20,1.0)+"="+WriteVal(b20,1.2)+", "+
EncodeColor(color50)+WriteVal(nb20,1.0)+"-"+WriteVal(nb50,1.0)+"="+WriteVal(b50,1.2)+", "+
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)+"="+WriteVal(b1000,1.0)+", "+
EncodeColor(color2000)+WriteVal(nb1000,1.0)+"-"+WriteVal(nb2000,1.0)+"="+WriteVal(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( nb10, color10 );
PlotGrid( nb20, color20 );
PlotGrid( nb50, color50 );
PlotGrid( nb100, color100 );
PlotGrid( nb200, color200 );
PlotGrid( nb500, color500 );
PlotGrid( nb1000, color1000 );
PlotGrid( nb2000, color2000 );
PlotGrid( nb3000, color3000 );
PlotGrid( nb4000, color4000 );

PlotGrid(nb5*0.2,colorgrid);	
PlotGrid(nb5*0.4,colorgrid);	
PlotGrid(nb5*0.6,colorgrid);	
PlotGrid(nb5*0.8,colorgrid);
PlotGrid(nb5+(nb10-nb5)*0.2,colorgrid);	
PlotGrid(nb5+(nb10-nb5)*0.4,colorgrid);	
PlotGrid(nb5+(nb10-nb5)*0.6,colorgrid);
PlotGrid(nb5+(nb10-nb5)*0.8,colorgrid);
PlotGrid(nb10+(nb20-nb10)*0.2,colorgrid);	
PlotGrid(nb10+(nb20-nb10)*0.4,colorgrid);	
PlotGrid(nb10+(nb20-nb10)*0.6,colorgrid);	
PlotGrid(nb10+(nb20-nb10)*0.8,colorgrid);
PlotGrid(nb20+(nb50-nb20)*0.2,colorgrid);	
PlotGrid(nb20+(nb50-nb20)*0.4,colorgrid);	
PlotGrid(nb20+(nb50-nb20)*0.6,colorgrid);	
PlotGrid(nb20+(nb50-nb20)*0.8,colorgrid);
PlotGrid(nb50+(nb100-nb50)*0.2,colorgrid);	
PlotGrid(nb50+(nb100-nb50)*0.4,colorgrid);	
PlotGrid(nb50+(nb100-nb50)*0.6,colorgrid);	
PlotGrid(nb50+(nb100-nb50)*0.8,colorgrid);
PlotGrid(nb100+(nb200-nb100)*0.2,colorgrid);	
PlotGrid(nb100+(nb200-nb100)*0.4,colorgrid);	
PlotGrid(nb100+(nb200-nb100)*0.6,colorgrid);	
PlotGrid(nb100+(nb200-nb100)*0.8,colorgrid);
PlotGrid(nb200+(nb500-nb200)*0.2,colorgrid);	
PlotGrid(nb200+(nb500-nb200)*0.4,colorgrid);	
PlotGrid(nb200+(nb500-nb200)*0.6,colorgrid);	
PlotGrid(nb200+(nb500-nb200)*0.8,colorgrid);
PlotGrid(nb500+(nb1000-nb500)*0.2,colorgrid);	
PlotGrid(nb500+(nb1000-nb500)*0.4,colorgrid);	
PlotGrid(nb500+(nb1000-nb500)*0.6,colorgrid);	
PlotGrid(nb500+(nb1000-nb500)*0.8,colorgrid);
PlotGrid(nb1000+(nb2000-nb1000)*0.2,colorgrid);	
PlotGrid(nb1000+(nb2000-nb1000)*0.4,colorgrid);	
PlotGrid(nb1000+(nb2000-nb1000)*0.6,colorgrid);	
PlotGrid(nb1000+(nb2000-nb1000)*0.8,colorgrid);
PlotGrid(nb2000+(nb3000-nb2000)*0.2,colorgrid);	
PlotGrid(nb2000+(nb3000-nb2000)*0.4,colorgrid);	
PlotGrid(nb2000+(nb3000-nb2000)*0.6,colorgrid);	
PlotGrid(nb2000+(nb3000-nb2000)*0.8,colorgrid);
PlotGrid(nb3000+(nb4000-nb3000)*0.2,colorgrid);	
PlotGrid(nb3000+(nb4000-nb3000)*0.4,colorgrid);	
PlotGrid(nb3000+(nb4000-nb3000)*0.6,colorgrid);	
PlotGrid(nb3000+(nb4000-nb3000)*0.8,colorgrid);