Lakshimi Buy Sell Signal

/// Parameters
PeriodEMA = 13;
MACDIndicatorRange = 50;

// Volume filter
VolumeFilter = Param( "Volume MA filter", 100000, 50000, 500000, 100000 );
Timeframe = Interval(2);

// Adjust for weekly if necessary
if( Timeframe == "5-day" || Timeframe == "Weekly" ) {
VolumeFilter = VolumeFilter * 5;
}
else if( Timeframe == "Monthly") {
VolumeFilter = VolumeFilter * 20;
}
else if( Timeframe != "Daily" ) {
VolumeFilter = 0;
}

// Minimum number of bars required to form a divergence pattern. For a
// positive divergence, this is the number of falling bars in the context
// of a rising MACD or MACD-H pattern. Vice versa for negative divergence
MACDDivMinWidth = Param("Divergence min width", 4, 1, 10, 1 );

// Minimum width of negative projecting wave between two positive MACD-H waves,
// otherwise two positive waves will be considered as one single wave. This
// minimises invalid divergences, to ensure that "back of bears is broken".
// The same applies for a positive wave between two negative waves.
HistMinWidth = Param("Histogram min width", 4, 1, 10, 1 );


PeriodEMA = Optimize( "PeriodEMA ", 13, 5, 23, 1 );

// Other parameters
OpenPositions = 10;
ATRPeriod = 5;
InitialCapital = 100000;

PeriodFast = Param( "Fast EMA", 12, 2, 200, 1 );
PeriodSlow = Param( "Slow EMA", 26, 2, 200, 1 );
PeriodSignal = Param( "Signal EMA", 9, 2, 200, 1 );
MACDInd = MACD(PeriodFast, PeriodSlow );
SigInd = Signal(PeriodFast, PeriodSlow , PeriodSignal );
HistInd = MACDInd - SigInd ;
_N( macdStr = WriteVal( PeriodFast, 1.0 )+","+WriteVal( PeriodSlow , 1.0 ) );
_N( sigStr = macdStr + ","+WriteVal( PeriodSignal , 1.0 ) );





// Get displayed min and max value of MACD and MACD-H, to rescale it for better visibility
scMACDMax = LastValue(HHV(Max(MACDInd, sigInd),
BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) )));
scMACDMin = LastValue(LLV(Min(MACDInd, sigInd),
BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) )));
scaleMACD = Max( abs(scMACDMax), abs(scMACDMin) );

scHistMax = LastValue(HHV(HistInd,
BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) )));
scHistMin = LastValue(LLV(HistInd,
BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) )));
scaleHist = Max( abs(scHistMax), abs(scHistMin) );




_SECTION_BEGIN("Patterns Wave");
Change = Param("Wave Period",7,0,100,1);
SupResA = Param("Sup-Res A Period",20,0,100,1);
SupResB = Param("Sup-Res B Period",25,0,100,1);

Res1 = ParamColor("Resistance High", colorYellow | styleThick);
Res2 = ParamColor("Resistance Low", colorYellow | styleThick);
Sup1 = ParamColor("Support High", colorBlue| styleThick);
Sup2 = ParamColor("Support Low", colorBlue| styleThick);


procedure PlotShapeAt( x, y, shape, shift )
{
PlotShapes( IIf( BarIndex() == x, shape, 0 ), colorWhite, 0, y, shift );
}

bi = BarIndex();
sbi = SelectedValue( bi );
GraphXSpace = 2;
Plot( Zig( C, Change ), "", colorYellow, styleDots | styleLine | styleThick );
upshift = 80;
if( SelectedValue( PeakBars( C, Change ) < TroughBars( C, Change ) ) )
{
pt1 = PeakBars( C, Change, 1 ) == 0 ;
pt2 = TroughBars( C, Change, 1 ) == 0 ;
}
else
{
pt1 = TroughBars( C, Change, 1 ) == 0 ;
pt2 = PeakBars( C, Change, 1 ) == 0 ;
upshift = -upshift;
}
bpt1 = SelectedValue( ValueWhen( pt1, bi ) );
bpt2 = SelectedValue( ValueWhen( pt2, bi ) );
bpt3 = SelectedValue( ValueWhen( pt1, bi, 2 ) );
bpt4 = SelectedValue( ValueWhen( pt2, bi, 2 ) );
bpt5 = SelectedValue( ValueWhen( pt1, bi, 3 ) );
bpt6 = SelectedValue( ValueWhen( pt2, bi, 3 ) );
PlotShapeAt( bpt1, C, shapeDigit5, upshift );
PlotShapeAt( bpt2, C, shapeDigit4, -upshift );
PlotShapeAt( bpt3, C, shapeDigit3, upshift );
PlotShapeAt( bpt4, C, shapeDigit2, -upshift );
PlotShapeAt( bpt5, C, shapeDigit1, upshift );
_SECTION_END();



_SECTION_BEGIN("trend candle");
////////////////////////////////////
// Heikin_Ashi For Amibroker
////////////////////////////////////

HaClose =EMA((O+H+L+C)/4,3);
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(), colorRed, styleCandle | styleNoLabel );
SetChartBkGradientFill( ParamColor("BgTop", colorBrightGreen),ParamColor("BgBottom", colorSeaGreen));
Title="";
_SECTION_END();


_SECTION_BEGIN("Unnamed 3");
pWMA1 = Param("WMA 1 period", 6, 1, 20, 1);
pWMA2 = Param("WMA 2 period", 7, 1, 20, 1);
fMA1 = WMA(HaClose , pWMA1); // calculate MA 1
fMA2 = WMA( (HaOpen + HaClose )/2, pWMA2); // original
Plot(fMA1, "\nMA1(" + NumToStr(pWMA1, 1.0) + ")", colorWhite| styleThick); // plot the MA lines
Plot(fMA2, "\nMA2(" + NumToStr(pWMA2, 1.0) + ")", colorBlack|styleThick); // plot the MA lines
Plot( 2, "", IIf( fMA1>fMA2, colorBlue, colorRed),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
_SECTION_END();




_SECTION_BEGIN("Pivot");
nBars = Param("Number of bars", 12, 5, 40);
bShowTCZ = Param("Show TCZ", 1, 0, 1);
nExploreBarIdx = 0;
nExploreDate = 0;
nCurDateNum = 0;
DN = DateNum();
DT = DateTime();
bTCZLong = False;
bTCZShort = False;
nAnchorPivIdx = 0;
ADX8 = ADX(8);
if(Status("action")==1) {
bDraw = True;
bUseLastVis = 1;
} else {
bDraw = False;
bUseLastVis = False;
bTrace = 1;
nExploreDate = Status("rangetodate");
for (i=LastValue(BarIndex());i>=0;i--) {
nCurDateNum = DN[i];
if (nCurDateNum == nExploreDate) {
nExploreBarIdx = i;
}
}
}
GraphXSpace=7;
if (bDraw) {
}
aHPivs = H - H;
aLPivs = L - L;
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
aAddedHPivs = H - H;
aAddedLPivs = L - L;
aLegVol = H - H;
aRetrcVol = H - H;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0;
aHHVBars = HHVBars(H, nBars);
aLLVBars = LLVBars(L, nBars);
aHHV = HHV(H, nBars);
aLLV = LLV(L, nBars);
nLastVisBar = LastValue(
Highest(IIf(Status("barvisible"), BarIndex(), 0)));
curBar = IIf(nlastVisBar > 0 AND bUseLastVis, nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0, nExploreBarIdx,
LastValue(BarIndex())));
curTrend = "";
if (aLLVBars[curBar] < aHHVBars[curBar])
curTrend = "D";
else
curTrend = "U";
if (curBar >= 120) {
for (i=0; i<120; i++) {
curBar = IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar-i,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx-i,
LastValue(BarIndex())-i));
if (aLLVBars[curBar] < aHHVBars[curBar]) {
if (curTrend == "U") {
curTrend = "D";
curPivBarIdx = curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx] = 1;
aLPivLows[nLPivs] = L[curPivBarIdx];
aLPivIdxs[nLPivs] = curPivBarIdx;
nLPivs++;
}
} else {
if (curTrend == "D") {
curTrend = "U";
curPivBarIdx = curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx] = 1;
aHPivHighs[nHPivs] = H[curPivBarIdx];
aHPivIdxs[nHPivs] = curPivBarIdx;
nHPivs++;
}
}
}
}
curBar =
IIf(nlastVisBar > 0 AND bUseLastVis,
nlastVisBar,
IIf(Status("action")==4 AND nExploreBarIdx > 0,
nExploreBarIdx,
LastValue(BarIndex()))
);
if (nHPivs >= 2 AND nLPivs >= 2) {
lastLPIdx = aLPivIdxs[0];
lastLPL = aLPivLows[0];
lastHPIdx = aHPivIdxs[0];
lastHPH = aHPivHighs[0];
nLastHOrLPivIdx = Max(lastLPIdx, lastHPIdx);
nAddPivsRng = curBar - nLastHOrLPivIdx;
aLLVAfterLastPiv = LLV(L, nAddPivsRng);
nLLVAfterLastPiv = aLLVAfterLastPiv[curBar];
aLLVIdxAfterLastPiv = LLVBars(L, nAddPivsRng);
nLLVIdxAfterLastPiv = curBar - aLLVIdxAfterLastPiv[curBar];
aHHVAfterLastPiv = HHV(H, nAddPivsRng);
nHHVAfterLastPiv = aHHVAfterLastPiv[curBar];
aHHVIdxAfterLastPiv = HHVBars(H, nAddPivsRng);
nHHVIdxAfterLastPiv = curBar - aHHVIdxAfterLastPiv[curBar];
if (lastHPIdx > lastLPIdx) {

/* There are at least two possibilities here. One is that
the previous high was higher, indicating that this is a
possible short retracement or one in the making.
The other is that the previous high was lower, indicating
that this is a possible long retracement in the working.
However, both depend on opposing pivots. E.g., if I find
higher highs, what if I have lower lows?

If the highs are descending, then I can consider:
- a lower low, and leave it at that
- a higher high and higher low
- a lower low and another lower high
*/
if (aHPivHighs[0] < aHPivHighs[1]) {

if (nLLVAfterLastPiv < aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 1;

// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j aLPivLows[0] AND
(nLLVIdxAfterLastPiv - lastHPIdx - 1) >= 1
AND nLLVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aLPivs[nLLVIdxAfterLastPiv] = 1;
aAddedLPivs[nLLVIdxAfterLastPiv] = 1;

// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j= 1
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark that for plotting
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 1;

// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j aHPivHighs[0] AND
(nHHVIdxAfterLastPiv - lastLPIdx - 1) >= 1
AND nHHVIdxAfterLastPiv != curBar ) {

// -- OK, we'll add this as a pivot.
// Mark it for plotting...
aHPivs[nHHVIdxAfterLastPiv] = 1;
aAddedHPivs[nHHVIdxAfterLastPiv] = 1;

// ...and then rearrange elements in the
// pivot information arrays
for (j=0; j= 2 AND
nLPivs >=2 AND
aHPivHighs[0] > aHPivHighs[1] AND
aLPivLows[0] > aLPivLows[1]) {

tcz500 =
(aHPivHighs[0] -
(.5 * (aHPivHighs[0] - aLPivLows[1])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[0] - aLPivLows[1])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aHPivIdxs[0];
aRetrcPrc = LLV(L, retrcRng);
aRetrcPrcBars = LLVBars(L, retrcRng);

retrcPrc = aRetrcPrc[curBar];
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

// -- bTCZLong setup?
bTCZLong = (

// -- Are retracement levels arranged in
// tcz order?

// .500 is above .786 for long setups
tcz500 >= (tcz786 * (1 - .005))
AND
// .681 is below .786 for long setups
tcz618 <= (tcz786 * (1 + .005))
AND

// -- Is the low in the tcz range
// -- Is the close >= low of tcz range
// and low <= high of tcz range
retrcClose >= ((1 - .01) * tcz618)
AND
retrcPrc <= ((1 + .01) * tcz500)
);

// -- risk would be high of signal bar minus low of zone
//risk = 0;

// -- lower highs and lower lows
} else if (nHPivs >= 2 AND nLPivs >=2
AND aHPivHighs[0] < aHPivHighs[1]
AND aLPivLows[0] < aLPivLows[1]) {

tcz500 =
(aHPivHighs[1] -
(.5 * (aHPivHighs[1] - aLPivLows[0])));

tcz618 =
(aHPivHighs[0] -
(.618 * (aHPivHighs[1] - aLPivLows[0])));

tcz786 =
(aHPivHighs[0] -
(.786 * (aHPivHighs[0] - aLPivLows[0])));

retrcRng = curBar - aLPivIdxs[0];
aRetrcPrc = HHV(H, retrcRng);
retrcPrc = aRetrcPrc[curBar];
aRetrcPrcBars = HHVBars(H, retrcRng);
retrcBarIdx = curBar - aRetrcPrcBars[curBar];
retrcClose = aRetrcClose[retrcBarIdx];

bTCZShort = (
// -- Are retracement levels arranged in
// tcz order?

// .500 is below .786 for short setups
tcz500 <= (tcz786 * (1 + .005))
AND
// .681 is above .786 for short setups
tcz618 >= (tcz786 * (1 - .005))
AND

// -- Is the close <= high of tcz range
// and high >= low of tcz range
retrcClose <= ((1 + .01) * tcz618)
AND
retrcPrc >= ((1 - .01) * tcz500)
);

// -- Risk would be top of zone - low of signal bar
//risk = 0;
}

// -- Show zone if present
if (bTCZShort OR bTCZLong) {

// -- Be prepared to see symmetry
if (bTCZShort) {
if (aLPivIdxs[0] > aHPivIdxs[0]) {
// -- Valuable, useful symmetry information
nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
nRtrc1Pts = retrcPrc - aLPivLows[0];
nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
} else {
nRtrc0Pts = aHPivHighs[1] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[1] - aLPivIdxs[1] + 1;
nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
nRtrc1Bars = aHPivIdxs[0] - aLPivIdxs[0] + 1;
}
} else { // bLongSetup
if (aLPivIdxs[0] > aHPivIdxs[0]) {
nRtrc0Pts = aHPivHighs[0] - aLPivLows[1];
nRtrc0Bars = aHPivIdxs[0] - aLPivIdxs[1] + 1;
nRtrc1Pts = retrcPrc - aLPivLows[0];
nRtrc1Bars = retrcBarIdx - aLPivIdxs[0] + 1;
} else {
nRtrc0Pts = aHPivHighs[1] - aLPivLows[0];
nRtrc0Bars = aLPivIdxs[0] - aHPivIdxs[1] + 1;
nRtrc1Pts = aHPivHighs[0] - aLPivLows[0];
nRtrc1Bars = aLPivIdxs[0] - aHPivIdxs[0] + 1;
}
}

if (bShowTCZ) {
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz500, curBar, tcz500 , 0),
"tcz500", colorPaleBlue, styleLine|styleNoTitle|Stylehidden);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz618, curBar, tcz618, 0),
"tcz618", colorPaleBlue, styleLine|styleNoTitle|styleHidden);
Plot(
LineArray( IIf(bTCZLong, aHPivIdxs[0], aLPivIdxs[0]),
tcz786, curBar, tcz786, 0),
"tcz786", colorTurquoise, styleLine|styleNoTitle|StyleHidden);
}

// -- if (bShowTCZ)
}

if (bDraw) {
Title = Name() + " (" + StrLeft(FullName(), 10) +
") ATR: " + NumToStr(ATR(1), 4.2) + " ( " +
NumToStr((C - Ref(C, -1)), 4.2) + " / " +
NumToStr((((C - Ref(C, -1)) / Ref(C, -1)) * 100), 2.1) + "% ) " +
WriteVal( SelectedValue( DateTime() ), formatDateTime) +

// "Risk: " + WriteVal(risk, 2.1) + "% \n" +

WriteVal(nRtrc1Pts, 2.1) + " \n" +

WriteVal(nRtrc1Bars, 2.0);
}

// **************************
// END INDICATOR CODE
// **************************
_SECTION_END();

_SECTION_BEGIN("Support-Resistance");
//Plot( Close, "Close", colorWhite, styleCandle );
MaxGraph = 12;
BuyOffSet = SupResA;
//Optimize("BuyOffSet",18,15,20,1);
SellOffset = BuyOffSet;
//Optimize("SellOffset",2,2,14,2);
RegLength = 5;
//Optimize("RegLength",5, 2,11,2);
BuyATRPeriod = 2;
//Optimize("BuyATRPeriod",2,2,5,1);
SellATRPeriod = BuyATRPeriod;
//Optimize("SellATRPeriod",4,2,11,2);
ATRMultiplier = 0.5;
//Optimize("ATRMultiplier",1,0.7,1.25,.05);
Graph8 = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset); /* RED */
Graph9 = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset) ; /* GREEN */
ave=(Graph8+Graph9)/2;
Graph8Style=Graph9Style = styleNoTitle|styleLine|styleThick;
Graph9Color= Sup1; /* 5 is green */
Graph8Color = Res2; /* 4 is red */
nn=SupResB;
mmm=100;
TYP=(High + Low + 2*Close)/4;
CI=(TYP-MA(TYP,14))/(0.015*StDev(TYP,14));
CCCI=EMA(CI,5)+mmm;
Hh=HHV(H,nn);
Ll=LLV(L,nn);
MM=(Hh+Ll)/2;
CCCC=EMA(CCCI*(Hh-Ll)/(2*mmm)+Ll,5);
Plot(Hh,"High Reistance",Res1,styleLine|styleNoTitle|styleThick) ;
Plot(Ll,"Low Suport",Sup2,styleLine|styleNoTitle|styleThick);
_SECTION_END(); 

_SECTION_BEGIN("MABIUTS");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

Buy=EMA(C,13)>EMA(EMA(C,13),9) AND Cross (C,Peak(C,5,1));
Sell=Cross (EMA(EMA(C,13),9),EMA(C,13));
MYcolor = IIf( EMA(C,13)>EMA(EMA(C,13),9) AND C>Peak(C,2,1), colorGreen, IIf(EMA(C,13)>EMA(EMA(C,13),9) AND C