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sfgf.marketbits.txt
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{
Function : sfgf.marketbits
Description : Examine market character using relational bitmaps
Item Bits Value Range Increment Condition
---- ---- ----------- --------- ---------
Business Day Month 31 1 to 31 1 all days can be theoretically traded
Business Day Week 5 1 to 5 1 can ignore holidays
Average True Range 20 0.5 to 10.0 0.5
Volatility Percentage 10 1.0 to 10.0 1.0
Trend Count 21 -10 to +10 1
Zone 21 -10 to +10 1
Gap (ATR) 5 -1.0 to +1.0 0.4
Crabel Sequence 60 1 to 60 1
Range Percentage 10 0 to 9 1 length is bar divisions
Range Ratio Sequence 28 1 to 28 1
Separation Sequence 28 1 to 28 1
Single Range Bar 19 2 to 20 1 length is window range
Multi Range Bar 9 2 to 10 1
N-Bar High or Low 20 1 to 20 1 length is window range
Pattern 39 1 to 39 1 length is number of patterns
Bar Length (ATR) 5 0.4 to 2.0 0.4
Bar Number 13 1 to 13 1 length is number of bars in a day
Targets 22 1 to 22 1 length is number of targets
Copyright 2016 Scottfree Gains LLC
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
}
Inputs:
DOpen(Open of Data2),
DHigh(High of Data2),
DLow(Low of Data2),
DClose(Close of Data2),
DRange(Range of Data2),
ILength(13),
DLength(5),
RLength(10),
WLength(20),
BarSegments(10),
PivotStrength(1),
Patterns(39),
Targets(22),
SMALength(65),
FMALength(20),
KeltnerSD(5),
ATRCutoff(0.6),
SplitTime(1130),
CloseTime(1600),
ShowCommentary(True),
ShowBitmap(False),
ShowSummary(True);
Variables:
StartGlobal(False),
StartDay(False),
EndDay(False),
TagTotal(0),
BitTotal(0),
BitmapEnd(0.0),
SequenceTotal(0),
DayCount(0),
id(0),
ibt(0),
ibo(0),
ip(0),
it(0),
BarCount(0),
ib(0),
LowBar(0),
HighBar(0),
RDate(0),
bdm(0),
bdw(0),
FirstDay(False),
LastDay(False),
ATR(0.0),
VP(0.0),
VPAve(0.0),
GapRatio(0.0),
SN(""),
RPOpen(0.0),
RPClose(0.0),
RPOZ(0),
RPCZ(0),
RPOToday(0.0),
RPOTZ(0),
RPCToday(0.0),
RPCTZ(0),
RPFrac(0.3333),
SepToday(0),
SMA(0.0),
FMA(0.0),
SD(0.0),
Zone(0.0),
UpCount(0),
DownCount(0),
TrendCount(0),
i1(0),
i2(0),
i3(0),
i4(0),
OD0(0.0),
OD0Zone(0.0),
HD0(0.0),
LD0(0.0),
RD0(0.0),
OD1(0.0),
HD1(0.0),
LD1(0.0),
CD1(0.0),
OGC1(False),
OLC1(False),
C1GO1(False),
C1LO1(False),
VGVP(False),
VLVP(False),
CrabelCases(0),
CrabelOn("+"),
CrabelOff("-"),
ReturnCC(0.0),
ReturnOC(0.0),
BarLength(0.0),
lz(0.0),
hz(0.0),
TLength(10),
TBars(2),
TFactor(0.5),
SSegments(3),
GPBLength(3),
SeqL(9),
SeqW(4),
DojiRP(0.3),
CCUp(False),
CCDown(False),
OCUp(False),
OCDown(False),
BrokeLow(False),
BrokeHigh(False),
TestedLow(False),
TestedHigh(False),
SeparationLow(False),
SeparationHigh(False),
ATRHigh(1.2),
ATRLow(0.8),
RangeAbove(False),
RangeBelow(False),
RangeLarge(False),
RangeSmall(False),
TrendDayUp(False),
TrendDayDown(False),
ReversalDayUp(False),
ReversalDayDown(False),
SlingshotUp(False),
SlingshotDown(False),
BreakoutAM(False),
NarrowAM(False),
BreakoutPM(False),
TargetOffset(0),
TargetLength(0),
TempString(""),
TempString2(""),
SourceString(""),
BitString(""),
SPString(""),
TPString(""),
StatString(""),
Sequence(False),
InputBit(False),
TargetBit(False),
SamplePct(0.0),
TargetPct(0.0),
DeltaPct(0.0);
Arrays:
BitmapTag[100](""),
BitmapOffset[100](0),
BitmapLength[100](0),
BitmapStart[100](0.0),
BitmapInc[100](0.0),
Bitmap[5000, 500](False),
CrabelString[256](""),
CrabelCOTick[20](""),
CrabelCCTick[20](""),
RR[20](0.0),
RRTick[20](""),
Separation[20](0),
SeparationTick[20](""),
NRCount[20](0),
WRCount[20](0),
PatternString[100](""),
Pattern[100](False),
Returns[20](0.0),
TargetDV[30](False),
TargetString[30](""),
TargetTotal[30](0),
TargetOccur[30, 500](0),
TargetHit[30, 500](0),
Highs[100](0),
Lows[100](0),
HighOnly[100](0),
LowOnly[100](0),
HighOrLow[100](0),
HighAndLow[100](0);
{Initialization}
If StartGlobal = False Then Begin
StartGlobal = True;
DayCount = 0;
{Compute series cases}
Value1 = 0;
For i1 = 2 To DLength Begin
Value1 = Value1 + Power(2, i1);
End;
CrabelCases = Value1;
Value1 = 1;
For i1 = 2 To DLength Begin
For i2 = 0 To Power(2, i1) - 1 Begin
CrabelString[Value1] = sfgf.dec2binary(i2, CrabelOn, CrabelOff, i1);
Value1 = Value1 + 1;
End;
End;
Value1 = 0;
For i1 = 2 To DLength - 1 Begin
Value1 = Value1 + Power(2, i1);
End;
SequenceTotal = Value1;
{Define Variable Tags}
ibo = 1;
ibt = 1;
{Tag 1}
BitmapTag[ibt] = "Business Day of Month";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 31;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 2}
BitmapTag[ibt] = "Business Day of Week";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 5;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 3}
BitmapTag[ibt] = "Average True Range";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 20;
BitmapStart[ibt] = 0.5;
BitmapInc[ibt] = 0.5;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 4}
BitmapTag[ibt] = "Volatility Percentage";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 10;
BitmapStart[ibt] = 1.0;
BitmapInc[ibt] = 1.0;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 5}
BitmapTag[ibt] = "VP Average";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 10;
BitmapStart[ibt] = 1.0;
BitmapInc[ibt] = 1.0;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 6}
BitmapTag[ibt] = "Trend Count";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 21;
BitmapStart[ibt] = -10;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 7}
BitmapTag[ibt] = "Zone Open";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 21;
BitmapStart[ibt] = -10.0;
BitmapInc[ibt] = 1.0;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 8}
BitmapTag[ibt] = "Gap (ATR)";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 6;
BitmapStart[ibt] = -1.0;
BitmapInc[ibt] = 0.4;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 9}
BitmapTag[ibt] = "O > C1";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 10}
BitmapTag[ibt] = "O < C1";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 11}
BitmapTag[ibt] = "C1 > O1";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 12}
BitmapTag[ibt] = "C1 < O1";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 13}
BitmapTag[ibt] = "VP > VP Ave";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 14}
BitmapTag[ibt] = "VP < VP Ave";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = 1;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 15}
BitmapTag[ibt] = "Crabel CO Sequence";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = CrabelCases;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 16}
BitmapTag[ibt] = "Crabel CC Sequence";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = CrabelCases;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 17}
BitmapTag[ibt] = "RR Sequence";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = SequenceTotal;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 18}
BitmapTag[ibt] = "Separation Sequence";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = SequenceTotal;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 19}
BitmapTag[ibt] = "NRS";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = WLength - 1;
BitmapStart[ibt] = 2;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 20}
BitmapTag[ibt] = "WRS";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = WLength - 1;
BitmapStart[ibt] = 2;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 21}
BitmapTag[ibt] = "NRM";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = RLength - 1;
BitmapStart[ibt] = 2;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 22}
BitmapTag[ibt] = "WRM";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = RLength - 1;
BitmapStart[ibt] = 2;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 23}
BitmapTag[ibt] = "Pattern";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = Patterns;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
ibt = ibt + 1;
{Tag 24}
BitmapTag[ibt] = "Targets";
BitmapOffset[ibt] = ibo;
BitmapLength[ibt] = Targets;
BitmapStart[ibt] = 1;
BitmapInc[ibt] = 1;
ibo = ibo + BitmapLength[ibt];
{ibt = ibt + 1;}
{Add more Tags here}
{Totals}
BitTotal = ibo;
TagTotal = ibt;
End;
If Date > Date[1] Then Begin
StartDay = True;
EndDay = False;
End;
{Daily Calculations}
If StartDay Then Begin
StartDay = False;
{Day Count}
DayCount = DayCount + 1;
id = DayCount;
{Symbol Name of Chart}
SN = GetSymbolName;
{Calendar}
RDate = sfgf.tdate2rdate(ELDateToDateTime(Date));
{Business Day of Month}
bdm = sfgf.bizdaymonth(RDate);
{Business Day of Week}
bdw = sfgf.bizdayweek(RDate, FirstDay, LastDay);
{Average True Range}
ATR = Volatility(RLength) of Data2;
{Volatility Percentage}
VP = IFF(CD1 > 0, 100 * ATR / DClose, 0);
VPAve = Average(VP, WLength) of Data2;
{Daily Trend Count}
If FMA > SMA Then Begin
UpCount = UpCount + 1;
DownCount = 0;
End;
If FMA < SMA Then Begin
DownCount = DownCount + 1;
UpCount = 0;
End;
If UpCount > 0 Then
TrendCount = UpCount
Else
TrendCount = -DownCount;
{Zones}
OD0 = OpenD(0);
OD0Zone = IFF(SD > 0, (OD0 - SMA) / SD, 0);
OD1 = OpenD(1);
HD1 = HighD(1);
LD1 = LowD(1);
CD1 = CloseD(1);
{Gap Ratio}
GapRatio = IFF(ATR > 0, (OD0 - CD1) / ATR, 0);
{Period Relationships}
OGC1 = OD0 > CD1;
OLC1 = OD0 < CD1;
C1GO1 = CD1 > OD1;
C1LO1 = CD1 < OD1;
VGVP = VP > VPAve;
VLVP = VP < VPAve;
{Crabel Close-to-Open}
If OD0 > CD1 Then
CrabelCOTick[1] = CrabelOn
Else
CrabelCOTick[1] = CrabelOff;
For i1 = 1 To DLength - 1 Begin
If DClose[i1 - 1] > DClose[i1] Then
CrabelCOTick[i1 + 1] = CrabelOn
Else
CrabelCOTick[i1 + 1] = CrabelOff;
End;
{Crabel Close-to-Close}
For i1 = 1 To DLength Begin
If DClose[i1 - 1] > DClose[i1] Then
CrabelCCTick[i1] = CrabelOn
Else
CrabelCCTick[i1] = CrabelOff;
End;
{Daily Range Ratio}
For i1 = 1 To DLength Begin
RR[i1] = DRange[i1-1] / ATR;
End;
For i1 = 1 To DLength - 1 Begin
If RR[i1] > RR[i1 + 1] Then
RRTick[i1] = CrabelOn
Else
RRTick[i1] = CrabelOff;
End;
{Daily Separation}
For i1 = 1 To DLength Begin
RPOpen = sfgf.rangepct(DOpen[i1-1], DHigh[i1-1], DLow[i1-1]);
RPOZ = sfgf.rpzone(RPOpen, BarSegments);
RPClose = sfgf.rangepct(DClose[i1-1], DHigh[i1-1], DLow[i1-1]);
RPCZ = sfgf.rpzone(RPClose, BarSegments);
Separation[i1] = AbsValue(RPOZ - RPCZ);
End;
For i1 = 1 To DLength - 1 Begin
If Separation[i1] > Separation[i1 + 1] Then
SeparationTick[i1] = CrabelOn
Else
SeparationTick[i1] = CrabelOff;
End;
{Narrowest and Widest Range}
For i1 = 1 To RLength Begin
NRCount[i1] = sfgf.narrowestrange(i1, WLength) of Data2;
WRCount[i1] = sfgf.widestrange(i1, WLength) of Data2;
End;
{Daily Bar Patterns}
ip = 1;
PatternString[ip] = "Inside Bar"; {1}
Pattern[ip] = sfgf.insidebar of Data2;
ip = ip + 1;
PatternString[ip] = "Outside Bar"; {2}
Pattern[ip] = sfgf.outsidebar of Data2;
ip = ip + 1;
PatternString[ip] = "Bull Hook"; {3}
Pattern[ip] = sfgf.hookup(ATR) of Data2;
ip = ip + 1;
PatternString[ip] = "Bear Hook"; {4}
Pattern[ip] = sfgf.hookdown(ATR) of Data2;
ip = ip + 1;
PatternString[ip] = "2B Low"; {5}
Pattern[ip] = sfgf.testlow(TLength, TBars, TFactor) of Data2 > 0;
ip = ip + 1;
PatternString[ip] = "2B High"; {6}
Pattern[ip] = sfgf.testhigh(TLength, TBars, TFactor) of Data2 > 0;
ip = ip + 1;
PatternString[ip] = "Reversal Up"; {7}
Pattern[ip] = sfgf.reversalup(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Reversal Down"; {8}
Pattern[ip] = sfgf.reversaldown(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Key Reversal Up"; {9}
Pattern[ip] = sfgf.keyreversalup(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Key Reversal Down"; {10}
Pattern[ip] = sfgf.keyreversaldown(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Outside Reversal Up"; {11}
Pattern[ip] = sfgf.outsidereversalup(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Outside Reversal Down"; {12}
Pattern[ip] = sfgf.outsidereversaldown(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Outside Key Reversal Up"; {13}
Pattern[ip] = sfgf.outsidekeyreversalup(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Outside Key Reversal Down"; {14}
Pattern[ip] = sfgf.outsidekeyreversaldown(DLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Signal Up"; {15}
Pattern[ip] = sfgf.signalup(DLength, SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Signal Down"; {16}
Pattern[ip] = sfgf.signaldown(DLength, SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Gap Signal Up"; {17}
Pattern[ip] = sfgf.gapsignalup(DLength, SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Gap Signal Down"; {18}
Pattern[ip] = sfgf.gapsignaldown(DLength, SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Snapback Reversal Up"; {19}
Pattern[ip] = sfgf.snapbackup(SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Snapback Reversal Down"; {20}
Pattern[ip] = sfgf.snapbackdown(SSegments) of Data2;
ip = ip + 1;
PatternString[ip] = "Gann Pullback Up"; {21}
Pattern[ip] = sfgf.gannpullup(GPBLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Gann Pullback Down"; {22}
Pattern[ip] = sfgf.gannpulldown(GPBLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Sequential Buy Setup"; {23}
Pattern[ip] = sfgf.sequentialbuy(SeqL, SeqW) of Data2;
ip = ip + 1;
PatternString[ip] = "Sequential Sell Setup"; {24}
Pattern[ip] = sfgf.sequentialsell(SeqL, SeqW) of Data2;
ip = ip + 1;
PatternString[ip] = "Gap Above SMA"; {25}
Pattern[ip] = OD0 > SMA and CD1 < SMA[1];
ip = ip + 1;
PatternString[ip] = "Gap Below SMA"; {26}
Pattern[ip] = OD0 < SMA and CD1 > SMA[1];
ip = ip + 1;
PatternString[ip] = "Close Above SMA"; {27}
Pattern[ip] = CD1 > SMA[1] and Close[ILength] < SMA[ILength];
ip = ip + 1;
PatternString[ip] = "Close Below SMA"; {28}
Pattern[ip] = CD1 < SMA[1] and Close[ILength] > SMA[ILength];
ip = ip + 1;
PatternString[ip] = "FMA Over SMA"; {29}
Pattern[ip] = FMA[1] > SMA[1] and FMA[ILength] < SMA[ILength];
ip = ip + 1;
PatternString[ip] = "FMA Below SMA"; {30}
Pattern[ip] = FMA[1] < SMA[1] and FMA[ILength] > SMA[ILength];
ip = ip + 1;
Condition1 = AbsValue(CD1 - SMA[1]) <= SD;
Condition2 = AbsValue(FMA[1] - SMA[1]) <= SD;
PatternString[ip] = "Nexus Above SMA"; {31}
Pattern[ip] = CD1 > SMA[1] and Condition1 and Condition2;
ip = ip + 1;
PatternString[ip] = "Nexus Below SMA"; {32}
Pattern[ip] = CD1 < SMA[1] and Condition1 and Condition2;
ip = ip + 1;
PatternString[ip] = "Doji"; {33}
Pattern[ip] = sfgf.doji(DojiRP, Open, High, Low, Close) of Data2;
ip = ip + 1;
PatternString[ip] = "Double Doji"; {34}
Pattern[ip] = Pattern[ip - 1] and
sfgf.doji(DojiRP, Open, High, Low, Close)[1] of Data2;
ip = ip + 1;
PatternString[ip] = "Hammer"; {35}
Pattern[ip] = sfgf.hammer(DojiRP, Open, High, Low, Close) of Data2;
ip = ip + 1;
PatternString[ip] = "Inverted Hammer"; {36}
Pattern[ip] = sfgf.invertedhammer(DojiRP, Open, High, Low, Close) of Data2;
ip = ip + 1;
PatternString[ip] = "ID/NR4"; {37}
Pattern[ip] = sfgf.insidebar of Data2 and NRCount[1] >= 4;
ip = ip + 1;
PatternString[ip] = "Spring"; {38}
Pattern[ip] = sfgf.spring(PivotStrength, WLength) of Data2;
ip = ip + 1;
PatternString[ip] = "Upthrust"; {39}
Pattern[ip] = sfgf.upthrust(PivotStrength, WLength) of Data2;
{Calculate Daily Returns}
For i1 = 1 To DLength Begin
Returns[i1] = IFF(ATR > 0, (CD1 - DClose[i1]) / ATR, 0);
End;
{Initialize Counts}
BarCount = 1;
LowBar = 1;
HighBar = 1;
{Initialize Targets}
CCUp = False;
CCDown = False;
OCUp = False;
OCDown = False;
BrokeLow = False;
BrokeHigh = False;
TestedLow = False;
TestedHigh = False;
SeparationLow = False;
SeparationHigh = False;
RangeAbove = False;
RangeBelow = False;
RangeLarge = False;
RangeSmall = False;
TrendDayUp = False;
TrendDayDown = False;
ReversalDayUp = False;
ReversalDayDown = False;
SlingshotUp = False;
SlingshotDown = False;
BreakoutAM = False;
NarrowAM = False;
BreakoutPM = False;
End;
{Intraday Range}
HD0 = HighD(0);
LD0 = LowD(0);
RD0 = HD0 - LD0;
BarLength = IFF(ATR > 0, RD0 / ATR, 0);
{Intraday Metrics}
SMA = Average(Close, SMALength);
FMA = Average(Close, FMALength);
SD = KeltnerChannel(Close, SMALength, 1) - SMA;
Zone = IFF(SD > 0, (Close - SMA) / SD, 0);
RPOToday = IFF(RD0 > 0,(OD0 - LD0) / RD0, 0);
RPOTZ = sfgf.rpzone(RPOToday, BarSegments);
RPCToday = IFF(RD0 > 0,(Close - LD0) / RD0, 0);
RPCTZ = sfgf.rpzone(RPCToday, BarSegments);
SepToday = AbsValue(RPOTZ - RPCTZ);
ReturnCC = IFF(ATR > 0, (Close - CD1) / ATR, 0);
ReturnOC = IFF(ATR > 0, (Close - OD0) / ATR, 0);
{Intraday Conditions}
If LD0 < LD1 Then Begin
BrokeLow = True;
TestedLow = False;
End;
If HD0 > HD1 Then Begin
BrokeHigh = True;
TestedHigh = False;
End;
If BrokeLow and
Close > LD1 Then Begin
TestedLow = True;
BrokeLow = False;
End;
If BrokeHigh and
Close < HD1 Then Begin
TestedHigh = True;
BrokeHigh = False;
End;
If Time <= SplitTime and
BarLength > ATRLow Then
BreakoutAM = True;
If Time = SplitTime and
BarLength <= ATRCutoff Then
NarrowAM = True;
If Time > SplitTime and
NarrowAM and
BarLength >= 1 Then
BreakoutPM = True;
If BarCount > 1 Then Begin
If Low < Low[BarCount - LowBar] Then
LowBar = BarCount;
If High > High[BarCount - HighBar] Then
HighBar = BarCount;
End;
{Increment Intraday Bar Count}
BarCount = BarCount + 1;
{Daily Commentary}
If Time = CloseTime and
EndDay = False Then
EndDay = True
Else
EndDay = False;
If ShowCommentary and
CommentaryEnabled and
EndDay Then Begin
{Initialize today's bits}
For i1 = 1 To BitTotal Begin
Bitmap[id, i1] = False;
End;
{Independent Variables}
CommentaryCL(NewLine, SN, " DAILY ", NumToStr(Date, 0), " ", NumToStr(Time, 0), NewLine);
CommentaryCL("Day Month = ", NumToStr(bdm, 0));
ibt = 1;
ibo = BitMapOffset[ibt] + bdm - BitmapStart[ibt];
Bitmap[id, ibo] = True;
CommentaryCL("Day Week = ", NumToStr(bdw, 0));
ibt = ibt + 1;
ibo = BitMapOffset[ibt] + bdw - BitmapStart[ibt];
Bitmap[id, ibo] = True;
CommentaryCL("ATR = ", NumToStr(ATR, 1));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If ATR >= BitmapStart[ibt] and ATR <= BitmapEnd Then Begin
Value1 = IFF(BitmapInc[ibt] > 0, (ATR - BitmapStart[ibt]) / BitmapInc[ibt], 0);
ibo = BitMapOffset[ibt] + IntPortion(Round(Value1, 0));
Bitmap[id, ibo] = True;
End;
CommentaryCL("VP = ", NumToStr(VP, 1));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If VP >= BitmapStart[ibt] and VP <= BitmapEnd Then Begin
Value1 = IFF(BitmapInc[ibt] > 0, (VP - BitmapStart[ibt]) / BitmapInc[ibt], 0);
ibo = BitMapOffset[ibt] + IntPortion(Round(Value1, 0));
Bitmap[id, ibo] = True;
End;
CommentaryCL("VP Average = ", NumToStr(VPAve, 1));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If VPAve >= BitmapStart[ibt] and VPAve <= BitmapEnd Then Begin
Value1 = IFF(BitmapInc[ibt] > 0, (VPAve - BitmapStart[ibt]) / BitmapInc[ibt], 0);
ibo = BitMapOffset[ibt] + IntPortion(Round(Value1, 0));
Bitmap[id, ibo] = True;
End;
CommentaryCL("Trend Count = ", NumToStr(TrendCount, 0));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If TrendCount >= BitmapStart[ibt] and TrendCount <= BitmapEnd Then Begin
ibo = BitMapOffset[ibt] + TrendCount - BitmapStart[ibt];
Bitmap[id, ibo] = True;
End;
CommentaryCL("Zone Open = ", NumToStr(OD0Zone, 1));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If OD0Zone >= BitmapStart[ibt] and OD0Zone <= BitmapEnd Then Begin
ibo = BitMapOffset[ibt] + OD0Zone - BitmapStart[ibt];
Bitmap[id, ibo] = True;
End;
CommentaryCL("Gap (ATR) = ", NumToStr(GapRatio, 1));
ibt = ibt + 1;
BitmapEnd = BitmapStart[ibt] + (BitmapLength[ibt] - 1) * BitmapInc[ibt];
If GapRatio >= BitmapStart[ibt] and GapRatio <= BitmapEnd Then Begin
Value1 = IFF(BitmapInc[ibt] > 0, (GapRatio - BitmapStart[ibt]) / BitmapInc[ibt], 0);
ibo = BitMapOffset[ibt] + IntPortion(Round(Value1, 0));
Bitmap[id, ibo] = True;
End;
CommentaryCL(NewLine, "Period Relationships", NewLine);
CommentaryCL("O > C1 = ", OGC1);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = OGC1;
CommentaryCL("O < C1 = ", OLC1);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = OLC1;
CommentaryCL("C1 > O1 = ", C1GO1);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = C1GO1;
CommentaryCL("C1 < O1 = ", C1LO1);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = C1LO1;
CommentaryCL("VP > VP Ave = ", VGVP);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = VGVP;
CommentaryCL("VP < VP Ave = ", VLVP);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
Bitmap[id, ibo] = VLVP;
{Crabel CO}
CommentaryCL(NewLine, "Crabel", NewLine);
TempString = "";
For i1 = 1 To DLength Begin
TempString = CrabelCOTick[i1] + TempString;
End;
CommentaryCL("CO Sequence = ", TempString);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = 2 To DLength Begin
SourceString = MidStr(TempString, DLength - i1 + 1, i1);
For i2 = 0 To Power(2, i1) - 1 Begin
BitString = sfgf.dec2binary(i2, CrabelOn, CrabelOff, i1);
If BitString = SourceString Then
Bitmap[id, ibo] = True;
ibo = ibo + 1;
End;
End;
{Crabel CC}
TempString = "";
For i1 = 1 To DLength Begin
TempString = CrabelCCTick[i1] + TempString;
End;
CommentaryCL("CC Sequence = ", TempString);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = 2 To DLength Begin
SourceString = MidStr(TempString, DLength - i1 + 1, i1);
For i2 = 0 To Power(2, i1) - 1 Begin
BitString = sfgf.dec2binary(i2, CrabelOn, CrabelOff, i1);
If BitString = SourceString Then
Bitmap[id, ibo] = True;
ibo = ibo + 1;
End;
End;
{Range Ratio Sequence}
CommentaryCL(NewLine, "Range Ratio", NewLine);
For i1 = 1 To DLength Begin
CommentaryCL("Range Ratio (", NumToStr(i1, 0), ") = ", NumToStr(RR[i1], 2));
End;
TempString = "";
For i1 = 1 To DLength - 1 Begin
TempString = RRTick[i1] + TempString;
End;
CommentaryCL(NewLine, "Range Ratio Sequence = ", TempString);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = 2 To DLength - 1 Begin
SourceString = MidStr(TempString, DLength - i1, i1);
For i2 = 0 To Power(2, i1) - 1 Begin
BitString = sfgf.dec2binary(i2, CrabelOn, CrabelOff, i1);
If BitString = SourceString Then
Bitmap[id, ibo] = True;
ibo = ibo + 1;
End;
End;
{Separation Sequence}
CommentaryCL(NewLine, "Separation", NewLine);
For i1 = 1 To DLength Begin
CommentaryCL("Separation (", NumToStr(i1, 0), ") = ", NumToStr(Separation[i1], 0));
End;
TempString = "";
For i1 = 1 To DLength - 1 Begin
TempString = SeparationTick[i1] + TempString;
End;
CommentaryCL(NewLine, "Separation Sequence = ", TempString);
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = 2 To DLength - 1 Begin
SourceString = MidStr(TempString, DLength - i1, i1);
For i2 = 0 To Power(2, i1) - 1 Begin
BitString = sfgf.dec2binary(i2, CrabelOn, CrabelOff, i1);
If BitString = SourceString Then
Bitmap[id, ibo] = True;
ibo = ibo + 1;
End;
End;
{NR and WR}
CommentaryCL(NewLine, "Narrowest Range", NewLine);
For i1 = 1 To RLength Begin
CommentaryCL("NR Count (", NumToStr(i1, 0), ") = ", NumToStr(NRCount[i1], 0));
End;
CommentaryCL(NewLine, "Widest Range", NewLine);
For i1 = 1 To RLength Begin
CommentaryCL("WR Count (", NumToStr(i1, 0), ") = ", NumToStr(WRCount[i1], 0));
End;
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i2 = BitmapStart[ibt] To WLength Begin
If NRCount[1] >= i2 Then
Bitmap[id, ibo + i2 - BitmapStart[ibt]] = True;
End;
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i2 = BitmapStart[ibt] To WLength Begin
If WRCount[1] >= i2 Then
Bitmap[id, ibo + i2 - BitmapStart[ibt]] = True;
End;
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = BitmapStart[ibt] To RLength Begin
If NRCount[i1] >= WLength Then
Bitmap[id, ibo + i1 - BitmapStart[ibt]] = True;
End;
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = BitmapStart[ibt] To RLength Begin
If WRCount[i1] >= WLength Then
Bitmap[id, ibo + i1 - BitmapStart[ibt]] = True;
End;
{Patterns}
CommentaryCL(NewLine, "Patterns", NewLine);
For i1 = 1 To Patterns Begin
CommentaryCL(PatternString[i1], " = ", Pattern[i1]);
End;
ibt = ibt + 1;
ibo = BitMapOffset[ibt];
For i1 = 1 To Patterns Begin
If Pattern[i1] Then
Bitmap[id, ibo + i1 - 1] = True;
End;
CommentaryCL(NewLine, "Returns", NewLine);
For i1 = 1 To DLength Begin
CommentaryCL("Return (", NumToStr(i1, 0), ") = ", NumToStr(Returns[i1], 1));
End;
{Dependent Variables}
CommentaryCL(NewLine, SN, " INTRADAY ", NumToStr(Date, 0), " ", NumToStr(Time, 0), NewLine);
CommentaryCL("Bar Length = ", NumToStr(BarLength, 1));
CommentaryCL("Low Bar = ", NumToStr(LowBar, 0));
CommentaryCL("High Bar = ", NumToStr(HighBar, 0));
CommentaryCL("Zone CD0 = ", NumToStr(Zone, 1));
CommentaryCL("RPO Zone = ", NumToStr(RPOTZ, 0));
CommentaryCL("RPC Zone = ", NumToStr(RPCTZ, 0));
CommentaryCL("Separation = ", NumToStr(SepToday, 0));
CommentaryCL("Return CC = ", NumToStr(ReturnCC, 1));
CommentaryCL("Return OC = ", NumToStr(ReturnOC, 1));
{Binary Targets}
CommentaryCL(NewLine, SN, " TARGETS ", NumToStr(Date, 0), " ", NumToStr(Time, 0), NewLine);