Nifty Single Day Crashes
Top 15 Biggest Nifty One-Day Falls (Crashes) in terms of Absolute points:
- 23-Mar-2020 – Nifty fell by -1135.2 points (or -12.98%)
- 12-Mar-2020 – Nifty fell by -868.25 points (or -8.30%)
- 24-Feb-2022 – Nifty fell by -815.30 points (or -4.78%)
- 16-Mar-2020 – Nifty fell by -757.80 points (or -7.61%)
- 26-Feb-2021 – Nifty fell by -568.20 points (or -3.76%)
- 04-May-2020 – Nifty fell by -566.4 points (or -5.74%)
- 09-Mar-2020 – Nifty fell by -538 points (or -4.90%)
- 14-Feb-2022 – Nifty fell by -531.95 points (or -3.06%)
- 12-Apr-2021 – Nifty fell by -524.1 points (or -3.53%)
- 26-Nov-2021 – Nifty fell by -509.8 points (or -2.90%)
- 18-Mar-2020 – Nifty fell by -498.25 points (or -5.56%)
- 21-Jan-2008 – Nifty fell by -496.5 points (or -8.70%)
- 24-Aug-2015 – Nifty fell by -490.95 points (or -5.92%)
- 24-Jan-2022 – Nifty fell by -468.05 points (or -2.65%)
- 21-Dec-2020 – Nifty fell by -432.15 points (or -3.14%)
Top 20 Biggest Nifty One-Day Falls (Crashes) in terms of Percentage (%) since year 2000:
- 23-Mar-2020 – Nifty fell by -1135.2 points (or -12.98%)
- 17-May-2004 – Nifty fell by -193.65 points (or –12.24%)
- 24-Oct-2008 – Nifty fell by -359.15 points (or -12.20%)
- 21-Jan-2008 – Nifty fell by -496.5 points (or -8.70%)
- 12-Mar-2020 – Nifty fell by -868.25 points (or -8.30%)
- 14-May-2004 – Nifty fell by -135.1 points (or -7.87%)
- 16-Mar-2020 – Nifty fell by -757.80 points (or -7.61%)
- 04-Apr-2000 – Nifty fell by -106.65 points (or -6.95%)
- 18-May-2006 – Nifty fell by -246.2 points (or -6.77%)
- 11-Nov-2008 – Nifty fell by -209.6 points (or -6.66%)
- 10-Oct-2008 – Nifty fell by -233.7 points (or -6.65%)
- 07-Jan-2009 – Nifty fell by -192.4 points (or -6.18%)
- 13-Mar-2001 – Nifty fell by -73.25 points (or -6.11%)
- 17-Oct-2008 – Nifty fell by -194.95 points (or -5.96%)
- 22-Jan-2008 – Nifty fell by -309.5 points (or -5.94%)
- 24-Aug-2015 – Nifty fell by -490.95 points (or -5.92%)
- 06-Jul-2009 – Nifty fell by -258.55 points (or -5.84%)
- 04-May-2020 – Nifty fell by -566.4 points (or -5.74%)
- 24-Jul-2000 – Nifty fell by -79.5 points (or -5.69%)
- 06-Oct-2008 – Nifty fell by -215.95 points (or -5.66%)
Top 20 Biggest Nifty One-Day Falls (Crashes) in terms of Percentages since year 1990:
- 23-Mar-2020 – Nifty fell by -1135.2 points (or -12.98%)
- 17-May-2004 – Nifty fell by -193.65 points (or -12.24%)
- 24-Oct-2008 – Nifty fell by -359.15 points (or -12.20%)
- 28-Apr-1992 – Nifty fell by -150.76 points (or -11.77%)
- 12-May-1992 – Nifty fell by -105.73 points (or -11.07%)
- 21-Jan-2008 – Nifty fell by -496.5 points (or -8.70%)
- 06-May-1992 – Nifty fell by -94.44 points (or -8.54%)
- 31-Mar-1997 – Nifty fell by -89.5 points (or -8.46%)
- 12-Mar-2020 – Nifty fell by -868.25 points (or -8.30%)
- 28-Oct-1997 – Nifty fell by -88.2 points (or -7.87%)
- 14-May-2004 – Nifty fell by -135.1 points (or -7.87%)
- 16-Mar-2020 – Nifty fell by -757.80 points (or -7.61%)
- 11-May-1992 – Nifty fell by -76.68 points (or -7.43%)
- 17-Apr-1999 – Nifty fell by -77.5 points (or -7.42%)
- 05-Oct-1998 – Nifty fell by -64.2 points (or -7.09%)
- 15-Oct-1990 – Nifty fell by -30.37 points (or -7.07%)
- 04-Apr-2000 – Nifty fell by -106.65 points (or -6.95%)
- 18-May-2006 – Nifty fell by -246.2 points (or -6.77%)
- 11-Nov-2008 – Nifty fell by -209.6 points (or -6.66%)
- 10-Oct-2008 – Nifty fell by -233.7 points (or -6.65%)
Auto Detect Patterns in Amibroker
// @passiontrader
_SECTION_BEGIN("Head and Shoulder");
// Bullish + Bearish Head and Shoulder pattern
SetOption("MaxOpenPositions",10);
PositionSize=-5;
SetTradeDelays(0,0,0,0);
procedure exitLoop_proc(Buy,BuyPrice,buDeltaProfitTarget,buStopLossLevel,buNeckline,Short,ShortPrice,beDeltaProfitTarget,beStopLossLevel,beNeckline,Maxbars)
{
global BuyAdjusted;
global BuyPriceAdjusted;
global ShortAdjusted;
global ShortPriceAdjusted;
global SellAdjusted;
global SellPriceAdjusted;
global CoverAdjusted;
global CoverPriceAdjusted;
global LongStopTrail;
global ShortStopTrail;
global LongTarget;
global ShortTarget;
BuyAdjusted=0;
BuyPriceAdjusted=0;
ShortAdjusted=0;
ShortPriceAdjusted=0;
SellAdjusted=0;
SellPriceAdjusted=0;
CoverAdjusted=0;
CoverPriceAdjusted=0;
LongStopTrail=Null;
ShortStopTrail=Null;
LongTarget=Null;
ShortTarget=Null;
for(i=1;i<BarCount;i++)
{
if(Buy[i])
{
BuyAdjusted[i]=1;
BuyPriceAdjusted[i]=BuyPrice[i];
LongStopTrail[i]=buStopLossLevel[i];
LongTarget[i]=buNeckline[i]+buDeltaProfitTarget[i];
cnt=0;
for(j=i+1;j<BarCount;j++)
{
LongStopTrail[j]=LongStopTrail[i];
LongTarget[j]=LongTarget[i];
if(cnt>Maxbars)
{
SellAdjusted[j]=1;
SellPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(C[j-1]<LongStopTrail[j-1])
{
SellAdjusted[j]=1;
SellPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(Short[j])
{
SellAdjusted[j]=1;
SellPriceAdjusted[j]=O[j];
i=j-1;
break;
}
else if(C[j-1]>LongTarget[j-1])
{
SellAdjusted[j]=1;
SellPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(j==BarCount-1)
{
i=BarCount;
break;
}
cnt=cnt+1;
}
}
else if(Short[i])
{
ShortAdjusted[i]=1;
ShortPriceAdjusted[i]=ShortPrice[i];
ShortStopTrail[i]=beStopLossLevel[i];
ShortTarget[i]=beNeckline[i]-beDeltaProfitTarget[i];
cnt=0;
for(j=i+1;j<BarCount;j++)
{
ShortStopTrail[j]=ShortStopTrail[i];
ShortTarget[j]=ShortTarget[i];
if(cnt>Maxbars)
{
CoverAdjusted[j]=1;
CoverPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(C[j-1]>ShortStopTrail[j-1])
{
CoverAdjusted[j]=1;
CoverPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(Buy[j])
{
CoverAdjusted[j]=1;
CoverPriceAdjusted[j]=O[j];
i=j-1;
break;
}
else if(C[j-1]<ShortTarget[j-1])
{
CoverAdjusted[j]=1;
CoverPriceAdjusted[j]=O[j];
i=j;
break;
}
else if(j==BarCount-1)
{
i=BarCount;
break;
}
cnt=cnt+1;
}
}
}
}
xx=BarIndex();x=xx;Lx=LastValue(x);
nbar=Param("N Pivot Bars",2,2,50,1);
tf=Param("Time Frame (min)",5,0.001,1440,0.001);tfrm=in1Minute*tf;
atrper=Param("ATR Period (bars)",20,2,100,1);
atrfac1=Param("ATR tolerance factor (Shoulders)",2.25,0,50,0.01);
atrfac2=Param("ATR tolerance factor (Head Minimum)",0.4,0,50,0.01);
atrfac3=Param("ATR tolerance factor (Head Maximum)",5,0,50,0.01);
CleanPivots=ParamToggle("Use Clean Pivots","Off|On",1);
PivotSymmetry=ParamToggle("Use Symmetric Pivots","Off|On",0);
dispbeHS=ParamToggle("Display bearish HS","Off|On",1);
dispbuHS=ParamToggle("Display bullish HS","Off|On",1);
extendN=Param("Extension neckline (bars)",100,0,500,1);
validSignalRangeCheck=ParamToggle("Signal Validity Range Check","Off|On",1);
hssym=Param("Max Deviation H&S Symmetry (%)",80,0,500,1);
includeVolumeSlope=ParamToggle("Volume Slope Constraint","Off|On",0);
Maxbars=Param("Maximum bars of trade",50,2,200,1);
TimeFrameSet(tfrm);
atra=ATR(atrper);
if(PivotSymmetry)
{
fc=1;
pk=H>Ref(HHV(H,nbar*fc),-1) AND Ref(HHV(H,nbar),nbar)<=H;
tr=L<Ref(LLV(L,nbar*fc),-1) AND Ref(LLV(L,nbar),nbar)>=L;
}
else
{
fc=2;
pk=H>Ref(HHV(H,nbar*fc),-1) AND Ref(HHV(H,nbar),nbar)<=H;
tr=L<Ref(LLV(L,nbar*fc),-1) AND Ref(LLV(L,nbar),nbar)>=L;
}
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
px3=ValueWhen(pk,x,3); tx3=ValueWhen(tr,x,3);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
ph3=ValueWhen(pk,H,3); tl3=ValueWhen(tr,L,3);
if(CleanPivots)
{
tr=IIf((tr==1 AND pk==1) AND px2<tx2,False,tr);
pk=IIf((tr==1 AND pk==1) AND px2>tx2,False,pk);
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
px3=ValueWhen(pk,x,3); tx3=ValueWhen(tr,x,3);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
ph3=ValueWhen(pk,H,3); tl3=ValueWhen(tr,L,3);
tr=IIf(tr AND ((tx0<px0 AND tl1>tl0) OR (tx2>px1 AND tl1>=tl2) OR (px0==px1 AND tl1>tl0)),False,tr);
pk=IIf(pk AND ((px0<tx0 AND ph1<ph0) OR (px2>tx1 AND ph1<=ph2) OR (tx0==tx1 AND ph1<ph0)),False,pk);
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
px3=ValueWhen(pk,x,3); tx3=ValueWhen(tr,x,3);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
ph3=ValueWhen(pk,H,3); tl3=ValueWhen(tr,L,3);
tr=IIf(tr AND ((tx0<px0 AND tl1>tl0) OR (tx2>px1 AND tl1>=tl2) OR (px0==px1 AND tl1>tl0)),False,tr);
pk=IIf(pk AND ((px0<tx0 AND ph1<ph0) OR (px2>tx1 AND ph1<=ph2) OR (tx0==tx1 AND ph1<ph0)),False,pk);
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
px3=ValueWhen(pk,x,3); tx3=ValueWhen(tr,x,3);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
ph3=ValueWhen(pk,H,3); tl3=ValueWhen(tr,L,3);
}
pkh=IIf(pk,H,Null);
trl=IIf(tr,L,Null);
TimeFrameRestore();
fact=Nz(Max(tfrm/60,Interval()/60)/(Interval()/60));
if(fact==0)fact=1;
Lkbk=tfrm/Interval();
if(Lkbk>1 AND !IsNan(Lkbk))
{
pk=TimeFrameExpand(pk,tfrm,expandFirst);
pkh=TimeFrameExpand(pkh,tfrm,expandFirst);
pkhs=IIf(!IsEmpty(pkh),1,0);pkhs=pkhs-Ref(pkhs,-1);
pk=pk AND H==pkh;
cond1=Sum(pk,BarsSince(pkhs==1)+1)==1 AND pk;
pk=pk AND cond1;
tr=TimeFrameExpand(tr,tfrm,expandFirst);
trl=TimeFrameExpand(trl,tfrm,expandFirst);
trls=IIf(!IsEmpty(trl),1,0);trls=trls-Ref(trls,-1);
tr=tr AND L==trl;
cond1=Sum(tr,BarsSince(trls==1)+1)==1 AND tr;
tr=tr AND cond1;
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
px3=ValueWhen(pk,x,3); tx3=ValueWhen(tr,x,3);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
ph3=ValueWhen(pk,H,3); tl3=ValueWhen(tr,L,3);
atra=TimeFrameExpand(atra,tfrm,expandFirst);
}
ll=tr AND tl1<tl2;
hl=tr AND tl1>tl2;
hh=pk AND ph1>ph2;
lh=pk AND ph1<ph2;
dt=pk AND ph1==ph2;
db=tr AND tl1==tl2;
ll_h=IIf(ll,1,0);
hl_h=IIf(hl,2,0);
hh_h=IIf(hh,3,0);
lh_h=IIf(lh,4,0);
dt_h=IIf(dt,5,0);
db_h=IIf(db,6,0);
combi=ll_h+hl_h+lh_h+hh_h+dt_h+db_h;
t0=ValueWhen(combi,combi,0);
t1=ValueWhen(combi,combi,1);
t2=ValueWhen(combi,combi,2);
t3=ValueWhen(combi,combi,3);
t4=ValueWhen(combi,combi,4);
t5=ValueWhen(combi,combi,5);
// bearisch pattern
beHS=pk AND t1==4 AND (t2==1 OR t2==2) AND t3==3 AND t4==2 AND (t5==3 OR t5==4)
AND abs(tl1-tl2)<atra*atrfac1 AND abs(ph1-ph3)<atra*atrfac1 AND ph2>(Max(ph1,ph3)+atra*atrfac2) AND ph2<(Max(ph1,ph3)+atra*atrfac3);
beAx=ValueWhen(beHS,px3);beAy=ValueWhen(beHS,ph3);
beBx=ValueWhen(beHS,tx2);beBy=ValueWhen(beHS,tl2);
beCx=ValueWhen(beHS,px2);beCy=ValueWhen(beHS,ph2);
beDx=ValueWhen(beHS,tx1);beDy=ValueWhen(beHS,tl1);
beEx=ValueWhen(beHS,px1);beEy=ValueWhen(beHS,ph1);
beFx=ValueWhen(beHS,px1);aa=(beDy-beBy)/(beDx-beBx);bb=beDy;ii=px1-beDx;beFy=aa*ii+bb;
beHS=beHS AND 100*abs((beCx-beAx)-(beEx-beCx))/(Min(beCx-beAx,beEx-beCx)+1)<hssym;
if(includeVolumeSlope) beHS=IIf(beHS AND LinRegSlope(V,beEx-beAx)<0,beHS,0);
rr=BarsSince(beHS)>=0 AND BarsSince(beHS)<extendN;
idx=IIf(rr,xx-ValueWhen(beHS,beDx),Null);
aa=ValueWhen(beHS,aa);bb=ValueWhen(beHS,bb);
beNeckline=IIf(idx,aa*idx+bb,Null);
beValidSignalArea=Ref(Flip(Ref(beHS,-1),pk),1);
if(validSignalRangeCheck) beNeckline=IIf(beValidSignalArea,beNeckline,Null);
beGx=beCx;beGy=beBy+(beDy-beBy)/(beDx-beBx)*(beCx-beBx);
Short=Cross(beNeckline,C) AND !IsEmpty(beNeckline);Short=Ref(Short,-1);ShortPrice=O;
Short=ExRem(Short,beHS);beDeltaProfitTarget=beCy-beGy;beStopLossLevel=beEy;
// bullish pattern
buHS=tr AND t1==2 AND (t2==3 OR t2==4) AND t3==1 AND t4==4 AND (t5==1 OR t5==2)
AND abs(ph1-ph2)<atra*atrfac1 AND abs(tl1-tl3)<atra*atrfac1 AND tl2<(Max(tl1,tl3)-atra*atrfac2) AND tl2>(Max(tl1,tl3)-atra*atrfac3);
buAx=ValueWhen(buHS,tx3);buAy=ValueWhen(buHS,tl3);
buBx=ValueWhen(buHS,px2);buBy=ValueWhen(buHS,ph2);
buCx=ValueWhen(buHS,tx2);buCy=ValueWhen(buHS,tl2);
buDx=ValueWhen(buHS,px1);buDy=ValueWhen(buHS,ph1);
buEx=ValueWhen(buHS,tx1);buEy=ValueWhen(buHS,tl1);
buFx=ValueWhen(buHS,tx1);aa=(buDy-buBy)/(buDx-buBx);bb=buDy;ii=tx1-buDx;buFy=aa*ii+bb;
buHS=buHS AND 100*abs((buCx-buAx)-(buEx-buCx))/(Min(buCx-buAx,buEx-buCx)+1)<hssym;
if(includeVolumeSlope) buHS=IIf(buHS AND LinRegSlope(V,buEx-buAx)<0,buHS,0);
rr=BarsSince(buHS)>=0 AND BarsSince(buHS)<extendN;
idx=IIf(rr,xx-ValueWhen(buHS,buDx),Null);
aa=ValueWhen(buHS,aa);bb=ValueWhen(buHS,bb);
buNeckline=IIf(idx,aa*idx+bb,Null);
buValidSignalArea=Ref(Flip(Ref(buHS,-1),tr),1);
if(validSignalRangeCheck) buNeckline=IIf(buValidSignalArea,buNeckline,Null);
buGx=buCx;buGy=buBy+(buDy-buBy)/(buDx-buBx)*(buCx-buBx);
Buy=Cross(C,buNeckline) AND !IsEmpty(buNeckline);Buy=Ref(Buy,-1);BuyPrice=O;
Buy=ExRem(Buy,buHS);buDeltaProfitTarget=buGy-buCy;buStopLossLevel=buEy;
exitLoop_proc(Buy,BuyPrice,buDeltaProfitTarget,buStopLossLevel,buNeckline,Short,ShortPrice,beDeltaProfitTarget,beStopLossLevel,beNeckline,Maxbars);
Buy=BuyAdjusted;BuyPrice=BuyPriceAdjusted;
Short=ShortAdjusted;ShortPrice=ShortPriceAdjusted;
Sell=SellAdjusted;SellPrice=SellPriceAdjusted;
Cover=CoverAdjusted;CoverPrice=CoverPriceAdjusted;
SetChartBkColor(ColorRGB(0,0,0));SetChartOptions(0,chartShowDates);
SetBarFillColor(IIf(C>O,colorGreen,IIf(C<=O,colorRed,colorLightGrey)));
Plot(C,"Price",IIf(C>O,colorDarkGreen,IIf(C<=O,colorDarkRed,colorLightGrey)),64,0,0,0,0);
Plot(pkh,"",colorRed,styleThick,0,0,0,-1);
Plot(trl,"",colorBrightGreen,styleThick,0,0,0,-1);
PlotShapes(shapeSmallCircle*tr,IIf(Lx-ValueWhen(tr,x)>nbar*fact,ColorRGB(0,100,0),colorWhite),0,L,-10);
PlotShapes(shapeSmallCircle*pk,IIf(Lx-ValueWhen(pk,x)>nbar*fact,ColorRGB(255,0,0),colorWhite),0,H,10);
if(dispbuHS)
{
Plot(buNeckline,"",colorAqua,styleNoLine|styleDots,0,0,0,1);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorDarkGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
Plot(LongStopTrail,"",colorRed,styleLine,0,0,1,1);
Plot(LongTarget,"",colorBrightGreen,styleLine,0,0,1,1);
}
if(dispbeHS)
{
Plot(beNeckline,"",colorYellow,styleNoLine|styleDots,0,00,0,1);
PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorRed,0,H,IIf(Short AND Sell,-30,-15));
PlotShapes(IIf(Short,shapeSmallCircle,shapeNone),colorWhite,0,ShortPrice,0);
PlotShapes(IIf(Cover,shapeSmallUpTriangle,shapeNone),colorDarkGreen,0,L,IIf(Cover AND Buy,-30,-15));
PlotShapes(IIf(Cover,shapeSmallCircle,shapeNone),colorWhite,0,CoverPrice,0);
Plot(ShortStopTrail,"",colorGreen,styleLine,0,00,1,1);
Plot(ShortTarget,"",colorBrightGreen,styleLine,0,00,1,1);
}
qq=Interval()/60;
if(qq < 60){tf=" min";tt=qq;}
else if(qq >= 60 AND qq < 1440){tf=" hrs";tt=qq/60;}
else if(qq >= 1440){tf=" days";tt=(qq/60)/24;}
qq=Max(tfrm/60,Interval()/60);
if(qq < 60){tfa=" min";tta=qq;}
else if(qq >= 60 AND qq < 1440){tfa=" hrs";tta=qq/60;}
else if(qq >= 1440){tfa=" days";tta=(qq/60)/24;}
Title = Name() +
"\nNbar: " + nbar +
"\nChart TF: " + tt + tf +
"\nTrend TF: " + tta + tfa;
abcdy_up=20;
abcdy_dn=28;
function GetVisibleBarCount()
{
lvb=Status("lastvisiblebar");
fvb=Status("firstvisiblebar");
return Min(lvb-fvb,BarCount-fvb);
}
function GfxConvertPixelsToBarX(Pixels)
{
lvb=Status("lastvisiblebar");
fvb=Status("firstvisiblebar");
pxchartleft=Status("pxchartleft");
pxchartwidth=Status("pxchartwidth");
fac=pxchartwidth/Pixels;
bar=(lvb-fvb)/fac;
return bar;
}
function GfxConvertPixelToValueY(Pixels)
{
local Miny,Maxy,pxchartbottom,pxchartheight;
Miny=Status("axisminy");
Maxy=Status("axismaxy");
pxchartbottom=Status("pxchartbottom");
pxchartheight=Status("pxchartheight");
fac=pxchartheight/Pixels;
Value=(Maxy-Miny)/fac;
return Value;
}
AllVisibleBars=GetVisibleBarCount();
fvb=Status("firstvisiblebar");
abcdy_up=GfxConvertPixelToValueY(abcdy_up);
abcdy_dn=GfxConvertPixelToValueY(abcdy_dn);
for(i=0;i<AllVisibleBars;i++)
{
if(beHS[i+fvb] AND dispbeHS)
{
clr=colorRed;
lvix=i+fvb;
Plot(LineArray(beAx[lvix],beAy[lvix],beBx[lvix],beBy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(beBx[lvix],beBy[lvix],beCx[lvix],beCy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(beCx[lvix],beCy[lvix],beDx[lvix],beDy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(beDx[lvix],beDy[lvix],beEx[lvix],beEy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(beDx[lvix],beDy[lvix],beFx[lvix],beFy[lvix],0,True ),"",clr,styleDashed);
Plot(LineArray(beBx[lvix],beBy[lvix],beDx[lvix],beDy[lvix],0,True ),"",clr,styleDashed);
PlotText("S1",beAx[lvix]-0,beAy[lvix]+abcdy_up,colorRed,colorDefault);
PlotText("H",beCx[lvix]-0,beCy[lvix]+abcdy_up,colorRed,colorDefault);
PlotText("S2",beEx[lvix]-0,beEy[lvix]+abcdy_up,colorRed,colorDefault);
}
if(buHS[i+fvb] AND dispbuHS)
{
clr=colorGreen;
lvix=i+fvb;
Plot(LineArray(buAx[lvix],buAy[lvix],buBx[lvix],buBy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(buBx[lvix],buBy[lvix],buCx[lvix],buCy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(buCx[lvix],buCy[lvix],buDx[lvix],buDy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(buDx[lvix],buDy[lvix],buEx[lvix],buEy[lvix],0,True ),"",clr,styleThick);
Plot(LineArray(buDx[lvix],buDy[lvix],buFx[lvix],buFy[lvix],0,True ),"",clr,styleDashed);
Plot(LineArray(buBx[lvix],buBy[lvix],buDx[lvix],buDy[lvix],0,True ),"",clr,styleDashed);
PlotText("S1",buAx[lvix]-0,buAy[lvix]-abcdy_dn,colorGreen,colorDefault);
PlotText("H",buCx[lvix]-0,buCy[lvix]-abcdy_dn,colorGreen,colorDefault);
PlotText("S2",buEx[lvix]-0,buEy[lvix]-abcdy_dn,colorGreen,colorDefault);
}
}
_SECTION_END();
// Downloaded From https://www.WiseStockTrader.com
_SECTION_BEGIN("DBDT");
GraphXSpace = 5;
SetChartBkColor( colorBlack );
SetChartOptions( 1, chartShowDates, chartGridMiddle, 0, 0, 0 );
SetChartOptions(0,chartShowArrows|chartShowDates);
SetBarFillColor( IIf( C > O, ColorRGB( 0, 75, 0 ), IIf( C <= O, ColorRGB( 75, 0, 0 ), colorLightGrey ) ) );
_SECTION_BEGIN("Title");
DODay = TimeFrameGetPrice("O", inDaily);
DHiDay = TimeFrameGetPrice("H", inDaily);
DLoDay = TimeFrameGetPrice("L", inDaily);
Title = EncodeColor(colorWhite)+ Name() + ", " + EncodeColor(colorGold)+ Interval(2) + ", " + EncodeColor(colorAqua)+Date() + EncodeColor(colorWhite)+" - " +
EncodeColor(colorYellow) + "Vol: "+ WriteVal(V) +
EncodeColor(colorBlue) + " Open: " + EncodeColor(colorWhite) + O +
EncodeColor(colorRed)+ " High: " +EncodeColor(colorWhite) + H +
EncodeColor(colorBrightGreen)+ " Low: " +EncodeColor(colorWhite) + L +
EncodeColor(colorTeal) +" Close: " + EncodeColor(colorWhite) +C +
EncodeColor(colorBlue)+ " Day-Open: " +DODay + EncodeColor(colorBrightGreen)+" Day-High: " +DHiDay +EncodeColor(colorRed)+ " Day-Low: " + DLoDay;
_SECTION_END();
Plot( C, "", IIf( C > O, ColorRGB( 0, 255, 0 ), IIf( C <= O, ColorRGB( 255, 0, 0 ), colorLightGrey ) ), 64, Null, Null, 0, 0, 1 );
// Fractal Pivots, E.M.Pottasch 2/2018
bi = BarIndex();
fvb = FirstVisibleValue( bi );
lvb = LastVisibleValue( bi );
rightstrength = Param( "Right Strength", 1, 1, 50, 1 );
leftstrength = Param( "Left Strength", 1, 1, 50, 1 );
fact = Param( "Chart Time Frame Factor", 2, 1, 10, 1 );
rightStrength = rightStrength * fact;
leftStrength = leftStrength * fact;
pk = H == HHV( H, leftstrength ) AND Ref( HHV( H, rightstrength ), rightstrength ) < H;
tr = L == LLV( L, leftstrength ) AND Ref( LLV( L, rightstrength ), rightstrength ) > L;
pkl = H == HHV( H, leftstrength );
trl = L == LLV( L, leftstrength );
for( i = 0; i < 3; i++ )
{
VarSet( "px" + i, ValueWhen( pk, bi, i ) );
VarSet( "tx" + i, ValueWhen( tr, bi, i ) );
VarSet( "ph" + i, ValueWhen( pk, H, i ) );
VarSet( "tl" + i, ValueWhen( tr, L, i ) );
}
ll = tr AND tl1 < tl2;
hl = tr AND tl1 > tl2;
hh = pk AND ph1 > ph2;
lh = pk AND ph1 < ph2;
dt = pk AND ph1 == ph2;
db = tr AND tl1 == tl2;
//PlotShapes( shapeSmallCircle * trl, ColorRGB( 80, 0, 0 ), 0, L, -10 );
//PlotShapes( shapeSmallCircle * pkl, ColorRGB( 0, 80, 0 ), 0, H, 10 );
//PlotShapes( shapeSmallCircle * tr, ColorRGB( 0, 255, 0 ), 0, L, -10 );
//PlotShapes( shapeSmallCircle * pk, ColorRGB( 255, 0, 0 ), 0, H, 10 );
doubleTopThreshold = 0.75 * Ref( ATR( 20 ), -1 );
doubleTop = pk && abs( ph1 - ph2 ) < doubleTopThreshold;
doubleBottomThreshold = 0.75 * Ref( ATR( 20 ), -1 );
doubleBottom = tr && abs( tl1 - tl2 ) < doubleBottomThreshold;
for( i = lvb; i > fvb; i-- )
{
sz = 8;
if( doubleTop[i] )
{
str = "DT";
PlotTextSetFont( str, "Arial Black", sz, i, H[i], ColorRGB( 250, 125, 0 ), colorGrey40, 40 );
}
if( doubleBottom[i] )
{
str = "DB";
PlotTextSetFont( str, "Arial Black", sz, i, L[i], ColorRGB( 250, 125, 0 ), colorWhite, -40 );
}
}
writeif( highest( doubleTop ) == 1, "\nAmiBroker has detected some possible Double Top patterns for " + name() + "\n\nLook for TAG on the price chart.", "\n\nThere are no double top patterns for " + name() );
writeif( highest( doubleBottom ) == 1, "\n\nAmiBroker has detected some possible Double Bottom patterns for " + name() + "\n\nLook for TAG on the price chart.", "\nThere are no double top patterns for " + name() );
_SECTION_END();
riskAmount=Param("Risk Amount",25,10,10000,5);
Limit=Param(" Trade Till (Hour)(Min)(Sec)",145900,103000,153000,100);
since=(TimeNum() >= 101459 AND TimeNum()<= Limit) AND (DateNum()==LastValue(DateNum()));
_SECTION_BEGIN("Alerts");
SRbS = ParamToggle("S/R broken","Off,On",1);
SRcS = ParamToggle("S/R confirmed","Off,On",1);
PjabS = ParamToggle("Price just above/below","Off,On",1);
_SECTION_END();
_SECTION_BEGIN("Main Parameters");
PlotP1P2 = ParamToggle("Plot P1/P2 Shapes","Off,On",1);
P1Shape = Param("P1 Shape Typ",35,0,50,1);//default 35
P2Shape = Param("P2 Shape Typ",37,0,50,1);//default 37
Parallellinesswitch = ParamToggle("Plot Parallel Lines","Off,On",1);
DisRange = Param("Plot Parallel Lines Trigger",300,0,1000,20);
_SECTION_BEGIN("Styles");
Style_SL= ParamStyle("Support",styleLine+styleThick,maskDefault)+styleNoRescale;
Style_RL= ParamStyle("Resistance",styleLine+styleThick,maskDefault)+styleNoRescale;
Style_PHL= ParamStyle("Parallel Support",styleLine+styleDashed,maskDefault)+styleNoRescale;
Style_PLL= ParamStyle("Parallel Resistance",styleLine+styleDashed,maskDefault)+styleNoRescale;
_SECTION_END();
_SECTION_BEGIN("Colors");
Color_SL= ParamColor("Support",colorLime);
Color_RL= ParamColor("Resistance",colorRed);
Shadowcolor = ParamColor("Shadow",ColorRGB(56,63,118));
if(Version()<4.75){Backgroundcolor = ParamColor("Your Background",colorBlack);}
Color_PLL= Color_RL; //ParamColor("Resistance",colorRed);
Color_PHL= Color_SL; //ParamColor("Support",colorLime);
_SECTION_END();
_SECTION_BEGIN("Pattern Selection");
AscTs = ParamToggle("Ascending Triangle","Off,On",1);
DscTs = ParamToggle("Descending Triangle","Off,On",1);
STs = ParamToggle("Symmetrically Triangle","Off,On",1);
ETs = ParamToggle("Expanding Triangle","Off,On",1);
RWs = ParamToggle("Rising Wedge","Off,On",1);
FWs = ParamToggle("Falling Wedge","Off,On",1);
UTs = ParamToggle("Up Trend","Off,On",1);
DTs = ParamToggle("Down Trend","Off,On",1);
Ranges = ParamToggle("Range","Off,On",1);
NonDefinedPatterns = ParamToggle("Not defined Patterns","Off,On",1);
_SECTION_END();
//calcs
HH = HHV(H,20);
LL = LLV(L,20);
Mid = LL+((HH-LL)/2);
Div = 100-(HH/(0.01*Mid));
Per = LastValue(abs(Div));
Hp1 = Ref(H,-1);Hp2 = Ref(H,-2);Hp3 = Ref(H,-3);Hp4 = Ref(H,-4);Hp5 = Ref(H,-5);Hp6 = Ref(H,-6);
Lp1 = Ref(L,-1);Lp2 = Ref(L,-2);Lp3 = Ref(L,-3);Lp4 = Ref(L,-4);Lp5 = Ref(L,-5);Lp6 = Ref(L,-6);
Hf1 = Ref(H,1);Hf2 = Ref(H,2);Hf3 = Ref(H,3);Hf4 = Ref(H,4);Hf5 = Ref(H,5);Hf6 = Ref(H,6);
Lf1 = Ref(L,1);Lf2 = Ref(L,2);Lf3 = Ref(L,3);Lf4 = Ref(L,4);Lf5 = Ref(L,5);Lf6 = Ref(L,6);
x = Cum(1);
divx = LastValue(x)-x;
//Tops
A = H;
Top1 = A > Hf2 & A > Hf1 & A > Hp1 & A > Hp2 & divx>2;
Top2 = A > Hf3 & A > Hf2 & A ==Hf1 & A > Hp1 & A > Hp2 & divx>3 ;
Top3 = A > Hf4 & A > Hf3 & A ==Hf2 & A >=Hf1 & A > Hp1 & A > Hp2 & divx>4;
Top4 = A > Hf5 & A > Hf4 & A ==Hf3 & A >=Hf2 & A >=Hf1 & A > Hp1 & A > Hp2 & divx>5;
Top5 = A > Hf6 & A > Hf5 & A ==Hf4 & A >=Hf3 & A ==Hf2 & A >=Hf1 & A > Hp1 & A >Hp2 & divx>6;
Top = Top1 OR Top2 OR Top3 OR Top4 OR Top5;
TopHigh = ValueWhen(Top,H);
TopX = ValueWhen(Top,X);
//Valleys
A = L;
Valley1 = A < Lf2 & A <= Lf1 & A <= Lp1 & A < Lp2 & divx>2;
Valley2 = A < Lf3 & A < Lf2 & A == Lf1 & A < Lp1 & A < Lp2 & divx>3;
Valley3 = A < Lf4 & A < Lf3 & A == Lf2 & A <= Lf1 & A < Lp1 & A < Lp2 & divx>4;
Valley4 = A < Lf5 & A < Lf4 & A == Lf3 & A <= Lf2 & A <= Lf1 & A < Lp1 & A < Lp2 & divx>5;
Valley5 = A < Lf6 & A < Lf5 & A == Lf4 & A <= Lf3 & A == Lf2 & A <= Lf1 & A < Lp1 & A < Lp2 & divx>6;
Valley = Valley1 OR Valley2 OR Valley3 OR Valley4 OR Valley4 OR Valley5;
ValleyLow = ValueWhen(Valley,L);
ValleyX = ValueWhen(Valley,X);
x = Cum(1);
xb = LastValue(ValueWhen(Valley,x,1));
xa = LastValue(ValueWhen(Valley,x,2));
yb = LastValue(ValueWhen(Valley,L,1));
Ya = LastValue(ValueWhen(Valley,L,2));
xab_log = log(yb/yA)/(xb-xa);
SL = exp((x-xb)*xab_log)*yb;
RocSL = ROC(SL,1);
xd = LastValue(ValueWhen(top,x,1));
xc = LastValue(ValueWhen(top,x,2));
yd = LastValue(ValueWhen(top,H,1));
Yc = LastValue(ValueWhen(top,H,2));
xcd_log = log(yd/yc)/(xd-xc);
RL = exp((x-xd)*xcd_log)*yd;
RocRL = ROC(RL,1);
//LPL
Low_Value = LastValue(Ref(LLV(L,xd-xc),-(x-xd)));
x2 = LastValue(ValueWhen(L==Low_Value & x>xc & x<xd,x));
PLL = IIf(LastValue(x)-x2>5,exp((x-x2)*xcd_log)*Low_Value,-1e10);
//HPL
Hi_Value = LastValue(Ref(HHV(H,xb-xa),-(x-xb)));
x3 = LastValue(ValueWhen(H==Hi_Value & x>xa & x<xb,x));
PHL = IIf(LastValue(x)-x3>5,exp((x-x3)*xab_log)*Hi_Value,-1e10);
//Channels
AvgRoc = abs(MA(ROC(C,1),100));
Threshold_parallel = 15;
Threshold_Trend = 0.001*per;
SLabs = SL-Ref(SL,-1); RLabs = RL-Ref(RL,-1);
ROC2SL = (SLabs/C)*100; ROC2RL = (RLabs/C)*100;
RSL = ROC2SL > Threshold_Trend; FlatSL = abs(ROC2SL) < Threshold_Trend; FSL = ROC2SL < -Threshold_Trend;
RRL = ROC2RL > Threshold_Trend; FlatRL = abs(ROC2RL) < Threshold_Trend; FRL = ROC2RL < -Threshold_Trend;
parallel= abs(((RocSL/RocRL)-1)*100)<Threshold_parallel;
UT= RSL AND RRL AND parallel;
DT= FSL AND FRL AND parallel;
DT_UT = IIf (DT,-1,IIf(UT,1,0));
Range = parallel AND FlatSL AND FlatRL;
Xm = xb-xa >4 & xd-xc >4; //x-min.distance - optional
AscT= FlatRL & RSL;// & xa<xd & xc<xb;// & Xm;
DscT= FlatSL & FRL;// & xa<xd & xc<xb;// & Xm;
AT_DT= IIf(AscT,1,IIf(DscT,-1,0));
ST = RSL & FRL & RL>SL;//& xa<xd & xc<xb;// & Xm;
ET = RRL & FSL & RL>SL;//& xa<xd & xc<xb;// & Xm;//abs(ROCSL/ROCRL)<3 - optional
ST_ET = IIf(ST,1,IIf(ET,-1,0));
RW = RRL & RSL & RocSL>RocRL & SL>RL AND NOT parallel;// & Xm;
FW = FSL & FRL & RocRL<RocSL & SL<RL AND NOT parallel;// & Xm;
RW_FW = IIf (RW,1,IIf(FW,-1,0));
Distance = 0.5*ATR(14);
//Support line signals
Sup_break = Cross(SL,C) & X>XB;
Sup_pricejustabove = L<SL+Distance & L>SL & X>XB;
Sup_confirmed = L<=SL & C>SL & X>XB;
//Resistance line signals
Res_break = Cross(C,RL) & X>XD;
Res_pricejustbelow = H>RL-Distance & H<RL & X>XD;
Res_confirmed = H>=RL & C<RL & X>XD;
//Parallel lower line signals
PLL_break = Cross(PLL,C);
PLL_pricejustabove = L<PLL+Distance & L>PLL;
PLL_confirmed = L<=PLL & C>PLL;
//Parallel higher line signals
PHL_break = Cross(C,PHL);
PHL_pricejustbelow = H>PHL-Distance & H<PHL;
PHL_confirmed = H>=PHL & C<PHL;
SupSignals = Sup_break | Sup_pricejustabove | Sup_confirmed;
ResSignals = Res_break | Res_pricejustbelow | Res_confirmed;
PLLSignals = PLL_break | PLL_pricejustabove | PLL_confirmed;
PHLSignals = PHL_break | PHL_pricejustbelow | PHL_confirmed;
//BS = Sup_confirmed OR Res_break;
//SS = Res_confirmed OR Sup_break;
BS = Sup_confirmed OR Sup_pricejustabove OR Res_break;
SS = Res_confirmed OR Res_pricejustbelow OR Sup_break;
NS = Sup_pricejustabove OR Res_pricejustbelow;
PatternDirection =
IIf(AscT|FW|UT,1,
IIf(DscT|RW|DT,-1,
IIf(ST|ET|Range,0,0)));
PatternText =
WriteIf(LastValue(AscT),"Ascending Triangle",
WriteIf(LastValue(DscT),"Decending Triangle",
WriteIf(LastValue(ST),"Symmetrical Triangle",
WriteIf(LastValue(ET),"Expanding Triangle",
WriteIf(LastValue(RW),"Rising Wedge",
WriteIf(LastValue(FW),"Falling Wedge",
WriteIf(LastValue(UT),"Up Channel",
WriteIf(LastValue(DT),"Down Channel",
WriteIf(Range,"Range","Not defined")))))))));
//Display Cond. fix when Chart is compl.zoomed out
PLLd = abs((LastValue(C)/LastValue(PLL))-1)<0.01*DisRange;
PHLd = abs((LastValue(C)/LastValue(PHL))-1)<0.01*DisRange;
barvisible = Status("barvisible");
firstvisiblebar = barvisible & NOT
Ref(barvisible,-1);
HHvisible = LastValue(HighestSince(firstvisiblebar,High));
LLvisible = LastValue(LowestSince(firstvisiblebar,Low));
RaH = HHvisible *1.05; //Range High
RaL = LLVisible *0.95; //Range Low
//Anyline_zero
AnZ= ya==0 OR yb==0 OR yc==0 OR yd==0;
SL_plot = IIf(x>=xa & SL>RaL & SL<RaH & NOT AnZ,SL,IIf(x>=xa & RaL==0 & NOT AnZ,SL,-1e10));
RL_plot = IIf(x>=xc & RL>RaL & RL<RaH & NOT AnZ,RL,IIf(x>=xc & RaL==0 & NOT AnZ,RL,-1e10));
PLL_plot = IIf(x-x2>=0 & abs(LastValue(L/PLL)-1) <abs(LastValue((DisRange/1000)*ATR(14))) & PLL>RaL & PLL<RaH & NOT AnZ,PLL,IIf(x-x2>=0 & RaL==0 & PLLd & abs(LastValue(L/PLL)-1) <abs(LastValue((DisRange/1000)*ATR(14)))& NOT AnZ,PLL,-1e10));
PHL_plot = IIf(x-x3>=0 & abs(LastValue(H/PHL)-1) <abs(LastValue((DisRange/1000)*ATR(14))) & PHL>RaL & PHL<RaH & NOT AnZ,PHL,IIf(x-x3>=0 & RaL==0 & PHLd & abs(LastValue(H/PHL)-1) <abs(LastValue((DisRange/1000)*ATR(14)))& NOT AnZ,PHL,-1e10));
///////////Begin Ploting Part////////////
LastBar = Cum(1) == LastValue(Cum(1));
Plot(SL_plot ," SL" ,Color_SL,Style_SL+styleNoTitle);
Plot(RL_plot ," RL" ,Color_RL,Style_RL+styleNoTitle);
Plot(IIf(Parallellinesswitch,PLL_plot,-1e10)," PLL",Color_PLL,Style_PLL+styleNoTitle);
Plot(IIf(Parallellinesswitch,PHL_plot,-1e10)," PHL",Color_PHL,Style_PHL+styleNoTitle);
// Shading
BEGIN=Min(xa,xc);
TRS = IIf(x>BEGIN-1,SL,-1e10);
TRR = IIf(x>BEGIN-1,RL,-1e10);
trr = IIf(trr>0,trr,Null);
yVal=IIf(trs > trr,trr,trs);
yval = IIf(yval>0,yval,Null);
GraphZOrder = 0;
if(Version()>4.75){
PlotOHLC(0,trr,yval,0,"",Shadowcolor,styleCloud+styleNoLabel);}
else
{
Plot(yVal,"",Backgroundcolor,styleArea+styleNoRescale+styleNoLabel);
Plot(trr,"",Shadowcolor,styleArea+styleNoRescale+styleNoLabel);
}
///////////End Ploting Part////////////
DefinedPatterns = AscT | DscT | ST | ET | RW | FW | UT | DT;
Filter = BarIndex()==LastValue(BarIndex()) AND NOT GroupID()==253;
Filter = Filter AND
(AscT AND AscTs)| (DscT AND DscTs)| (ST AND STs)|
(ET AND ETs)| (RW AND RWs)| (FW AND FWs)|
(UT AND UTs)| (DT AND DTs)|(Range AND Ranges)|
(SupSignals AND NonDefinedPatterns AND NOT DefinedPatterns)|
(ResSignals AND NonDefinedPatterns AND NOT DefinedPatterns);
// | PLLSignals | PHLSignals | Trade Variables
Red=C<O;
Green=C>O;
Buy = FW | UT;
//Buy=Buy1 & !Ref(Buy1,-1);
Short = RW | DT;
//Short = Short1 & !Ref(Short1,-1);
Buy1=BarsSince(Buy);
Short1=BarsSince(Short);
BuyPrice=(round(ValueWhen(Buy,C)*10))/10;
ShortPrice=(round(ValueWhen(Short,C)*10))/10;
Buystop=(round((BuyPrice-(BuyPrice*0.5/100))*10))/10;
Shortstop=(round((ShortPrice+(ShortPrice*0.5/100))*10))/10;
Buystop1=((Cross(Buystop,C) OR Cross(Buystop,L)) AND since) ;
Shortstop1=((Cross(H,Shortstop) OR Cross(C,Shortstop)) AND since);
Sell1=(Buy1>0 AND ((CCI(14)<Ref(CCI(14),-1) AND Red) OR (x==xd & NOT AnZ)) AND since);
Sell=Sell1 AND NOT Ref(Sell1,-1);
Cover1=(Short1>0 AND ((CCI(14)>Ref(CCI(14),-1) AND Green) OR (x==xb & NOT AnZ)) AND since);
Cover= Cover1 AND NOT Ref(Cover1,-1);
SellPrice=(round(ValueWhen(Sell,C)*10))/10;
CoverPrice=(round(ValueWhen(Cover,C)*10))/10;
Buy11=Cum(Buy);
Short11=Cum(Short);
//Indicator
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorLightBlue)+ "" +"\n"+EncodeColor(colorYellow)+ Name() + " - " + EncodeColor(colorYellow)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - " +EncodeColor(colorYellow) + " TurnOver= Rs. "+EncodeColor(colorWhite)+ WriteVal((((V*C)/100000)),1.2)+" Lakhs - "+
"\n"+
WriteIf(LastValue(AscT),"Ascending Triangle - bullish formation that usually forms during an uptrend as a continuation pattern"+"","")+
WriteIf(LastValue(DscT),"Decending Triangle - bearish formation that usually forms during a downtrend as a continuation pattern."+"","")+
WriteIf(LastValue(ST),"Symmetrical Triangle - mark important trend reversals, they more often mark a continuation of the current trend - direction of the next major move can only be determined after a valid breakout."+"","")+
WriteIf(LastValue(ET),"Expanding Triangle - The expanding triangle is said to be a good indicator of a reversal pattern"+"","")+
WriteIf(LastValue(RW),"Rising Wedge - rising wedges definitely slope up and have a bearish bias"+"","")+
WriteIf(LastValue(FW),"Falling Wedge - falling wedges definitely slope down and have a bullish bias."+" ","")+
WriteIf(LastValue(UT),"Up Channel - Bullish Trend"+"","")+
WriteIf(LastValue(DT),"Down Channel - Bearish Trend"+"","")+
"\n"+
WriteIf(Sup_pricejustabove,EncodeColor(colorBrightGreen)+"Price just above Support",
WriteIf(Sup_confirmed,EncodeColor(colorBrightGreen)+"Support Confirmed",EncodeColor(colorWhite)+""))+
WriteIf(Sup_break,EncodeColor(colorRed)+"Support Break"+"","")+"\n"+
WriteIf(Res_pricejustbelow,EncodeColor(colorRed)+"Price just below Resistance",
WriteIf(Res_confirmed,EncodeColor(colorRed)+"Resistance Confirmed",EncodeColor(colorWhite)+""))+
WriteIf(Res_break,EncodeColor(colorBrightGreen)+"Resistance Break"+"","")+"\n"+
EncodeColor(colorBrightGreen) +
WriteIf(BuyPrice, "BUY: "+(BuyPrice)+" ","")+
WriteIf(BuyStop, " - BUY SL: "+(BuyStop),"")+
WriteIf(SellPrice , " - BUY TP: "+(SellPrice)+" ","")+
"\n"+
EncodeColor(colorRed) +
WriteIf(ShortPrice, "SHORT: "+(ShortPrice)+" ","")+
WriteIf(ShortStop, "- SHORT SL: "+(ShortStop)+" ","")+
WriteIf(CoverPrice, " - SHORT TP: "+(CoverPrice)+" ","")+"\n"+
"\n"+
WriteVal(Buy11)+ WriteVal(Short11)+WriteVal(LastValue(Buy))+ WriteVal(LastValue(Short))+
WriteIf(Range,"Range","Not defined"));
//Shapes
if(PlotP1P2){
PlotShapes(IIf(x==xa & NOT AnZ,P1Shape,shapeNone),Color_SL,0,SL,-13 );
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),Color_SL,0,SL,-25 );
PlotShapes(IIf(x==xc & NOT AnZ,P1Shape,shapeNone),Color_RL,0,H,13 );
PlotShapes(IIf(Short,shapeDownArrow,shapeNone),Color_RL,0,H,-25 );
}
PlotShapes(IIf(Buystop1,shapeCircle,shapeNone),Color_SL,0,SL,-13 );
PlotShapes(IIf(Cover,shapeUpTriangle,shapeNone),Color_RL,0,SL,-45 );
PlotShapes(IIf(Shortstop1,shapeCircle,shapeNone),Color_RL,0,H,-13 );
PlotShapes(IIf(Sell,shapeDownTriangle,shapeNone),Color_SL,0,H,-45 );
//money management
lotSizeb = round((riskAmount/(BuyPrice-BuyStop)));
lotSizes = round((riskAmount/(ShortStop-ShortPrice)));
//Explorer
AddColumn( IIf(Buy, 66, IIf(Short, 83,01 )), "GO", formatChar, colorWhite, bkcolor= IIf(Short,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Sell, 80, IIf(Cover, 80,01 )), "PR", formatChar, colorWhite, bkcolor= IIf(Cover ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(buystop1, 76, IIf(shortstop1, 76,01 )), "SL", formatChar, colorWhite, bkcolor= IIf(shortstop1 ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR Buystop1 OR Sell, BuyPrice, IIf(Short OR shortstop1 OR Cover, ShortPrice,01 )), "ENTRY@", 1.2, colorWhite, bkcolor= IIf(Short OR Shortstop1 OR Cover,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR Buystop1 OR Sell, BuyStop, IIf(Short OR Shortstop1 OR Cover, ShortStop,01 )), "STPLS@", 1.2, colorWhite, bkcolor= IIf(Short OR Shortstop1 OR Cover,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR Buystop1 OR Sell, SellPrice, IIf(Short OR Shortstop1 OR Cover, CoverPrice,01 )), "PR@", 1.2, colorWhite, bkcolor= IIf(Short OR Shortstop1 OR Cover,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR Buystop1 OR Sell, Lotsizeb, IIf(Short OR Shortstop1 OR Cover, Lotsizes,01 )), "QTY", 1.0, colorWhite, bkcolor= IIf(Short OR Shortstop1 OR Cover,colorDarkRed,colorDarkGreen) );
AddTextColumn(
WriteIf(Sup_pricejustabove,"Price just above",
WriteIf(Sup_confirmed,"Confirmed",
WriteIf(Sup_break,"Break",""))),"Support Line",1.2,
IIf(Sup_pricejustabove OR sup_confirmed,colorGreen,colorRed));
AddTextColumn(
WriteIf(Res_pricejustbelow,"Price just below",
WriteIf(Res_confirmed,"Confirmed",
WriteIf(Res_break,"Break",""))),"Resistance Line",1.2,
IIf(Res_pricejustbelow OR Res_confirmed,colorRed,colorGreen));
patterncolor =
IIf(AscT|FW|UT,colorGreen,
IIf(DscT|RW|DT,colorRed,
IIf(ST|ET|Range,colorBlue,colorBlack)));
AddTextColumn(PatternText,"Pattern",0,patterncolor );
AddTextColumn(FullName(),"Full name");
AddTextColumn(
WriteIf(PLL_pricejustabove,"price just above",
WriteIf(PLL_confirmed,"confirmed",
WriteIf(PLL_break,"break",""))),"Parallel support line");
AddTextColumn(
WriteIf(PHL_pricejustbelow,"price just below",
WriteIf(PHL_confirmed,"confirmed",
WriteIf(PHL_break,"break",""))),"Parallel resistance line");
//Alerts
AlertIf( Buy, "SOUND C:\\Windows\\Media\\Windows XP Startup.wav", "Buy",2);
AlertIf( Short, "SOUND C:\\Windows\\Media\\Windows XP Startup.wav", "Short", 2 );
AlertIf( BuyStop1, "SOUND C:\\Windows\\Media\\Ringin.wav", "BuyStop Hit", 2 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\Ringin.wav", "Buy Take Profit", 2 );
AlertIf( ShortStop1, "SOUND C:\\Windows\\Media\\Ringin.wav", "Short Stop Hit", 2 );
AlertIf( Cover , "SOUND C:\\Windows\\Media\\Ringin.wav", "Short Take Profit", 2 );
//Filters
Filter= Buy OR Short OR Buystop1 OR Shortstop1 OR Sell OR Cover;
Footprint Insights
Basics of order matching mechanism
To deeply understand Footprint/Orderflow concepts... first, more important than auction theory is the order matching mechanism, a mandatory element that occurs in every "auction".
Very basic, we can understand as follows:
1. Basic order types: basic orders are orders that any trading platform uses, or we can simply see them commonly on the platforms we still trade such as MT4, MT5, including : Limit order, Market Order, Stop Order.
2. The trading principle is carried out as follows: Limit order will match Market order, that is, limit order always matches market order in the opposite direction.
For example: Buy limit BTC at 43000 will match Sell market BTC at 43000 (in ideal conditions without spread)
Limit order never matches Limit order.
3. TP (Target profit) and STL (Stoploss) are also a type of order, in which, STL is always a Market order, TP is divided into 2 types, if TP is executed immediately it is a Market order, fixed TP is Limit command.
4. Expanding from the above basic concept, we can explain most basic market phenomena such as absorption, price imbalance, profit taking, stop loss hunting, etc.
Auction Market Theory
0. Why is auction market theory important?
A core understanding of auction theory will enhance your ability to organize ideas, recognize patterns, address valuable questions, and extract essential pieces of data from endless amounts of information. It also helps us bring the views of many market participants into a unified whole.
Traders who do not study or understand the basic concepts of Auction Market Theory will always try to predict the market rather than react to the information the market provides them. When you trade a strategy that you don't understand the fundamentals behind or the logic of why it works, you will lack confidence in it. However, Auction Market Theory is just the beginning to understanding fair value, disequilibrium, and other order flow trading concepts.
1. Concept: Auction is a general theory, here, it is said that the market (Market - MK) moves higher and lower due to the imbalance between buyers and sellers (caused by market events) until the price discovers the level of equilibrium and the transaction can be most facilitated (Fair Value).
2. Example of auction market theory
Car buyers want the lowest price for new cars while dealers want the highest price to maximize profits.In the example below, the current price of a new car is $35,000 (Fair Value). Some buyers will pay a little less than $35,000 while others will pay a little more due to negotiation, but the average will remain close to $35,000 until a market event occurs .
1.1. Fair value is the price range that creates the most favorable conditions for transactions between market participants. Tightly balanced buyer and seller participation results in prices trading in tight ranges with higher volumes. When a security is trading at a reasonable price, it is in equilibrium.
1.2. Most Market Profile configurations use 70% of session volume (instead of 68.2%) to determine Fair Value where the control point is used as the average value. The point of control is simply where the most transactions take place, as indicated by the greatest volume. Particularly for the TPO (Time Price Operations) chart, POC is determined as the point where the most transactions occur in a period of time.
1.3 . Therefore, prices above or below fair value with high volume are considered "unfair" prices (i.e., do not accurately reflect the true intrinsic value of the security being traded).
Disequilibrium occurs in the market due to market events that cause buyers or sellers to become dominant.We can rely on a number of factors to determine the superiority of buyers and sellers by analyzing price, volume, Delta, Liquidity....The goal of pro traders is to determine whether the market is in balance or imbalance and then apply an appropriate trading strategy based on that analysis. The orientation is as follows, in balanced markets, focus judgment and establish positions around the Fair Value zone. Conversely, when the market is out of balance, it means the price has left the fair value zone, or waiting for confirmation of the participation of the next buyers or sellers, or waiting to continue a fair value zone.
1.4. When the market is in the discovery phase in a state of buying imbalance, buyers will push prices higher to find new sellers. In the same way, when a selling imbalance occurs, sellers will push prices down to find new buyers. In short, it will revolve around the formula: Fair Value - Imbalance - Fomo (discover new value areas)
Absorption is a “phenomenon” that shows disproportionately high trading volume with negligible price movement behind that level .
Mainly, we have 02 types of absorption:
1. Selling absorption occurs when the selling amount in the market (active - Market Order) touches the limit buying amount, this buying force will absorb the selling side's supply.
2. Buy absorption occurs when the market (active – Market Order) buy collides with the sell limit, which absorbs the buyer's demand. The role of passive buyer or passive seller of large volumes is usually performed by large professional traders or institutions with significant financial resources. It allows them to trade large limit orders in the market at those prices, the prices they are interested in, with the most “discreet” market footprint. Figuratively speaking, they 'sit' on these prices and absorb supply or demand, created by the market orders of Retail - Traders.
Example 1: [Image below] The cluster of candles from 13:00 to 14:30 this afternoon, code XAUUSD (GC), observing we will see very large negative Delta levels of 100-103-104 at the bottom of the candle bar, especially in that , candle number 1 forms a "b" configuration, signaling strong accumulation and absorption of Buyer Limits. Combined with the "attractive price" standard, candles number 1 and number 2 show that the attractive price shows signs of "increasing", this is a very important factor to be able to set up an order.
Imblance – Imbalance
This is certainly a term that "data" generation brothers hear a lot. In today's article, we will learn about imbalance.
1. Concepts
Imblance as the name implies, the concept is “imbalance”. The important thing here is what the imbalance is about, just like Delta, Delta also appears a lot in physics, chemistry,... Delta in trading is just a kind of "symbol" that shows the difference. …
Going back, Imblance is divided into 03 main types : Imblance price (price imbalance), Active Imblance (difference between active orders), Passive Imblance (difference between passive orders)
2. Imblance Price
This is the most visible, easiest to use and most frequent type of imbalance, representing a phenomenon where prices "jump up" or "drop" quickly and have not been retested.
For example: [Chart XAUUSD] figure 1, price creates imbalance; Figure 2, recheck the price imbalance area and reaction.
second type of imbalance, the imbalance of active command blocks : Aggressive Buying or Selling activity.
This type of imbalance is calculated based on “active order blocks”, shown on the chart footprint, defined precisely as follows: Diagonal imbalance, for example at the Bid, means that the block The volume of matched sell orders is greater by a certain percentage than the volume of matched buy orders at a price just above that Bid price (look up information here: https://ninjatrader.com/support/helpGuides /nt8/NT%20HelpGuide%20English.html?charts.htm (https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?charts.htm) )
For example: Figure [1] shows Imblances at a rate of 200%, Zones are Stacked with 3 or more consecutive Imblances.
Thinking: active imbalance shows a strong "aggression" of a certain side at a certain price level/levels. If these are Imblances created by Big Players, then in the future they will become quality observation zones (Zone of Interest) (testing additional factors such as Timing, behavior, Orderflow... to judge).
For example: Figure [2] Chart M5, GC on January 19, 2024, the Imblance zone created at Timing 21:20-21:25 (before timing 21:30) brought a very strong reaction.
MZ Pack for NT8
Features
- Two-sided Footprint – independent Left and Right Footprints for each bar
- Footprint styles: Bid x Ask, Volume, Delta, TradesNumber
- Optional Tape Reconstruction (aggregation of order flow)
- Filters: Trade/Reconstructed trade volume filter (min/max) and Display filter
- Bar Statistics: Volume, Delta, Min/Max Delta, Delta %, COT (read about COT)
- Patterns search: Imbalance and Absorption with quantity filters, Unfinished Auction
- Automatic Support/Resistance Zones based on Imbalance and Absorption patterns with Alerts
- Cluster Zones: Low Volume Nodes (LVN), High Volume Nodes (HVN), Delta ranges, Delta Percentage ranges, Trades ranges
- Statistic Grid: Trades, Volume, Buy/Sell volume, Delta, Delta %, Absolute Delta Average, Delta cumulative, Min/Max Delta, Delta Change, Delta Rate of Change (per Ticks/Milliseconds), COT Low/High
- Predicted values (in Statistic Grid)
- ‘Ticks per level’ option which sets the level of aggregation for individual price levels, if price levels should be merged (watch video)
- Levels of Value Area and POC for Bars and Sessions
- Cluster styles: Brick, Histogram
- Cluster scale parameter to scale clusters by bar values, by values inside chart view area or by all loaded data.
- Cluster data sources for scale, color, and gradient (watch video).
- Color mode option – Solid, Saturation, Heatmap, GrayScaleHeatmap, and Custom for better presentation
- Custom Levels with Alerts
- Notifications: Bar Volume/Bar Delta/Bar Trades number/Cluster (footprint) value/Imbalance/Absorption via Ninja alerts or via email (for some events)
- Supported Calculate modes: OnEachTick/OnBarClose
- Proprietary settings window with the On-The-Fly adjustments of parameters. Chart reloading is not required anymore!
Run .EXE file and then replace the .dll file.
Keep NT close while doing all this.
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