_SECTION_BEGIN("SUPER RENKO");
SetBarsRequired(100000,100000);
VR=ParamToggle("View Renko","Bricks|Lines/Bars",0);
FV=Param("Initial size volatility",0.5,0.001,50,0.001);
MV=Param("Method calculation volatility",0,0,2,1);
PeriodVol=Param("Period calculation volatility",14,2,100,1);
Multiplier=Param("Multiplier volatility",1,0.1,10,0.1);
MR=ParamToggle("Method Renko","floating|fixed",1);
SG=ParamToggle("Show gap","No|Yes",1);
CG=ParamColor("Colour show gap",11);
MaxBS=Param("Maximum size brick",0,0,10,0.1);
MinBS=Param("Minimum size brick",0,0,10,0.1);
RenkoUp=ParamColor("Colour Renko upwards",colorBlack);
RenkoDown=ParamColor("Colour Renko downwards",colorBlack);
SB=ParamStyle("View bars",defaultval=styleCandle,mask=maskPrice);
color3=ParamColor("Colour bars",colorBlack);
History=Param("History size",5000,2,BarCount-1,1);
i=Max(BarCount-1-History,PeriodVol+1);
r=j=0;
ection=0;
iGapUp=iGapDown=0;
rOpen[0]=rHigh[0]=rLow[0]=rClose[0]=jUp=jDown=Open[i];
switch(MV)
{
case 0: Volatility=FV; break;
case 1: Volatility=ATR(PeriodVol)*Multiplier; break;
case 2: Volatility=StDev(Open,PeriodVol)*Multiplier; break;
}
BrickSize=Volatility[i-1];
while(i<=BarCount-1)
{
if(SG==1)
{
if(High[i-1]<Low[i])
{
iGapUp[i]=1;
}
else
{
if(Low[i-1]>High[i])
{
iGapDown[i]=1;
}
}
}
if(MR==0)
{
BrickSize=Volatility[i-1];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
}
if(ection==0)
{
if(Open[i]-rClose[r]>BrickSize)
{
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
ection=1;
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
else
{
if(rClose[r]-Open[i]>BrickSize)
{
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
ection=2;
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
}
}
else
{
if(ection==1)
{
if(rOpen[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
ection=2;
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
continue;
}
else
{
while(Open[i]-rClose[r]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
}
}
}
else
{
if(ection==2)
{
if(Open[i]-rOpen[r]>BrickSize)
{
r++;
rOpen[r]=rOpen[r-1];
rLow[r]=rOpen[r];
rClose[r]=rOpen[r]+BrickSize;
rHigh[r]=rClose[r];
ection=1;
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoUp;
}
continue;
}
else
{
while(rClose[r]-Open[i]>BrickSize)
{
r++;
rOpen[r]=rClose[r-1];
rHigh[r]=rOpen[r];
rClose[r]=rOpen[r]-BrickSize;
rLow[r]=rClose[r];
BrickSize=Volatility[i];
if(MaxBS>0) {BrickSize=Min(MaxBS,BrickSize);}
if(MinBS>0) {BrickSize=Max(MinBS,BrickSize);}
if(iGapUp[i]==1|iGapDown[i]==1)
{
color[r]=CG;
}
else
{
color[r]=RenkoDown;
}
}
}
}
}
}
if(VR==1)
{
jOpen[j]=Open[i];
jHigh[j]=High[i];
jLow[j]=Low[i];
jClose[j]=Close[i];
if(ection==1)
{
jUp[j]=rClose[r];
jDown[j]=rOpen[r];
color2[j]=color[r];
}
else
{
if(ection==2)
{
jUp[j]=rOpen[r];
jDown[j]=rClose[r];
color2[j]=color[r];
}
}
j++;
}
i++;
}
if(VR==1)
{
delta=BarCount-j;
jOpen=Ref(jOpen,-delta);
jHigh=Ref(jHigh,-delta);
jLow=Ref(jLow,-delta);
jClose=Ref(jClose,-delta);
jUp=Ref(jUp,-delta);
jDown=Ref(jDown,-delta);
color2=Ref(color2,-delta);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
PlotOHLC(jOpen,jHigh,jLow,jClose,"SRI",color3,SB);
Plot(jUp,"Up",color2,styleThick);
Plot(jDown,"Down",color2,styleThick);
}
else
{
delta=BarCount-1-r;
rOpen=Ref(rOpen,-delta);
rHigh=Ref(rHigh,-delta);
rLow=Ref(rLow,-delta);
rClose=Ref(rClose,-delta);
color=Ref(color,-delta);
mycolor=IIf(rClose<Ref(rClose,-1) , ColorRGB(100,0,100),IIf(rClose>Ref(rClose,-1),ColorRGB(0,230,0),IIf(rClose==Ref(rClose,-1) ,colorLime,colorDarkRed)));
mycolor1=IIf(rClose<Ref(rClose,-1),colorDarkRed,colorLime);
ColorHighliter = myColor;
SetBarFillColor( ColorHighliter );
barColor=IIf(rClose>Ref(rClose,-1) ,colorAqua,IIf(rClose <Ref(rClose,-1),colorAqua,colorLime));
barColor2=IIf(rClose>Ref(rClose,-1) ,colorAqua,IIf(rClose <Ref(rClose,-1),colorAqua,colorLime));
IIf(rClose > rOpen, colorAqua, colorRed);
PlotOHLC(rOpen,rHigh,rLow,rClose,"SRI",color,styleCandle);
}
function T3(price,periods) //AMA-based
{
s=Param("Hot ?",0.618,0,100,0.001,0);
periods = 2/(periods+1);
e1=AMA(price,periods);
e2=AMA(e1,Periods);
e3=AMA(e2,Periods);
e4=AMA(e3,Periods);
e5=AMA(e4,Periods);
e6=AMA(e5,Periods);
c1=-s*s*s;
c2=3*s*s+3*s*s*s;
c3=-6*s*s-3*s-3*s*s*s;
c4=1+3*s+s*s*s+3*s*s;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
return ti3;
}
periods = Param( "Periods", 3, 1, 100, 1 );
t33=t3(rClose,periods);
Plot(t33,"",IIf(rClose<t33,colorRed,colorAqua),styleLine|styleThick);
_SECTION_END();
02-11-2012, 02:01 PM
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