Divergence - Phân kỳ mua bán

_SECTION_BEGIN("Divergence");

Plot(MA(Close,3),"",IIf(MA(Close,3) > Ref(MA(Close,3),-1),colorBrightGreen,colorRed),styleThick);

Plot(EMA(Close,20),"",IIf(EMA(Close,20) > Ref(EMA(Close,20),-1),colorBrightGreen,colorRed),styleThick+styleNoLabel);

Col_bar = IIf(StochD(14) > Ref(StochD(14),-1),colorBrightGreen,colorRed);

Plot(Close,"close",col_bar,styleBar+styleThick);

GraphXSpace=7;

n=Param("% Reverse ",20,0,100,1);

Buy=Sell=0;

Var = Zig(RSI(14), n);

t= Trough(RSI(14), n, 1);

p= Peak(RSI(14), n, 1);

x[0] =Var[0];

price[0] = C[0];

j=0;

// bearish divergence

for ( i=0; i<BarCount; i++)

{

if(Var[i] == p[i])

{

j++;

x[j] =Var[i];

price[j] =C[i];

if(x[j] <x[j-1] && price[j-1]< price[j])

Sell[i] =1;

}

// bullish divergence

for ( i=0; i<BarCount; i++)

{

if(Var[i] == t[i])

{

j++;

x[j] =Var[i];

price[j] =C[i];

if(x[j] >x[j-1] && price[j]<price[j-1])

Buy[i] =1;

}

//Plot(Var, "", 39);

PlotShapes ( IIf(Sell, shapeDigit2, shapeNone), colorRed);

PlotShapes( IIf(Buy, shapeDigit2, shapeNone), colorBrightGreen);

ST33=StochD(14);

TR1=LLVBars(ST33,4);

TR2=IIf(ST33<30 AND TR1>0 AND Ref(TR1,-1)==0,Ref(ST33,-1),0);

TRC=IIf(TR2>0,C,0);

vs=ValueWhen(tr2, Ref(st33,-1), 1);

dvs=vs-Ref(vs,-1);

vc=ValueWhen(trc, LLV(C,3), 1);

dvc=vc-Ref(vc,-1);

diver=IIf(dvs>0 AND dvc<0,30,0);

DAS=BarsSince(Ref(TR2,-1)>0);

DD=IIf(DAS<20 AND C>=Ref(C,-1),DIVER,0);

//Graph0=TR2;

//Graph0Style=2;

//Graph0BarColor=12;

//Graph1=dd;

//Graph1BarColor=5;

Buy1=DD>0 ;

PlotShapes( IIf(Buy1, shapeDigit1, shapeNone), colorBrightGreen);

ST33=StochD(14);

TR11=HHVBars(ST33,4);

TR21=IIf(ST33>70 AND TR11>0 AND Ref(TR11,-1)==0,Ref(ST33,-1),0);

TRC1=IIf(TR21>0,C,0);

vs1=ValueWhen(tr21, Ref(st33,-1), 1);

dvs1=vs1-Ref(vs1,-1);

vc1=ValueWhen(trc1, HHV(H,3), 1);

dvc1=vc1-Ref(vc1,-1);

diver1=IIf(dvs1<0 AND dvc1>0,90,0);

DAS1=BarsSince(Ref(TR21,-1)>0);

ddd1=IIf(DAS1<20 AND C<Ref(C,-1),DIVER1,0);

//Graph1=TR2;

//Graph0=ddd;

//Graph0BarColor=4;

//Graph1Style=2;

//Graph1BarColor=1;

Sell1=ddd1==90;

PlotShapes ( IIf(Sell1, shapeDigit1, shapeNone), colorRed);

EMA1= EMA(Close,12);

EMA2= EMA(EMA1,12);

Difference= EMA1 - EMA2;

ZeroLagEMAp= EMA1 + Difference;

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

EMA1= EMA(Close,26);

EMA2= EMA(EMA1,26);

Difference= EMA1 - EMA2;

ZeroLagEMAq= EMA1 + Difference;

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

ZeroLagMACD=ZeroLagEMAp - ZeroLagEMAq;

ST33= ZeroLagMACD;

bars=50;

TR1= LLVBars(ST33,5);

COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;

TR2= IIf(COND1,Ref(ST33,-1),0);

M1= ValueWhen(COND1,ST33);

P1= ValueWhen(COND1,LLV(L,3));

DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);

DT= Ref(BarsSince(COND1),-1);

POSDIV=DM1> 0 AND DP1<0 AND DT<BARS;

TR11= HHVBars(ST33,5);

COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;

TR21= IIf(COND11,Ref(ST33,-1),0);

M11= ValueWhen(COND11,ST33);

P11= ValueWhen(COND11,HHV(H,3));

DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);

DT1= Ref(BarsSince(COND11),-1);

NEGDIV=DM11< 0 AND DP11>0 AND DT1<BARS;

PlotShapes(shapeDigit3*POSDIV,colorBrightGreen);

PlotShapes(shapeDigit3*NEGDIV,colorRed);

//========hist divergence

A1=EMA(C,12)-EMA(C,26);

a2 = EMA(a1,9);

Hist = a1-a2;

ST33= Hist;

bars=50;

TR1= LLVBars(ST33,5);

COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;

TR2= IIf(COND1,Ref(ST33,-1),0);

M1= ValueWhen(COND1,ST33);

P1= ValueWhen(COND1,LLV(L,3));

DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);

DT= Ref(BarsSince(COND1),-1);

POSDIV1=DM1> 0 AND DP1<0 AND DT<BARS;

TR11= HHVBars(ST33,5);

COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;

TR21= IIf(COND11,Ref(ST33,-1),0);

M11= ValueWhen(COND11,ST33);

P11= ValueWhen(COND11,HHV(H,3));

DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);

DT1= Ref(BarsSince(COND11),-1);

NEGDIV1=DM11< 0 AND DP11>0 AND DT1<BARS;

PlotShapes(shapeDigit4*POSDIV1,colorBrightGreen);

PlotShapes(shapeDigit4*NEGDIV1,colorRed);

//================cci divergence

ST33= CCI(14);

bars=50;

TR1= LLVBars(ST33,5);

COND1=TR1> 0 AND Ref(TR1,-1)==0 AND Ref(ST33,-1)<0;

TR2= IIf(COND1,Ref(ST33,-1),0);

M1= ValueWhen(COND1,ST33);

P1= ValueWhen(COND1,LLV(L,3));

DM1=M1- Ref(M1,-1);DP1=P1-Ref(P1,-1);

DT= Ref(BarsSince(COND1),-1);

POSDIV2=DM1> 0 AND DP1<0 AND DT<BARS;

TR11= HHVBars(ST33,5);

COND11=TR11> 0 AND Ref(TR11,-1)==0 AND Ref(ST33,-1)>0;

TR21= IIf(COND11,Ref(ST33,-1),0);

M11= ValueWhen(COND11,ST33);

P11= ValueWhen(COND11,HHV(H,3));

DM11=M11- Ref(M11,-1);DP11=P11-Ref(P11,-1);

DT1= Ref(BarsSince(COND11),-1);

NEGDIV2=DM11< 0 AND DP11>0 AND DT1<BARS;

PlotShapes(shapeDigit5*POSDIV2,colorBrightGreen);

PlotShapes(shapeDigit5*NEGDIV2,colorRed);

diff_cci = round((CCI(14) - Ref(CCI(14),-1))*10)/10;

diff_stoch = round((StochD(14) - Ref(StochD(14),-1))*10)/10;

diff_rsi = round((RSI(14)-Ref(RSI(14),-1))*10)/10;

diff_hist = round((Hist - Ref(Hist,-1))*10)/10;

diff_macd = round((ZeroLagMACD - Ref(ZeroLagMACD,-1))*10)/10;

DayH = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high

DayL = TimeFrameGetPrice("L", inDaily, -1);//low

DayC = TimeFrameGetPrice("C", inDaily, -1);//close

DayO = TimeFrameGetPrice("O", inDaily );//open today

R6 = (DayH / DayL) * DayC * 1.002;

R5 = (DayH / DayL) * DayC;

R4 = (((DayH / DayL) + 0.83) / 1.83) * DayC;

R3 = ( ( (DayH / DayL) + 2.66) / 3.66) * DayC;

R2 = ( ( (DayH / DayL) + 4.5) / 5.5) * DayC;

R1 = ( ( (DayH / DayL) + 10) / 11) * DayC;

S1 = (2- ( ( (DayH / DayL) + 10) / 11)) * DayC;

S2 = (2-( (DayH / DayL) + 4.5) / 5.5) * DayC;

S3 = (2-(( DayH / DayL) + 2.66) / 3.66) * DayC;

S4 = (2-( (DayH / DayL) + 0.83) / 1.83) * DayC;

S5 = (2-( DayH / DayL)) * DayC;

S6 = (2-( DayH / DayL)) * DayC * 0.998;

pivot = (DayO+ DayH+DayL+DayC)/4;

Plot(Pivot,"", colorWhite,styleThick);

intra_buy = C > R4 AND (Buy OR  Buy1 OR posdiv OR posdiv1 OR posdiv2);

intra_sell = C < S4 AND ( Sell OR Sell1 OR negdiv OR negdiv1 OR negdiv2);

Filter=intra_buy OR intra_sell;

AddColumn(C,"Present Price");

AddColumn( IIf(Buy,1,IIf(Sell,-1,0)) ,"RSI",1.0,colorBlack,IIf(Buy,colorGreen,IIf(Sell,colorRed,colorBlack)));

AddColumn( IIf(Buy1,1,IIf(Sell1,-1,0)) ,"STOCH",1.0,colorBlack,IIf(Buy1,colorGreen,IIf(Sell1,colorRed,colorBlack)));

AddColumn( IIf(posdiv,1,IIf(negdiv,-1,0)) ,"MACD",1.0,colorBlack,IIf(posdiv,colorGreen,IIf(negdiv,colorRed,colorBlack)));

AddColumn( IIf(posdiv1,1,IIf(negdiv1,-1,0)) ,"HIST",1.0,colorBlack,IIf(posdiv1,colorGreen,IIf(negdiv1,colorRed,colorBlack)));

AddColumn( IIf(posdiv2,1,IIf(negdiv2,-1,0)) ,"CCI",1.0,colorBlack,IIf(posdiv2,colorGreen,IIf(negdiv2,colorRed,colorBlack)));

AddColumn (r4,"H4",1.0,colorBlack,IIf(C > R4,colorGreen,colorRed));

AddColumn (r3,"H3",1.0,colorBlack,IIf(C > R3,colorGreen,colorRed));

AddColumn (s3,"L3",1.0,colorBlack,IIf(C > S3,colorGreen,colorRed));

AddColumn (S4,"L4",1.0,colorBlack,IIf(C > S4,colorGreen,colorRed));

AddColumn (DayH,"Yesterday's High",1.0,colorBlack,IIf(C > DayH,colorGreen,colorRed));

AddColumn (Pivot,"Pivot",1.0,colorBlack,IIf(C > pivot,colorGreen,colorRed));

AddColumn (DayL,"Yesterday's Low",1.0,colorBlack,IIf(C > DayL,colorGreen,colorRed));

Title = EncodeColor(colorWhite)+ "SHEROUNE ka SYSTEM" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +

"  - " + Date() +" - "+

EncodeColor(colorYellow)+   " Yesterday's High : "+ EncodeColor(colorWhite)+DayH + EncodeColor(colorYellow)+   "    Yesterday's Low : "+ EncodeColor(colorWhite)+DayL

+"\n"+

WriteIf(H > Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"              Hi "+H+"\n"+

EncodeColor(colorWhite)+"Op "+O+EncodeColor(colorAqua)+" Cl : " +C+"\n"+

WriteIf(L < Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+"              Lo "+L+

"\n"+

WriteIf(diff_cci > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"Diff in CCI :" + diff_cci+

WriteIf(diff_RSI > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in RSI :" +diff_RSI+

WriteIf(diff_stoch > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in STOCH :" + diff_Stoch+

WriteIf(diff_macd > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in MACD :" + diff_macd+

WriteIf(diff_RSI > 0, EncodeColor(colorBrightGreen), EncodeColor(colorRed))+"\n Diff in HIST :" + diff_HIST+

WriteIf(Sell,EncodeColor(colorRed)+"\n SELL :Divergence on RSI","") +

WriteIf(Buy,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on RSI","") +

WriteIf(Sell1,EncodeColor(colorRed)+"\n SELL :Divergence on STOCH","") +

WriteIf(Buy1,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on STOCH","")+

WriteIf(POSDIV,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on MACD","")+

WriteIf(NEGDIV,EncodeColor(colorRed)+"\n SELL :Divergence on MACD","") +

WriteIf(POSDIV1,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on HIST","")+

WriteIf(NEGDIV1,EncodeColor(colorRed)+"\n SELL :Divergence on HIST","") +

WriteIf(POSDIV2,EncodeColor(colorBrightGreen)+"\n BUY :Divergence on CCI","")+

WriteIf(NEGDIV2,EncodeColor(colorRed)+"\n SELL :Divergence on CCI","")

;

Plot( BBandTop( Close, 20, 2 ), "BBTop" , IIf(BBandTop( Close, 20, 2 ) > Ref(BBandTop( Close, 20, 2 ),-1),colorBlue,colorGrey40), styleThick );

Plot( BBandBot( Close, 20, 2 ), "BBbot" , IIf(BBandBot( Close, 20, 2 ) < Ref(BBandBot( Close, 20, 2 ),-1),colorBlue,colorGrey40), styleThick );

//Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style );

_SECTION_END();

Nguyễn Vinh Bình

Divergence - Phân kỳ mua bán

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