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Details:

Formula name: 3 Price Break
Author/Uploader: Bhcombo -
Date/Time added: 2004-12-05 17:16:00
Origin:
Keywords: Three Price Break
Level: medium
Flags: indicator
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Description:

3 Price Break can be used to verify trend and to set trailing stops.

This is a work in progress. I pefer to see the 3PB lines graphed against a candlestick chart versus the traditional 3PB representation. This will graph the price break line as green in an uptrend and red in a down trend. There are parameters for changing the number of price breaks (2 versus 3) and the number of bars to use to begin the study. If you don't see a plot, it is, probably because there are not enough bars to perform the study.

To be corrected - the method used to determine the seed is not correct, but it doesn't matter once the initial trend has been established.
Formula:

Title = Name()+ " Price Break Indicator." ;
//+ " Trend is " + Trend_Text + ". SEQUENCE IS " + Sequence_Text;
Plot(C,Title,colorBlack,styleCandle);

///////// Parameters ////////

nBars_To_Scan = Param("Number of bars to Scan",20, 10,480, 10); //Number of
bars to include in scan
PB_Interval = Param("Number of Bars for Price Break",3,2,3,1);

///////// Use Array of Prices and Price Breaks to Look Back and Determine What
Price Break is For Current Bar
Seedbar = nBars_To_Scan + 1; //Need an initial value to start the PB
process
if (BarCount > Seedbar) //Make sure there are enough bars available to
evaluate


Price[0]= LastValue(Ref(C,-Seedbar)); //Seed the 0 Bar in the Array with
Values
Trend[0]=1; //1 = Long, 0=Short
Sequence[0]=0; //Sequence counter - counts number of new price breaks
Price_Break[0] = LastValue(Ref(C,-Seedbar));
High_C1[0] = LastValue(Ref(C,-Seedbar)); //Highest Close 1 Ago
High_C2[0]= LastValue(Ref(C,-Seedbar)); //Highest Close 2 Ago
High_C3[0]= LastValue(Ref(C,-Seedbar)); //Highest Close 3 Ago
Low_C1[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 1 Ago
Low_C2[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 2 Ago
Low_C3[0] = LastValue(Ref(C,-Seedbar)); //Lowest Close 3 Ago

for ( i=1; i < Seedbar ; i++) //Cycle through prices filling in price array
and caculating price breaks

Prior = i-1; //Index for Prior entry in array. Set the current array
values to
Trend[i]=Trend[Prior]; //prior values to make sure everything that isn't
changed later
Price_Break[i] = Price_Break[Prior]; //gets carried forward to the next row
in the array.
Low_C1[i] = Low_C1[Prior]; //Carryover current values
Low_C2[i] = Low_C2[Prior];
Low_C3[i] = Low_C3[Prior];
High_C1[i] = High_C1[Prior]; //Carryover current values
High_C2[i] = High_C2[Prior];
High_C3[i] = High_C3[Prior];
Sequence[i] = Sequence[Prior];

Price[i] = LastValue (Ref (C,-(Seedbar-i))); //Seedbar is the bar just in
front of where I start the method. Works since i starts at 1

if (Price[i] >Price[Prior] AND Trend[Prior] == 1 ) // If Close is Greater than
the prior close And the Trend is Long
if (Price[i] >High_C1[Prior]) //If the Close is greater than the last
highest close
//Test For Price Break. The IIF is there to accomodate a 2 price
or 3 price break option
//based on the PB_Interval parameter
Price_Break[i] = IIf(PB_Interval == 3,High_C3[Prior],IIf(PB_Interval ==
2,High_C2[Prior],High_C3[Prior]));
//The 3PB method says I take the highest close 4 ago as the new
price break.
Sequence[i] = Sequence[i] + 1; //Increment Sequence if Price Break
High_C3[i] = High_C2[Prior]; //Stacking the higher closes like this avoids
having to go back and iterate through the.
High_C2[i] = High_C1[Prior]; //closes to find and count the higher closes.
They are just carried forward in the stack.
High_C1[i] = Price[i]; //When a higher close occurs, it is put on the top
of the stack, each close below is
} //pushed down in sequence, and the earliest (farthest back) close
goes away.
}

if (Price[i] >Price[Prior] AND Trend[Prior] == 0 ) // If Close is Greater than
the prior close And the Trend is Short
if (Price[i] >Price_Break[Prior]) //If Close > Price Break in trend is
Short, Reverse and go Long

High_C1[i] = High_C2[i] = High_C3[i] = Price[i]; //Initialize sequence of
new Highs
Price_Break[i] = Price[i]; //Set new value for Price Break
Trend[i] = 1; //Set the trend Long
Sequence = 0;
}
}

if (Price[i] <Price[Prior] AND Trend[Prior] ==0) // If The Close is less than
the prior close And the Trend is Short
if (Price[i] <Low_C1[Prior]) //If the Close is less than the last lowest
close

Price_Break[i] = IIf(PB_Interval == 3,Low_C3[Prior],IIf(PB_Interval ==
2,Low_C2[Prior],Low_C3[Prior])); //Test For Price Break
Sequence[i] = Sequence[i] + 1; //Increment Sequence if Price Break
Low_C3[i] = Low_C2[Prior]; //Update sequence of new Lows
Low_C2[i] = Low_C1[Prior];
Low_C1[i] = Price [i];
}
}

if (Price[i] <Price[Prior] AND Trend[Prior] ==1) // If The Close is less than
the prior close And the Trend is Long
if (Price[i] < Price_Break[Prior]) //If Close < Price Break in Long
Trend, reverse and go Short

Low_C1[i] = Low_C2[i] = Low_C3[i] = Price[i]; //Initialize sequence of new
Lows
Price_Break[i] = Price[i]; //Set new value for Price Break
Trend[i] = 0; //Set Trend Short
Sequence = 0;
}
}

//// Plot the Price Breaks.
Bar_x1=BarCount - (nBars_To_Scan - Prior );
Bar_x2=BarCount - ( nBars_To_Scan - i);
PB_Color = IIf(Trend[i] == 1,colorGreen, colorRed);
Plot(LineArray(Bar_x1,Price_Break[i],Bar_x2,Price_Break[i],extend=0),"",PB_Color,styleThick);
Sequence_Text = NumToStr(Sequence,format=1.0);
Trend_Text = WriteIf(Trend[i] > 0, "Long","Short");

} //Close the For Loop

} //Close the first test for sufficient bars to do the study