Old formulas for 10.6 which need to be rewritten for 12.0

[frunk]

Part 2 of Scrips

and here Comes the rest:

New50BarHighLow.efs
ConnorHistVolatilityPercent.efs

Many thx for your help and the link!

Frunk

[waynecd]

Hi,

Thanks for the scripts. We are almost there.

Three scripts call for HighLowLevel.efs. The three scripts are mvb.efs, TurtleSoup.efs, and New50BarHighLow.efs.
Getting that last script will allow updating the scripts to run on eSignal ver 12.

Wayne

[waynecd]

I coded NewHighLow.efs based on my understanding of what the calling studies require.
If you have the study NewHighLow.efs and post it I can verify whether I coded it correctly.
Without more information about what it outputs my version will have to do.

I'm breaking the code into two posts because it is too large to fit all at once. So to use it append/concatenate the two portions into one efs and name it differently from the mvb.efs, something like mvbInternalFunctions.efs.

//see http://www.lbrgroup.com/index.asp?page=FAQ
const ColorOrange = Color.RGB(255,128,64);

var yAxisGapForStackingSymbols=null;
var yAxisInitialGapForSymbols=null;
const yAxisGapForStackingSymbolsMultiplier = 0.05;
const yAxisInitialGapForSymbolsMultiplier = 0.04;
var hilow=null, hilowSpan=null;


//Die Anzahl an Symbolen, die über bzw. unter dem letzten Bar bereits gezeichnet wurden.
var symbolsCountHigh = 0;
var symbolsCountLow = 0;



var isNR = false;
var nr = 0;
var nrValues = [4, 7, 11, 21, 55];
var nrColors = [Color.blue, Color.green, Color.red, ColorOrange, Color.cyan];
var maxNR = nrValues[nrValues.length-1];
var nrShape = Shape.DIAMOND;

var isWR = false;
var wr = 0;
var wrValue = 7;
var wrColor = Color.purple;
var wrShape = Shape.DIAMOND;

var isTS = false;
var ts = 0;
var tsColor = Color.lime;
var tsShape = Shape.CIRCLE;
var showTSHelpLine = true;
var tsHelpLineThickNess = 1;
var tsHelpLineStyle = PS_DASH; //Wird von e-signal nicht beachtet.
var showTSHelpShape = false;
var tsHelpShape = Shape.RIGHTARROW;

var bar50HLColor = Color.RGB(192,75,0);
var bar50HLShape = Shape.DIAMOND;
var isBar50HL = false;
var bar50HL = 0;

var keyColor = Color.magenta;
var keyUpShape = Shape.UPARROW;
var keyDownShape = Shape.DOWNARROW;
var isKey = false;
var key = 0;

var raschkeColor = Color.purple;
var raschkeUpShape = Shape.UPARROW;
var raschkeDownShape = Shape.DOWNARROW;
var isRaschke = false;
var raschke = 0;

var hv6Color = Color.black;
var hv6Shape = Shape.TRIANGLE;
var isHV6 = false;
var hv6 = 0;

var shapeNRTagCount = 0;
var shapeWRTagCount = 2000;
var shapeTSTagCount = 4000;
var tsHelpLineTagCount = 6000;
var tsHelpShapeTagCount = 8000;
var shapeBar50HLTagCount = 10000;
var shapeKeyTagCount = 12000;
var shapeRaschkeTagCount = 14000;
var shapeHV6TagCount = 16000;


function preMain() {
    setPriceStudy(true);
    setColorPriceBars(true);
    setDefaultPriceBarColor( Color.black );
    setStudyTitle("mvb");
    setCursorLabelName("", 0);
    setDefaultBarStyle(PS_SOLID, 0);
    setDefaultBarFgColor(Color.red, 0);
    setDefaultBarThickness(1, 0);
    setPlotType(PLOTTYPE_LINE, 0);
}

function main() {

var numBars = getNumBars();
var barIndex = getCurrentBarIndex();
//Die Anzahl an Bars, die es noch vor dem jetztigen auf dem Chart gibt.
var restBars = numBars + barIndex;


//Abstand auf der y-Achse zwischen den einzelnen Symbolen.
if(restBars >= 50) {
    //hilow = callFunction("HighLowLevel.efs", "main", 50, 0);
    hilow = HighLowLevel(50, 0);
    hilowSpan = hilow[1]-hilow[3];
} else {
    //hilow = callFunction("HighLowLevel.efs", "main", restBars, 0);
    hilow = HighLowLevel(restBars, 0);
    hilowSpan = hilow[1]-hilow[3];
}

yAxisInitialGapForSymbols = hilowSpan*yAxisInitialGapForSymbolsMultiplier;
yAxisGapForStackingSymbols = hilowSpan*yAxisGapForStackingSymbolsMultiplier;

    isNR = false;
    isWR = false;
    isTS = false;
    isKey = false;
    isBar50HL = false;
    isRaschke = false;
    isHV6 = false;

    symbolsCountHigh = 0;
    symbolsCountLow = 0;

    if(getBarState() == BARSTATE_NEWBAR) {
        shapeNRTagCount++;
        shapeWRTagCount++;
        shapeTSTagCount++;
        shapeKeyTagCount++;
        tsHelpLineTagCount++;
        tsHelpShapeTagCount++;
        shapeBar50HLTagCount++;
        shapeRaschkeTagCount++;
        shapeHV6TagCount++;
    }

//  if(restBars >= nrValues[nrValues.length-1]) {
        maxNR = restBars;
        //nr = callFunction("NarrowRange.efs", "main", maxNR);
        nr = NarrowRange(maxNR);
        if(nr >= nrValues[0]) {
            isNR = true;
            showNR(nr, false);
        }
//    }

    if(restBars >= 20) {
        //ts = callFunction("TurtleSoup.efs", "main", "");
        ts = TurtleSoup();
        if(ts[0] != 0) {
            isTS = true;
            if(isNR) {
                showTS(ts, true);
            } else {
                showTS(ts, false);
            }
        }
    }

    if(restBars >= 7) {
        //wr = callFunction("WideRange.efs", "main", wrValue);
        wr = WideRange(wrValue);
        if(wr >= wrValue) {
            isWR = true;
            if(isTS) {
                showWR(wr, true);
            } else {
                showWR(wr, false);
            }
        }
    }

    if(restBars >= 20) {
        //key = callFunction("KeyReversal.efs", "main", "");
        key = KeyReversal();
        if(key == 1 || key == -1) {
            isKey = true;
            //if(isNR || isTS || isWR) {
                showKey(key, true);
            //} else {
            //    showKey(key, false);
            //}
        }
    }
 
    if(restBars >= 50) {
        //raschke = callFunction("RaschkeHolyGrail.efs", "main", "");
        raschke = RaschkeHolyGrail();
        if(raschke == 1 || raschke == -1) {
            isRaschke = true;
            showRaschke(raschke, true);
        }
    }
    
    if(restBars >= 50) {
        //bar50HL = callFunction("New50BarHighLow.efs", "main", "");
        bar50HL = New50BarHighLow();
        if(bar50HL != 0) {
            isBar50HL = true;
            showBar50HL(bar50HL, true);
        }
    }
    if(restBars >= 100) {
        //hv6 = callFunction("ConnorHistVolatilityPercent.efs", "main", 6, 100);
        hv6 = ConnorHistVolatilityPercent(6, 100);
        if(hv6 < 0.5) {
            isHV6 = true;
            showHV6(hv6, true);
        }
    }
 
    return null;
}

function getShapePosHigh() {
    symbolsCountHigh++;
    return high()+(symbolsCountHigh-1)*yAxisGapForStackingSymbols+yAxisInitialGapForSymbols;
}

function getShapePosLow() {
    symbolsCountLow++;
    return low()-(symbolsCountLow-1)*yAxisGapForStackingSymbols-yAxisInitialGapForSymbols;
}

function showNR(nr, asShape) {
    var shapePos=null;
    
    removeShape(shapeNRTagCount);
    if(nr >= nrValues[0]) {
        var i = 0;
        var barColored = false;
        while(i < nrValues.length-1 && !barColored) {
            if(nr >= nrValues[i] && nr < nrValues[i+1]) {
                if(!asShape) {
                    barColored = true;
                    setPriceBarColor(nrColors[i]);
                } else {
                    shapePos = getShapePosLow();
                    drawShapeRelative(0, shapePos, nrShape, "", nrColors[i], Shape.TOP, shapeNRTagCount);
                }
             }
             i++;
        }
        if(nr >= nrValues[nrValues.length-1]) {
            if(!asShape) {
                setPriceBarColor(nrColors[nrColors.length-1]);
            } else {
                shapePos = getShapePosLow();
                drawShapeRelative(0, shapePos, nrShape, "", nrColors[i], Shape.TOP, shapeNRTagCount);
            }
        }
    }
}

function showWR(wr, asShape) {
    removeShape(shapeWRTagCount);
    if(wr >= wrValue) {
        if(!asShape) {
            setPriceBarColor(wrColor);
        } else {
            shapePos = getShapePosHigh();
            drawShapeRelative(0, shapePos, wrShape, "", wrColor, Shape.TOP, shapeWRTagCount);
        }
    }
}

function showKey(key, asShape) {
    var shapePos=null;
    
    removeShape(shapeKeyTagCount);
    if(key == 1) {
        if(asShape) {
            shapePos = getShapePosLow();
            drawShapeRelative(0, shapePos, keyUpShape, "", keyColor, Shape.TOP, shapeKeyTagCount);
        } else {
            setPriceBarColor(keyColor);
        }
    }
    if(key == -1) {
        if(asShape) {
            shapePos = getShapePosHigh();
            drawShapeRelative(0, shapePos, keyDownShape, "", keyColor, Shape.TOP, shapeKeyTagCount );
        } else {
            setPriceBarColor(keyColor);
        }
    }
}

function showRaschke(raschke, asShape) {
    var shapePos=null;
    
    removeShape(shapeRaschkeTagCount);
    if(raschke == 1) {
        if(asShape) {
            shapePos = getShapePosLow();
            drawShapeRelative(0, shapePos, raschkeUpShape, "", raschkeColor, Shape.TOP, shapeRaschkeTagCount);
        } else {
            setPriceBarColor(raschkeColor);
        }
    }
    if(raschke == -1) {
        if(asShape) {
            shapePos = getShapePosHigh();
            drawShapeRelative(0, shapePos, raschkeDownShape, "", raschkeColor, Shape.TOP, shapeRaschkeTagCount );
        } else {
            setPriceBarColor(raschkeColor);
        }
    }
}

function showBar50HL(bar50HL, asShape) {
    var shapePos=null;
    
    removeShape(shapeBar50HLTagCount);
    if(bar50HL > 0) {
        if(asShape) {
            shapePos = getShapePosHigh();
            drawShapeRelative(0, shapePos, bar50HLShape, "", bar50HLColor, Shape.TOP, shapeBar50HLTagCount);
        } else {
            setPriceBarColor(bar50HLColor);
        }
    }
    if(bar50HL < 0) {
        if(asShape) {
            shapePos = getShapePosLow();
            drawShapeRelative(0, shapePos, bar50HLShape, "", bar50HLColor, Shape.TOP, shapeBar50HLTagCount);
        } else {
            setPriceBarColor(bar50HLColor);
        }
    }
}

function showHV6(hv6, asShape) {
    var shapePos=null;
    
    removeShape(shapeHV6TagCount);
    if(hv6 < 0.5) {
        if(asShape) {
            shapePos = getShapePosLow();
            drawShapeRelative(0, shapePos, hv6Shape, "", hv6Color, Shape.TOP, shapeHV6TagCount);
        } else {
            setPriceBarColor(hv6Color);
        }
    }
}

function showTS(ts, asShape) {
    var shapePos=null;
    
    removeShape(shapeTSTagCount);
    if(ts[0] > 0) {
        if(!asShape) {
            setPriceBarColor(tsColor);
        } else {
            shapePos = getShapePosHigh();
            drawShapeRelative(0, shapePos, tsShape, "", tsColor, Shape.TOP, shapeTSTagCount);
        }
        if(showTSHelpLine) {
            drawLineRelative(ts[1], high(ts[1]), 0, high(ts[1]), tsHelpLineStyle, tsHelpLineThickNess, tsColor, tsHelpLineTagCount);
        }
        if(showTSHelpShape) {
            var helpShapePos = high(ts[1])+yAxisGapForStackingSymbols+yAxisInitialGapForSymbols;
            drawShapeRelative(ts[1], helpShapePos, tsHelpShape, "", tsColor, Shape.TOP);
        }
    }
    if(ts[0] < 0) {
        if(!asShape) {
            setPriceBarColor(tsColor);
        } else {
            shapePos = getShapePosLow();
            drawShapeRelative(0, shapePos, tsShape, "", tsColor, Shape.TOP, shapeTSTagCount);
        }
        if(showTSHelpLine) {
            drawLineRelative(ts[1], low(ts[1]), 0, low(ts[1]), tsHelpLineStyle, tsHelpLineThickNess, tsColor, tsHelpLineTagCount);
        }
        if(showTSHelpShape) {
            var helpShapePos = low(ts[1])-yAxisGapForStackingSymbols-yAxisInitialGapForSymbols;
            drawShapeRelative(ts[1], helpShapePos, tsHelpShape, "", tsColor, Shape.TOP);
        }
    }
} 

Wayne

[waynecd]

This is the second part of the script, append/concatenate the two parts into one study and name it differently from mvb.efs.

//// SUPPORTING FUNCTIONS ////
function HighLowLevel(Period, offset) {
    var lastHighs=null, lastLows=null;
    var oldHigh=null, oldLow=null, oldHighBarNumber=null, oldLowBarNumber=null;

    
    if(Period == null) {
        Period = 50;
    }
    
    if(offset == null) {
        offset = 0;
    }
    
    if(Period == 0) {
        return [0, 0, 0, 0];
    }
    
    lastHighs = high(offset, -(Period));
    oldHighBarNumber = offset-1;
    oldHigh = high(offset-1);
    lastLows = low(offset, -(Period));
    oldLowBarNumber = offset-1;
    oldLow = low(offset-1);
    for(var i = 1; i < lastHighs.length; i++) {
        //Bar 'i' ist von den Vorgängern derjenige mit dem bislang höchsten Hoch.
        //Bar ' i ' is from the previous one with the highest ever high.
        if(lastHighs[i] >= oldHigh) {
            oldHighBarNumber = offset-i;
            oldHigh = high(offset-i);
        }
        //Bar 'i' ist von den Vorgängern derjenige mit dem bislang tiefsten Tief.
        //Bar ' i ' is from the previous one with the previously lowest low.
        if(lastLows[i] <= oldLow) {
            oldLowBarNumber = offset-i;
            oldLow = low(offset-i);
        }
    }
    return [oldHighBarNumber, oldHigh, oldLowBarNumber, oldLow];
}
function NarrowRange(nrMaxZeitRaum) {

    //var prerange;//not used
    var range=null;
    var isNR=null;
    var barCount=null;    

    if(nrMaxZeitRaum == null) {
        nrMaxZeitRaum = 7;
    }
    range = Math.round((high(0)-low(0))*10000);
    isNR = true;
    barCount = -1;
    while(Math.abs(barCount) < nrMaxZeitRaum && (range < Math.round((high(barCount)-low(barCount))*10000))) {
        barCount--;
    }

        return (Math.abs(barCount));
}
function TurtleSoup() {
    var newHighLowCurrentBar=null, newHighLowPreviousBar=null;
    
    //newHighLowCurrentBar = callFunction("NewHighLow.efs", "main", 20, 0);
    newHighLowCurrentBar = NewHighLow(20, 0);
    //Turtlesoup high
    if(newHighLowCurrentBar[0] > 0 
        && newHighLowCurrentBar[1] != -1
        && newHighLowCurrentBar[1] != -2
        && newHighLowCurrentBar[1] != -3
    ) {
        return [1, newHighLowCurrentBar[1], newHighLowCurrentBar[2]];
    }
    //Turtlesoup low
    if(newHighLowCurrentBar[0] < 0 
        && newHighLowCurrentBar[1] != -1
        && newHighLowCurrentBar[1] != -2
        && newHighLowCurrentBar[1] != -3
    ) {
        return [-1, newHighLowCurrentBar[1], newHighLowCurrentBar[2]];
    }
    //Keine Suppe
    return [0, 0, close(0)];
}
function WideRange(wrMaxZeitRaum) {

    var range = high(0)-low(0);
    var isWR = true;
    var barCount = -1;
    //var prerange;//not used
    
    if(wrMaxZeitRaum == null) {
        wrMaxZeitRaum = 7;
    }

    while(isWR && Math.abs(barCount) < wrMaxZeitRaum) {
        //prerange = high(barCount)-low(barCount);//not used
        if(range <= (high(barCount)-low(barCount))) {
            isWR = false;
        } else {
            barCount--;
        }
    }
        return (Math.abs(barCount));
}
function KeyReversal() {
    //highLowLevel20 = callFunction("HighLowLevel.efs", "main", 20, -1);
    highLowLevel20 = HighLowLevel(20, -1);
    trendHighLow = (highLowLevel20[1] + highLowLevel20[3]) / 2;
    
    if(open(0) < low(-1) &&
       close(0) > open(0) &&
       low(0) < trendHighLow) {
           return 1;
    }
    if(open(0) > high(-1) &&
        close(0) < open(0)  &&
        high(0) > trendHighLow) {
            return -1;
    }
    return 0;
}
var vADXDM = null, vSMA50 = null, vEMA20 = null;
var HolyGrail_bInit=false;
function RaschkeHolyGrail() {
    if(!HolyGrail_bInit){
        vADXDM = adx(14,14);
        vSMA50 = sma(50);
        vEMA20 = ema(20);
    }
    if(
      vADXDM.getValue(ADXDMStudy.ADX) > 30 &&
      low(0) <= vEMA20.getValue(MAStudy.MA) &&
      high(0) >= vEMA20.getValue(MAStudy.MA)
    ) {
        if(close(0) > vSMA50.getValue(MAStudy.MA)) {
            return 1;
        }
        if(close(0) < vSMA50.getValue(MAStudy.MA)) {
            return -1;
        }
    } else {
        return 0;
    }
}
function New50BarHighLow() {
    var newHighLowCurrentBar=null, newHighLowPreviousBar=null;
    
    //newHighLowCurrentBar = callFunction("NewHighLow.efs", "main", 50, 0);
    //newHighLowPreviousBar = callFunction("NewHighLow.efs", "main", 50, -1);
    newHighLowCurrentBar = NewHighLow(50, 0);
    newHighLowPreviousBar = NewHighLow(50, -1);
    if(newHighLowCurrentBar[0] > 0 && newHighLowPreviousBar[0] == 0) {
        return 1;
    }
    if(newHighLowCurrentBar[0] < 0 && newHighLowPreviousBar[0] == 0) {
        return -1;
    }
    return 0;
}
function STDV(length) {
    var sumX = 0;
    var sumX2 = 0;
    for (i = 0; i < length; ++i) {
        sumX += aLog[i];
        sumX2 += (aLog[i] * aLog[i])
    }
    var meanX = (sumX/length);
    var stdev = Math.sqrt((sumX2/length) - (meanX*meanX));

    return stdev;
}

var aLog = null;

function ConnorHistVolatilityPercent(nLength1, nLength2) {
    if (nLength1 == null || nLength1 < 3)
        nLength1 = 6;
    if (nLength2 == null)
        nLength2 = 100;

    var c = close(0);
    if (c == null)
        return;
    
    if (aLog == null && close(-nLength2-1) != null) {
        aLog = new Array(nLength2);
        for (i = 0; i < nLength2; ++i) {
            aLog[i] = (close(-i)-close(-i-1))/close(-i-1);
        }
    }

    if (aLog[nLength2-1] == null)
        return;

    if (getBarState() == BARSTATE_NEWBAR) {
        aLog.pop()
        aLog.unshift((c-close(-1))/close(-1));
    } else {
        aLog[0] = (c-close(-1))/close(-1);
    }
    
    var stdv1 = STDV(nLength1);
    var stdv2 = STDV(nLength2);
    
    var HV = (stdv1 * Math.sqrt(256) * 100) / (stdv2 * Math.sqrt(256) * 100);
    
    
    return HV;
}
function NewHighLow(Period, offset) {
    var lastHighs=null, lastLows=null;
    var oldHigh=null, oldLow=null, oldHighBarNumber=null, oldLowBarNumber=null;
    var newHL=0,oldHLBarNumber=null;

    
    if(Period == 0) return [0, 0, 0, 0];
    if(Period == null) Period = 50;
    if(Period > 0) Period = -(Period);
    if(offset == null) offset = 0;
    if(offset > 0) offset = -(offset);
    
    lastHighs = high(offset, Period);
    oldHighBarNumber = offset-1;
    oldHigh = high(offset-1);
    lastLows = low(offset, Period);
    oldLowBarNumber = offset-1;
    oldLow = low(offset-1);
    for(var i = 1; i < lastHighs.length; i++) {
        //Bar ' i ' is from the previous one with the highest ever high.
        if(lastHighs[i] >= oldHigh) {
            oldHighBarNumber = offset-i;
            oldHigh = high(offset-i);
            oldHLBarNumber=oldHighBarNumber;
        }
        //Bar ' i ' is from the previous one with the previously lowest low.
        if(lastLows[i] <= oldLow) {
            oldLowBarNumber = offset-i;
            oldLow = low(offset-i);
            oldHLBarNumber=oldLowBarNumber;
        }
    }
    if(high(0)>oldHigh) newHL = 1;
    if(low(0)>oldLow) newHL = -1;
    return [newHL,oldHLBarNumber,oldHighBarNumber, oldHigh, oldLowBarNumber, oldLow];
} 

Wayne

[waynecd]

Please disregard the url link at the beginning of the code in the first post. I forgot to remove it. It is not pertinent to the code.
BTW it seems difficult to interpret what to do with the drawings on the chart. I didn't find anything that explains how to use it.

Wayne

[frunk]

Hello Wayne,

1st: thank you for your support!!

Enclosed is the HighLowLevel.efs which i have.


Actual i get this error when i use your script and the original script:

C:/Users/fk/Documents/Interactive Data/Formulas/MvB/mvb.efs, line 99: TypeError: hilow is null

Thx for your help, tommorow i'll post what i'll see with this script.

Frunk

[waynecd]

Hi Frunk,

Hi,

Thanks for the scripts. We are almost there.

Three scripts call for HighLowLevel.efs. The three scripts are mvb.efs, TurtleSoup.efs, and New50BarHighLow.efs.
Getting that last script will allow updating the scripts to run on eSignal ver 12.

Wayne

My mistake in the above post I should have typed NewHighLow.efs instead of HighLowLevel.efs.

I can't duplicate your error, it runs fine on my tests. To narrow it down: what symbol, interval, and timetemplate were you using when the error occured?

[waynecd]

See if this works for you.

mvb InternalFunctions.efs

Even if it does please post NewHighLow.efs if you have it.

Wayne

[waynecd]

Here is an imageof the chart:


Wayne

[frunk]

Hello Wayne,

now it works for me - MANY THANKS to you!
Attached is for you the
HighLowLevel.efs

All this efs's i've got from MvB - an german Trades which you helped two years ago. Now he use CQG and can't get Support on esignal to me.

In the Charts shout different narrow range bars and wide range bars displayed in different colours or with an point or diamond.
Like this following Charts:





I think with your code i can rebuild his (now simplified) Charts.

Frunk

[waynecd]

Good to hear. Good luck with it.

Wayne