Convert Amibroker Code to MT4

Convert following Amibroker code for Volume Spread Analysis Indicator (VSA) into Metatrader (MT4) indicator, with the source code. You must agree not to resell if hired for this project. ## Deliverables SECTION_BEGIN("Volume Analysis"); //////////////////////////////////////////////////////////////////////////////////// // // Volume Analysis Studies // // this code studies price/volume based on information from // // * Master the Markets, // * [login to view URL] // * [login to view URL] // // I do not claim responsibility or liability for how this code is used. // If you change the code in any way, please send me an updated copy of // the changes to: // // tcoates_au@[login to view URL] // //////////////////////////////////////////////////////////////////////////////////// SetChartOptions(0,chartShowArrows|chartShowDates); //////////////////////////////////////////////////////////////////////////////////// // // constants // //////////////////////////////////////////////////////////////////////////////////// numDays = 30; dwWideSpread = 1.8; dwNarrowSpread = 0.8; dwSpreadMiddle = 0.5; dwHighClose = 0.7; dwLowClose = 0.3; volNumDays = 30; //numDays; dwUltraHighVol = 2; dwVeryHighVol = 2.2; // was 1.8 dwHighVol = 1.8; // was 1.8 dwAboveAvgVol = 1.5; // was 1.8 dwLowVol = 0.8; // was 0.8 //avgVolume = EMA(V, volNumDays); volSpeedUp = 1; //int(numDays * 0.33); avgVolume = EMA(EMA(V, volNumDays),volSpeedUp) ; //////////////////////////////////////////////////////////////////////////////////// longTermAvg = int(EMA(C, 200) * 100); medTermAvg = int(EMA(C, 50) * 100); shortTermAvg = int(EMA(C, 10) * 100); MAvgDir = EMA(C, 13); MAvgDirTestDays = 30; MAvgDirHigh = HHV(MAvgDir, MAvgDirTestDays); MAvgDirLow = LLV(MAvgDir, MAvgDirTestDays); MAvgDirTrend = IIf(MAvgDir > Ref(MAvgDirHigh, -1), 1, IIf(MAvgDir < Ref(MAvgDirLow,-1), -1, 0)); //////////////////////////////////////////////////////////////////////////////////// // // Classify each bar... // //////////////////////////////////////////////////////////////////////////////////// upBar = C > Ref(C,-1); downBar = C < Ref(C,-1); closeEqual = int(C*100) == int(Ref(C,-1)*100); spread = H-L; avgRange = Sum(spread, numDays) / numDays; wideRange = spread >= (dwWideSpread * avgRange); narrowRange = spread <= (dwNarrowSpread * avgRange); testHighClose = L + (spread * dwHighClose); testLowClose = L + (spread * dwLowClose); testCloseMiddle = L + (spread * dwSpreadMiddle); upClose = C > testHighClose; upClose12 = C >= testCloseMiddle; downClose = C < testLowClose; downClose12 = C < testCloseMiddle; middleClose = C >= testLowClose AND C <= testHighClose; aboveAvgVolume = V > (avgVolume * dwAboveAvgVol); highVolume = V > (avgVolume * dwHighVol); veryHighVolume = V > (avgVolume * dwVeryHighVol); ultraHighVolume = V > (avgVolume * dwUltraHighVol); LowVolume = V < (avgVolume * dwLowVol); markUpVol = (V > (avgVolume * dwLowVol)) AND (V <= (avgVolume * dwUltraHighVol)); markUpVol2 = markUpVol AND Ref(markUpVol,-1); narrowBar1 = spread < Ref(spread,-1); HH = H > Ref(H,-1); LL = L < Ref(L,-1); LH = H < Ref(H,-1); //////////////////////////////////////////////////////////////////////////////////// // // direction and title // //////////////////////////////////////////////////////////////////////////////////// ColorScheme = Param( "Color Scheme", 1, 0, 2, 1); Trend_U = ( LLV( L, 20 ) + 2 * ATR( 10 ) ); Trend_D = ( HHV( H, 20 ) - 2 * ATR( 10 ) ); TrendUp = C >= Trend_U; TrendDown = C < Trend_D; //////////////////////////////////////////////////////////////////////////////////// // // Basic patterns... // // //see also: // // [login to view URL] // [login to view URL] // // older definitions... // // upThrustBar = downClose AND HH AND (NOT narrowRange); // AND (H > Ref(HHV(H,4),-1)) ; //(C == L) AND; //////////////////////////////////////////////////////////////////////////////////// testVolLow2 = (V < Ref(V,-1)) AND (V < Ref(V,-2)); testVolHigh2 = (V > Ref(V,-1)) AND (V > Ref(V,-2)); WRD = (spread > Ref(spread,-1)) AND (spread > Ref(spread,-2)) AND (spread > Ref(spread,-3)); //////////////////////////////////////////////////////////////////////////////////// // NO DEMAND basicNoDemandBar = narrowRange AND Lowvolume AND upBar AND (upClose OR middleClose); noDemandBar = basicNoDemandBar; // AND TrendUp; //////////////////////////////////////////////////////////////////////////////////// // NO SUPPLY basicNoSupplyBar = narrowRange AND LowVolume AND downBar AND (downclose OR middleClose); // It is also common to find these bars in an up trend which are indications // of continuation of the trend. They would also be found on consolidation bases. // During up moves a No supply could indicate non participation from SM. noSupplyBarUp = basicNoSupplyBar AND TrendUp; // The No Supply bar is a narrow range Low Volume down bar closing in the lower half. // The No Supply bars are found in the early Bottom reversals AND indicate strength. noSupplyBarDown = basicNoSupplyBar AND TrendDown; //////////////////////////////////////////////////////////////////////////////////// // // STOPPING VOLUME stoppingVolume1 = downBar AND upClose12 AND Highvolume; stoppingVolume2 = Ref(wideRange,-1) AND Ref(HighVolume,-1) AND Ref(downClose12,-1) AND upBar AND HH; // AND HighVolume;// AND upClose12; stoppingVolume3 = Ref(wideRange,-1) AND Ref(HighVolume,-1) AND Ref(downClose12,-1) AND upBar AND HighVolume AND upClose12; stoppingVolume = TrendDown AND (stoppingVolume1 OR StoppingVolume2 OR StoppingVolume3); //////////////////////////////////////////////////////////////////////////////////// // // TEST testBar = narrowRange AND lowvolume AND (C > testCloseMiddle); testBar = testBar AND (NOT NoDemandBar); //////////////////////////////////////////////////////////////////////////////////// // // upThrustBar - see // [login to view URL] // upThrustBar = WRD AND testVolHigh2 AND TrendUp AND HH AND downClose12 AND NOT Ref(upBar,1); upThrustBarWithNoDemand = upThrustBar AND LowVolume; upThrustBarWithSupplyOverDemand = upThrustBar AND testVolHigh2; absorption = Ref(downbar, -1) AND Ref(highVolume, -1) AND upBar; support = Ref(downBar,-1) AND (NOT Ref(downClose,-1)) AND Ref(highVolume,-1) AND upBar; absorptionVolume1 = downBar AND downClose AND Highvolume AND Ref(upBar,1); absorptionVolume2 = downBar AND downClose12 AND Highvolume AND Ref(upBar,1); reverseUpThrust = TrendDown AND wideRange AND upClose AND Highvolume; //////////////////////////////////////////////////////////////////////////////////// // // Strength and Weakness // //////////////////////////////////////////////////////////////////////////////////// weakness1 = downBar AND downClose AND C < Ref(L,-1); weakness = upThrustBar OR noDemandBar; weaknessInUpTrend = weakness AND TrendUp; weaknessInDownTrend = weakness AND TrendDown; WideRangeAlert1 = wideRange AND aboveAvgVolume AND TrendUp AND (C < O); WideRangeAlert2 = wideRange AND downClose12 AND TrendUp; EffortToGoDown = wideRange AND aboveAvgVolume AND TrendUp AND downClose; MyMarkUp = markUpVol AND Ref(markUpVol,-1) AND (MAvgDirTrend > 0) AND V > Ref(V,-1); //////////////////////////////////////////////////////////////////////////////////// // // Display stuff goes here! // //////////////////////////////////////////////////////////////////////////////////// OffSet = 0; PlotShapes( shapeDownArrow*EffortToGoDown , colorIndigo , 0, H); Offset += IIf(EffortToGoDown, 25, 5); //Offset = abs(Offset); PlotShapes( shapeSmallSquare*(upThrustBarWithNoDemand OR upThrustBarWithSupplyOverDemand), IIf(upThrustBarWithSupplyOverDemand, colorRed, colorDarkRed), 0, H, Offset); Offset += IIf(upThrustBarWithNoDemand OR upThrustBarWithSupplyOverDemand, 25, 5); //Offset = abs(Offset); //PlotShapes( shapeHollowDownArrow*weaknessInDownTrend, colorBrown, 0, H, Offset); //Offset -= IIf(weaknessInDownTrend, 15, 0); PlotShapes( shapeSmallCircle*NoDemandBar, colorBlack,0, H, Offset); Offset += IIf(NoDemandBar, 15, 0); PlotShapes( shapeSmallUpTriangle*stoppingVolume, IIf(stoppingVolume, colorGreen, colorSeaGreen),0, L); PlotShapes( shapeSmallCircle*testBar , colorBlue,0, L); PlotShapes( shapeSmallUpTriangle*reverseUpThrust , colorDarkGreen, 0, L); PlotShapes( shapeSmallCircle*(noSupplyBarUp OR noSupplyBarDown), colorPink,0, L); //PlotShapes( shapeSmallUpTriangle*MyMarkUp , colorSeaGreen, 0, L); //Plot( testCloseMiddle, "", colorBlack, styleDots ); //PlotShapes( shapeSmallCircle*markUpVol2, colorBrown,0, L, negY); //Plot( TREND_U, "", colorRed); Color0 = colorBlack; Color1 = IIf(wideRange, colorBlue, IIf( narrowRange, colorLightBlue, IIf( upBar, colorDarkGreen, IIf( downBar, colorRed, colorDarkGrey)))); Color2 = IIf( TrendUp, colorDarkGreen, IIf( TrendDown, colorRed, colorBlack)); Color = IIf(ColorScheme == 0, Color0, IIf(ColorScheme == 1, Color1, Color2)); Plot( C, "Close", Color, styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); //////////////////////////////////////////////////////////////////////////////////// // // trend direction... // //////////////////////////////////////////////////////////////////////////////////// Dir = EncodeColor(colorBlack) + "Volume: " + WriteIf(ultraHighVolume , "Ultra High", WriteIf(veryHighVolume , "Very High", WriteIf(highVolume , "High", WriteIf(lowVolume , "Low", "Average")))) + " " + // spread EncodeColor(colorBlack) + "Spread: " + WriteIf(wideRange , EncodeColor(colorBlue) + "Wide", WriteIf(narrowRange , EncodeColor(colorLightBlue) + "Narrow", EncodeColor(colorBlack) + "Average")) + ", " + EncodeColor(colorBlack) + "Close: " + WriteIf(upClose , EncodeColor(colorGreen) + "Up", WriteIf(downClose , EncodeColor(colorRed) + "Down", EncodeColor(colorBlack) + "Middle")) + EncodeColor(colorBlack) + ",\n" + EncodeColor(colorBlack) + "Long Term: " + WriteIf(longTermAvg < Ref(longTermAvg,-1), EncodeColor(colorRed) + "Down", WriteIf(longTermAvg == Ref(longTermAvg ,-1), EncodeColor(colorBlack) + "Flat", EncodeColor(colorGreen) + "Up")) + EncodeColor(colorBlack) + ", " + "Med Term: " + WriteIf(medTermAvg < Ref(medTermAvg ,-1), EncodeColor(colorRed) + "Down", WriteIf(medTermAvg == Ref(medTermAvg ,-1), EncodeColor(colorBlack) + "Flat", EncodeColor(colorGreen) + "Up")) + EncodeColor(colorBlack) + ", " + "Short Term: " + WriteIf(shortTermAvg < Ref(shortTermAvg,-1), EncodeColor(colorRed) + "Down", WriteIf(shortTermAvg == Ref(shortTermAvg,-1), EncodeColor(colorBlack) + "Flat", EncodeColor(colorGreen) + "Up")) + EncodeColor(colorBlack) + "\n" + WriteIf(MAvgDirTrend == 1, "Up", "") + WriteIf(MAvgDirTrend == 0, "No Direction", "") + WriteIf(MAvgDirTrend == -1, "Down", ""); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)", O, H, L, C, SelectedValue( ROC( C, 1 ) )) + "\n" + Dir); _SECTION_END(); TIP FOR Bullscript users... Keep in mind that it is still a work in progress. I am somewhat happy with it. Couple of suggestion though... Change assignment statements from = to := for example... X = Y; becomes X := Y; Since it (Bullscript) uses Pascal style assignments, you would probably change != to <> and == to = and call to Ref get convered to Hist. Another example (Joels script...) NoDemand = C>Ref(C,-1) AND V<Ref(V,-1) AND V<Ref(V,-2); NoDemand2 = C==Ref(C,-1) AND V<Ref(V,-1) AND V<Ref(V,-2) AND Ref(C,-1)>Ref(C,-2); NoSupply = C<Ref(C,-1) AND V<Ref(V,-1) AND V<Ref(V,-2); NoSupply2= C==Ref(C,-1) AND V<Ref(V,-1) AND V<Ref(V,-2) AND Ref(C,-1)<Ref(C,-2); The corresponding bullscript should (?) like NoDemand := C>Hist(C,1) AND V<Hist(V,1) AND V<Hist(V,2); NoDemand2 := C=Hist(C,1) AND V<Hist(V,1) AND V<Hist(V,2) AND Hist(C,1)>Hist(C,2); NoSupply := C<Hist(C,1) AND V<Hist(V,1) AND V<Hist(V,2); NoSupply2:= C=Hist(C,1) AND V<Hist(V,1) AND V<Hist(V,2) AND Hist(C,1)<Hist(C,2);