ZigZag with cumulative volume

RomanPL · Fri, 10 Feb 2017 11:31:09 +0000

Hi, Below is the AFL Code (Amibroker) which I would like to adopt for PRT Charts The indicator simply calculate and histogram the cumulative volume of each zig-zag turn. I would greatly appreciate the help here. I am a long-time client of IG Markets function SumSince2( condition, array ) { CumA = Cum( array ); return CumA – ValueWhen( condition, CumA ) + ValueWhen( condition, array ) ; } //Plot( Close, “Close”, colorDefault ); Plot( Zig(Close,9), “Zig”, colorBlue, styleThick); // count bars since last peak or trough pkb = PeakBars( Close, 9 ); trb = TroughBars( Close, 9 ); // identify peaks pk = pkb == 1; tr = trb == 1; // define Plot color color = IIf( Ref(pkb < trb,-1), colorRed, colorGreen ); // calculate cumulated volume cumVolume = SumSince2( pk OR tr, Volume); Plot( cumVolume, “cumulated Volume”, color, styleHistogram | styleOwnScale, 2 ); dist = ATR(10); for( i = 0; i < BarCount-1; i++ ) { if( tr[ i+1 ] ) PlotText( NumToStr(CumVolume[ i ]/1000,1,1) +”k”, i, L[ i ] – dist[i], colorRed ); if( pk[ i+1 ] ) PlotText( NumToStr(CumVolume[ i ]/1000,1,1) +”k”, i, L[ i ] + dist[i], colorgreen ); }

This topic has 48 replies, 3 voices, and was last updated 2 years ago by Nicolas.

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02/17/2017 at 5:11 PM #25431

Nicolas

Full indicator with zigzag points and segments in the cumulative volume window has been posted into the code library, you can download it here:

https://www.prorealcode.com/prorealtime-indicators/zigzag-cumulative-volume/

Nicolas

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02/20/2017 at 4:10 PM #25768

RomanPL

There is still issue with cumulative volume.

in line 6 as it is the sum value is missing first volume after change of direction.

I’ve changed line 6 to:

cumV =cumV+volume[1] than the sum is missing last volume before direction change

How to fix this?

RomanPL

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02/20/2017 at 4:13 PM #25770

Nicolas

Did you test the version of the code Library? I made change since the one from this thread.

Nicolas

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02/20/2017 at 4:26 PM #25775

RomanPL

It works now, my mistake.

Thank for your help!

RomanPL

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02/20/2017 at 9:46 PM #25817

Sofitech

Is it possible to make a version of this indicator with the “green” histogram >0 and the red histogram <0 (but to keep the volume values )

Sofitech

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02/21/2017 at 10:02 AM #25828

Nicolas

Here is the version with negative Volumes when the last zigzag was a peak.

//PRC_CumulativeVolume ZigZag | indicator
//17.02.2017
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

// --- parameters
// percentVariation = 9

zz = ZigZag[percentVariation](close)

peak = zz<zz[1] and zz[1]>zz[2]
tough = zz>zz[1] and zz[1]<zz[2]

if color=1 then
cumV = cumV+volume
else
cumV = cumV-volume
endif

if peak then
text = cumV/1000
drawtext("#text#K",barindex[1],cumV[1]+0.17*cumV[1],Dialog,Bold,12) coloured(0,200,0)
drawsegment(barindex[1],cumV[1]+0.20*cumV[1],previousX,previousY)
cumV = -Volume
color = -1
previousX = barindex[1]
previousY = cumV[1]+0.20*cumV[1]
elsif tough then
text = cumV/1000
drawtext("#text#K",barindex[1],cumV[1]+0.23*cumV[1],Dialog,Bold,12) coloured(200,0,0)
drawsegment(barindex[1],cumV[1]+0.20*cumV[1],previousX,previousY)
cumV = Volume
color = 1
previousX = barindex[1]
previousY = cumV[1]+0.20*cumV[1]
endif

return cumV coloured by color

//PRC_CumulativeVolume ZigZag | indicator

//17.02.2017

//Nicolas @ www.prorealcode.com

//Sharing ProRealTime knowledge

// --- parameters

// percentVariation = 9

zz = ZigZag[percentVariation](close)

peak = zz<zz[1] and zz[1]>zz[2]

tough = zz>zz[1] and zz[1]<zz[2]

if color=1 then

cumV = cumV+volume

else

cumV = cumV-volume

endif

if peak then

text = cumV/1000

drawtext("#text#K",barindex[1],cumV[1]+0.17*cumV[1],Dialog,Bold,12) coloured(0,200,0)

drawsegment(barindex[1],cumV[1]+0.20*cumV[1],previousX,previousY)

cumV = -Volume

color = -1

previousX = barindex[1]

previousY = cumV[1]+0.20*cumV[1]

elsif tough then

text = cumV/1000

drawtext("#text#K",barindex[1],cumV[1]+0.23*cumV[1],Dialog,Bold,12) coloured(200,0,0)

drawsegment(barindex[1],cumV[1]+0.20*cumV[1],previousX,previousY)

cumV = Volume

color = 1

previousX = barindex[1]

previousY = cumV[1]+0.20*cumV[1]

endif

return cumV coloured by color

Nicolas

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02/23/2017 at 3:13 PM #26156

RomanPL

IG Markets just updated PRT to:

v10.3-1.8.0_45 and I’m able to display the ZigZag text.

For some reason the ZigZag graph shows correct value but the “Text” value is wrong?

This is constant across all the codes posted

RomanPL

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02/23/2017 at 3:33 PM #26164

Nicolas

What’s wrong with the text value? The Volume is cumulated each bar since the last peak or tough and then reset at next ones.

Nicolas

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02/23/2017 at 4:25 PM #26170

RomanPL

Just fly over with the cursor and you see that the value taken from the chart (correct) is different to the value shown by text(incorrect)

RomanPL

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02/23/2017 at 4:31 PM #26171

RomanPL

Actually the Text value is bigger by the next volume bar.

RomanPL

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02/23/2017 at 4:41 PM #26177

Nicolas

Yes, it’s my mistake, text variables must be changed with this code instead:

text = cumV[1]/1000

1	text = cumV[1]/1000

Because the peak or tough occurred 1 bar ago of course .. sorry.

Nicolas

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02/23/2017 at 4:54 PM #26183

RomanPL

Thanks it works!

do’t be sorry …….I own you a good drink!

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Nicolas

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02/25/2017 at 3:17 PM #26345

Paris

does it repaints ? lika all other zig zags ….

Paris

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02/25/2017 at 6:06 PM #26357

Nicolas

@Paris yes of course, you will never know if the actual lowest low or highest high will remain in the next candlesticks. But finding the peak and tough of price is not the real purpose of this indicator.

Nicolas

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03/02/2017 at 12:43 AM #26861

melenova

Thanks for your contributions Nicolas. I’ve been benefitting a lot from it so I thought I should make a small contribution. Here is my edit of the code in this thread to give an alternate display of the WeisWave indicator.

//Weis Wave

// --- parameters
percentVariation = n

ww = ZigZag[percentVariation](close)

peak = ww<ww[1] and ww[1]>ww[2]
trough = ww>ww[1] and ww[1]<ww[2]

cumV = cumV+volume


if peak then
text = Round(cumV[1]/1000)
drawtext("#text#K",barindex,1.02*highest[2],Dialog,Bold,10) coloured(160,160,160)
drawsegment(barindex[1],highest[2],previousX,previousY) coloured(160,160,160)
cumV = Volume
previousX = barindex[1]
previousY = highest[2]
elsif trough then
text = Round(cumV[1]/1000)
drawtext("#text#K",barindex,0.98*lowest[2],Dialog,Bold,10) coloured(160,160,160)
drawsegment(barindex[1],lowest[2],previousX,previousY) coloured(160,160,160)
cumV = Volume
previousX = barindex[1]
previousY = lowest[2]
endif

return

//Weis Wave

// --- parameters

percentVariation = n

ww = ZigZag[percentVariation](close)

peak = ww<ww[1] and ww[1]>ww[2]

trough = ww>ww[1] and ww[1]<ww[2]

cumV = cumV+volume

if peak then

text = Round(cumV[1]/1000)

drawtext("#text#K",barindex,1.02*highest[2],Dialog,Bold,10) coloured(160,160,160)

drawsegment(barindex[1],highest[2],previousX,previousY) coloured(160,160,160)

cumV = Volume

previousX = barindex[1]

previousY = highest[2]

elsif trough then

text = Round(cumV[1]/1000)

drawtext("#text#K",barindex,0.98*lowest[2],Dialog,Bold,10) coloured(160,160,160)

drawsegment(barindex[1],lowest[2],previousX,previousY) coloured(160,160,160)

cumV = Volume

previousX = barindex[1]

previousY = lowest[2]

endif

return

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Lighthouse,

Nicolas

melenova

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