Re: Pattern Recognition Exploration

[tom_supera@xxxx]

Hi Dimitris,

Very great thanks to you. you've done great work.
I'm very happy.
A great wish is to show the underlying trendline over the last 3 
years. I've tested it with a some periods, but it never finds the 
correct lows after 2-3 years.
Have you any idea to realize this.

Thanks
Tom Supera 





--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Paste the following in AA and explore All Stocks for 
> the last date of your data.
> In Results click twice a label , for example "a TR" and you will 
collect
> all ascending Triangles marked with an "1".
> Patterns are
> +Ascending Wedges "aW"
> +Descending Wedges "dW"
> + ascending Triangles "a TR"
> +descending Triangles "d TR"
> +ascending channel "a //"
> +descending channel "d //"
> +almost horizontal channel "//"
> +Converging Support and Resistance
> +Diverging Support and Resistance
> You may decrease sensitivity, changing per=3 with 4 or another
> percentage.
> 
> /*Pattern Recognition Exploration*/ 
> x = cum(1);
> per = 3;
> s1=l;
> endvalue = lastvalue( trough( s1, per, 1 ) );
> startvalue = lastvalue( trough( s1, per, 2 ) );
> endbar = lastvalue( valuewhen( s1 == endvalue, x, 1 ) );
> startbar = lastvalue( valuewhen( s1 == startvalue, x, 1 ) );
> aS = (endvalue-startvalue)/(endbar-startbar);
> bS = endvalue;
> trendlineS = aS * ( x -endbar ) + bS; 
> s11=h;
> endvalue1 = lastvalue( peak( s11, per, 1 ) );
> startvalue1 = lastvalue( peak( s11, per, 2 ) );
> endbar1 = lastvalue( valuewhen( s11 == endvalue1, x, 1 ) );
> startbar1 = lastvalue( valuewhen( s11 == startvalue1, x, 1 ) );
> aR = (endvalue1-startvalue1)/(endbar1-startbar1);
> bR = endvalue1;
> trendlineR = aR * ( x -endbar1 ) + bR; 
> filter=1;
> numcolumns=12;
> column0=aS;
> column1=aR;
> column0name="aS";
> column1name="aR";
> column2=ar>0 and as>3*ar;
> column2name="a W";
> column2format=1.0;
> column3=ar<3*as and as<0;
> column3name="d W";
> column3format=1.0;
> column4=abs(aR)<0.002 and aS>0;
> column4name="a TR";
> column4format=1.0;
> column5=abs(aS)<0.002 and ar<0;
> column5name="d TR";
> column5format=1.0;
> column6=abs(aR-aS)<0.1*aS;
> column6name="a ll";
> column6format=1.0;
> column7=abs(aR-aS)<0.1*abs(aR) and aR<0;
> column7name="d ll";
> column7format=1.0;
> column8=abs(aR-aS)<0.1*abs(aR) and abs(aR)<0.01;
> column8name=" ll ";
> column8format=1.0;
> column9=aR<0 and aS>0;
> column9name="Converging";
> column9format=1.0;
> column10=aR>0 and aS<0;
> column10name="Diverging";
> column10format=1.0;
> 
> For your Indicator Builder, paste the formula
> 
> /*Pattern Recognition Graph*/
> x = cum(1);
> per = 3;
> s1=l;
> endvalue = lastvalue( trough( s1, per, 1 ) );
> startvalue = lastvalue( trough( s1, per, 2 ) );
> endbar = lastvalue( valuewhen( s1 == endvalue, x, 1 ) );
> startbar = lastvalue( valuewhen( s1 == startvalue, x, 1 ) );
> aS = (endvalue-startvalue)/(endbar-startbar);
> bS = endvalue;
> trendlineS = aS * ( x -endbar ) + bS; 
> graph0 = c;
> graph0style=64;
> graph0barcolor=1;
> graph1 = iif(x>startbar-10,trendlineS,-1e10);
> graph1style = 1;
> graph1color = 8;
> s11=h;
> endvalue1 = lastvalue( peak( s11, per, 1 ) );
> startvalue1 = lastvalue( peak( s11, per, 2 ) );
> endbar1 = lastvalue( valuewhen( s11 == endvalue1, x, 1 ) );
> startbar1 = lastvalue( valuewhen( s11 == startvalue1, x, 1 ) );
> aR = (endvalue1-startvalue1)/(endbar1-startbar1);
> bR = endvalue1;
> trendlineR = aR * ( x -endbar1 ) + bR; 
> graph2 = iif(x>startbar1-10,trendlineR,-1e10);
> graph2style = 1;
> graph2color = 8;
> 
> Dimitris Tsokakis