[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Wolfe Wave - Tradestation



PureBytes Links

Trading Reference Links

Hi Bill,
Thank you for this interesting site.
Unfortunately, I stopped reading, when I met the 
phrase:
"An uneducated trader using stochastic, 
would have "at best" got in at reference "I" 
and out at reference "O" for a loss of two tics."
I think that nobody in the whole world has the
authority and the right to call me "uneducated"
from the first visit.
I prefer to remain "uneducated".
Anyway, thank you for your contribution to this
list.
Have a nice day,
Dimitris Tsokakis 
--- In amibroker@xxxx, "wavemechanic" <wd78@xxxx> wrote:
> Forget it. A Tradestation user showed me the output. Useless.
> 
> Bill
> ----- Original Message ----- 
> From: wavemechanic 
> To: AmiBroker, yahoogroups 
> Sent: Tuesday, October 09, 2001 10:32 AM
> Subject: [amibroker] Wolfe Wave - Tradestation
> 
> 
> The following is claimed to be the Wolfe wave (www.wolfewave.com) 
formula for Tradestation, if anyone wants to convert it to AFL:
> 
> Inputs:
> TICKCHG(10),PCTCHG(.2),OCCUR(1),PLOTBARS(40),ETALINE(TRUE),ZIGZAG
(TRUE);
> Array: PBAR[50](0), P[50](0);
> VARS: X(0),PP(1), JA_SLOPE1(0), JLA_CTR(0),
> JLA_LINE(0), JAIRHBAR(0),JAIRLBAR(0), LOWSEEK(FALSE),
> W(0), JA_SLOPE2(0), JA_SLOPE3(0), JLA_PT1(0),
> JLA_IRH(0), JLA_IRL(99999), WOLFE(0);
> 
> IF CURRENTBAR =1 THEN P[50] = C;
> IF LOWSEEK = FALSE AND P[50] <= H THEN
> BEGIN
> P[50] = H;
> PBAR[50] = 0;
> END;
> 
> IF LOWSEEK = TRUE AND P[50] >= L THEN
> BEGIN
> P[50] = L;
> PBAR[50] = 0;
> END;
> 
> IF (LOWSEEK = FALSE AND PBAR[50] <> 0) THEN
> BEGIN
> IF (TICKCHG = 0
> and L < P[50]*(1-PCTCHG/100))
> OR (TICKCHG <> 0
> AND L < (P[50] - TICKCHG* MINMOVE POINTS)) THEN
> BEGIN
> IF ZIGZAG = TRUE THEN 
> PLOT4[PBAR[50]](P[50],"SWINGS");
> LOWSEEK = TRUE;
> FOR W = 1 TO 49
> BEGIN
> PBAR[W] = PBAR[W+1];
> P[W] = P[W+1];
> END;
> P[50] = L;
> PBAR[50] = 0;
> END;
> END;
> 
> IF (LOWSEEK = TRUE AND PBAR[50] <> 0) THEN
> BEGIN
> IF (TICKCHG = 0
> and H > P[50]*(1+PCTCHG/100))
> OR (TICKCHG <> 0
> AND H > (P[50] + TICKCHG* MINMOVE POINTS)) THEN
> BEGIN
> IF ZIGZAG = TRUE THEN 
> PLOT4[PBAR[50]](P[50],"SWINGS");
> LOWSEEK = FALSE;
> FOR W = 1 TO 49
> BEGIN
> PBAR[W] = PBAR[W+1];
> P[W] = P[W+1];
> END;
> P[50] = H;
> PBAR[50] = 0;
> END;
> END;
> 
> IF TIME = LASTCALCTIME
> AND DATE = LASTCALCDATE
> AND P[48 - PP] <> 0 THEN
> BEGIN
> PP =-1;
> WOLFE = 0;
> WHILE WOLFE < OCCUR AND PP < 46
> BEGIN
> PP = PP+1;
> VALUE1 = P[47-PP];
> VALUE2 = P[48-PP];
> VALUE3 = P[49-PP];
> VALUE4 = P[50-PP];
> 
> CONDITION1 =
> VALUE2 > VALUE1
> AND VALUE4 > VALUE3
> AND VALUE4 < VALUE2
> AND VALUE3 < VALUE1
> AND VALUE4 > VALUE1;
> 
> CONDITION2 =
> VALUE2 < VALUE1
> AND VALUE4 < VALUE3
> AND VALUE4 > VALUE2
> AND VALUE3 > VALUE1
> AND VALUE4 < VALUE1;
> 
> IF CONDITION1 OR CONDITION2 THEN WOLFE = WOLFE +1;
> END;
> 
> JA_SLOPE1 = (P[49-PP] - P[47-PP]) / (PBAR[47-PP] -
> PBAR[49-PP]);
> JA_SLOPE2 = (P[50-PP] - P[47-PP]) / (PBAR[47-PP] -
> PBAR[50-PP]);
> 
> 
> {LINE 1 - 3}
> VALUE90=
> TL_New(DATE[PBAR[47-PP]],TIME[PBAR[47-PP]],P[47-PP],DATE[PBAR[49-
PP]],TIME[PBAR[49-PP]],P[49-PP]);
> Value14 = TL_SetColor(VALUE90,5);
> {VALUE93 = TL_SetExtRight(VALUE90,TRUE);}
> Value94 =
> TL_SETEND(VALUE90,DATE[PBAR[49-PP]-PLOTBARS],TIME[PBAR[49-PP]-
PLOTBARS],TL_GETVALUE(VALUE90,DATE[PBAR[49-PP]-PLOTBARS],TIME[PBAR[49-
PP]-PLOTBARS]));
> 
> 
> {LINE 1 - 4}
> VALUE91=
> TL_NEW(DATE[PBAR[47-PP]],TIME[PBAR[47-PP]],P[47-PP],
> DATE[PBAR[50-PP]],TIME[PBAR[50-PP]],P[50-PP]);
> Value14 = TL_SetColor(VALUE91,16);
> {VALUE93 = TL_SetExtRight(VALUE90,TRUE);}
> TL_SETEND(VALUE91,DATE[PBAR[49-PP]-PLOTBARS],TIME[PBAR[49-PP]-
PLOTBARS],TL_GETVALUE(VALUE91,DATE[PBAR[49-PP]-PLOTBARS],TIME[PBAR[49-
PP]-PLOTBARS]));
> 
> {ETA LINE}
> 
> IF ETALINE THEN
> BEGIN
> VALUE92=
> TL_New(DATE[PBAR[48-PP]],TIME[PBAR[48-PP]],P[48-PP],
> DATE[PBAR[50-PP]],TIME[PBAR[50-PP]],P[50-PP]);
> Value14 = TL_SetColor(VALUE92,4);
> TL_SETEND(VALUE92,DATE[PBAR[50-PP]-PLOTBARS],TIME[PBAR[50-PP]-
PLOTBARS],TL_GETVALUE(VALUE92,DATE[PBAR[50-PP]-PLOTBARS],TIME[PBAR[50-
PP]-PLOTBARS]));
> 
> END;
> END;
> 
> IF DATE = LASTCALCDATE
> AND TIME = LASTCALCTIME
> AND ZIGZAG = TRUE THEN
> BEGIN
> JA_SLOPE3 = (P[50-PP] - P[49-PP]) / (PBAR[49-PP] -
> PBAR[50-PP]);
> FOR JLA_CTR = PBAR[49] DOWNTO PBAR[50]
> BEGIN
> PLOT4[JLA_CTR](P[49]+(PBAR[49]-JLA_CTR) *
> JA_SLOPE3,"SWINGS");
> END;
> END;
> 
> FOR W = 1 TO 50
> BEGIN
> PBAR[W] = PBAR[W]+1;
> END;
> 
> 
> 
> Yahoo! Groups Sponsor 
> 
> 
> 
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.