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All rite, TJ.
Please have a look at the accompanying
chart:
The yellow circled spots are the ones Iīm
interested in. More exactly: the highest high in the square in january (labeled
in my code "firstswingtop") and the lowest low in december (labeled
"firstswingbottom").
The next top would be analogue "secondswingtop" (at
the end of november/beginning of december) and the next bottom would be
"secondswingbottom (occurring at the beginning of november).
Iīll again attach the code for firstswingtop and
firstswingbottom.
I came up with this code to find those price
extremes (or swing tops as if they are referred to).
By simply changingthe variable "swingsize" I can
easily switch between timeframes of my choice.
A later step would be to ask AB to connect those
price extremes (the green and red line) by using the plot function which would
give me this swing chart (i.e. the lines in the chart). But, of course, this is
another thing to work on...
Does this give you an explanation what I intend to
do? Please fell free to ask back anytime!
- - - - - - - - - -
swingsize=5<FONT
face="Courier New" color=#6600aa>;
weeklyrange=(Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV(<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1)-<FONT
face="Courier New" color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(LLV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1))*<FONT
face="Courier New" color=#ff00ff>0.1<FONT face="Courier New"
color=#6600aa>;
Thresholddown=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>LLV(<FONT
face="Courier New" color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1)-weeklyrange;
Thresholdup=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV(<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1)+weeklyrange;
Linechangeup=<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>>Thresholdup;
Linechangedown=<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa><thresholddown;
z=Linechangedown;
y=linechangeup;
firstlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(z,Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1),<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>));
firstlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(y,Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1),<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>));
firstswingtop=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV(<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>,(firstlinechangedown-firstlinechangeup)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangedown));
secondlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(z
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(firstlinechangeup),<FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),1<FONT
face="Courier New" color=#6600aa>));
secondlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(y
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(secondlinechangedown),<FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),1<FONT
face="Courier New" color=#6600aa>));
firstswingbottom=<FONT face="Courier New"
color=#0000ff>Ref(<FONT
face="Courier New" color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,(firstlinechangeup-secondlinechangedown)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangeup));<FONT face="Courier New"
color=#000000>
Filter<FONT face="Courier New"
color=#6600aa>=firstlinechangedown>firstlinechangeup;<FONT
face="Courier New" color=#0000ff>
AddColumn(<FONT
face="Courier New" color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(1<FONT
face="Courier New" color=#6600aa>), <FONT face="Courier New"
color=#ff00ff>"total bars"<FONT face="Courier New"
color=#6600aa>,1.0<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#0000ff>
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingtop,"1.
swing top",<FONT
face="Courier New" color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingbottom,<FONT face="Courier New"
color=#ff00ff>"1. swing bottom"<FONT face="Courier New"
color=#6600aa>,1.2<FONT
face="Courier New" color=#6600aa>);
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, February 17, 2003 7:41
PM
Subject: Re: [amibroker] Canīt detect
proper cum values - TJ please read
Markus,
Franky I don't understand what is the problem.
One thing is for sure that using LastValue function
you
get the LAST not the first value.
The first occurence could be retrieved this
way:
condition = your condition here (may generate repetitive
signals)
condfirsttime = Sum( Flip( condition, 0 ) ) ==
1;
CumValueAtFirstOccurence = ValueWhen( condfirsttime, Cum(1)
);
I suggest the following: since the picture is better than
1000 words
it would be easier to understand what you are trying to
achieve if
you make a screenshot of some chart and draw on this
chart
what points you are interested in and annotate this chart so
it
is clear what your target is.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
IVA GmbH
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, February 17, 2003 5:37
PM
Subject: Re: [amibroker] Canīt detect
proper cum values - TJ please read
Jayson,
sorry to cause ya so much
headache.
I already tried your suggestion before I asked
online.
If I do it as you now said, Iīm only given the
last barīs cum value (interestingly for firstswingtop AND for
firstswingbottom?????????????!!!!!!!!).
Maybe TJ knows a workaround?????
TJ???????????????
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, February 17, 2003 5:27
PM
Subject: RE: [amibroker] Canīt detect
proper cum values - TJ please read
<SPAN
class=008182216-17022003>Markus,
<SPAN
class=008182216-17022003>if firstswing returns a true or false then
eliminating the h==firstswing and simply looking for firstswing may solve
your problem.so...
<SPAN
class=008182216-17022003>
<FONT
size=2><FONT face=Arial
color=#0000ff> Value1=Valuewhen(firstswingtop,cum(1),1)
<FONT face=Arial color=#0000ff
size=2>Value2=Valuewhen(firstswingbottom,cum(1),1)
<SPAN
class=008182216-17022003>should allow you to find the last occurrence of
firstswing.......
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Monday, February 17, 2003 11:02
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Canīt detect proper cum values - TJ please
read
Hello Jayson,
have I tried WHAT?
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, February 17, 2003
4:46 PM
Subject: RE: [amibroker] Canīt
detect proper cum values - TJ please read
<SPAN
class=793204015-17022003>Markus,
<SPAN
class=793204015-17022003>
<SPAN
class=793204015-17022003>I do not know how you calculated firstswing but
have you tried...
<SPAN
class=793204015-17022003>
<FONT face=Arial color=#000000
size=2>Value1=Valuewhen(firstswingtop,cum(1),1)
and
<FONT face=Arial color=#000000
size=2>Value2=Valuewhen(firstswingbottom,cum(1),1)
<SPAN
class=793204015-17022003>In your original cum(1) would be returned for
the last time High was equal to your trigger if this number occurs
several times than your cum(1) could be
misrepresented......
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Monday, February 17, 2003 10:05
AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Canīt detect proper cum values - TJ please
read
TJ,
Iīm trying to retrieve the cum
values for the two variable below clled "firstswingtop" and
"firstswingbottom". I sent the complete code so that you understand what
those two variable are made up of.
I figured that the cum values were
this
<FONT face=Arial
color=#000000>Value1=Valuewhen(h==firstswingtop,cum(1),1)
and
<FONT face=Arial
color=#000000>Value2=Valuewhen(l==firstswingbottom,cum(1),1)
but I aly get the last bars cum value.
Why is that since the conditions above canīt apply to this very last
bar????????
Iīm really puzzled, since
firstswingtop and firstswingbottom detect the right high and
low values ;-))
Markus
- - - - - - - - - - - - - - - - - - -
- - - - - - - - -
swingsize=5<FONT
face="Courier New" color=#6600aa>;
weeklyrange=(<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)-<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))*<FONT face="Courier New"
color=#ff00ff>0.1;
Thresholddown=<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)-weeklyrange;
Thresholdup=<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)+weeklyrange;
Linechangeup=<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>>Thresholdup;
Linechangedown=<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa><thresholddown;
z=Linechangedown;
y=linechangeup;
firstlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(z,<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),<FONT face="Courier New"
color=#ff00ff>1));
firstlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(y,<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),<FONT face="Courier New"
color=#ff00ff>1));
firstswingtop=<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,(firstlinechangedown-firstlinechangeup)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangedown));
secondlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(z
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(firstlinechangeup),<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),<FONT face="Courier New"
color=#ff00ff>1));
secondlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(y
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(secondlinechangedown),<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),<FONT face="Courier New"
color=#ff00ff>1));
firstswingbottom=<FONT face="Courier New"
color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,(firstlinechangeup-secondlinechangedown)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangeup));<FONT face="Courier New"
color=#6600aa>
Filter<FONT face="Courier New"
color=#6600aa>=firstlinechangedown>firstlinechangeup;<FONT
face="Courier New" color=#0000ff>
AddColumn(<FONT
face="Courier New" color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1),
"total bars"<FONT
face="Courier New" color=#6600aa>,<FONT face="Courier New"
color=#ff00ff>1.0<FONT face="Courier New"
color=#6600aa>);
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingtop,<FONT face="Courier New"
color=#ff00ff>"1. swing top"<FONT face="Courier New"
color=#6600aa>,<FONT face="Courier New"
color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingbottom,<FONT face="Courier New"
color=#ff00ff>"1. swing bottom"<FONT face="Courier New"
color=#6600aa>,<FONT face="Courier New"
color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);<FONT
face="Courier New" color=#0000ff>
AddColumn(<FONT
face="Courier New" color=#0000ff>MA<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Volume<FONT face="Courier New"
color=#6600aa>,<FONT face="Courier New"
color=#ff00ff>50<FONT face="Courier New"
color=#6600aa>),"50DMA
Vol.",<FONT
face="Courier New" color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);
AddColumn<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Close,
"last close"<FONT
face="Courier New" color=#6600aa>,<FONT face="Courier New"
color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);Post
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Attachment:
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