/*********************************Provided By: Interactive Data Corporation (Copyright 2010) All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only. Interactive Data Corporation reserves the right to modify and overwrite this EFS file with each new release. Description: Identifying Cup Formation Early Version: 1.0 11/02/2011Formula Parameters: Default: Parameter 1 Notes: The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();var bVersion = null;function preMain(){ setPriceStudy(true); setShowCursorLabel(false); var x=0; fpArray[x] = new FunctionParameter("gParam", FunctionParameter.NUMBER); with(fpArray[x++]) { setName("Parameter"); setLowerLimit(1); setUpperLimit(100); setDefault(1); } fpArray[x] = new FunctionParameter("gColorSC", FunctionParameter.COLOR); with(fpArray[x++]) { setName("Semicup Color"); setDefault(Color.lime); } fpArray[x] = new FunctionParameter("gColorNC", FunctionParameter.COLOR); with(fpArray[x++]) { setName("No Cup Color"); setDefault(Color.red); } fpArray[x] = new FunctionParameter("gGrid", FunctionParameter.BOOLEAN); with(fpArray[x++]) { setName("Show Grid"); setDefault(true); }}var bInit = false;var xCls = null;var xFilC = null;var eps = 0.0000000001;var vCls = 0;var nCupPeriod = 0;var pTop = 0;var pBot = 0;var b0 = 0; var b1 = 0; var b2 = 0; var b3 = 0; var b4 = 0; var b5 = 0; var L2 = 0; var L3 = 0; var L1 = 0; var L4 = 0;var DSX1 = 0;var DSX2 = 0;var bIsSemiCup = false;function main(gParam, gColorSC, gColorNC, gGrid){ if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (gParam == null) gParam = 1; if (!bInit) { xCls = close(); xFilC = efsInternal("calcFilC", xCls); bInit = true; } if( getCurrentBarIndex() < 0 ) return; var nBarState = getBarState(); if ( nBarState == BARSTATE_NEWBAR || isReplayMode()) { var nBarCount = getCurrentBarCount(); var vLast = gParam*xCls.getValue(0); var curBar = 1 ; var curMax = vLast; while (curBar < nBarCount) { vCloseCur = xCls.getValue(-curBar); if ( vCloseCur >= vLast && vCloseCur >= curMax ) { nCupPeriod = curBar; curMax = vCloseCur; } curBar++; } pTop = xFilC.getValue(0); pBot = xFilC.getValue(0); iBot = 0; iTop = 0; for (i = -nCupPeriod; i<0; i++) { if ( pTop < xFilC.getValue(i) ) pTop = xFilC.getValue(i); if ( pBot > xFilC.getValue(i) ) pBot = xFilC.getValue(i); } bHeight = Math.abs((pTop - pBot)/5); bLength = Math.max(Math.round(nCupPeriod/5),1); b0 = -nCupPeriod; b5 = 0; b1 = Math.min(b0 + bLength, b5); b2 = Math.min(b1 + bLength, b5); b3 = Math.min(b2 + bLength, b5); b4 = Math.min(b3 + bLength, b5); L2 = pBot + 2*bHeight; L3 = pBot + 3*bHeight; var DSX1P = 0; var DSX1N = 0; for (i = b0; i < b2; i++ ) { DSX1P += Math.max(xFilC.getValue(i+1)-xFilC.getValue(i),0); DSX1N += Math.max(xFilC.getValue(i)-xFilC.getValue(i+1),0); } DSX1 = 100 * Math.abs(DSX1P - DSX1N)/( eps + DSX1P + DSX1N ); var DSX2P = 0; var DSX2N = 0; var bInside1 = false; var bInside2 = false; for (i = b2; i < b5; i++ ) { DSX2P += Math.max(xFilC.getValue(i+1)-xFilC.getValue(i),0); DSX2N += Math.max(xFilC.getValue(i)-xFilC.getValue(i+1),0); if ( xFilC.getValue(i)>L3 ) bInside1=true; if ( i >= b3 && xFilC.getValue(i)>L2 ) bInside2=true; } DSX2 = 100 * Math.abs(DSX2P - DSX2N)/( eps + DSX2P + DSX2N ); bIsSemiCup = (nCupPeriod >=20 && DSX1 > 25 && DSX2 < 25 && !bInside1 && !bInside2 ); if (gGrid) { drawLineRelative(b0, Math.exp(pTop),b0, Math.exp(pBot), PS_DASH, 1, Color.grey, "b0"); drawLineRelative(b1, Math.exp(pTop),b1, Math.exp(pBot), PS_DASH, 1, Color.grey, "b1"); drawLineRelative(b2, Math.exp(pTop),b2, Math.exp(pBot), PS_DASH, 1, Color.grey, "b2"); drawLineRelative(b3, Math.exp(pTop),b3, Math.exp(pBot), PS_DASH, 1, Color.grey, "b3"); drawLineRelative(b4, Math.exp(pTop),b4, Math.exp(pBot), PS_DASH, 1, Color.grey, "b4"); drawLineRelative(b5, Math.exp(pTop),b5, Math.exp(pBot), PS_DASH, 1, Color.grey, "b5"); drawLineRelative(b0, Math.exp(pTop),b5, Math.exp(pTop), PS_DASH, 1, Color.grey, "l0"); drawLineRelative(b0, Math.exp(pBot),b5, Math.exp(pBot), PS_DASH, 1, Color.grey, "l5"); drawLineRelative(b2, Math.exp(L3),b5, Math.exp(L3), PS_DASH, 1, Color.grey, "l3"); drawLineRelative(b3, Math.exp(L2),b5, Math.exp(L2), PS_DASH, 1, Color.grey, "l2"); } } var bRTCond = true; if (nBarState == BARSTATE_CURRENTBAR) bRTCond = ( xFilC.getValue(0) < L2 ); var strSemiCup = "No Cup"; var retCol = gColorNC; if ( bIsSemiCup && bRTCond ) { strSemiCup = "Semicup"; retCol = gColorSC; } drawTextRelative(-nCupPeriod, AboveBar3, "Start", retCol, null, Text.PRESET|Text.CENTER, "Arial", 12, "beg1"); drawTextRelative(-nCupPeriod, AboveBar2, "semicup", retCol, null, Text.PRESET|Text.CENTER, "Arial", 12, "beg2"); drawShapeRelative(-nCupPeriod, AboveBar1, Shape.DOWNARROW, null, retCol, Shape.PRESET|Shape.CENTER, "beg3" ); P1 = (Math.exp(pTop)-Math.exp(pBot))/Math.pow(nCupPeriod,10); P2 = 0.98 * Math.exp(pBot); prevY = close(-nCupPeriod); for (i=0; i |
