Re: [amibroker] Help with coding Head And Shoulder

Sun, 03 Sep 2006 09:21:00 -0700

Here is a Head and shoulders coded sometime ago by Dimitri.
 

x = Cum(1);

per = 5;

back=50;

inter=100;

s11=H;s12=L;

/* H & S */

pR = PeakBars( s11, per, 1 ) == 0;

endt1= LastValue(ValueWhen( pR, x, 1 ));

medt1=LastValue(ValueWhen( pR, x, 2 ));

startt1=LastValue(ValueWhen( pR, x, 3 ));

dt1=endt1-startt1;

C1=x==endt1 OR x==medt1 OR x==startt1;

endR = LastValue(ValueWhen( pR, s11, 1 ) );

medR=LastValue(ValueWhen( pR, s11, 2 ) );

startR = LastValue( ValueWhen( pR, s11, 3 ));

Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*(startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;

MaxGraph=10;Graph1=C;Graph1Style=64;GraphXSpace=5;

/*H&S Neck Line*/

Aper=medt1-startt1;bper=endt1-medt1;

La= LastValue(ValueWhen(x==medt1,LLV(L,Aper)));

Lb=LastValue(ValueWhen(x==-1+endt1,LLV(L,bper)));

Fa=L==La AND x>startt1 AND x<medt1;

Fb=L==Lb AND x>medt1 AND x<endt1;

endt= LastValue(ValueWhen( Fb, x ));

startt=LastValue(ValueWhen( Fa, x ));

dtS =endt-startt;endS = Lb;startS = La;

aS = (endS-startS)/dtS;bS = endS;

trendlineS = aS * ( x -endt ) + bS;

Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-1e10);Graph3BarColor=7;

/*Inverted H & S*/

tpR = TroughBars( s12, per, 1 ) == 0;

tendt1=LastValue(ValueWhen(tpr,x,1));

tmedt1=LastValue(ValueWhen(tpr,x,2));

tstartt1=LastValue(ValueWhen(tpr,x,3));

tdt1=tendt1-tstartt1;

C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;

tendR = LastValue(ValueWhen( tpR, s12, 1 ) );

tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );

tstartR = LastValue( ValueWhen( tpR, s12, 3 ));

Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)<0.02*(tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;

Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND Filter2,10,1));

/*Inverted H&S Neck Line*/

tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;

Ha= LastValue(ValueWhen(x==tmedt1,HHV(H,tAper)));

Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(H,tbper)));

tFa=H==Ha AND x>tstartt1 AND x<tmedt1;

tFb=H==Hb AND x>tmedt1 AND x<tendt1;

Rendt= LastValue(ValueWhen(tFb, x ));

Rstartt=LastValue(ValueWhen( tFa, x ));

Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;

aR = (endR-startR)/Rdt;bR = endR;

trendlineR = aR * ( x -Rendt ) + bR;

Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-1e10);Graph4BarColor=10;

Filter=Filter1 OR Filter2;

NumColumns=2;/*Graph2=x==-1+tendt1;*/

Column0=Filter1;

Column1=Filter2;

Column0Format=Column1Format=1.0;

Column0Name="H&S";

Column1Name="inv H&S";

----- Original Message -----
Sent: Sunday, September 03, 2006 8:56 AM
Subject: [amibroker] Help with coding Head And Shoulder

I am trying to code the H&S pattern into Amibroker. I want to have
it recognized on the CCI. I coded it, but cannot get it to recognize
properly. Here is the code, if anyone can help, I would appreciate
it.

thanks,
Dennis

z= CCI(14);

Plot(z,"",colorSkyblue,styleLine);

Plot(z,"",colorLime,styleHistogram);

Plot(0,"",colorRed,styleLine);

//---------------------------------------------------

// Head and Shoulders Pattern: to use with CCI(14) with zero line

// calculate left shoulder

LStop= z== HHV(z,(BarsSince(z<0))) AND z>=0 ; //left shoulder top

LSbot= z==LLV(z,BarsSince(Lstop))AND z>=0 ; //left shoulder bottom

LeftShoulder= LSbot; //left shoulder

// calculate head

HeadTop= z==HHV(z,BarsSince(LSbot)) AND z>=0; //head top

HeadBot=z== LLV(z,BarsSince(Headtop)) AND z>0; //head bottom

Head= headbot; //head

// calculate right shoulder

RStop= z==HHV(z,BarsSince(Headbot)) AND z>0; //right shoulder top

rsbot= z==LLV(z,BarsSince(RStop)); // right shoulder bottom

RightShoulder= rsbot; //right shoulder bottom

//----------------------------------------------------------

// Plot numbers for refernce to aid in testing

PlotShapes(IIf
(Leftshoulder,shapeDigit1,shapeNone),colorTurquoise,0,0,-15); //
left shoulder bottom

PlotShapes(IIf(Head,shapeDigit2,shapeNone),colorTurquoise,0,0,-
25); //head bottom

PlotShapes(IIf
(rightshoulder,shapeDigit3,shapeNone),colorTurquoise,0,0,-35); //
right shoulder bottom



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