Darvas Box Indicator Old versus New?

Darvas Box Indicator Old versus New?

Marcus SchÃ¶ppl
2014-11-10 15:26:28

Hello is AmibBroker Language very different from QS Language?

I wanna try

a) The New Version of Darvas Boxes from Darly Guppy

LISTING 1
Periods = 100;
function DarvasHigh( Periods )
{
HHVtemp = HHV( High, Periods );
result = HHVTemp;
for( i = Periods + 4; i < BarCount; i++ )
{
result[ i ] = IIf( H[ i - 3 ] >= HHVTemp[ i - 4 ] AND
H[ i - 3 ] > H[ i - 2 ] AND
H[ i - 3 ] > H[ i - 1 ] AND
H[ i - 3 ] > H[ i ],
H[ i - 3 ],
result[ i - 1 ] );
}
return result;
}
function NewDarvasHigh( Periods )
{
dh = DarvasHigh( Periods );
return dh AND Nz( dh ) != Ref( Nz( dh ), -1 );
}
function NewDarvasLow( Periods )
{
dh = DarvasHigh( Periods );
ndl = Ref( L, -3 ) < Ref( L, -2 ) AND
Ref( L, -3 ) < Ref( L, -1 ) AND
Ref( L, -3 ) < L AND
Ref( H, -2 ) < dh AND
Ref( H, -1 ) < dh AND
H < dh;
return Nz( ndl ) AND Ref( Nz( ndl ), -1 ) < 1;
}
function DarvasLow( Periods )
{
return ValueWhen( NewDarvasLow( Periods ), Ref( L, -3 ) );
}
function DarvasBoxEnd( Periods )
{
end = BarsSince( NewDarvasHigh( Periods ) ) <
BarsSince( Ref( NewDarvasLow( Periods ), -1 ) );
return Nz( end ) AND NewDarvasLow( Periods );
}
function DarvasBoxHigh( Periods )
{
dbe = DarvasBoxEnd( Periods );
dbhi = ValueWhen( Nz( dbe ) AND NOT IsNull( Ref( dbe, -1 )),
DarvasHigh( Periods ) );
return IIf( Nz( dbhi ) == 0, H + 1e-6, dbhi );
}
function DarvasBoxLow( Periods )
{
dbe = DarvasBoxEnd( Periods );
dblo = ValueWhen( Nz( dbe ) AND NOT IsNull( Ref( dbe, -1 ),
DarvasLow( Periods ) );
return IIf( Nz( dblo ) == 0, L - 1e-6, dblo );
}
function DarvasPossSell( Periods )
{
dsl = Low < DarvasBoxLow( Periods );
return Nz( dsl ) AND Ref( Nz( dsl ), -1 ) < Nz( dsl );
}
Plot( C, "Price", colorBlack, styleCandle );
Plot( DarvasLow( 100 ), "DL", colorRed );
Plot( DarvasHigh( 100 ), "DH", colorGreen );

and

b) The Traditional Darvas Boxes. Someone here who can translate this Indicators?

Here is a very good description

http://www.swing-trade-stocks.com/trading-methods-darvas-trading.html

Darvas Box Code for AmiBroker

_SECTION_BEGIN("Darvas Box");

box1=0;
box2=0;
SetBarsRequired(10000,10000);
procedure fillDarvas(start,end,swap,top, bottom )
{
for ( j = start; j < end; j++)
{
if( box1[j] == swap)
box1[j]= top ;
else
box1[j]= bottom;

if(box2[j] == swap)
box2[j]= bottom ;
else
box2[j]= top;
}
}

BoxArr1 = 0;
BoxArr2 = 0;
StateArray = 0;
DBuy = 0;
DSell = 0;
TopArray = 0;
BotArray = 0;
tick=0;

BoxTop = High[0];
BoxBot = Low[0];
swap=0;
state = 0;
BoxStart = 0;

for (i=0; i<BarCount; i++)
{
if (state==5)
{
TopArray[i]=BoxTop;
BotArray[i]=BoxBot;
if (Low[i]<(BoxBot*(1-tick/100)) || High[i]>(BoxTop*(1+tick/100)))
{
fillDarvas(BoxStart,i,swap,BoxTop,BoxBot);

state = 1;
swap = !swap;
BoxTop = High[i];
BoxStart = i;
}
}
else
{
if (High[i]<BoxTop)
{
if ((state<3) || (Low[i]>BoxBot))
{
state++;
}
else
{
state=3;
}
if (state==3)
BoxBot=Low[i];
}
else
{
state=1;
BoxTop=High[i];
}
}
StateArray[i] = state;
}

fillDarvas(BoxStart,BarCount,swap,BoxTop,BoxBot);

Plot( box1, "" , 1 + statearray, styleThick);
Plot( box2, "" , 1 + statearray , styleThick);
_SECTION_END();

Thank you.

Marcus

QuantShare
2014-11-17 10:50:53

Darvas Box Indicator
New Darvas Box - Darly Guppy

Darvas Box Indicator (by Brian Brown, uploaded several months ago)

No notes

New Darvas Box - Darly Guppy (by QuantShare, uploaded several months ago)

No notes

Marcus SchÃ¶ppl
2014-11-17 12:10:38

thank you very much vor helping. great quantshare team!!!

RaFab
2018-03-07 13:39:26

Have you try it out ? The indicator doesn't work.

QuantShare
2018-03-08 03:30:59

Which one you think doesn't work? Have you installed it?
Also, please let us know the error you got.

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