{111 swing1.14 powerEditor, view, options, general, set tabstops=2 to correct the formating}
var: dir(0), mtDir(0), inside(false), longRngH(0), longRngL(0), myBar(0), myH(0), myL(0), myC(0),
offset(0), Si(4), pi(0), mtLi(0), mtHi(0), BRi(0), TRi(0), rev(0), repeat(0), asc(false), des(false),
p2t(false), p2b(false), nullAscPrice(0), nullDesPrice(0), nullP2Tprice(0), nullP2Bprice(0);
array:S[1999,17](0), mtL[199,3](0), mtH[199,3](0), p[1999,7,2](0), BR[1999,3](0), TR[1999,3](0);
{increasing 1st value in all arrays increases lookback: s[5555,17](0)}
{comment out arrays like p[1999,7,2](0) and it's code segments to decrease calculation time}
if inside[1] then begin
if H>longRngH or L<longRngL then inside=false;
if H>longRngH and L>longRngL then dir=1; {up}
if H<longRngH and L<longRngL then dir= -1; {down}
end else begin
if H<=H[1] and L>=L[1] then begin
longRngL=L[1]; longRngH=H[1]; inside=true; {inside}
end;
if H>H[1] and L>L[1] then dir= 1; {up}
if H<H[1] and L<L[1] then dir= -1; {down}
end;
if inside=false then begin
myBar=currentbar; myH=H; myL=L; myC=C;
end;
if dir<>dir[1] then begin si=si+1; s[si,0]=myBar[1]; s[si,1]=myH[1]; s[si,2]=myL[1]; s[si,3]=myC[1];
if dir>0 then begin
S[si,4]=myL[1]; s[si,5]=1; {swing=B}
if s[si,2]<mtL[mtLi,2] then begin s[si,15]=-1; {mtL=lowerB}
mtLi=mtLi+1; mtL[mtLi,0]=myBar[1]; mtL[mtLi,1]=myH[1]; mtL[mtLi,2]=myL[1]; mtL[mtLi,3]=myC[1];
end;
if s[si,1]-s[si,2]>mtL[mtLi,1]-mtL[mtLi,2] then begin s[si,16]=-1; {mtL=largerRangeB}
mtLi=mtLi+1; mtL[mtLi,0]=myBar[1]; mtL[mtLi,1]=myH[1]; mtL[mtLi,2]=myL[1]; mtL[mtLi,3]=myC[1];
end;
if asc and s[si,1]<nullAscPrice then begin {nullAsc}
asc=false; s[si,13]=-1;
end;
if mtDir<=0 and asc and c>=c[1] then begin {revBuyAsc found}
rev=1; asc=false; s[si,8]=1;
end;
if s[si,2]>mtL[mtLi,1] then begin {asc found}
asc=true; nullAscPrice=s[si,2]; s[si,6]=1;
end;
if p2t and s[si,1]<nullP2Tprice then begin
p2t=false; s[si,14]=-1; {nullP2T}
end;
if mtDir<=0 and p2t and c>=c[1]then begin {revBuyP2T found}
rev=1; p2t=false; s[si,9]=1;
end;
if s[si,3]<s[si-2,2] and s[si,3]<s[si-4,2] then begin {p2b found}
p2b=true; nullP2Bprice=s[si-1,1]; s[si,7]=-1;
end;
if mtDir=mtDir[1] and asc and c>=c[1] then begin {repeatBuyAsc}
repeat=1; asc=false; s[si,10]=1;
end;
if mtDir>0 and s[si,2]<s[si-2,1] and s[si,1]>s[si-2,2] and c>=c[1] then begin
repeat=1; s[si,11]=1; {repeatBuyTOB 1st B back}
end;
if mtDir>0 and s[si,2]<s[si-4,1] and s[si,1]>s[si-4,2] and c>=c[1] then begin
repeat=1; s[si,12]=1; {repeatBuyTOB 2nd B back}
end;
end else begin
S[si,4]=myH[1]; s[si,5]=-1; {swing=T}
if s[si,1]>mtH[mtHi,1] then begin s[si,15]=1; {mtH=higherTop}
mtHi=mtHi+1; mtH[mtHi,0]=myBar[1]; mtH[mtHi,1]=myH[1]; mtH[mtHi,2]=myL[1]; mtH[mtHi,3]=myC[1];
end;
if s[si,1]-s[si,2]>mtH[mtHi,1]-mtH[mtHi,2] then begin s[si,16]=1; {mtH=largerRangeTop}
mtHi=mtHi+1; mtH[mtHi,0]=myBar[1]; mtH[mtHi,1]=myH[1]; mtH[mtHi,2]=myL[1]; mtH[mtHi,3]=myC[1];
end;
if des and s[si,2]>nullDesPrice then begin
des=false; s[si,13]=1;{nullDes}
end;
if mtDir>=0 and des and c<=c[1] then begin {revSellDes found}
rev=-1; des=false; s[si,8]=-1;
end;
if s[si,1]<mtH[mtHi,2] then begin {des found}
des=true; nullDesPrice=s[si,1]; s[si,6]=-1;
end;
if p2b and s[si,2]>nullP2Bprice then begin
p2B=false; s[si,14]=1; {nullP2B}
end;
if mtDir>=0 and p2b and c<=c[1]then begin {revSellP2B found}
rev=-1; p2b=false; s[si,9]=-1;
end;
if s[si,3]>s[si-2,1] and s[si,3]>s[si-4,1] then begin {p2t found}
p2t=true; nullP2Tprice=s[si-1,2]; s[si,7]=1;
end;
if mtDir=mtDir[1] and des and c<=c[1] then begin {repeatSellDes}
repeat= -1; des=false; s[si,10]=-1;
end;
if mtDir<0 and s[si,2]<s[si-2,1] and s[si,1]>s[si-2,2] and c<=c[1] then begin
repeat= -1; s[si,11]=-1; {repeatSellTOT 1st T back}
end;
if mtDir<0 and s[si,2]<s[si-4,1] and s[si,1]>s[si-4,2] and c<=c[1] then begin
repeat= -1; s[si,12]=-1; {repeatSellTOT 2nd T back}
end;
end;
end;
if dir<0 and mtDir>0 and inside=false and L<L[1] and c>c[1] then begin {repeatBuyBR}
repeat=1; BRi=BRi+1; BR[BRi,0]=currentBar; BR[BRi,1]=H; BR[BRi,2]=L; BR[BRi,3]=C;
end;
if dir>0 and mtDir<0 and inside=false and H>H[1] and c<c[1] then begin {repeatSellTR}
repeat= -1; TRi=TRi+1; TR=currentBar; TR=H; TR=L; TR=C;
end;
if mtDir>0 then begin {p1 doesn't use target}
if p[pi,3,2]>0 and p[pi,4,2]=0 and L>p[pi,3,2]+p[pi,6,2] then {p2 target hit}
p[pi,4,2]=maxList(p[pi,3,2]+p[pi,6,2],open); {exit p2}
end else begin
if p[pi,3,2]>0 and p[pi,4,2]=0 and H<p[pi,3,2]-p[pi,6,2] then {p2 target hit}
p[pi,4,2]=minList(p[pi,3,2]-p[pi,6,2],open); {exit p2}
end;
{before revEntry resets mtDir}
if mtDir>0 then begin {trailing stop}
if p[pi,3,1]>0 and p[pi,4,1]=0 and L<=p[pi,7,1]-p[pi,6,1] then {p1 stop hit}
p[pi,4,1]=minList(p[pi,7,1]-p[pi,6,1],open); {exit p1}
if p[pi,3,2]>0 and p[pi,4,2]=0 and L<=p[pi,7,2]-p[pi,6,2] then {p2 stop hit}
p[pi,4,2]=minList(p[pi,7,2]-p[pi,6,2],open); {exit p2}
end else begin
if p[pi,3,1]>0 and p[pi,4,1]=0 and H>=p[pi,7,1]+p[pi,6,1] then {p1 stop hit}
p[pi,4,1]=maxList(p[pi,7,1]+p[pi,6,1],open); {exit p1}
if p[pi,3,2]>0 and p[pi,4,2]=0 and H>=p[pi,7,2]+p[pi,6,2] then {p2 stop hit}
p[pi,4,2]=maxList(p[pi,7,2]+p[pi,6,2],open); {exit p2}
end;
if rev<>0 then begin {rev exit+entry}
if p[pi,3,1]>0 and p[pi,4,1]=0 then p[pi,4,1]=c; {exit}
if p[pi,3,2]>0 and p[pi,4,2]=0 then p[pi,4,2]=c; {exit}
pi=pi+1; p[pi,0,1]=currentbar; p[pi,1,1]=H; p[pi,2,1]=L; p[pi,3,1]=C; {entry}
p[pi,4,1]=0; p[pi,6,1]=squareRoot(c);
if rev>0 then begin mtDir=1; s[si,17]=1; p[pi,5,1]=1; p[pi,7,1]=H; {reset mtDir}
mtHi=mtHi+1; mtH[mtHi,0]=currentBar; mtH[mtHi,1]=H; mtH[mtHi,2]=L; mtH[mtHi,3]=C; {mtH freshStart}
end else begin mtDir=-1; s[si,17]=-1; p[pi,5,1]=-1; p[pi,7,1]=L; {reset mtDir}
mtLi=mtLi+1; mtL[mtLi,0]=currentBar; mtL[mtLi,1]=H; mtL[mtLi,2]=L; mtL[mtLi,3]=C; {mtL freshStart}
end;
rev=0; repeat=0; {reset rev+repeat}
end; {p[pi,7,1]=C,H,L?}
if repeat>0 then begin {repeatEntry}
if p[pi,4,1]>0 then begin {last p1 closed}
p[pi,0,1]=currentBar; p[pi,1,1]=H; p[pi,2,1]=L; p[pi,3,1]=C; p[pi,4,1]=0; p[pi,5,1]=1;
p[pi,6,1]=squareRoot(c); p[pi,7,1]=H;{or p[pi,7,1]=c;?}
end else begin {p1 still open}
if c>p[pi,3,1] and p[pi,4,2]>0 then begin {p1 profitable} {last p2 closed}
p[pi,0,2]=currentBar; p[pi,1,2]=H; p[pi,2,2]=L; p[pi,3,2]=C; p[pi,4,2]=0; p[pi,5,2]=1;
p[pi,6,2]=squareRoot(c); p[pi,7,2]=H;{or p[pi,7,2]=c;?}
end;
if c>p[pi,3,1] and p[pi,3,2]=0 then begin {p2 empty}
p[pi,0,2]=currentBar; p[pi,1,2]=H; p[pi,2,2]=L; p[pi,3,2]=C; p[pi,4,2]=0; p[pi,5,2]=1;
p[pi,6,2]=squareRoot(c); p[pi,7,2]=H;{or p[pi,7,2]=c;?}
end;
end;
repeat=0; {resetRepeat}
end;
if repeat<0 then begin {repeatEntry}
if p[pi,4,1]>0 then begin {last p1 closed}
p[pi,0,1]=currentBar; p[pi,1,1]=H; p[pi,2,1]=L; p[pi,3,1]=C; p[pi,4,1]=0; p[pi,5,1]=-1;
p[pi,6,1]=squareRoot(c); p[pi,7,1]=L;{or p[pi,7,1]=c;?}
end else begin {p1 still open}
if c<p[pi,3,1] and p[pi,4,2]>0 then begin {p1 profitable} {last p2 closed}
p[pi,0,2]=currentBar; p[pi,1,2]=H; p[pi,2,2]=L; p[pi,3,2]=C; p[pi,4,2]=0; p[pi,5,2]=-1;
p[pi,6,2]=squareRoot(c); p[pi,7,2]=L;{or p[pi,7,2]=c;?}
end;
if c<p[pi,3,1] and p[pi,3,2]=0 then begin {p2 empty}
p[pi,0,2]=currentBar; p[pi,1,2]=H; p[pi,2,2]=L; p[pi,3,2]=C; p[pi,4,2]=0; p[pi,5,2]=-1;
p[pi,6,2]=squareRoot(c); p[pi,7,2]=L;{or p[pi,7,2]=c;?}
end;
end;
repeat=0; {resetRepeat}
end;
if mtDir>0 then begin
if p[pi,3,1]>0 and p[pi,4,1]=0 and c>p[pi,7,1] then p[pi,7,1]=c; {raise chandelier}
if p[pi,3,2]>0 and p[pi,4,2]=0 and c>p[pi,7,2] then p[pi,7,2]=c; {raise chandelier}
end else begin
if p[pi,3,1]>0 and p[pi,4,1]=0 and c<p[pi,7,1] then p[pi,7,1]=c; {lower chandelier}
if p[pi,3,2]>0 and p[pi,4,2]=0 and c<p[pi,7,2] then p[pi,7,2]=c; {lower chandelier}
end; {H,L instead of C moves chandelier?} {repeat+rev entry use p[pi,7,n]=H or L;?}
for offset=currentbar-S[Si,0] downto 0 begin
if dir<0 then setPlotColor[offset](1,red);
if dir>0 then setPlotColor[offset](1,darkgreen);
end;
plot1[currentbar-S[Si,0]](S[Si,4]);
{if s[si,5]<0 then plotPaintBar[currentbar-s[si,0]](s[si,1],s[si,2]);} {paintBar all B's}
{---------------NOTES------------------
swing array index:
0= myBar
1= H
2= L
3= C
4= swing price {myL or myH}
5= 1 if B, -1 if T
6= 1 if asc, -1 if des
7= 1 if p2t found, -1 if p2b found
8= 1 if revBuyAsc, -1 if revSellDes
9= 1 if revBuyP2T, -1 if revSellP2B
10=1 if repeatBuyAsc, -1 if repeatSellDes
11=1 if repeatBuyTOB, -1 if repeatSellTOT {back[1]}
12=1 if repeatBuyTOB, -1 if repeatSellTOT {back[2] but not both[1]+[2]}
13=1 if nullDes, -1 if nullAsc
14=1 if nullP2B, -1 if nullP2T
15=1 if mtH higherTop, -1 if mtL lower B
16=1 if mtH largerRangeH, -1 if mtL largerRangeB {16 isn't red green logic}
17=1 if mtDir=1, and -1 if mtDir=-1
accessing the index:
{asc paintbar} if s[si,6]>0 then plotPaintBar[currentbar-s[si,0]](s[si,1],s[si,2]);
{des paintbar} if s[si,6]<0 then plotPaintBar[currentbar-s[si,0]](s[si,1],s[si,2]);
{p2t paintbar} if s[si,7]>0 then plotPaintBar[currentbar-s[si,0]](s[si,1],s[si,2]);
{p2b paintbar} if s[si,7]<0 then plotPaintBar[currentbar-s[si,0]](s[si,1],s[si,2]);
p array:
p1=LT
p2=ST
0=barNumber
1=H
2=L
3=C
4=exitPrice {entry resets it to zero}
5= 1 if long, -1 if short.
6= target+stop factor {squareRoot p[pi,3,n];}
7= chandelier, max c since entry if long (5=1), min c since entry if short (5=-1)
TOB+TOT hybrid sweetspot = extreme % of range. Low risk, high reward, high probability variant.
Sweetspot = extreme 50% of range if b's overlap, otherwise sweetspot=50% of lowest B. Note
Dunnigan defines B as range from H to L of the bar that forms the B rather than the just a
single point. The sweetspot simply reduces the size of that zone by 1/2.} |
