Total, Highest, Lowest Delta

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arnie
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Total, Highest, Lowest Delta

Postby arnie » 14 Feb 2013

Based on what SP made on his NumbersBars study I wrote this one to accomplish my needs.

Image

Code: Select all

// Fernando
// 10-02-2013
// Plot the total, the highest and lowest delta
{- Add Cumulative Delta as 2nd data series with the same resolution as the main data series
and base this study on that 2nd data series. Also set it to - Break on Session}

inputs:
FontType ("Lucida Sans Typewriter"),
ShowLabels (false), // labels each delta calculation
LabelTextSize (8),
LabelColor (darkgray),
ShowDeltaHistory (false), // plots delta calculations prior to today
ShowHiLoVariation (true), // plots percentage calculation of total delta against highest and lowest delta
TextColor (white),
DeltaTextSize (13),
HiLoTextSize (10),
PlusDeltaColor (blue),
MinusDeltaColor (red),
DeltaLocation (1.4), // text location on the subchart
VariLocation (0.9), // text location on the subchart
HiDeltaLocation (0.5), // text location on the subchart
LoDeltaLocation (0); // text location on the subchart

variables:
myDelta (0),
myHighDelta (0),
myLowDelta (0),
hiDeltaVari (0),
loDeltaVari (0),
deltaTXT (-1),
highTXT (-1),
lowTXT (-1),
variTXT (-1),
myDeltaTXT (-1),
myHighTXT (-1),
myLowTXT (-1),
deltaVariTXT (-1);

if currentbar = 1 then begin
// Label text
if ShowLabels = true then begin
deltaTXT= text_new_self_s(date, time_s, DeltaLocation, "");
text_setfontname(deltaTXT, FontType);
text_setsize(deltaTXT, LabelTextSize);
text_setstyle(deltaTXT, 0, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(deltaTXT, LabelColor);

highTXT= text_new_self_s(date, time_s, HiDeltaLocation, "");
text_setfontname(highTXT, FontType);
text_setsize(highTXT, LabelTextSize);
text_setstyle(highTXT, 0, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(highTXT, LabelColor);

lowTXT= text_new_self_s(date, time_s, LoDeltaLocation, "");
text_setfontname(lowTXT, FontType);
text_setsize(lowTXT, LabelTextSize);
text_setstyle(lowTXT, 0, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(lowTXT, LabelColor);

if ShowHiLoVariation = true then begin
variTXT= text_new_self_s(date, time_s, VariLocation, "");
text_setfontname(variTXT, FontType);
text_setsize(variTXT, LabelTextSize);
text_setstyle(variTXT, 0, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(variTXT, LabelColor);
//text_setbgcolor(variTXT, black);
end;
end;
end;

if date <> date[1] then begin
// Delta prices
myDelta = close;
myHighDelta = high;
myLowDelta = low;
end
else begin
// Delta prices
myDelta = close - close[1];
myHighDelta = high - close[1];
myLowDelta = low - close[1];
end;

// Highest delta variation
if myHighDelta <> 0 then
hiDeltaVari = ((myDelta / myHighDelta) - 1) * 100;
// Lowest delta variation
if myLowDelta <> 0 then
loDeltaVari = ((myDelta / myLowDelta) - 1) * 100;

// Total, highest and lowest delta text
if ShowDeltaHistory = true or (ShowDeltaHistory = false and date = LastCalcDate) then begin
myDeltaTXT = text_new_self_s(date, time_s, DeltaLocation, "");
text_setfontname(myDeltaTXT, FontType);
text_setsize(myDeltaTXT, 13);
text_setstyle(myDeltaTXT, 2, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(myDeltaTXT, TextColor);

myHighTXT= text_new_self_s(date, time_s, HiDeltaLocation, "");
text_setfontname(myHighTXT, FontType);
text_setsize(myHighTXT, 10);
text_setstyle(myHighTXT, 2, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(myHighTXT, TextColor);

myLowTXT= text_new_self_s(date, time_s, LoDeltaLocation, "");
text_setfontname(myLowTXT, FontType);
text_setsize(myLowTXT, 10);
text_setstyle(myLowTXT, 2, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(myLowTXT, TextColor);

if ShowHiLoVariation = true then begin
deltaVariTXT= text_new_self_s(date, time_s, VariLocation, "");
text_setfontname(deltaVariTXT, FontType);
text_setsize(deltaVariTXT, HiLoTextSize);
text_setstyle(deltaVariTXT, 2, 0); // Hrz = 0=right 1=left 2=centered Vrt = 0=below 1=above 2=centered
text_setcolor(deltaVariTXT, TextColor);
end;
end;

// set highest and lowest delta string variation
if myDelta > 0 then
text_setstring(deltaVariTXT, {spaces(5 - strlen(numtostr(hiDeltaVari, 0))) +} numtostr(hiDeltaVari, 0) + "%")
else
text_setstring(deltaVariTXT, {spaces(5 - strlen(numtostr(loDeltaVari, 0))) +} numtostr(absValue(loDeltaVari), 0) + "%");

// set delta string
text_setstring(myDeltaTXT, {spaces(5 - strlen(numtostr(myDelta, 0))) +} numtostr(myDelta, 0));

// set delta string background color
if myDelta > 0 then
text_setbgcolor(myDeltaTXT, PlusDeltaColor)
else
text_setbgcolor(myDeltaTXT, MinusDeltaColor);

// set highest delta string and background color
if myHighDelta > 0 then
text_setstring(myHighTXT, spaces(8 - strlen(numtostr(myHighDelta, 0))) + numtostr(myHighDelta, 0))
else
text_setstring(myHighTXT, spaces(8 - strlen(numtostr(myHighDelta, 0))) + "0");
text_setbgcolor(myHighTXT, PlusDeltaColor);

// set lowest delta string and background color
if myLowDelta < 0 then
text_setstring(myLowTXT, spaces(8 - strlen(numtostr(myLowDelta, 0))) + numtostr(myLowDelta, 0))
else
text_setstring(myLowTXT, spaces(8 - strlen(numtostr(myLowDelta, 0))) + "0");
text_setbgcolor(myLowTXT, MinusDeltaColor);

// set labels string and location
text_setlocation_s(deltaTXT, date, time_s, DeltaLocation);
text_setstring(deltaTXT, spaces(12 - strlen(numtostr(myHighDelta, 0))) + "Total Delta");

text_setlocation_s(variTXT, date, time_s, VariLocation);
text_setstring(variTXT, spaces(12 - strlen(numtostr(myHighDelta, 0))) + "Total Delta %");

text_setlocation_s(highTXT, date, time_s, HiDeltaLocation);
text_setstring(highTXT, spaces(12 - strlen(numtostr(myHighDelta, 0))) + "Highest Delta");

text_setlocation_s(lowTXT, date, time_s, LoDeltaLocation);
text_setstring(lowTXT, spaces(12 - strlen(numtostr(myHighDelta, 0))) + "Lowest Delta");
Attachments
delta_subchart.png
(98.01 KiB) Downloaded 2762 times

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swisstrader
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Re: Total, Highest, Lowest Delta

Postby swisstrader » 21 Oct 2013

Good job!

jl12
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Re: Total, Highest, Lowest Delta

Postby jl12 » 14 Nov 2014

I've tried to plot this indicator however there seems to be an issue.

I have attached a screenshot
vp.png
(16.55 KiB) Downloaded 2133 times
Any suggestions please.

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arnie
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Re: Total, Highest, Lowest Delta

Postby arnie » 14 Nov 2014

I've tried to plot this indicator however there seems to be an issue.

I have attached a screenshot
vp.png
Any suggestions please.
Please read the 4th and 5th line of code.
What does it say?

Hint - 2nd data series

jl12
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Re: Total, Highest, Lowest Delta

Postby jl12 » 14 Nov 2014

Arnie

Thanks for pointing that out I hadn't noticed that out originally.

However the second data series hasn't helped very much the figures still don't look right.
VPSTATS2.png
(47.05 KiB) Downloaded 2137 times

ax
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Re: Total, Highest, Lowest Delta

Postby ax » 10 Oct 2015

Adjust the scale and.......Works Great !!

Thank you
Attachments
HiLo Delta.png
(47.41 KiB) Downloaded 2006 times


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