Time and Price Contour for Amibroker

Time-Price Contour for Amibroker

_SECTION_BEGIN("Time & Price Contour"); 

// Milind and KAKA created the core of this code in 2009-10
// Tweaks, Additonal Functions & Visual Design by Twitter.com/Uptickr in June 2015
// Visit Uptickr's blog on Options Investing at http://www.uptickr.in
// For Nifty Futures DONT adjust Vertical Density above 2. For smaller stocks,
// Vertical Density will have to be adjusted lower. Eg. For Rs. 300 stock. set vertical desnity to 0.25.
// ADJUST SCALE FOR PROPER  APPEARANCE BY SHIFT-CLICKING Y-AXIS
//**********************
//WORKS ONLY in 30 MINUTE TIMEFRAME
//**********************

Plot( TimeFrameGetPrice("H", inDaily ), "Day's high", ColorRGB(0,199,140), styleNoLine);
Plot( TimeFrameGetPrice("L", inDaily ), "Day's Low", ColorRGB(255,62,150), styleNoLine);

SetChartOptions(0,0,Null);
SetChartBkColor(colorBlack);


GraphXSpace = 10;
ViewBars=ParamToggle("Show Bars","No|Yes", 0);
PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),IIf(ViewBars==0,styleNoLine,styleBar), Null, Null, Null,-1, 2);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

ProfileType = ParamList("Profile Tyle","TPCs|Volume|None", 0); 
Den = Param("Vertical Density", 2, 0.05, 100, 0.25); 
spread = Param("Horizontal Density", 160, 1, 200, 1);
teb=ParamToggle("Split Contour","No|Yes", 0); 
onesigma=70;
ViewTPCCount= 0; 
ViewPOC = ParamToggle("Show Prime Mode", "No|Yes",1); 
Colorpoc=ParamColor("Prime Mode Color", colorYellow); 
EnIB = ParamToggle("Show First Hour Equilibrium", "Yes|No",0); 
ViewVALVAH = ParamToggle("Show High Activity Zone High/Low", "No|Yes",1); 
Viewfill = ParamToggle("Fill High Activity Zone", "No|Yes",1); 
Colorfill=ParamColor("High Activity Zone Color", colorOrange);
ColorIB=ParamColor("First Hour Equilibrium Color", ColorRGB(13,185,242)); 
IBBars = 2; 
ColorOverlay = ParamColor("Volume Profile Color", colorGrey40); 
ColorA = ParamColor("1st Half-Hour Color", ColorRGB(13,185,242)); 
ColorB = ParamColor("2nd Half-Hour Color", ColorRGB(234,205,166));
ColorC = ParamColor("3rd Half-Hour Color", colorLime); 
ColorD = ParamColor("4th Half-Hour Color", colorLightOrange); 
ColorE = ParamColor("5th Half-Hour Color", ColorRGB(128,255,172)); 
ColorF = ParamColor("6th Half-Hour Color", ColorRGB(255,28,255)); 
ColorG = ParamColor("7th Half-Hour Color", colorWhite); 
ColorH = ParamColor("8th Half-Hour Color", ColorRGB(255,85,85)); 
ColorI = ParamColor("9th Half-Hour Color", colorLightGrey); 
ColorJ = ParamColor("10th Half-Hour Color", ColorRGB(255,149,255)); 
ColorK = ParamColor("11th Half-Hour Color", colorYellow); 
ColorL = ParamColor("12th Half-Hour Color", colorCustom11);
ColorM = ParamColor("13th Half-Hour Color", colorCustom10); 

BarsInDay = BarsSince(Day() != Ref(Day(), -1)); 
Bot = TimeFrameGetPrice("L", inDaily, 0); 
Top = TimeFrameGetPrice("H", inDaily, 0); 
Vol = TimeFrameGetPrice("V", inDaily, 0); 


CurTop = HHV(H,BarsInDay+1); 
Curbot = LLV(L,BarsInDay+1); 
Range = Highest(Top-Bot); 
TodayRange = Top - Bot; 

AveRange = Sum(Top-Bot,30)/30; 
LAveRange = AveRange[BarCount-1]; 

// Initialization 
baseX = 0; 
baseY = floor(Bot[0]/Den)*Den; 
relTodayRange = 0; 
firstVisBar = Status("firstvisiblebar"); 
lastVisBar = Status("lastvisiblebar"); 

D=.0005; 
total=0; 
totaldn=0; 
totalup=0; 
shiftup=0; 
shiftdn=0;
startr=0; 

for (j=0; j <= 100; j++) { 
  x[j] = 0; 
} 

BX=Volume;
AX=Avg;
ValueX=BX*AX;
BarsfromtodaybeginX = 1 + BarsSince( Day() != Ref(Day(), -1));
TotalvalueX=Sum(ValueX,BarsfromtodaybeginX);
TotalvolumeX=Sum(V,BarsfromtodaybeginX);
ATPX=(TotalvalueX/TotalvolumeX);


i0 = 0; 
i1 = 0; 
for (i=0; i<BarCount; i++) { 
  if (BarsInDay[i] == 0 AND i < firstVisBar) { 
    i0 = i; 
  } 
  if (BarsInDay[i] == 0 AND i >= lastVisBar) { 
    i1 = i; 
  } 
} 

i1 = BarCount-1; 
for (i=i0; i<=i1; i++) { 
  if (BarsInDay[i] == 0) { 
    baseX = i; 
    baseY = floor(Bot[i]/Den)*Den; 
    maxY = floor(Top[i]/Den)*Den; 
    relTodayRange = (maxY-baseY)/Den; 
	

    for (j=0; j <= relTodayRange; j++) { 
      x[j] = 0; 
    } 
  } 
    
    range_x=lastVisBar-firstVisBar;  
    tpl = 30; 
    Intervalmin=Interval()/60; 
    flt = 1; 
    Color=20; 
    stopg=0; 
    stopr=0; 
    new=0;

     for (j=0; j<= relTodayRange; j++) {  
      if (L[i] <= baseY+j*Den AND H[i] >= baseY+j*Den) { 
		if (ProfileType == "TPCs" ) {
        PlotText(StrExtract("#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,#,X,Y,Z", // THIS IS WHERE THE MAGIC HAPPENS
        IIf(BarsInDay[i]<flt,0,ceil(BarsInDay[i]/(tpl/Intervalmin))-0)), baseX+IIf(teb==1,BarsInDay[i],x[j]*(range_x/spread)), baseY+j*Den, 
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==1,ColorB,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==2,ColorC,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==3,ColorD,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==4,ColorE,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==5,ColorF,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==6,ColorG,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==7,ColorH,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==8,ColorI,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==9,ColorJ,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==10,ColorK,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==11,ColorL,
		 IIf(ceil(BarsInDay[i]/(tpl/Intervalmin))==12,ColorM,
		 ColorA)))))))))))));
		}
       x[j]++;
		printf(""+x[j]+" ");

      } 
    } 


     

  //Draw Initial Balance after 10:15am bar is complete 
  if (BarsInDay[i] == IBBars AND EnIB == 0) { 
    LX=Line1 = LineArray(i-2, curtop[i-1],i+9, curtop[i-1],0,True); 
    Plot(Line1,"",colorIB,styleLine+styleDashed|styleNoRescale); 
    LY=Line1 = LineArray(i-2, curbot[i-1],i+9, curbot[i-1],0,True); 
    Plot(Line1,"",colorIB,styleLine+styleDashed|styleNoRescale); 
    //PlotOHLC(LX,LX,LY,LY,"",colorIB,styleCloud,styleNoLabel,Null,Null,Null,-2); 

  } 

  //Value Area

  if ((i < BarCount - 1 AND BarsInDay[i+1] == 0) OR i == BarCount-1) { 
    maxXj = 0; 
    maxj = 0; 
    midrange = int( relTodayRange / 2 ) + 1;

    for (j=0; j<= relTodayRange; j++) { 
      if (maxXj < x[j]) {maxXj = x[j]; maxj = j;	
      } 
				else if ( Maxxj == x[j]) 
                {
                    if ( abs( midrange - j ) < abs( midrange - maxj ) )
                    {
                        MaxXj = x[j];
                        Maxj = j;
                    }
                }

    } 


	// Find Total TPCs
    for ( n = 1; n <= relTodayRange; n++ ) { 			
       total[n]=x[n]+total[n-1]; 
        } 

	// 70% of Total TPCs
    Value_area=ceil((total[relTodayRange]*onesigma)/100); 	

	

    for ( a = 1; a <= relTodayRange; a++ ) 
     { 
        if(Maxj-a>0 AND Maxj+a<relTodayRange) 
        { 
            if(MaxXj+total[Maxj+a]-total[Maxj]+total[Maxj-1]-total[Maxj-(a+1)]>=Value_area) {shiftup=a; shiftdn=a; break;} 
         }     
        else if(Maxj-a<1 )  
        { 
            if(MaxXj+total[Maxj+a]-total[Maxj]+total[Maxj-IIf(Maxj>0,-1,0)]>=Value_area){shiftup=a; shiftdn=maxj-1; break;}         
           } 
        else if(Maxj+a>relTodayRange )  
        { 
            if(MaxXj+total[relTodayRange]-total[Maxj]+total[Maxj-1]-total[Maxj-(a+1)] >=Value_area){shiftup=relTodayRange-maxj; shiftdn=a; break;}         
           } 
     }  

 
    Vah = LineArray(i-2, baseY+(maxj+shiftup)*Den, i-1, baseY+(maxj+shiftup)*Den,0,True);  
    Val = LineArray(i-2, baseY+(maxj-shiftdn)*Den, i-1, baseY+(maxj-shiftdn)*Den,0,True); 
    VahX = LineArray(BaseX, baseY+(maxj+shiftup)*Den, i-1, baseY+(maxj+shiftup)*Den,0,True);  
    ValX = LineArray(BaseX, baseY+(maxj-shiftdn)*Den, i-1, baseY+(maxj-shiftdn)*Den,0,True); 


    poc = LineArray(baseX, baseY+maxj*Den, i, baseY+maxj*Den,0,True);  
    if(ViewVALVAH==1){Plot(VahX,"",colorfill,styleLine|styleNoRescale); 
    Plot(ValX,"",colorfill,styleLine|styleNoRescale);} 
    if(ViewPOC==1){Plot(poc,"",Colorpoc,styleLine|styleNoRescale);} 
    if(ViewVALVAH==1){PlotText("  "+(baseY+(maxj+shiftup)*Den),i-4.5,baseY+(maxj+shiftup)*Den+Den,colorWhite);} 
    if(ViewVALVAH==1){PlotText("  "+(baseY+(maxj-shiftdn)*Den),i-4.5,baseY+(maxj-shiftdn)*Den-Den-Den,colorWhite);}     
    if(ViewTPCCount==1){PlotText(""+total[maxj],basex,bot[i]-(Top[i]-bot[i])*0.08,ParamColor("Color_VAL", ColorRGB(168,168,168))); 
    PlotText(""+(total[relTodayRange]-total[maxj]),basex,Top[i]+7,ParamColor("Color_VAH", ColorRGB(168,168,168)));} 

    if(ViewPOC==1){PlotText("  "+(baseY+maxj*Den),i-5,baseY+maxj*Den,Colorpoc);}  
  } 
     
    if (i < BarCount - 1 AND BarsInDay[i+1] == 0 OR i == BarCount-1) { 
     
      for  (p = 1; p < relTodayRange+1; p++){ 
      line = LineArray(baseX, baseY+p*Den, baseX+x[p], baseY+p*Den);  
      line2 = LineArray(baseX, baseY+(p-1)*Den, baseX+x[p-1], baseY+(p-1)*Den); 
   } 
     if(Viewfill==1 AND ProfileType != "Volume"){PlotOHLC(Vah,Vah,Val,Val,"",Colorfill,styleCloud|styleNoRescale|styleNoLabel, Null,Null, Null,-9);} 

 }  
} 


//Volume Profile

if (ProfileType == "Volume") {
	segments = IIf( Interval() < inDaily, Day(), Month() ); 
	segments = segments != Ref( segments , -1 ); 

	PlotVAPOverlayA( segments , 800, 80, colorOverlay, 4); 

}

//Composite Volume Profile

if (ProfileType == "TPCs" OR ProfileType == "None") {
	PlotVAPOverlay( lines = 400, width = 10, color = ColorOverlay, vapstyle = 5 );
}




_SECTION_END(); 


_SECTION_BEGIN("Essential Trader Tools");

ViewVWAP = ParamToggle("View VWAP", "No|Yes"); 

if(ViewVWAP==1){

B=Volume;
A=Avg;
Value=B*A;
Barsfromtodaybegin = 1 + BarsSince( Day() != Ref(Day(), -1));
Totalvalue=Sum(Value,Barsfromtodaybegin);
Totalvolume=Sum(V,Barsfromtodaybegin);
ATP=(Totalvalue/Totalvolume);
Plot(ATP,"ATP",colorGold,styleLine);

}


DayH = TimeFrameGetPrice("H", inDaily, -1);	 DayHI = LastValue (DayH,1); 	// Yesterday's High
DayL = TimeFrameGetPrice("L", inDaily, -1);	 DayLO = LastValue (DayL,1);	// Yesterday's Low
DayC = TimeFrameGetPrice("C", inDaily, -1);	 DayCL = LastValue (DayC,1);	// Yesterday's Close
DayO = TimeFrameGetPrice("O", inDaily);		 DayOP = LastValue (DayO,1);	// Today's Open

numbars = LastValue(Cum(Status("barvisible")));
hts  = -33.5;

YHL = ParamToggle("Yesterday's High/Low","Hide|Show",0);
YCL = ParamToggle("Yesterday's Close","Hide|Show",0);
TOP = ParamToggle("Today's Open","Hide|Show",0);

if(YHL==1) {
  Plot(DayL,"YL",colorWhite,styleDashed|styleNoRescale|styleNoTitle);
  Plot(DayH,"YH",colorWhite,styleDashed|styleNoRescale|styleNoTitle);
  
  
  PlotText(" Yesterday's High " , 	LastValue(BarIndex())-(numbars/Hts), DayHI, colorWhite);
  PlotText(" Yesterday's Low " , 	LastValue(BarIndex())-(numbars/Hts), DayLO, colorWhite);
  
  

}

if(YCL==1) {
  Plot(DayC,"YC",colorWhite,styleDashed|styleNoRescale|styleNoTitle);
  PlotText(" Yesterday's Close " , 	LastValue(BarIndex())-(numbars/Hts), DayCL, colorWhite);
}

if(TOP==1) {
  Plot(DayO,"TO",colorWhite,styleDashed|styleNoRescale|styleNoTitle);
  PlotText(" Today's Open " , 	LastValue(BarIndex())-(numbars/Hts), DayOP, colorWhite);
}


_SECTION_END();