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BigEd

Marketprofile.eld

By BigEd, in Market Profile

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tucciotrader    10

tucciotrader
Posted
Your most likely getting an array bound error ... if so

Change the compress input in this manor, increas that input by 1 until the profile is ploted.

 

note: by doing that your telling the indicator to combine X ticks as one tick.

where x = the number of the compress input your using.

 

Or

your using TS costum sessions charts... if so the code as is will not work with costum sessions charts.

 

 

Take care

sep34

 

I am having that same problem as well. I get an a array bound. Wrong index value: 1001 I tried increasing the compress input by one. Yet I didn't get to get it working...as a matter of fact I am using tick-by-tick data thru a mapped ascii file...is it because of that?

 

thanks

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pivot44    10

pivot44
Posted

While this indicator seems to display correclty, can anyone tell me why the arrays start saving data at the 443rd position (according to the TS print window)? I also want to calculate POC - is there an easier way than to dump the extreme position of the tpo array into a new dynamic array and include the appropriate logic to arrive at POC? Thanks.

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alex_laxya    10

alex_laxya
Posted

Here is POC function..

 

 

 

vars: PriceBin(.50),

TimeBin(0),

Unit4Accum(0),

TypAccum(0),

BegTime1(0),

BegTime2(0),

BegTime3(0),

DoHoriz(True),

Perc4VA(70),

LineSize(1);

{Begin Comment Out for Signal}

 

vars:

PointRight(True),{If set false then display will point to left }

 

Smooth(00), {Angle adjustment for VA projection--range -2>+2 }

 

BegDate(0);{Date on which to start analysis. 0=All }

{this is used to limit the number of analyses that are }

{made and may be necessary -- particularly in TS7/8... }

{to keep "infinite loop" error from occurring. }

 

 

 

{must replace Vars: with in the word INPUT: here for an indicator}

 

vars:

OnlyLast(true), {Annotate last caclulated values ONLY--AnotHLCP=True also}

 

AnotHLCP(true), {Annotate the VAHigh, VALow, and CP values on chart }

 

OnlyHist(false), {Do not make MP for current day until next day. }

 

DoChan(False), {Draw a channel from VA extremes to next set of extremes }

 

PlotOpen(True); {Plot open of current analysis -- green dotted line }

 

 

Vars: OpenOfDay(0), Is24Hour(Sess1EndTime<=UnionSess1StartTime),

LowBox(0), DateKnt(0), HKnt(0),

ATR21(AvgTrueRange(21)),

Bin4Price(Iff(PriceBin>ATR21/20,ATR21/20,Iff(PriceBin<ATR21/50,ATR21/50,PriceBin))),

LowValue(LowBox*Bin4Price), IPass(0),

Bin4Time(AbsValue(IntPortion(TimeBin))),

ShiftIt((AbsValue(TimeBin)-Bin4Time)*100),

HighValue(H),TotalKnt(0),

HoldBar(CurrentBar), HoldAdd(0), OldHoldBar(0), KeepBar(0);

Vars: TimeBeg1(Iff(BegTime1<25,IntPortion(BegTime1)*100+FracPortion(BegTime1)*60,BegTime1)),

TimeBeg2(Iff(BegTime2<25,IntPortion(BegTime2)*100+FracPortion(BegTime2)*60,BegTime2)),

TimeBeg3(Iff(BegTime3<25,IntPortion(BegTime3)*100+FracPortion(BegTime3)*60,BegTime3));

Vars: VAHigh(0), VALow(0), MaxValue(0), MaxIndex(0), SumValue(0);

Vars: VAHighValue(h), VALowValue(l),VAPivot©,

VAPerc(Iff(Perc4VA>0,Perc4VA/100,.7)),

CurrentMin(TimeToMinutes(time)), EntryP(0);

Vars: VAHighOld(0), VAHighNew(0),

VALowOld(0), VALowNew(0),

VABarOld(0), VABarNew(0),

VADateOld(0), VADateNew(0),

VATimeOld(0), VATimeNew(0),

DnCount(0), UpCount(0), LBOC(FALSE), NewDate(0),

HandlHi(-1), HandlLo(-1), HandlCP(-1),

CanBuy(false),CanSell(false),DoInit(True);

 

{Begin comment out for Indicator

Vars: LossMaxPts(LossMax/BigPointValue),

TakProfPts(TakProf/BigPointValue);

End comment out for Indicator}

 

Vars: ATR21Val(0), MP(0),

StopHH(0), StopLL(0), EnterBar(0),

MaxCont(0), NCont(0), HoldDate(Date-1);

Vars: PDPtrn(0);

 

 

Vars: MaxKnt(15000), Direct(0), DoKnt(0);

Arrays: PriceKnt[15000](0), HoldKnt[15000](0), Handl[15000](0);

 

 

If DoInit then begin

DoInit=False;

Value1=AvgTrueRange(21)/10;

If PriceBin=0 then Bin4Price=Value1

else Bin4Price=PriceBin;

 

LowBox = Round(L/Bin4Price,0);

End;

 

LBOC = LastBarOnChart;

If Date<>Date[1] and TimeBin=0 then NewDate=Date;

 

 

{For system remove I_}

If MP<>MP[1] then begin

EntryP=O;

EnterBar=CurrentBar;

StopHH=H;

StopLL=L;

End;

 

If Date>=BegDate then begin

 

 

 

If (TimeBin>0 and Unit4Accum>0) then begin

Condition1=false;

Condition3=false;

If Unit4Accum=1 then If Date[shiftIt]<>Date[shiftIt+1] then DoKnt=DoKnt+1;

If Unit4Accum=2 then If DayOfWeek(date[shiftIt])<DayOfWeek(Date[shiftIt+1]) then DoKnt=DoKnt+1;

If Unit4Accum=3 then If Month(Date) <>Month(Date[1]) then DoKnt=DoKnt+1;

If Unit4Accum=4 then begin

For Value1 = 0 to 3 begin

Value2=Value1*3+1;

If Month(Date)=Value2 and Month(Date[1])<>Value2 then DoKnt=DoKnt+1;

End;

End;

If Unit4Accum=5 then begin

DoKnt=0;

 

Value0=AbsValue(IntPortion(Direct));

If Sign(Direct)<>Sign(Direct[1]) or LBOC then begin

Condition1=True;

Condition3=Condition1;

If Direct[1]=0 then begin

HoldBar=CurrentBar-Value0;

HoldAdd=HoldBar-OldHoldBar;

End

Else begin

If LBOC and Sign(Direct)=Sign(Direct[1]) then begin

If LBOC[1]=FALSE THEN OldHoldBar=HoldBar;

HoldBar=CurrentBar;

Value0=0;

End

Else begin

OldHoldBar=HoldBar;

HoldBar=CurrentBar-Value0;

End;

 

Value2=Highest(H[Value0],HoldBar-OldHoldBar+1);

Value3=Lowest (L[Value0],HoldBar-OldHoldBar+1);

LowBox =Round(Value3/Bin4Price,0);

TotalKnt=Round(Value2/Bin4Price,0)-LowBox;

LowValue=LowBox*Bin4Price;

HoldAdd=HoldBar-OldHoldBar;

LowBox =0;

While TotalKnt<8 begin

Bin4Price=Bin4Price/2;

LowBox =Round(Value3/Bin4Price,0);

TotalKnt=Round(Value2/Bin4Price,0)-LowBox;

LowValue=LowBox*Bin4Price;

LowBox =0;

End;

For Value1 = LowBox to TotalKnt begin

Value3=Value1 * Bin4Price + LowValue;

PriceKnt[Value1]=0;

For Value4 = CurrentBar-HoldBar to CurrentBar-OldHoldBar+1 begin

If Value3<=H[Value4] and Value3>=L[Value4] then PriceKnt[Value1]=PriceKnt[Value1]+1;

End;

End;

End;

End;

End;

If DoKnt>=TimeBin then begin

Condition1=True;

Condition3=Condition1;

DoKnt=0;

End;

End

Else begin

Condition1=false;

Condition3=false;

If TimeBin>0 then begin

If TimeBeg1=0

then CurrentMin=TimeToMinutes(time)-TimeToMinutes(Sess1FirstBarTime)

else CurrentMin=TimeToMinutes(time)-TimeToMinutes(TimeBeg1);

If CurrentMin<0 then CurrentMin=CurrentMin+TimeToMinutes(2359)+1;

If CurrentMin<0 then CurrentMin=CurrentMin+24*60;

Condition1=Mod(CurrentMin,TimeBin)<Mod(CurrentMin[1],TimeBin);

Condition3=Condition1;

End

Else begin

If TimeBin<0 then begin

If ShiftIt>Bin4Time then ShiftIt=Mod(ShiftIt,Bin4Time);

Condition1=Mod(CurrentBar-ShiftIt,Bin4Time)=0;

Condition3=Condition1;

End

Else begin

If DataCompression>1 then begin

If ShiftIt>13 then ShiftIt=0;

Condition1=Mod(CurrentBar-ShiftIt,13)=0;

Condition3=Condition1;

End

Else Begin

Condition9=(Date<>Date[1] and Is24Hour=False) or (Is24Hour and Time>=Sess1StartTime and Time[1]<=Sess1EndTime);

If TimeBeg1>0 then if Time>=TimeBeg1 and (Time[1]<TimeBeg1 or Condition9) and TimeBin=0 then Condition1=True;

If TimeBeg2>0 then if Time>=TimeBeg2 and Time[1]<TimeBeg2 and TimeBin=0 then Condition1=True;

If TimeBeg3>0 then if Time>=TimeBeg3 and Time[1]<TimeBeg3 and TimeBin=0 then Condition1=True;

If TimeBeg1=0 then if TimeBin=0 and Condition9 or (LBOC and time>=Addtime(Sess1EndTime,-5)) then Condition1=True;

Condition3=Condition1;

End;

End;

End;

End;

If LBOC=True and CurrentBar<>KeepBar and (OnlyHist=False or Time=Sess1EndTime) or TimeBin>9998 then Condition1=True;

 

If Condition1 then begin

 

If Condition1 or CurrentBar=1 then begin

CanBuy=True;

CanSell=True;

DateKnt=DateKnt+1;

If LBOC=False or Condition3 then OpenOfDay=Open;

End;

 

If LBOC=True and LBOC[1]=False and Unit4Accum<>5 then begin

Value3=Round(Low/Bin4Price,0);

If Value3<LowBox and Value3<>0 then begin

Value2=LowBox-Value3;

For Value1= 2000-Value2 downto 0 begin

PriceKnt[Value1+Value2]=PriceKnt[Value1];

PriceKnt[Value1]=0;

End;

LowBox =Value3;

LowValue=LowBox*Bin4Price;

TotalKnt=TotalKnt+Value2;

End;

Value2=Round(Low/Bin4Price,0) -LowBox;

Value3=Round(High/Bin4Price,0) -LowBox;

For Value1=Value2 to Value3 begin

PriceKnt[Value1]=PriceKnt[Value1]+1;

End;

If Value3>TotalKnt then TotalKnt=Value3;

End;

 

If TotalKnt>1 and DateKnt>1 then begin

MaxValue=-99999;

SumValue=0;

{Find the max value and sum up the price occupancies}

Value99=0;

For Value1=0 to TotalKnt begin

Value4=PriceKnt[Value1];

If Value4>0 then Value99=Value1;

SumValue=SumValue+Value4;

If Value4>=MaxValue then begin

MaxIndex=Value1;

MaxValue=Value4;

End;

End;

{Find all alike and setup CP at middle}

Value2=0;

For Value1=0 to TotalKnt begin

If PriceKnt[Value1]=MaxValue then Value2=Value2+1;

End;

If Value2>1 then MaxIndex=MaxIndex-IntPortion(Value2/2);

 

{Now find the Value Area (70% of total counts)}

VAHigh=MaxIndex;

VALow =MaxIndex;

Value9=PriceKnt[MaxIndex];

Value10=0;

While Value9<=IntPortion(SumValue*VAPerc) begin

Value10=Value10+1;

If MaxIndex-Value10>=0 and Value9<=IntPortion(SumValue*VAPerc) then begin

VALow =MaxIndex-Value10;

Value9=Value9+PriceKnt[VALow];

End;

If Value10+MaxIndex<=Value99 and Value9<=IntPortion(SumValue*VAPerc) then begin

VAHigh=MaxIndex+Value10;

Value9=Value9+PriceKnt[VAHigh];

End;

End;

 

VAHighValue=LowValue+VAHigh *Bin4Price;

VALowValue =LowValue+VALow *Bin4Price;

VAPivot =LowValue+MaxIndex*Bin4Price;

Value1=0;

VAHighOld=VAHighNew; VAHighNew=VAHighValue[Value1];

VALowOld=VALowNew; VALowNew=VALowValue[Value1];

VADateOld=VADateNew; VADateNew=Date[Value1];

VATimeOld=VATimeNew; VATimeNew=Time[Value1];

VABarOld=VABarNew; VABarNew=CurrentBar;

 

If TotalKnt>0 then PDPtrn=MaxIndex/TotalKnt

else PDPtrn=0;

PDPtrn=Round(PDPtrn*4,0);

 

If DateKnt>2 then begin

 

Value2=LowValue;

If PointRight then Value6=CurrentBar-HoldBar+HoldAdd

else Value6=HoldAdd;

 

{Now plot the data and highlight VA}

If DateKnt>3 then begin

 

If LBOC then begin

for Value1=0 to TotalKnt begin

If Handl[Value1]<>0 then begin

TL_Delete(Handl[Value1]);

Handl[Value1]=0;

End;

End;

End;

 

 

HKnt=0;

For Value1=0 to TotalKnt begin

Value4=PriceKnt[Value1];

If PointRight then If HoldBar-HoldAdd+Value4>CurrentBar then Value4=Value6;

If Value4>0 and Value5<MaxKnt then begin

If DoHoriz then begin

{Value2=(LowBox+Value1)*Bin4Price;}

If PointRight

Then Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6-Value4],time[Value6-Value4],Value2)

Else Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6+Value4],time[Value6+Value4],Value2);

Value7=Blue;

If LBOC then Handl[Value1]=Value5;

If Value1<VALow then value7=red;

If Value1>VAHigh then value7=yellow;

If Value1=MaxIndex then value7=Red;

Value7=TL_SetAll(Value5, Value7, LineSize, 3, False, false);

End;

If AnotHLCP then begin

If (OnlyLast and LBOC) or (OnlyLast=False) or (OnlyHIst) then begin

If PointRight then Value30=-Value4 else Value30=0;

If Value1=VALow then begin

If HandlLo>=0 then Text_Delete(HandlLo);

HandlLo=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2));

Text_SetStyle(HandlLo,0,2);

End;

If Value1=VAHigh then begin

If HandlHi>=0 then Text_Delete(HandlHi);

HandlHi=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2));

Text_SetStyle(HandlHi,0,2);

End;

If Value1=MaxIndex then begin

If HandlCP>=0 then Text_Delete(HandlCP);

HandlCP=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2)+"--"+NumToStr(PDPtrn,0));

Text_SetStyle(HandlCP,0,2);

End;

End;

End;

End;

Value2=Value2+Bin4Price;

End;

 

If DoChan and Value5<4500 then begin

Value3=TL_NEW(VADateOld,VATimeOld,VAHighOld,VADateNew,VATimeNew,VAHighNew);

Value4=TL_NEW(VADateOld,VATimeOld,VALowOld, VADateNew,VATimeNew,VALowNew);

Value7=TL_SetAll(Value3, blue, LineSize, 3, False, false);

Value7=TL_SetAll(Value4, red , LineSize, 3, False, false);

End;

End;

 

 

Condition5=True;

If TimeBin<>0 then begin

If (TypAccum>210000 and Date[1]=TypAccum) then Condition5=False;

If (TypAccum=-2 and Date[1]=CurrentDate) then Condition5=False;

If (TypAccum=-1 and Time<>Sess1StartTime+BarInterval) then Condition5=False;

End;

If LBOC=False then begin

If Condition5 then begin

For Value1=0 to 2000 begin

PriceKnt[Value1]=0;

End;

TotalKnt=0;

LowBox =Round(Low/Bin4Price,0);

LowValue=LowBox*Bin4Price;

End;

If Unit4Accum<>5 then HoldBar =CurrentBar;

IPASS=Time;

End;

End;

End;

If LBOC then KeepBar=CurrentBar;

End;

 

If DateKnt>1 then begin

 

If DateKnt>3 and VAHighValue<>0 and VALowValue<>0 then begin

 

If Smooth=0 then begin

Value17=VAHighNew;

Value18=VALowNew;

End

Else begin

If Condition1 then begin

Value15=(VAHighNew-VAHighOld+VALowNew-VALowOld)*0.5/(VABarNew-VABarOld);

Value19=.5/(VABarNew-VABarOld);

End;

Value14=(CurrentBar-VABarNew);

Value16=Value15*Value14*Smooth*(1-Value14*Value19);

Value17=VAHighNew+Value16;

Value18=VALowNew +Value16;

End;

 

 

{Remove right brace for SIGNAL -- add for INDICATOR}

If LBOC then begin

Value2=-MaxBarsForward;

Value3=-1;

{If KeepBar=0 then OpenOfDay=C;}

If Smooth=0 then begin

 

 

End;

End

else begin

Value27=Value17;

Value28=Value18;

Value29=VAPivot;

Value2=0;

Value3=0;

If Unit4Accum=5 then Value3=Value6;

End;

 

 

 

End;

If HandlHi>-1 then begin

Text_SetLocation(HandlHi,Date,Time,Value17);

Text_SetLocation(HandlCP,Date,Time,VAPivot{Value29});

Text_SetLocation(HandlLo,Date,Time,Value18);

End;

 

End;

 

End;

 

 

 

If Condition3 and (OnlyLast=False) then begin

HandlHi=(-1); HandlLo=(-1); HandlCP=(-1);

End;

 

If DateKnt>1 and (LBOC=False or LBOC[1]=True) then begin

Value3=Round(Low/Bin4Price,0);

If Value3<LowBox and Value3<>0 then begin

Value2=LowBox-Value3;

For Value1= 2000-Value2 downto 0 begin

PriceKnt[Value1+Value2]=PriceKnt[Value1];

PriceKnt[Value1]=0;

End;

LowBox =Value3;

LowValue=LowBox*Bin4Price;

TotalKnt=TotalKnt+Value2;

End;

Value2=Round(Low/Bin4Price,0) -LowBox;

Value3=Round(High/Bin4Price,0) -LowBox;

For Value1=Value2 to Value3 begin

PriceKnt[Value1]=PriceKnt[Value1]+1;

End;

If Value3>TotalKnt then TotalKnt=Value3;

End;

 

 

 

{end date loop}

 

 

 

 

poc=vapivot;

 

 

 

 

 

 

 

 

 

 

 

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alex_laxya    10

alex_laxya
Posted 
vars: PriceBin(.50),
TimeBin(0),
Unit4Accum(0),
TypAccum(0),
BegTime1(0),
BegTime2(0),
BegTime3(0),
DoHoriz(True),
Perc4VA(70),
LineSize(1);
{Begin Comment Out for Signal}

vars:
PointRight(True),{If set false then display will point to left }

Smooth(00), {Angle adjustment for VA projection--range -2>+2 }

BegDate(0);{Date on which to start analysis. 0=All }
{this is used to limit the number of analyses that are }
{made and may be necessary -- particularly in TS7/8... }
{to keep "infinite loop" error from occurring. }



{must replace Vars: with in the word INPUT: here for an indicator}

vars:
OnlyLast(true), {Annotate last caclulated values ONLY--AnotHLCP=True also}

AnotHLCP(true), {Annotate the VAHigh, VALow, and CP values on chart }

OnlyHist(false), {Do not make MP for current day until next day. }

DoChan(False), {Draw a channel from VA extremes to next set of extremes }

PlotOpen(True); {Plot open of current analysis -- green dotted line }


Vars: OpenOfDay(0), Is24Hour(Sess1EndTime<=Un ionSess1StartTime),
LowBox(0), DateKnt(0), HKnt(0),
ATR21(AvgTrueRange(21)),
Bin4Price(Iff(PriceBin>AT R21/20,ATR21/20,Iff(PriceBin<ATR21/50,ATR21/50,PriceBin))),
LowValue(LowBox*Bin4Price ), IPass(0),
Bin4Time(AbsValue(IntPort ion(TimeBin))),
ShiftIt((AbsValue(TimeBin )-Bin4Time)*100),
HighValue(H),TotalKnt(0),
HoldBar(CurrentBar), HoldAdd(0), OldHoldBar(0), KeepBar(0);
Vars: TimeBeg1(Iff(BegTime1<25, IntPortion(BegTime1)*100+ FracPortion(BegTime1)*60, BegTime1)),
TimeBeg2(Iff(BegTime2<25, IntPortion(BegTime2)*100+ FracPortion(BegTime2)*60, BegTime2)),
TimeBeg3(Iff(BegTime3<25, IntPortion(BegTime3)*100+ FracPortion(BegTime3)*60, BegTime3));
Vars: VAHigh(0), VALow(0), MaxValue(0), MaxIndex(0), SumValue(0);
Vars: VAHighValue(h), VALowValue(l),VAPivot(c),
VAPerc(Iff(Perc4VA>0,Perc 4VA/100,.7)),
CurrentMin(TimeToMinutes( time)), EntryP(0);
Vars: VAHighOld(0), VAHighNew(0),
VALowOld(0), VALowNew(0),
VABarOld(0), VABarNew(0),
VADateOld(0), VADateNew(0),
VATimeOld(0), VATimeNew(0),
DnCount(0), UpCount(0), LBOC(FALSE), NewDate(0),
HandlHi(-1), HandlLo(-1), HandlCP(-1),
CanBuy(false),CanSell(fal se),DoInit(True);

{Begin comment out for Indicator
Vars: LossMaxPts(LossMax/BigPointValue),
TakProfPts(TakProf/BigPointValue);
End comment out for Indicator}

Vars: ATR21Val(0), MP(0),
StopHH(0), StopLL(0), EnterBar(0),
MaxCont(0), NCont(0), HoldDate(Date-1);
Vars: PDPtrn(0);


Vars: MaxKnt(15000), Direct(0), DoKnt(0);
Arrays: PriceKnt[15000](0), HoldKnt[15000](0), Handl[15000](0);


If DoInit then begin
DoInit=False;
Value1=AvgTrueRange(21)/10;
If PriceBin=0 then Bin4Price=Value1
else Bin4Price=PriceBin;

LowBox = Round(L/Bin4Price,0);
End;

LBOC = LastBarOnChart;
If Date<>Date[1] and TimeBin=0 then NewDate=Date;


{For system remove I_}
If MP<>MP[1] then begin
EntryP=O;
EnterBar=CurrentBar;
StopHH=H;
StopLL=L;
End;

If Date>=BegDate then begin



If (TimeBin>0 and Unit4Accum>0) then begin
Condition1=false;
Condition3=false;
If Unit4Accum=1 then If Date[shiftIt]<>Date[shiftIt+1] then DoKnt=DoKnt+1;
If Unit4Accum=2 then If DayOfWeek(date[shiftIt])<DayOfWeek(Date[shiftIt+1]) then DoKnt=DoKnt+1;
If Unit4Accum=3 then If Month(Date) <>Month(Date[1]) then DoKnt=DoKnt+1;
If Unit4Accum=4 then begin
For Value1 = 0 to 3 begin
Value2=Value1*3+1;
If Month(Date)=Value2 and Month(Date[1])<>Value2 then DoKnt=DoKnt+1;
End;
End;
If Unit4Accum=5 then begin
DoKnt=0;

Value0=AbsValue(IntPortio n(Direct));
If Sign(Direct)<>Sign(Direct[1]) or LBOC then begin
Condition1=True;
Condition3=Condition1;
If Direct[1]=0 then begin
HoldBar=CurrentBar-Value0;
HoldAdd=HoldBar-OldHoldBar;
End
Else begin
If LBOC and Sign(Direct)=Sign(Direct[1]) then begin
If LBOC[1]=FALSE THEN OldHoldBar=HoldBar;
HoldBar=CurrentBar;
Value0=0;
End
Else begin
OldHoldBar=HoldBar;
HoldBar=CurrentBar-Value0;
End;

Value2=Highest(H[Value0],HoldBar-OldHoldBar+1);
Value3=Lowest (L[Value0],HoldBar-OldHoldBar+1);
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
HoldAdd=HoldBar-OldHoldBar;
LowBox =0;
While TotalKnt<8 begin
Bin4Price=Bin4Price/2;
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
LowBox =0;
End;
For Value1 = LowBox to TotalKnt begin
Value3=Value1 * Bin4Price + LowValue;
PriceKnt[Value1]=0;
For Value4 = CurrentBar-HoldBar to CurrentBar-OldHoldBar+1 begin
If Value3<=H[Value4] and Value3>=L[Value4] then PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
End;
End;
End;
End;
If DoKnt>=TimeBin then begin
Condition1=True;
Condition3=Condition1;
DoKnt=0;
End;
End
Else begin
Condition1=false;
Condition3=false;
If TimeBin>0 then begin
If TimeBeg1=0
then CurrentMin=TimeToMinutes( time)-TimeToMinutes(Sess1FirstB arTime)
else CurrentMin=TimeToMinutes( time)-TimeToMinutes(TimeBeg1);
If CurrentMin<0 then CurrentMin=CurrentMin+Tim eToMinutes(2359)+1;
If CurrentMin<0 then CurrentMin=CurrentMin+24* 60;
Condition1=Mod(CurrentMin ,TimeBin)<Mod(CurrentMin[1],TimeBin);
Condition3=Condition1;
End
Else begin
If TimeBin<0 then begin
If ShiftIt>Bin4Time then ShiftIt=Mod(ShiftIt,Bin4T ime);
Condition1=Mod(CurrentBar-ShiftIt,Bin4Time)=0;
Condition3=Condition1;
End
Else begin
If DataCompression>1 then begin
If ShiftIt>13 then ShiftIt=0;
Condition1=Mod(CurrentBar-ShiftIt,13)=0;
Condition3=Condition1;
End
Else Begin
Condition9=(Date<>Date[1] and Is24Hour=False) or (Is24Hour and Time>=Sess1StartTime and Time[1]<=Sess1EndTime);
If TimeBeg1>0 then if Time>=TimeBeg1 and (Time[1]<TimeBeg1 or Condition9) and TimeBin=0 then Condition1=True;
If TimeBeg2>0 then if Time>=TimeBeg2 and Time[1]<TimeBeg2 and TimeBin=0 then Condition1=True;
If TimeBeg3>0 then if Time>=TimeBeg3 and Time[1]<TimeBeg3 and TimeBin=0 then Condition1=True;
If TimeBeg1=0 then if TimeBin=0 and Condition9 or (LBOC and time>=Addtime(Sess1EndTim e,-5)) then Condition1=True;
Condition3=Condition1;
End;
End;
End;
End;
If LBOC=True and CurrentBar<>KeepBar and (OnlyHist=False or Time=Sess1EndTime) or TimeBin>9998 then Condition1=True;

If Condition1 then begin

If Condition1 or CurrentBar=1 then begin
CanBuy=True;
CanSell=True;
DateKnt=DateKnt+1;
If LBOC=False or Condition3 then OpenOfDay=Open;
End;

If LBOC=True and LBOC[1]=False and Unit4Accum<>5 then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;

If TotalKnt>1 and DateKnt>1 then begin
MaxValue=-99999;
SumValue=0;
{Find the max value and sum up the price occupancies}
Value99=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If Value4>0 then Value99=Value1;
SumValue=SumValue+Value4;
If Value4>=MaxValue then begin
MaxIndex=Value1;
MaxValue=Value4;
End;
End;
{Find all alike and setup CP at middle}
Value2=0;
For Value1=0 to TotalKnt begin
If PriceKnt[Value1]=MaxValue then Value2=Value2+1;
End;
If Value2>1 then MaxIndex=MaxIndex-IntPortion(Value2/2);

{Now find the Value Area (70% of total counts)}
VAHigh=MaxIndex;
VALow =MaxIndex;
Value9=PriceKnt[MaxIndex];
Value10=0;
While Value9<=IntPortion(SumVal ue*VAPerc) begin
Value10=Value10+1;
If MaxIndex-Value10>=0 and Value9<=IntPortion(SumVal ue*VAPerc) then begin
VALow =MaxIndex-Value10;
Value9=Value9+PriceKnt[VALow];
End;
If Value10+MaxIndex<=Value99 and Value9<=IntPortion(SumVal ue*VAPerc) then begin
VAHigh=MaxIndex+Value10;
Value9=Value9+PriceKnt[VAHigh];
End;
End;

VAHighValue=LowValue+VAHi gh *Bin4Price;
VALowValue =LowValue+VALow *Bin4Price;
VAPivot =LowValue+MaxIndex*Bin4Pr ice;
Value1=0;
VAHighOld=VAHighNew; VAHighNew=VAHighValue[Value1];
VALowOld=VALowNew; VALowNew=VALowValue[Value1];
VADateOld=VADateNew; VADateNew=Date[Value1];
VATimeOld=VATimeNew; VATimeNew=Time[Value1];
VABarOld=VABarNew; VABarNew=CurrentBar;

If TotalKnt>0 then PDPtrn=MaxIndex/TotalKnt
else PDPtrn=0;
PDPtrn=Round(PDPtrn*4,0);

If DateKnt>2 then begin

Value2=LowValue;
If PointRight then Value6=CurrentBar-HoldBar+HoldAdd
else Value6=HoldAdd;

{Now plot the data and highlight VA}
If DateKnt>3 then begin

If LBOC then begin
for Value1=0 to TotalKnt begin
If Handl[Value1]<>0 then begin
TL_Delete(Handl[Value1]);
Handl[Value1]=0;
End;
End;
End;


HKnt=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If PointRight then If HoldBar-HoldAdd+Value4>CurrentBar then Value4=Value6;
If Value4>0 and Value5<MaxKnt then begin
If DoHoriz then begin
{Value2=(LowBox+Value1)*B in4Price;}
If PointRight
Then Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6-Value4],time[Value6-Value4],Value2)
Else Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6+Value4],time[Value6+Value4],Value2);
Value7=Blue;
If LBOC then Handl[Value1]=Value5;
If Value1<VALow then value7=red;
If Value1>VAHigh then value7=yellow;
If Value1=MaxIndex then value7=Red;
Value7=TL_SetAll(Value5, Value7, LineSize, 3, False, false);
End;
If AnotHLCP then begin
If (OnlyLast and LBOC) or (OnlyLast=False) or (OnlyHIst) then begin
If PointRight then Value30=-Value4 else Value30=0;
If Value1=VALow then begin
If HandlLo>=0 then Text_Delete(HandlLo);
HandlLo=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlLo,0,2 );
End;
If Value1=VAHigh then begin
If HandlHi>=0 then Text_Delete(HandlHi);
HandlHi=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlHi,0,2 );
End;
If Value1=MaxIndex then begin
If HandlCP>=0 then Text_Delete(HandlCP);
HandlCP=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 )+"--"+NumToStr(PDPtrn,0)) ;
Text_SetStyle(HandlCP,0,2 );
End;
End;
End;
End;
Value2=Value2+Bin4Price;
End;

If DoChan and Value5<4500 then begin
Value3=TL_NEW(VADateOld,V ATimeOld,VAHighOld,VADate New,VATimeNew,VAHighNew);
Value4=TL_NEW(VADateOld,V ATimeOld,VALowOld, VADateNew,VATimeNew,VALow New);
Value7=TL_SetAll(Value3, blue, LineSize, 3, False, false);
Value7=TL_SetAll(Value4, red , LineSize, 3, False, false);
End;
End;


Condition5=True;
If TimeBin<>0 then begin
If (TypAccum>210000 and Date[1]=TypAccum) then Condition5=False;
If (TypAccum=-2 and Date[1]=CurrentDate) then Condition5=False;
If (TypAccum=-1 and Time<>Sess1StartTime+BarI nterval) then Condition5=False;
End;
If LBOC=False then begin
If Condition5 then begin
For Value1=0 to 2000 begin
PriceKnt[Value1]=0;
End;
TotalKnt=0;
LowBox =Round(Low/Bin4Price,0);
LowValue=LowBox*Bin4Price ;
End;
If Unit4Accum<>5 then HoldBar =CurrentBar;
IPASS=Time;
End;
End;
End;
If LBOC then KeepBar=CurrentBar;
End;

If DateKnt>1 then begin

If DateKnt>3 and VAHighValue<>0 and VALowValue<>0 then begin

If Smooth=0 then begin
Value17=VAHighNew;
Value18=VALowNew;
End
Else begin
If Condition1 then begin
Value15=(VAHighNew-VAHighOld+VALowNew-VALowOld)*0.5/(VABarNew-VABarOld);
Value19=.5/(VABarNew-VABarOld);
End;
Value14=(CurrentBar-VABarNew);
Value16=Value15*Value14*S mooth*(1-Value14*Value19);
Value17=VAHighNew+Value16 ;
Value18=VALowNew +Value16;
End;


{Remove right brace for SIGNAL -- add for INDICATOR}
If LBOC then begin
Value2=-MaxBarsForward;
Value3=-1;
{If KeepBar=0 then OpenOfDay=C;}
If Smooth=0 then begin


End;
End
else begin
Value27=Value17;
Value28=Value18;
Value29=VAPivot;
Value2=0;
Value3=0;
If Unit4Accum=5 then Value3=Value6;
End;



End;
If HandlHi>-1 then begin
Text_SetLocation(HandlHi, Date,Time,Value17);
Text_SetLocation(HandlCP, Date,Time,VAPivot{Value29 });
Text_SetLocation(HandlLo, Date,Time,Value18);
End;

End;

End;



If Condition3 and (OnlyLast=False) then begin
HandlHi=(-1); HandlLo=(-1); HandlCP=(-1);
End;

If DateKnt>1 and (LBOC=False or LBOC[1]=True) then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;



{end date loop}




poc=vapivot;

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jojojo    10

jojojo
Posted

Nice Code - too complicated for my small brain.:)

I do not understand your TL_SetAll. Is it a function or is it used in MC?

Without there is something important missing ,I believe.

 

Regs

Jojo

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xxx666    10

xxx666
Posted

Hi, alex_laxya

this is great stuff, too bad will not work without the two missing functions:

 

poc and TL_SetAll

 

any chance you may post those as well?

That would be wonderful :))))

 

If not thank you anyway will try to build them myself although I am not sure what TL_SetAll is supposed to do :(

 

IO

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rafise    10

rafise
Posted

I have fixed many syntex errors except the two things:

 

AddTime( )

TL_SetAll( )

 

It seems that there are functions, or reserved word not recognized by current version of TS 9.1

 

 

vars: PriceBin(.50),
TimeBin(0),
Unit4Accum(0),
TypAccum(0),
BegTime1(0),
BegTime2(0),
BegTime3(0),
DoHoriz(True),
Perc4VA(70),
LineSize(1);
{Begin Comment Out for Signal}

vars:
PointRight(True),{If set false then display will point to left }

Smooth(00), {Angle adjustment for VA projection--range -2>+2 }

BegDate(0);{Date on which to start analysis. 0=All }
{this is used to limit the number of analyses that are }
{made and may be necessary -- particularly in TS7/8... }
{to keep "infinite loop" error from occurring. }



{must replace Vars: with in the word INPUT: here for an indicator}

vars:
OnlyLast(true), {Annotate last caclulated values ONLY--AnotHLCP=True also}

AnotHLCP(true), {Annotate the VAHigh, VALow, and CP values on chart }

OnlyHist(false), {Do not make MP for current day until next day. }

DoChan(False), {Draw a channel from VA extremes to next set of extremes }

PlotOpen(True); {Plot open of current analysis -- green dotted line }


Vars: OpenOfDay(0), Is24Hour(Sess1EndTime<=UnionSess1StartTime),
LowBox(0), DateKnt(0), HKnt(0),
ATR21(AvgTrueRange(21)),
Bin4Price(Iff(PriceBin>ATR21/20,ATR21/20,Iff(PriceBin<ATR21/50,ATR21/50,PriceBin))),
LowValue(LowBox*Bin4Price ), IPass(0),
Bin4Time(AbsValue(IntPortion(TimeBin))),
ShiftIt((AbsValue(TimeBin )-Bin4Time)*100),
HighValue(H),TotalKnt(0),
HoldBar(CurrentBar), HoldAdd(0), OldHoldBar(0), KeepBar(0);
Vars: TimeBeg1(Iff(BegTime1<25, IntPortion(BegTime1)*100+ FracPortion(BegTime1)*60, BegTime1)),
TimeBeg2(Iff(BegTime2<25, IntPortion(BegTime2)*100+ FracPortion(BegTime2)*60, BegTime2)),
TimeBeg3(Iff(BegTime3<25, IntPortion(BegTime3)*100+ FracPortion(BegTime3)*60, BegTime3));
Vars: VAHigh(0), VALow(0), MaxValue(0), MaxIndex(0), SumValue(0);
Vars: VAHighValue(h), VALowValue(l),VAPivot(c),
VAPerc(Iff(Perc4VA>0,Perc4VA/100,.7)),
CurrentMin(TimeToMinutes( time)), EntryP(0);
Vars: VAHighOld(0), VAHighNew(0),
VALowOld(0), VALowNew(0),
VABarOld(0), VABarNew(0),
VADateOld(0), VADateNew(0),
VATimeOld(0), VATimeNew(0),
DnCount(0), UpCount(0), LBOC(FALSE), NewDate(0),
HandlHi(-1), HandlLo(-1), HandlCP(-1),
CanBuy(false),CanSell(false),DoInit(True);

{Begin comment out for Indicator
Vars: LossMaxPts(LossMax/BigPointValue),
TakProfPts(TakProf/BigPointValue);
End comment out for Indicator}

Vars: ATR21Val(0), MP(0),
StopHH(0), StopLL(0), EnterBar(0),
MaxCont(0), NCont(0), HoldDate(Date-1);
Vars: PDPtrn(0);


Vars: MaxKnt(15000), Direct(0), DoKnt(0);
Arrays: PriceKnt[15000](0), HoldKnt[15000](0), Handl[15000](0);


If DoInit then begin
DoInit=False;
Value1=AvgTrueRange(21)/10;
If PriceBin=0 then Bin4Price=Value1
else Bin4Price=PriceBin;

LowBox = Round(L/Bin4Price,0);
End;

LBOC = LastBarOnChart;
If Date<>Date[1] and TimeBin=0 then NewDate=Date;


{For system remove I_}
If MP<>MP[1] then begin
EntryP=O;
EnterBar=CurrentBar;
StopHH=H;
StopLL=L;
End;

If Date>=BegDate then begin



If (TimeBin>0 and Unit4Accum>0) then begin
Condition1=false;
Condition3=false;
If Unit4Accum=1 then If Date[shiftIt]<>Date[shiftIt+1] then DoKnt=DoKnt+1;
If Unit4Accum=2 then If DayOfWeek(date[shiftIt])<DayOfWeek(Date[shiftIt+1]) then DoKnt=DoKnt+1;
If Unit4Accum=3 then If Month(Date) <>Month(Date[1]) then DoKnt=DoKnt+1;
If Unit4Accum=4 then begin
For Value1 = 0 to 3 begin
Value2=Value1*3+1;
If Month(Date)=Value2 and Month(Date[1])<>Value2 then DoKnt=DoKnt+1;
End;
End;
If Unit4Accum=5 then begin
DoKnt=0;

Value0=AbsValue(IntPortion(Direct));
If Sign(Direct)<>Sign(Direct[1]) or LBOC then begin
Condition1=True;
Condition3=Condition1;
If Direct[1]=0 then begin
HoldBar=CurrentBar-Value0;
HoldAdd=HoldBar-OldHoldBar;
End
Else begin
If LBOC and Sign(Direct)=Sign(Direct[1]) then begin
If LBOC[1]=FALSE THEN OldHoldBar=HoldBar;
HoldBar=CurrentBar;
Value0=0;
End
Else begin
OldHoldBar=HoldBar;
HoldBar=CurrentBar-Value0;
End;

Value2=Highest(H[Value0],HoldBar-OldHoldBar+1);
Value3=Lowest (L[Value0],HoldBar-OldHoldBar+1);
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
HoldAdd=HoldBar-OldHoldBar;
LowBox =0;
While TotalKnt<8 begin
Bin4Price=Bin4Price/2;
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
LowBox =0;
End;
For Value1 = LowBox to TotalKnt begin
Value3=Value1 * Bin4Price + LowValue;
PriceKnt[Value1]=0;
For Value4 = CurrentBar-HoldBar to CurrentBar-OldHoldBar+1 begin
If Value3<=H[Value4] and Value3>=L[Value4] then PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
End;
End;
End;
End;
If DoKnt>=TimeBin then begin
Condition1=True;
Condition3=Condition1;
DoKnt=0;
End;
End
Else begin
Condition1=false;
Condition3=false;
If TimeBin>0 then begin
If TimeBeg1=0
then CurrentMin=TimeToMinutes( time)-TimeToMinutes(Sess1FirstBarTime)
else CurrentMin=TimeToMinutes( time)-TimeToMinutes(TimeBeg1);
If CurrentMin<0 then CurrentMin=CurrentMin+TimeToMinutes(2359)+1;
If CurrentMin<0 then CurrentMin=CurrentMin+24* 60;
Condition1=Mod(CurrentMin ,TimeBin)<Mod(CurrentMin[1],TimeBin);
Condition3=Condition1;
End
Else begin
If TimeBin<0 then begin
If ShiftIt>Bin4Time then ShiftIt=Mod(ShiftIt,Bin4Time);
Condition1=Mod(CurrentBar-ShiftIt,Bin4Time)=0;
Condition3=Condition1;
End
Else begin
If DataCompression>1 then begin
If ShiftIt>13 then ShiftIt=0;
Condition1=Mod(CurrentBar-ShiftIt,13)=0;
Condition3=Condition1;
End
Else Begin
Condition9=(Date<>Date[1] and Is24Hour=False) or (Is24Hour and Time>=Sess1StartTime and Time[1]<=Sess1EndTime);
If TimeBeg1>0 then if Time>=TimeBeg1 and (Time[1]<TimeBeg1 or Condition9) and TimeBin=0 then Condition1=True;
If TimeBeg2>0 then if Time>=TimeBeg2 and Time[1]<TimeBeg2 and TimeBin=0 then Condition1=True;
If TimeBeg3>0 then if Time>=TimeBeg3 and Time[1]<TimeBeg3 and TimeBin=0 then Condition1=True;
If TimeBeg1=0 then if TimeBin=0 and Condition9 or (LBOC and time>={Addtime(}Sess1EndTime{,-5))}) then Condition1=True;
Condition3=Condition1;
End;
End;
End;
End;
If LBOC=True and CurrentBar<>KeepBar and (OnlyHist=False or Time=Sess1EndTime) or TimeBin>9998 then Condition1=True;

If Condition1 then begin

If Condition1 or CurrentBar=1 then begin
CanBuy=True;
CanSell=True;
DateKnt=DateKnt+1;
If LBOC=False or Condition3 then OpenOfDay=Open;
End;

If LBOC=True and LBOC[1]=False and Unit4Accum<>5 then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;

If TotalKnt>1 and DateKnt>1 then begin
MaxValue=-99999;
SumValue=0;
{Find the max value and sum up the price occupancies}
Value99=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If Value4>0 then Value99=Value1;
SumValue=SumValue+Value4;
If Value4>=MaxValue then begin
MaxIndex=Value1;
MaxValue=Value4;
End;
End;
{Find all alike and setup CP at middle}
Value2=0;
For Value1=0 to TotalKnt begin
If PriceKnt[Value1]=MaxValue then Value2=Value2+1;
End;
If Value2>1 then MaxIndex=MaxIndex-IntPortion(Value2/2);

{Now find the Value Area (70% of total counts)}
VAHigh=MaxIndex;
VALow =MaxIndex;
Value9=PriceKnt[MaxIndex];
Value10=0;
While Value9<=IntPortion(SumValue*VAPerc) begin
Value10=Value10+1;
If MaxIndex-Value10>=0 and Value9<=IntPortion(SumValue*VAPerc) then begin
VALow =MaxIndex-Value10;
Value9=Value9+PriceKnt[VALow];
End;
If Value10+MaxIndex<=Value99 and Value9<=IntPortion(SumValue*VAPerc) then begin
VAHigh=MaxIndex+Value10;
Value9=Value9+PriceKnt[VAHigh];
End;
End;

VAHighValue=LowValue+VAHigh *Bin4Price;
VALowValue =LowValue+VALow *Bin4Price;
VAPivot =LowValue+MaxIndex*Bin4Price;
Value1=0;
VAHighOld=VAHighNew; VAHighNew=VAHighValue[Value1];
VALowOld=VALowNew; VALowNew=VALowValue[Value1];
VADateOld=VADateNew; VADateNew=Date[Value1];
VATimeOld=VATimeNew; VATimeNew=Time[Value1];
VABarOld=VABarNew; VABarNew=CurrentBar;

If TotalKnt>0 then PDPtrn=MaxIndex/TotalKnt
else PDPtrn=0;
PDPtrn=Round(PDPtrn*4,0);

If DateKnt>2 then begin

Value2=LowValue;
If PointRight then Value6=CurrentBar-HoldBar+HoldAdd
else Value6=HoldAdd;

{Now plot the data and highlight VA}
If DateKnt>3 then begin

If LBOC then begin
for Value1=0 to TotalKnt begin
If Handl[Value1]<>0 then begin
TL_Delete(Handl[Value1]);
Handl[Value1]=0;
End;
End;
End;


HKnt=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If PointRight then If HoldBar-HoldAdd+Value4>CurrentBar then Value4=Value6;
If Value4>0 and Value5<MaxKnt then begin
If DoHoriz then begin
{Value2=(LowBox+Value1)*B in4Price;}
If PointRight
Then Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6-Value4],time[Value6-Value4],Value2)
Else Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6+Value4],time[Value6+Value4],Value2);
Value7=Blue;
If LBOC then Handl[Value1]=Value5;
If Value1<VALow then value7=red;
If Value1>VAHigh then value7=yellow;
If Value1=MaxIndex then value7=Red;
Value7=TL_SetAll(Value5, Value7, LineSize, 3, False, false);
End;
If AnotHLCP then begin
If (OnlyLast and LBOC) or (OnlyLast=False) or (OnlyHIst) then begin
If PointRight then Value30=-Value4 else Value30=0;
If Value1=VALow then begin
If HandlLo>=0 then Text_Delete(HandlLo);
HandlLo=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlLo,0,2 );
End;
If Value1=VAHigh then begin
If HandlHi>=0 then Text_Delete(HandlHi);
HandlHi=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlHi,0,2 );
End;
If Value1=MaxIndex then begin
If HandlCP>=0 then Text_Delete(HandlCP);
HandlCP=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 )+"--"+NumToStr(PDPtrn,0)) ;
Text_SetStyle(HandlCP,0,2 );
End;
End;
End;
End;
Value2=Value2+Bin4Price;
End;

If DoChan and Value5<4500 then begin
Value3=TL_NEW(VADateOld,V ATimeOld,VAHighOld,VADateNew,VATimeNew,VAHighNew);
Value4=TL_NEW(VADateOld,V ATimeOld,VALowOld, VADateNew,VATimeNew,VALowNew);
Value7=TL_SetAll(Value3, blue, LineSize, 3, False, false);
Value7=TL_SetAll(Value4, red , LineSize, 3, False, false);
End;
End;


Condition5=True;
If TimeBin<>0 then begin
If (TypAccum>210000 and Date[1]=TypAccum) then Condition5=False;
If (TypAccum=-2 and Date[1]=CurrentDate) then Condition5=False;
If (TypAccum=-1 and Time<>Sess1StartTime+BarI nterval) then Condition5=False;
End;
If LBOC=False then begin
If Condition5 then begin
For Value1=0 to 2000 begin
PriceKnt[Value1]=0;
End;
TotalKnt=0;
LowBox =Round(Low/Bin4Price,0);
LowValue=LowBox*Bin4Price ;
End;
If Unit4Accum<>5 then HoldBar =CurrentBar;
IPASS=Time;
End;
End;
End;
If LBOC then KeepBar=CurrentBar;
End;

If DateKnt>1 then begin

If DateKnt>3 and VAHighValue<>0 and VALowValue<>0 then begin

If Smooth=0 then begin
Value17=VAHighNew;
Value18=VALowNew;
End
Else begin
If Condition1 then begin
Value15=(VAHighNew-VAHighOld+VALowNew-VALowOld)*0.5/(VABarNew-VABarOld);
Value19=.5/(VABarNew-VABarOld);
End;
Value14=(CurrentBar-VABarNew);
Value16=Value15*Value14*S mooth*(1-Value14*Value19);
Value17=VAHighNew+Value16 ;
Value18=VALowNew +Value16;
End;


{Remove right brace for SIGNAL -- add for INDICATOR}
If LBOC then begin
Value2=-MaxBarsForward;
Value3=-1;
{If KeepBar=0 then OpenOfDay=C;}
If Smooth=0 then begin


End;
End
else begin
Value27=Value17;
Value28=Value18;
Value29=VAPivot;
Value2=0;
Value3=0;
If Unit4Accum=5 then Value3=Value6;
End;



End;
If HandlHi>-1 then begin
Text_SetLocation(HandlHi, Date,Time,Value17);
Text_SetLocation(HandlCP, Date,Time,VAPivot{Value29 });
Text_SetLocation(HandlLo, Date,Time,Value18);
End;

End;

End;



If Condition3 and (OnlyLast=False) then begin
HandlHi=(-1); HandlLo=(-1); HandlCP=(-1);
End;

If DateKnt>1 and (LBOC=False or LBOC[1]=True) then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;



{end date loop}




poc=vapivot;

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rafise    10

rafise
Posted

Many syntex errors were fixed except the two things:

 

AddTime( )

TL_SetAll( )

 

vars: PriceBin(.50),
TimeBin(0),
Unit4Accum(0),
TypAccum(0),
BegTime1(0),
BegTime2(0),
BegTime3(0),
DoHoriz(True),
Perc4VA(70),
LineSize(1);
{Begin Comment Out for Signal}

vars:
PointRight(True),{If set false then display will point to left }

Smooth(00), {Angle adjustment for VA projection--range -2>+2 }

BegDate(0);{Date on which to start analysis. 0=All }
{this is used to limit the number of analyses that are }
{made and may be necessary -- particularly in TS7/8... }
{to keep "infinite loop" error from occurring. }



{must replace Vars: with in the word INPUT: here for an indicator}

vars:
OnlyLast(true), {Annotate last caclulated values ONLY--AnotHLCP=True also}

AnotHLCP(true), {Annotate the VAHigh, VALow, and CP values on chart }

OnlyHist(false), {Do not make MP for current day until next day. }

DoChan(False), {Draw a channel from VA extremes to next set of extremes }

PlotOpen(True); {Plot open of current analysis -- green dotted line }


Vars: OpenOfDay(0), Is24Hour(Sess1EndTime<=UnionSess1StartTime),
LowBox(0), DateKnt(0), HKnt(0),
ATR21(AvgTrueRange(21)),
Bin4Price(Iff(PriceBin>ATR21/20,ATR21/20,Iff(PriceBin<ATR21/50,ATR21/50,PriceBin))),
LowValue(LowBox*Bin4Price ), IPass(0),
Bin4Time(AbsValue(IntPortion(TimeBin))),
ShiftIt((AbsValue(TimeBin )-Bin4Time)*100),
HighValue(H),TotalKnt(0),
HoldBar(CurrentBar), HoldAdd(0), OldHoldBar(0), KeepBar(0);
Vars: TimeBeg1(Iff(BegTime1<25, IntPortion(BegTime1)*100+ FracPortion(BegTime1)*60, BegTime1)),
TimeBeg2(Iff(BegTime2<25, IntPortion(BegTime2)*100+ FracPortion(BegTime2)*60, BegTime2)),
TimeBeg3(Iff(BegTime3<25, IntPortion(BegTime3)*100+ FracPortion(BegTime3)*60, BegTime3));
Vars: VAHigh(0), VALow(0), MaxValue(0), MaxIndex(0), SumValue(0);
Vars: VAHighValue(h), VALowValue(l),VAPivot(c),
VAPerc(Iff(Perc4VA>0,Perc4VA/100,.7)),
CurrentMin(TimeToMinutes( time)), EntryP(0);
Vars: VAHighOld(0), VAHighNew(0),
VALowOld(0), VALowNew(0),
VABarOld(0), VABarNew(0),
VADateOld(0), VADateNew(0),
VATimeOld(0), VATimeNew(0),
DnCount(0), UpCount(0), LBOC(FALSE), NewDate(0),
HandlHi(-1), HandlLo(-1), HandlCP(-1),
CanBuy(false),CanSell(false),DoInit(True);

{Begin comment out for Indicator
Vars: LossMaxPts(LossMax/BigPointValue),
TakProfPts(TakProf/BigPointValue);
End comment out for Indicator}

Vars: ATR21Val(0), MP(0),
StopHH(0), StopLL(0), EnterBar(0),
MaxCont(0), NCont(0), HoldDate(Date-1);
Vars: PDPtrn(0);


Vars: MaxKnt(15000), Direct(0), DoKnt(0);
Arrays: PriceKnt[15000](0), HoldKnt[15000](0), Handl[15000](0);


If DoInit then begin
DoInit=False;
Value1=AvgTrueRange(21)/10;
If PriceBin=0 then Bin4Price=Value1
else Bin4Price=PriceBin;

LowBox = Round(L/Bin4Price,0);
End;

LBOC = LastBarOnChart;
If Date<>Date[1] and TimeBin=0 then NewDate=Date;


{For system remove I_}
If MP<>MP[1] then begin
EntryP=O;
EnterBar=CurrentBar;
StopHH=H;
StopLL=L;
End;

If Date>=BegDate then begin



If (TimeBin>0 and Unit4Accum>0) then begin
Condition1=false;
Condition3=false;
If Unit4Accum=1 then If Date[shiftIt]<>Date[shiftIt+1] then DoKnt=DoKnt+1;
If Unit4Accum=2 then If DayOfWeek(date[shiftIt])<DayOfWeek(Date[shiftIt+1]) then DoKnt=DoKnt+1;
If Unit4Accum=3 then If Month(Date) <>Month(Date[1]) then DoKnt=DoKnt+1;
If Unit4Accum=4 then begin
For Value1 = 0 to 3 begin
Value2=Value1*3+1;
If Month(Date)=Value2 and Month(Date[1])<>Value2 then DoKnt=DoKnt+1;
End;
End;
If Unit4Accum=5 then begin
DoKnt=0;

Value0=AbsValue(IntPortion(Direct));
If Sign(Direct)<>Sign(Direct[1]) or LBOC then begin
Condition1=True;
Condition3=Condition1;
If Direct[1]=0 then begin
HoldBar=CurrentBar-Value0;
HoldAdd=HoldBar-OldHoldBar;
End
Else begin
If LBOC and Sign(Direct)=Sign(Direct[1]) then begin
If LBOC[1]=FALSE THEN OldHoldBar=HoldBar;
HoldBar=CurrentBar;
Value0=0;
End
Else begin
OldHoldBar=HoldBar;
HoldBar=CurrentBar-Value0;
End;

Value2=Highest(H[Value0],HoldBar-OldHoldBar+1);
Value3=Lowest (L[Value0],HoldBar-OldHoldBar+1);
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
HoldAdd=HoldBar-OldHoldBar;
LowBox =0;
While TotalKnt<8 begin
Bin4Price=Bin4Price/2;
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
LowBox =0;
End;
For Value1 = LowBox to TotalKnt begin
Value3=Value1 * Bin4Price + LowValue;
PriceKnt[Value1]=0;
For Value4 = CurrentBar-HoldBar to CurrentBar-OldHoldBar+1 begin
If Value3<=H[Value4] and Value3>=L[Value4] then PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
End;
End;
End;
End;
If DoKnt>=TimeBin then begin
Condition1=True;
Condition3=Condition1;
DoKnt=0;
End;
End
Else begin
Condition1=false;
Condition3=false;
If TimeBin>0 then begin
If TimeBeg1=0
then CurrentMin=TimeToMinutes( time)-TimeToMinutes(Sess1FirstBarTime)
else CurrentMin=TimeToMinutes( time)-TimeToMinutes(TimeBeg1);
If CurrentMin<0 then CurrentMin=CurrentMin+TimeToMinutes(2359)+1;
If CurrentMin<0 then CurrentMin=CurrentMin+24* 60;
Condition1=Mod(CurrentMin ,TimeBin)<Mod(CurrentMin[1],TimeBin);
Condition3=Condition1;
End
Else begin
If TimeBin<0 then begin
If ShiftIt>Bin4Time then ShiftIt=Mod(ShiftIt,Bin4Time);
Condition1=Mod(CurrentBar-ShiftIt,Bin4Time)=0;
Condition3=Condition1;
End
Else begin
If DataCompression>1 then begin
If ShiftIt>13 then ShiftIt=0;
Condition1=Mod(CurrentBar-ShiftIt,13)=0;
Condition3=Condition1;
End
Else Begin
Condition9=(Date<>Date[1] and Is24Hour=False) or (Is24Hour and Time>=Sess1StartTime and Time[1]<=Sess1EndTime);
If TimeBeg1>0 then if Time>=TimeBeg1 and (Time[1]<TimeBeg1 or Condition9) and TimeBin=0 then Condition1=True;
If TimeBeg2>0 then if Time>=TimeBeg2 and Time[1]<TimeBeg2 and TimeBin=0 then Condition1=True;
If TimeBeg3>0 then if Time>=TimeBeg3 and Time[1]<TimeBeg3 and TimeBin=0 then Condition1=True;
If TimeBeg1=0 then if TimeBin=0 and Condition9 or (LBOC and time>={Addtime(}Sess1EndTime{,-5))}) then Condition1=True;
Condition3=Condition1;
End;
End;
End;
End;
If LBOC=True and CurrentBar<>KeepBar and (OnlyHist=False or Time=Sess1EndTime) or TimeBin>9998 then Condition1=True;

If Condition1 then begin

If Condition1 or CurrentBar=1 then begin
CanBuy=True;
CanSell=True;
DateKnt=DateKnt+1;
If LBOC=False or Condition3 then OpenOfDay=Open;
End;

If LBOC=True and LBOC[1]=False and Unit4Accum<>5 then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;

If TotalKnt>1 and DateKnt>1 then begin
MaxValue=-99999;
SumValue=0;
{Find the max value and sum up the price occupancies}
Value99=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If Value4>0 then Value99=Value1;
SumValue=SumValue+Value4;
If Value4>=MaxValue then begin
MaxIndex=Value1;
MaxValue=Value4;
End;
End;
{Find all alike and setup CP at middle}
Value2=0;
For Value1=0 to TotalKnt begin
If PriceKnt[Value1]=MaxValue then Value2=Value2+1;
End;
If Value2>1 then MaxIndex=MaxIndex-IntPortion(Value2/2);

{Now find the Value Area (70% of total counts)}
VAHigh=MaxIndex;
VALow =MaxIndex;
Value9=PriceKnt[MaxIndex];
Value10=0;
While Value9<=IntPortion(SumValue*VAPerc) begin
Value10=Value10+1;
If MaxIndex-Value10>=0 and Value9<=IntPortion(SumValue*VAPerc) then begin
VALow =MaxIndex-Value10;
Value9=Value9+PriceKnt[VALow];
End;
If Value10+MaxIndex<=Value99 and Value9<=IntPortion(SumValue*VAPerc) then begin
VAHigh=MaxIndex+Value10;
Value9=Value9+PriceKnt[VAHigh];
End;
End;

VAHighValue=LowValue+VAHigh *Bin4Price;
VALowValue =LowValue+VALow *Bin4Price;
VAPivot =LowValue+MaxIndex*Bin4Price;
Value1=0;
VAHighOld=VAHighNew; VAHighNew=VAHighValue[Value1];
VALowOld=VALowNew; VALowNew=VALowValue[Value1];
VADateOld=VADateNew; VADateNew=Date[Value1];
VATimeOld=VATimeNew; VATimeNew=Time[Value1];
VABarOld=VABarNew; VABarNew=CurrentBar;

If TotalKnt>0 then PDPtrn=MaxIndex/TotalKnt
else PDPtrn=0;
PDPtrn=Round(PDPtrn*4,0);

If DateKnt>2 then begin

Value2=LowValue;
If PointRight then Value6=CurrentBar-HoldBar+HoldAdd
else Value6=HoldAdd;

{Now plot the data and highlight VA}
If DateKnt>3 then begin

If LBOC then begin
for Value1=0 to TotalKnt begin
If Handl[Value1]<>0 then begin
TL_Delete(Handl[Value1]);
Handl[Value1]=0;
End;
End;
End;


HKnt=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If PointRight then If HoldBar-HoldAdd+Value4>CurrentBar then Value4=Value6;
If Value4>0 and Value5<MaxKnt then begin
If DoHoriz then begin
{Value2=(LowBox+Value1)*B in4Price;}
If PointRight
Then Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6-Value4],time[Value6-Value4],Value2)
Else Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6+Value4],time[Value6+Value4],Value2);
Value7=Blue;
If LBOC then Handl[Value1]=Value5;
If Value1<VALow then value7=red;
If Value1>VAHigh then value7=yellow;
If Value1=MaxIndex then value7=Red;
Value7=TL_SetAll(Value5, Value7, LineSize, 3, False, false);
End;
If AnotHLCP then begin
If (OnlyLast and LBOC) or (OnlyLast=False) or (OnlyHIst) then begin
If PointRight then Value30=-Value4 else Value30=0;
If Value1=VALow then begin
If HandlLo>=0 then Text_Delete(HandlLo);
HandlLo=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlLo,0,2 );
End;
If Value1=VAHigh then begin
If HandlHi>=0 then Text_Delete(HandlHi);
HandlHi=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlHi,0,2 );
End;
If Value1=MaxIndex then begin
If HandlCP>=0 then Text_Delete(HandlCP);
HandlCP=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 )+"--"+NumToStr(PDPtrn,0)) ;
Text_SetStyle(HandlCP,0,2 );
End;
End;
End;
End;
Value2=Value2+Bin4Price;
End;

If DoChan and Value5<4500 then begin
Value3=TL_NEW(VADateOld,V ATimeOld,VAHighOld,VADateNew,VATimeNew,VAHighNew);
Value4=TL_NEW(VADateOld,V ATimeOld,VALowOld, VADateNew,VATimeNew,VALowNew);
Value7=TL_SetAll(Value3, blue, LineSize, 3, False, false);
Value7=TL_SetAll(Value4, red , LineSize, 3, False, false);
End;
End;


Condition5=True;
If TimeBin<>0 then begin
If (TypAccum>210000 and Date[1]=TypAccum) then Condition5=False;
If (TypAccum=-2 and Date[1]=CurrentDate) then Condition5=False;
If (TypAccum=-1 and Time<>Sess1StartTime+BarI nterval) then Condition5=False;
End;
If LBOC=False then begin
If Condition5 then begin
For Value1=0 to 2000 begin
PriceKnt[Value1]=0;
End;
TotalKnt=0;
LowBox =Round(Low/Bin4Price,0);
LowValue=LowBox*Bin4Price ;
End;
If Unit4Accum<>5 then HoldBar =CurrentBar;
IPASS=Time;
End;
End;
End;
If LBOC then KeepBar=CurrentBar;
End;

If DateKnt>1 then begin

If DateKnt>3 and VAHighValue<>0 and VALowValue<>0 then begin

If Smooth=0 then begin
Value17=VAHighNew;
Value18=VALowNew;
End
Else begin
If Condition1 then begin
Value15=(VAHighNew-VAHighOld+VALowNew-VALowOld)*0.5/(VABarNew-VABarOld);
Value19=.5/(VABarNew-VABarOld);
End;
Value14=(CurrentBar-VABarNew);
Value16=Value15*Value14*S mooth*(1-Value14*Value19);
Value17=VAHighNew+Value16 ;
Value18=VALowNew +Value16;
End;


{Remove right brace for SIGNAL -- add for INDICATOR}
If LBOC then begin
Value2=-MaxBarsForward;
Value3=-1;
{If KeepBar=0 then OpenOfDay=C;}
If Smooth=0 then begin


End;
End
else begin
Value27=Value17;
Value28=Value18;
Value29=VAPivot;
Value2=0;
Value3=0;
If Unit4Accum=5 then Value3=Value6;
End;



End;
If HandlHi>-1 then begin
Text_SetLocation(HandlHi, Date,Time,Value17);
Text_SetLocation(HandlCP, Date,Time,VAPivot{Value29 });
Text_SetLocation(HandlLo, Date,Time,Value18);
End;

End;

End;



If Condition3 and (OnlyLast=False) then begin
HandlHi=(-1); HandlLo=(-1); HandlCP=(-1);
End;

If DateKnt>1 and (LBOC=False or LBOC[1]=True) then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;



{end date loop}




poc=vapivot;

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ChrisTinaBruce    10

ChrisTinaBruce
Posted

Anyone fix the TL_SetAll( ) error?

 

 

 

Many syntex errors were fixed except the two things:

 

AddTime( )

TL_SetAll( )

 

vars: PriceBin(.50),
TimeBin(0),
Unit4Accum(0),
TypAccum(0),
BegTime1(0),
BegTime2(0),
BegTime3(0),
DoHoriz(True),
Perc4VA(70),
LineSize(1);
{Begin Comment Out for Signal}

vars:
PointRight(True),{If set false then display will point to left }

Smooth(00), {Angle adjustment for VA projection--range -2>+2 }

BegDate(0);{Date on which to start analysis. 0=All }
{this is used to limit the number of analyses that are }
{made and may be necessary -- particularly in TS7/8... }
{to keep "infinite loop" error from occurring. }



{must replace Vars: with in the word INPUT: here for an indicator}

vars:
OnlyLast(true), {Annotate last caclulated values ONLY--AnotHLCP=True also}

AnotHLCP(true), {Annotate the VAHigh, VALow, and CP values on chart }

OnlyHist(false), {Do not make MP for current day until next day. }

DoChan(False), {Draw a channel from VA extremes to next set of extremes }

PlotOpen(True); {Plot open of current analysis -- green dotted line }


Vars: OpenOfDay(0), Is24Hour(Sess1EndTime<=UnionSess1StartTime),
LowBox(0), DateKnt(0), HKnt(0),
ATR21(AvgTrueRange(21)),
Bin4Price(Iff(PriceBin>ATR21/20,ATR21/20,Iff(PriceBin<ATR21/50,ATR21/50,PriceBin))),
LowValue(LowBox*Bin4Price ), IPass(0),
Bin4Time(AbsValue(IntPortion(TimeBin))),
ShiftIt((AbsValue(TimeBin )-Bin4Time)*100),
HighValue(H),TotalKnt(0),
HoldBar(CurrentBar), HoldAdd(0), OldHoldBar(0), KeepBar(0);
Vars: TimeBeg1(Iff(BegTime1<25, IntPortion(BegTime1)*100+ FracPortion(BegTime1)*60, BegTime1)),
TimeBeg2(Iff(BegTime2<25, IntPortion(BegTime2)*100+ FracPortion(BegTime2)*60, BegTime2)),
TimeBeg3(Iff(BegTime3<25, IntPortion(BegTime3)*100+ FracPortion(BegTime3)*60, BegTime3));
Vars: VAHigh(0), VALow(0), MaxValue(0), MaxIndex(0), SumValue(0);
Vars: VAHighValue(h), VALowValue(l),VAPivot(c),
VAPerc(Iff(Perc4VA>0,Perc4VA/100,.7)),
CurrentMin(TimeToMinutes( time)), EntryP(0);
Vars: VAHighOld(0), VAHighNew(0),
VALowOld(0), VALowNew(0),
VABarOld(0), VABarNew(0),
VADateOld(0), VADateNew(0),
VATimeOld(0), VATimeNew(0),
DnCount(0), UpCount(0), LBOC(FALSE), NewDate(0),
HandlHi(-1), HandlLo(-1), HandlCP(-1),
CanBuy(false),CanSell(false),DoInit(True);

{Begin comment out for Indicator
Vars: LossMaxPts(LossMax/BigPointValue),
TakProfPts(TakProf/BigPointValue);
End comment out for Indicator}

Vars: ATR21Val(0), MP(0),
StopHH(0), StopLL(0), EnterBar(0),
MaxCont(0), NCont(0), HoldDate(Date-1);
Vars: PDPtrn(0);


Vars: MaxKnt(15000), Direct(0), DoKnt(0);
Arrays: PriceKnt[15000](0), HoldKnt[15000](0), Handl[15000](0);


If DoInit then begin
DoInit=False;
Value1=AvgTrueRange(21)/10;
If PriceBin=0 then Bin4Price=Value1
else Bin4Price=PriceBin;

LowBox = Round(L/Bin4Price,0);
End;

LBOC = LastBarOnChart;
If Date<>Date[1] and TimeBin=0 then NewDate=Date;


{For system remove I_}
If MP<>MP[1] then begin
EntryP=O;
EnterBar=CurrentBar;
StopHH=H;
StopLL=L;
End;

If Date>=BegDate then begin



If (TimeBin>0 and Unit4Accum>0) then begin
Condition1=false;
Condition3=false;
If Unit4Accum=1 then If Date[shiftIt]<>Date[shiftIt+1] then DoKnt=DoKnt+1;
If Unit4Accum=2 then If DayOfWeek(date[shiftIt])<DayOfWeek(Date[shiftIt+1]) then DoKnt=DoKnt+1;
If Unit4Accum=3 then If Month(Date) <>Month(Date[1]) then DoKnt=DoKnt+1;
If Unit4Accum=4 then begin
For Value1 = 0 to 3 begin
Value2=Value1*3+1;
If Month(Date)=Value2 and Month(Date[1])<>Value2 then DoKnt=DoKnt+1;
End;
End;
If Unit4Accum=5 then begin
DoKnt=0;

Value0=AbsValue(IntPortion(Direct));
If Sign(Direct)<>Sign(Direct[1]) or LBOC then begin
Condition1=True;
Condition3=Condition1;
If Direct[1]=0 then begin
HoldBar=CurrentBar-Value0;
HoldAdd=HoldBar-OldHoldBar;
End
Else begin
If LBOC and Sign(Direct)=Sign(Direct[1]) then begin
If LBOC[1]=FALSE THEN OldHoldBar=HoldBar;
HoldBar=CurrentBar;
Value0=0;
End
Else begin
OldHoldBar=HoldBar;
HoldBar=CurrentBar-Value0;
End;

Value2=Highest(H[Value0],HoldBar-OldHoldBar+1);
Value3=Lowest (L[Value0],HoldBar-OldHoldBar+1);
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
HoldAdd=HoldBar-OldHoldBar;
LowBox =0;
While TotalKnt<8 begin
Bin4Price=Bin4Price/2;
LowBox =Round(Value3/Bin4Price,0);
TotalKnt=Round(Value2/Bin4Price,0)-LowBox;
LowValue=LowBox*Bin4Price ;
LowBox =0;
End;
For Value1 = LowBox to TotalKnt begin
Value3=Value1 * Bin4Price + LowValue;
PriceKnt[Value1]=0;
For Value4 = CurrentBar-HoldBar to CurrentBar-OldHoldBar+1 begin
If Value3<=H[Value4] and Value3>=L[Value4] then PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
End;
End;
End;
End;
If DoKnt>=TimeBin then begin
Condition1=True;
Condition3=Condition1;
DoKnt=0;
End;
End
Else begin
Condition1=false;
Condition3=false;
If TimeBin>0 then begin
If TimeBeg1=0
then CurrentMin=TimeToMinutes( time)-TimeToMinutes(Sess1FirstBarTime)
else CurrentMin=TimeToMinutes( time)-TimeToMinutes(TimeBeg1);
If CurrentMin<0 then CurrentMin=CurrentMin+TimeToMinutes(2359)+1;
If CurrentMin<0 then CurrentMin=CurrentMin+24* 60;
Condition1=Mod(CurrentMin ,TimeBin)<Mod(CurrentMin[1],TimeBin);
Condition3=Condition1;
End
Else begin
If TimeBin<0 then begin
If ShiftIt>Bin4Time then ShiftIt=Mod(ShiftIt,Bin4Time);
Condition1=Mod(CurrentBar-ShiftIt,Bin4Time)=0;
Condition3=Condition1;
End
Else begin
If DataCompression>1 then begin
If ShiftIt>13 then ShiftIt=0;
Condition1=Mod(CurrentBar-ShiftIt,13)=0;
Condition3=Condition1;
End
Else Begin
Condition9=(Date<>Date[1] and Is24Hour=False) or (Is24Hour and Time>=Sess1StartTime and Time[1]<=Sess1EndTime);
If TimeBeg1>0 then if Time>=TimeBeg1 and (Time[1]<TimeBeg1 or Condition9) and TimeBin=0 then Condition1=True;
If TimeBeg2>0 then if Time>=TimeBeg2 and Time[1]<TimeBeg2 and TimeBin=0 then Condition1=True;
If TimeBeg3>0 then if Time>=TimeBeg3 and Time[1]<TimeBeg3 and TimeBin=0 then Condition1=True;
If TimeBeg1=0 then if TimeBin=0 and Condition9 or (LBOC and time>={Addtime(}Sess1EndTime{,-5))}) then Condition1=True;
Condition3=Condition1;
End;
End;
End;
End;
If LBOC=True and CurrentBar<>KeepBar and (OnlyHist=False or Time=Sess1EndTime) or TimeBin>9998 then Condition1=True;

If Condition1 then begin

If Condition1 or CurrentBar=1 then begin
CanBuy=True;
CanSell=True;
DateKnt=DateKnt+1;
If LBOC=False or Condition3 then OpenOfDay=Open;
End;

If LBOC=True and LBOC[1]=False and Unit4Accum<>5 then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;

If TotalKnt>1 and DateKnt>1 then begin
MaxValue=-99999;
SumValue=0;
{Find the max value and sum up the price occupancies}
Value99=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If Value4>0 then Value99=Value1;
SumValue=SumValue+Value4;
If Value4>=MaxValue then begin
MaxIndex=Value1;
MaxValue=Value4;
End;
End;
{Find all alike and setup CP at middle}
Value2=0;
For Value1=0 to TotalKnt begin
If PriceKnt[Value1]=MaxValue then Value2=Value2+1;
End;
If Value2>1 then MaxIndex=MaxIndex-IntPortion(Value2/2);

{Now find the Value Area (70% of total counts)}
VAHigh=MaxIndex;
VALow =MaxIndex;
Value9=PriceKnt[MaxIndex];
Value10=0;
While Value9<=IntPortion(SumValue*VAPerc) begin
Value10=Value10+1;
If MaxIndex-Value10>=0 and Value9<=IntPortion(SumValue*VAPerc) then begin
VALow =MaxIndex-Value10;
Value9=Value9+PriceKnt[VALow];
End;
If Value10+MaxIndex<=Value99 and Value9<=IntPortion(SumValue*VAPerc) then begin
VAHigh=MaxIndex+Value10;
Value9=Value9+PriceKnt[VAHigh];
End;
End;

VAHighValue=LowValue+VAHigh *Bin4Price;
VALowValue =LowValue+VALow *Bin4Price;
VAPivot =LowValue+MaxIndex*Bin4Price;
Value1=0;
VAHighOld=VAHighNew; VAHighNew=VAHighValue[Value1];
VALowOld=VALowNew; VALowNew=VALowValue[Value1];
VADateOld=VADateNew; VADateNew=Date[Value1];
VATimeOld=VATimeNew; VATimeNew=Time[Value1];
VABarOld=VABarNew; VABarNew=CurrentBar;

If TotalKnt>0 then PDPtrn=MaxIndex/TotalKnt
else PDPtrn=0;
PDPtrn=Round(PDPtrn*4,0);

If DateKnt>2 then begin

Value2=LowValue;
If PointRight then Value6=CurrentBar-HoldBar+HoldAdd
else Value6=HoldAdd;

{Now plot the data and highlight VA}
If DateKnt>3 then begin

If LBOC then begin
for Value1=0 to TotalKnt begin
If Handl[Value1]<>0 then begin
TL_Delete(Handl[Value1]);
Handl[Value1]=0;
End;
End;
End;


HKnt=0;
For Value1=0 to TotalKnt begin
Value4=PriceKnt[Value1];
If PointRight then If HoldBar-HoldAdd+Value4>CurrentBar then Value4=Value6;
If Value4>0 and Value5<MaxKnt then begin
If DoHoriz then begin
{Value2=(LowBox+Value1)*B in4Price;}
If PointRight
Then Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6-Value4],time[Value6-Value4],Value2)
Else Value5=TL_New(date[Value6],time[Value6],Value2,date[Value6+Value4],time[Value6+Value4],Value2);
Value7=Blue;
If LBOC then Handl[Value1]=Value5;
If Value1<VALow then value7=red;
If Value1>VAHigh then value7=yellow;
If Value1=MaxIndex then value7=Red;
Value7=TL_SetAll(Value5, Value7, LineSize, 3, False, false);
End;
If AnotHLCP then begin
If (OnlyLast and LBOC) or (OnlyLast=False) or (OnlyHIst) then begin
If PointRight then Value30=-Value4 else Value30=0;
If Value1=VALow then begin
If HandlLo>=0 then Text_Delete(HandlLo);
HandlLo=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlLo,0,2 );
End;
If Value1=VAHigh then begin
If HandlHi>=0 then Text_Delete(HandlHi);
HandlHi=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 ));
Text_SetStyle(HandlHi,0,2 );
End;
If Value1=MaxIndex then begin
If HandlCP>=0 then Text_Delete(HandlCP);
HandlCP=Text_New(date[Value6+Value30],time[Value6+Value30],Value2,NumToStr(Value2,2 )+"--"+NumToStr(PDPtrn,0)) ;
Text_SetStyle(HandlCP,0,2 );
End;
End;
End;
End;
Value2=Value2+Bin4Price;
End;

If DoChan and Value5<4500 then begin
Value3=TL_NEW(VADateOld,V ATimeOld,VAHighOld,VADateNew,VATimeNew,VAHighNew);
Value4=TL_NEW(VADateOld,V ATimeOld,VALowOld, VADateNew,VATimeNew,VALowNew);
Value7=TL_SetAll(Value3, blue, LineSize, 3, False, false);
Value7=TL_SetAll(Value4, red , LineSize, 3, False, false);
End;
End;


Condition5=True;
If TimeBin<>0 then begin
If (TypAccum>210000 and Date[1]=TypAccum) then Condition5=False;
If (TypAccum=-2 and Date[1]=CurrentDate) then Condition5=False;
If (TypAccum=-1 and Time<>Sess1StartTime+BarI nterval) then Condition5=False;
End;
If LBOC=False then begin
If Condition5 then begin
For Value1=0 to 2000 begin
PriceKnt[Value1]=0;
End;
TotalKnt=0;
LowBox =Round(Low/Bin4Price,0);
LowValue=LowBox*Bin4Price ;
End;
If Unit4Accum<>5 then HoldBar =CurrentBar;
IPASS=Time;
End;
End;
End;
If LBOC then KeepBar=CurrentBar;
End;

If DateKnt>1 then begin

If DateKnt>3 and VAHighValue<>0 and VALowValue<>0 then begin

If Smooth=0 then begin
Value17=VAHighNew;
Value18=VALowNew;
End
Else begin
If Condition1 then begin
Value15=(VAHighNew-VAHighOld+VALowNew-VALowOld)*0.5/(VABarNew-VABarOld);
Value19=.5/(VABarNew-VABarOld);
End;
Value14=(CurrentBar-VABarNew);
Value16=Value15*Value14*S mooth*(1-Value14*Value19);
Value17=VAHighNew+Value16 ;
Value18=VALowNew +Value16;
End;


{Remove right brace for SIGNAL -- add for INDICATOR}
If LBOC then begin
Value2=-MaxBarsForward;
Value3=-1;
{If KeepBar=0 then OpenOfDay=C;}
If Smooth=0 then begin


End;
End
else begin
Value27=Value17;
Value28=Value18;
Value29=VAPivot;
Value2=0;
Value3=0;
If Unit4Accum=5 then Value3=Value6;
End;



End;
If HandlHi>-1 then begin
Text_SetLocation(HandlHi, Date,Time,Value17);
Text_SetLocation(HandlCP, Date,Time,VAPivot{Value29 });
Text_SetLocation(HandlLo, Date,Time,Value18);
End;

End;

End;



If Condition3 and (OnlyLast=False) then begin
HandlHi=(-1); HandlLo=(-1); HandlCP=(-1);
End;

If DateKnt>1 and (LBOC=False or LBOC[1]=True) then begin
Value3=Round(Low/Bin4Price,0);
If Value3<LowBox and Value3<>0 then begin
Value2=LowBox-Value3;
For Value1= 2000-Value2 downto 0 begin
PriceKnt[Value1+Value2]=PriceKnt[Value1];
PriceKnt[Value1]=0;
End;
LowBox =Value3;
LowValue=LowBox*Bin4Price ;
TotalKnt=TotalKnt+Value2;
End;
Value2=Round(Low/Bin4Price,0) -LowBox;
Value3=Round(High/Bin4Price,0) -LowBox;
For Value1=Value2 to Value3 begin
PriceKnt[Value1]=PriceKnt[Value1]+1;
End;
If Value3>TotalKnt then TotalKnt=Value3;
End;



{end date loop}




poc=vapivot;

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johnnydaymon    11

johnnydaymon
Posted 
{Function: TL_SetAll 

Purpose: Reduce the clutter in TL programming with one call to 
set color, size, style, left and right extension. 

These almost always need to be specified and clutter up 
the programs something awful. This should help. 

Author: Clyde Lee, Copyright SYTECH Corporation, 2002 
www.theswingmachine.com 

Use: Permission granted to use the function in any application 
desired so long as the copyright notice is retained. 

} 


Inputs: TL_Ref(numericsimple), 
Colr(numericsimple), 
Size(numericsimple), 
Styl(numericsimple), 
TLxl(truefalse), 
TLXr(truefalse); 



TL_SetColor(TL_Ref, Colr); 
TL_SetSize (TL_Ref, Size); 
TL_SetStyle(TL_Ref, Styl); 
TL_SetExtLeft (TL_Ref, TLxl); 
TL_SetExtRight(TL_Ref, TLxr); 

TL_SetAll=1;

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      HFMarkets (hfm.com): Market analysis services.

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    • zdo
      ,,,just Sayin...

      By zdo · Posted

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