Support and resistance zones with variables arrays

• 04/14/2020 at 7:28 PM #126151
  stefou102

  I don’t really get your point 1. My array is not sorted, so if I want to compare one item with all items, I can’t do z=x, otherwise you compare only with smaller and smaller items.

  On the other hand, your second point seems indeed to solve the issue, thx I wouldn’t have found it!!!

  Now the point I would like to improve is around the fractal, to filter the reversal points and retain only the most relevant one… Would need your help on that too;)

  I’m noticing also that the most recent overlap is sometimes blinking with each new change of price, weird…

  DEFPARAM DRAWONLASTBARONLY =TRUE defparam calculateonlastbars=500 barlimit = 400 ATR=averagetruerange[20](close) cp=2 ATRfactor=2 index1=0 index2=0 if high[cp] >= highest[(cp)*2+1](high) and barindex-$TOPx2[max(0,lastset($TOPx2))]>1 then //new fractal high found $TOPy[lastset($TOPy)+1] = high[cp] //store fractal value $TOPx[lastset($TOPx)+1] = barindex[cp] //store fractal barindex //drawpoint(barindex[cp],high[cp],1) coloured(100,75,150) bordercolor (100,75,150) $TOPx2[lastset($TOPx2)+1] = barindex endif if low[cp] <= lowest[(cp)*2+1](low) and barindex-$BOTx2[max(0,lastset($BOTx2))]>1 then //new fractal low found $BOTy[lastset($BOTy)+1] = low[cp] //store fractal value $BOTx[lastset($BOTx)+1] = barindex[cp] //stire fractal barindex //drawpoint(barindex[cp],low[cp],1) coloured(100,75,150) bordercolor (100,75,150) $BOTx2[lastset($BOTx2)+1] = barindex endif if(islastbarupdate and isset($topy[0]) and isset($boty[0])) then //check points in a range of X percent for i = 0 to lastset($TOPy) do //loop through the tops for y = 0 to lastset($BOTy) do //check first top with other tops if y<>i then change=abs($BOTy[y]-$topy[i])//percent range between the 2 tops if change<=ATR/ATRfactor and barindex-$BOTx[y]<barlimit and $topx[i]<>$BOTx[y] then $overlap[index1]=($BOTy[y]+$TOPy[i])/2 $overlapx1[index1]=min($BOTx[y],$TOPx[i]) $overlapx2[index1]=max($BOTx[y],$TOPx[i]) index1=index1+1 endif endif next next endif //test=index1 // drawtext(" #test#",barindex,high+50,SansSerif,standard,10) if islastbarupdate and isset($overlap[0]) then for x=index1 downto 1 do for z=index1 downto 1 do if x=index1 then count=0 endif if x<>z then if abs($overlap[x]-$overlap[z])<ATR then count=count+1 endif endif next if count=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 else if index2=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 endif for zz = 0 to index2 do if zz=0 then count=0 endif if x<>zz then if abs($overlap[x]-$overlapfinal[zz])<ATR then count=count+1 endif endif next if count=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 endif endif next endif if islastbarupdate and isset($overlapfinal[0]) then for x=0 to index2 do if $overlapfinal[x] > close then if highest[barindex-$overlapfinalx2[x]-1](high)<$overlapfinal[x]+ATR/ATRfactor then drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) endif else if lowest[barindex-$overlapfinalx2[x]-1](low)>$overlapfinal[x]-ATR/ATRfactor then drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) endif endif //drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) //drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) next endif //plot the zone return

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  DEFPARAM DRAWONLASTBARONLY =TRUE defparam calculateonlastbars=500 barlimit = 400 ATR=averagetruerange[20](close) cp=2 ATRfactor=2 index1=0 index2=0   if high[cp] >= highest[(cp)*2+1](high) and barindex-$TOPx2[max(0,lastset($TOPx2))]>1 then //new fractal high found $TOPy[lastset($TOPy)+1] = high[cp] //store fractal value $TOPx[lastset($TOPx)+1] = barindex[cp] //store fractal barindex //drawpoint(barindex[cp],high[cp],1) coloured(100,75,150) bordercolor (100,75,150) $TOPx2[lastset($TOPx2)+1] = barindex endif if low[cp] <= lowest[(cp)*2+1](low) and barindex-$BOTx2[max(0,lastset($BOTx2))]>1 then //new fractal low found $BOTy[lastset($BOTy)+1] = low[cp] //store fractal value $BOTx[lastset($BOTx)+1] = barindex[cp] //stire fractal barindex //drawpoint(barindex[cp],low[cp],1) coloured(100,75,150) bordercolor (100,75,150) $BOTx2[lastset($BOTx2)+1] = barindex endif if(islastbarupdate and isset($topy[0]) and isset($boty[0])) then //check points in a range of X percent for i = 0 to lastset($TOPy) do //loop through the tops for y = 0 to lastset($BOTy) do //check first top with other tops if y<>i then change=abs($BOTy[y]-$topy[i])//percent range between the 2 tops if change<=ATR/ATRfactor and barindex-$BOTx[y]<barlimit and $topx[i]<>$BOTx[y] then $overlap[index1]=($BOTy[y]+$TOPy[i])/2 $overlapx1[index1]=min($BOTx[y],$TOPx[i]) $overlapx2[index1]=max($BOTx[y],$TOPx[i]) index1=index1+1 endif endif next next endif //test=index1 // drawtext(" #test#",barindex,high+50,SansSerif,standard,10) if islastbarupdate and isset($overlap[0]) then   for x=index1 downto 1  do for z=index1 downto 1 do if x=index1 then count=0 endif if x<>z then if abs($overlap[x]-$overlap[z])<ATR then count=count+1 endif endif next   if count=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 else if index2=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 endif for zz = 0 to index2 do if zz=0 then count=0 endif if x<>zz then if abs($overlap[x]-$overlapfinal[zz])<ATR then count=count+1 endif endif next if count=0 then $overlapfinal[index2]=$overlap[x] $overlapfinalx1[index2]=$overlapx1[x] $overlapfinalx2[index2]=$overlapx2[x] index2=index2+1 endif     endif next   endif if islastbarupdate and isset($overlapfinal[0]) then for x=0 to index2 do if $overlapfinal[x] > close then if highest[barindex-$overlapfinalx2[x]-1](high)<$overlapfinal[x]+ATR/ATRfactor then drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) endif else if lowest[barindex-$overlapfinalx2[x]-1](low)>$overlapfinal[x]-ATR/ATRfactor then drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) endif endif //drawsegment($overlapfinalx1[x],$overlapfinal[x],barindex,$overlapfinal[x]) coloured(0,75,150) STYLE (dottedline,3) //drawpoint($overlapfinalx2[x],$overlapfinal[x],2) coloured(0,75,150) bordercolor (0,75,150) next endif //plot the zone   return

   

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  stefou102

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  04/14/2020 at 10:07 PM #126168
  stefou102

  lines 50

  for x=index1 downto 0  do for z=index1 downto 0 do

  1 2	for x=index1 downto 0  do for z=index1 downto 0 do

   

  instead of

  for x=index1 downto 1  do for z=index1 downto 1 do

  1 2	for x=index1 downto 1  do for z=index1 downto 1 do

   

  

  stefou102

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  04/14/2020 at 10:44 PM #126180
  stefou102

  To put things into perspective for those who not benefit yet from the V11, please find in attachment what the indicator is drawing automatically on the Dow Future 15min.

  Awesome! Still needs further work in my view however.

  Nicolas, I hope arrays are available for probacktest?

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  stefou102

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  04/15/2020 at 8:58 AM #126210
  Nicolas

  Very very nice stefou! Well done. This proves the efficiency and the necessity of data arrays to build stunning indicator!

  stefou102 wrote:

  to filter the reversal points and retain only the most relevant one…

  Ok, but how do you consider a ‘relevant one’?

  You can use arrays in ProBacktest, but you’ll have to put your whole code into the strategy!

  

  Nicolas

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  04/15/2020 at 6:39 PM #126324
  stefou102

  The relevant one =

  1. min distance between a high and low fractal to avoid extreme created during low volatility period
  2. if there are two consecutive lows without a high in between, only takes into account the lowest one, and disregard the other. Same for top

  I have tried somethings for point 2 but this isn’t working, code is very slow and doesn’t do what I want.

   

  defparam calculateonlastbars=4000 once index1=0 once index2=0 once cp=2 index3=0 index4=0 //fractal high, but only if the previous bar wasn't already a top if high[cp] >= highest[(cp)*2+1](high) and barindex-$TOPx2[max(0,index1)]>1 then $TOPy1[index1] = high[cp] $TOPx1[index1] = barindex[cp] $TOPx2[index1] = barindex drawpoint($TOPx1[index1],$TOPy1[index1]+20,1) coloured(0,0,0) bordercolor (0,0,0) index1=index1+1 endif if low[cp] <= lowest[(cp)*2+1](low) and barindex-$BOTx2[max(0,index2)]>1 then //new fractal low found $BOTy1[index2] = low[cp] $BOTx1[index2] = barindex[cp] $BOTx2[index2] = barindex drawpoint($BOTx1[index2],$BOTy1[index2]-20,1) coloured(0,0,0) bordercolor (0,0,0) index2=index2+1 endif if index1>0 and index2>0 then for x=index2 downto 1 do for y=index1 downto 1 do //I'm looking for the barindex of the previous top if $TOPx1[y]>$BOTx1[x] and $TOPx1[y-1]<$BOTx1[x] then lasttopx=$TOPx1[y] break endif next if lasttopx<>0 then // if distance between two lows is bigger then between the last top and bottom, I save the bottom If $BOTx1[x]-$BOTx1[x-1]>lasttopx-$BOTx1[x-1] then $BOTy[index3] = $BOTy1[x] $BOTx[index3] = $BOTx1[x] index3=index3+1 //otherwise I save again the previous bottom else $BOTy[index3] = $BOTy1[x-1] $BOTx[index3] = $BOTx1[x-1] endif endif next endif if index1>0 and index2>0 then for x=index1 downto 1 do for y=index2 downto 1 do if $BOTx1[y]>$TOPx1[x] and $BOTx1[y-1]<$TOPx1[x] then lastbottomx=$BOTx1[y] break endif next if lastbottomx<>0 then If $TOPx1[x]-$TOPx1[x-1]>lastbottomx-$TOPx1[x-1] then $TOPy[index4] = $TOPy1[x] $TOPx[index4] = $TOPx1[x] index4=index4+1 else $TOPy[index4] = $TOPy1[x-1] $TOPx[index4] = $TOPx1[x-1] index4=index4+1 endif endif next endif if(islastbarupdate and index3>0 and index4>0) then for xx=0 to index4 do drawpoint($TOPx[xx],$TOPy[xx],1) coloured(100,75,150) bordercolor (100,75,150) next for yy=0 to index3 do drawpoint($BOTx[yy],$BOTy[yy],1) coloured(100,75,150) bordercolor (100,75,150) next endif return

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  defparam calculateonlastbars=4000 once index1=0 once index2=0 once cp=2 index3=0 index4=0   //fractal high, but only if the previous bar wasn't already a top if high[cp] >= highest[(cp)*2+1](high) and barindex-$TOPx2[max(0,index1)]>1 then $TOPy1[index1] = high[cp] $TOPx1[index1] = barindex[cp]   $TOPx2[index1] = barindex drawpoint($TOPx1[index1],$TOPy1[index1]+20,1) coloured(0,0,0) bordercolor (0,0,0) index1=index1+1 endif if low[cp] <= lowest[(cp)*2+1](low) and barindex-$BOTx2[max(0,index2)]>1 then //new fractal low found $BOTy1[index2] = low[cp] $BOTx1[index2] = barindex[cp]   $BOTx2[index2] = barindex drawpoint($BOTx1[index2],$BOTy1[index2]-20,1) coloured(0,0,0) bordercolor (0,0,0) index2=index2+1 endif     if index1>0 and index2>0 then   for x=index2 downto 1  do for y=index1 downto 1 do //I'm looking for the barindex of the previous top if $TOPx1[y]>$BOTx1[x] and $TOPx1[y-1]<$BOTx1[x] then lasttopx=$TOPx1[y] break endif next if lasttopx<>0 then // if distance between two lows is bigger then between the last top and bottom, I save the bottom If $BOTx1[x]-$BOTx1[x-1]>lasttopx-$BOTx1[x-1] then $BOTy[index3] = $BOTy1[x] $BOTx[index3] = $BOTx1[x] index3=index3+1 //otherwise I save again the previous bottom else $BOTy[index3] = $BOTy1[x-1] $BOTx[index3] = $BOTx1[x-1] endif endif next endif   if index1>0 and index2>0 then   for x=index1 downto 1  do for y=index2 downto 1 do if $BOTx1[y]>$TOPx1[x] and $BOTx1[y-1]<$TOPx1[x] then lastbottomx=$BOTx1[y] break endif next if lastbottomx<>0 then If $TOPx1[x]-$TOPx1[x-1]>lastbottomx-$TOPx1[x-1] then $TOPy[index4] = $TOPy1[x] $TOPx[index4] = $TOPx1[x] index4=index4+1 else $TOPy[index4] = $TOPy1[x-1] $TOPx[index4] = $TOPx1[x-1] index4=index4+1 endif endif next   endif   if(islastbarupdate and index3>0 and index4>0) then for xx=0 to index4 do drawpoint($TOPx[xx],$TOPy[xx],1) coloured(100,75,150) bordercolor (100,75,150) next   for yy=0 to index3 do drawpoint($BOTx[yy],$BOTy[yy],1) coloured(100,75,150) bordercolor (100,75,150) next endif return

   

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  stefou102

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  04/16/2021 at 3:05 PM #167269
  Francesco

  Hi @stefou102, congrats for your work. Any updates on this interesting indicator?

  

  Francesco

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  06/30/2022 at 11:22 AM #196457
  Khaled

  Hi Stef, just tried this last version of the code on v11 (SP500) and it doesn’t show anything on the graph (price). Any clue how to make it work?

  Thanks

  

  Khaled

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  11/02/2022 at 11:43 AM #203403
  SnorreDK

  Any News here to get it work for V11?

  

  SnorreDK

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  04/27/2023 at 1:37 PM #213801
  Aragorna

  Hi Stefou, I was thinking about the possibility to compare tops and bottoms and the only idea I had was to put both Tops and bottoms in the same array. The problem of not having overlapping of too many lows and highs remain. I tried to reset the array with a counter, in order to keep the highs and lows only after a specific bars but for some reason it does not work. the variable Barlimit is useless. I put what I did here as it follows.

  // https://www.prorealcode.com/topic/array-variables-availability-in-prorealtime/
  // (please do not remove the link above for future reference)
  // Example #1: support and resistance example, based on fractals points

  // — settings
  fractalP = 10
  percent = 0.5
  barlimit = 500
  // — end of settings
  DLS =(Date >= 20220101)
  //fractals
  cp=fractalP
  if high[cp] >= highest[(cp)*2+1](high) then //new fractal high found
  $FRACTy[lastset($FRACTy)+1] = high[cp] //store fractal value
  $FRACTx[lastset($FRACTx)+1] = barindex[cp] //store fractal barindex
  ELSE
  if low[cp] <= lowest[(cp)*2+1](low) then //new fractal low found
  $FRACTy[lastset($FRACTy)+1] = low[cp] //store fractal value
  $FRACTx[lastset($FRACTx)+1] = barindex[cp] //stire fractal barindex
  endif

  if(islastbarupdate and isset($FRACTy[0])) then
  //check points in a range of X percent
  for i = 0 to lastset($FRACTy) do //loop through the tops
  for y = 0 to lastset($FRACTy) do //check first top with other tops
  change=abs(($FRACTy[y]-$FRACTy[i])/$FRACTy[i]) //percent range between the 2 tops
  if change<=percent/100 and barindex-$FRACTx[y]<barlimit and DLS and $FRACTx[i]<>$FRACTx[y] then
  if close>min($FRACTy[y],$FRACTy[i]) then //define the color
  r=0
  g=255
  else
  r=255
  g=0
  //if $FRACTx[y]>barlimit and $FRACTx[i]>barlimit then
  //$FRACTY[y]=0 and $FRACTY[i]=0
  //endif
  endif
  //plot points at each tops
  DRAWPOINT($FRACTx[i],$FRACTy[i],2) COLOURED (r,g,0) BORDERCOLOR (r,g,0)
  DRAWPOINT($FRACTx[y],$FRACTy[y],2) COLOURED (r,g,0) BORDERCOLOR (r,g,0)
  midlevel=($FRACTy[i]+$FRACTy[y])/2
  //display the mid level price
  DRAWTEXT(“#midlevel#”, barindex+8, midlevel, monospaced, standard, 14)
  //plot the zone
  drawrectangle(min($FRACTx[y],$FRACTx[i]),$FRACTy[y],barindex,$FRACTy[i]) coloured(r,g,50,50) bordercolor(r,g,0)
  endif
  next
  next
  endif
  endif
  return

  

  Aragorna

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