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Just a simple question....when you use the ref function the values
you are referencing are +1 shouldnt they be -1 because you would be
accessing future values.
In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Thanks for that Gary, gives me something to try to work them out,
and
> whether I need them.
>
> Further to this simple support/resistance formula I am looking at
it to work
> out what the retracements are during trends. I am just starting
putting this
> together and look for any input to help simplify or enhance. I see
this as
> being used to determine box sizes for P&F charts, swing points and
setting
> trailing stop levels to name a few.
>
> Here is what I have so far
>
> //RETRACEMENTS TO FIND VOLATILITY
> //Graham Kavanagh 10 Oct 2003
>
> //Find turning points
> top = H==HHV(H,3) AND H>=Ref(H,1) AND H>=Ref(H,2);
> bot = L==LLV(L,3) AND L<=Ref(L,1) AND L<=Ref(L,2);
>
> //Calculate movement between turning points
> topH = ValueWhen(top,H);
> botL = ValueWhen(bot,L);
> moveup = Ref(botL,-1)<botL;
> movedown = Ref(topH,-1)>topH;
> diffup = IIf( moveup, botL - ValueWhen( moveup, topH ), Null);
> diffdown = IIf( movedown, topH- ValueWhen( movedown, botL ), Null);
>
> //Indicator section
> GraphXSpace=5;
> Plot( C, "C", colorLightGrey, styleBar+styleNoLabel );
> PlotShapes( (shapeHollowSmallCircle+shapePositionAbove)*top,
colorRed, 0, H
> );
> PlotShapes( (shapeHollowSmallCircle)*bot, colorBlue , 0, L);
>
> Plot(diffup, "diffup", colorAqua,
styleHistogram+styleLeftAxisScale);
> Plot(diffdown, "diffdown", colorLime,
styleHistogram+styleLeftAxisScale);
> Plot(0, "0", colorBlack, styleLine+styleLeftAxisScale);
> Title = Name()+" "+Date()+ " Volatility, Red dots = peaks, blue =
troughs" +
> ", down move = " + diffup + ", up move = " + diffdown + ", High = "
+ H + ",
> Low = " + L;
>
>
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Friday, 10 October 2003 12:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Simplified support resistance levels
>
>
> Hi Graham,
> I forgot to include the PivotLow function on the last send. Both
are below.
> You'd use the functions like this:
> #pragma nocache
> #include "Wherever you put your afl file with the functions"
> PH = PivotHigh(3,3); PL = PivotLow(3,3);
> Plot( C, "C", colorLightGrey, styleBar+styleNoLabel );
> Plot( PH, "res", colorRed, styleDots+styleNoLine );
> Plot( PL, "sup", colorGreen, styleDots+styleNoLine );
> Title = Name() + ", " + Date() + ", Support & Resistance Levels
Support = "
> + PH + ", Resistance = " + PL ;
>
> If you are using functions embedded in your afl, make sure they are
above
> the code that actually calls them.
> e.g.
> Function Blah(Len);
> {
> return MoreBlah;
> }
> BL = Blah(5);
> Plot(BL,"BL",colordefault,styleline);
> Hope this helps,
> Gary
> CODE BELOW FOR THE PIVOT LOW/HI FUNCTIONS
> //===== PivotHigh(LeftStr, RightStr)
====================================
> /*
> SUPPORT & RESISTANCE LEVELS
> Graham Kavanagh 9 Oct 2003
> Returns High value of pivot
> */
> function PivotHigh(LeftStr, RightStr)
> {
> //Find turning points
> top = H == HHV(H,LeftStr+1) AND H == Ref(HHV(H,RightStr+1),
RightStr);
> topH = ValueWhen(top,H);
> return topH;
> }
> //======= PivotLow(LeftStr, RightStr)
====================================
> /*
> SUPPORT & RESISTANCE LEVELS
> Graham Kavanagh 9 Oct 2003
> Returns Low value of pivot
> */
> function PivotLow(LeftStr, RightStr)
> {
> //Find turning points
> BOT = L == LLV(L,LeftStr+1) AND L == Ref(LLV(L,RightStr+1),
RightStr);
> BOTL = ValueWhen(BOT,L);
> return BOTL;
> }
>
>
>
>
> Graham <gkavanagh@xxxx> wrote:
> Thanks Gary
> That makes it interesting as I have not yet tried the function
function :)
> Do you just put the numbers you want into the intital function
setting
>
> Eg
> function PivotHigh(2, 4)
>
>
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Friday, 10 October 2003 11:43 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Simplified support resistance levels
>
>
> Hi Graham,
> I just added the ability to have variable right and left strength
and
> converted into a function. Hope this saves you some work, and
thanks for
> all the posts and code you've contributed.
> Regards,
> Gary
>
> //========== PivotHigh(LeftStr, RightStr)
============================
> /*
> SUPPORT & RESISTANCE LEVELS
> Graham Kavanagh 9 Oct 2003
> Returns High value of pivot
> */
> function PivotHigh(LeftStr, RightStr)
> {
> //Find turning points
> top = H == HHV(H,LeftStr+1) AND H == Ref(HHV(H,RightStr+1),
RightStr);
> topH = ValueWhen(top,H);
> return topH;
> }
>
>
> Graham <gkavanagh@xxxx> wrote:
> I have been looking at various ways to chart the support resistance
elevels,
> ultimately to incorporate into various trading systems. Having
attempted
> loops and other methods of differing complexity I pulled back to the
> simplest of forms, price.
> Now this is probably already shown somewhere, but will share it
anyway.
> Any comments appreciated
>
> //SUPPORT & RESISTANCE LEVELS
> //Graham Kavanagh 9 Oct 2003
>
> //Find turning points
> top = H==HHV(H,3) AND H>=Ref(H,1) AND H>=Ref(H,2);
> bot = L==LLV(L,3) AND L<=Ref(L,1) AND L<=Ref(L,2);
>
> topH = ValueWhen(top,H);
> botL = ValueWhen(bot,L);
>
> //Indicator section
> GraphXSpace=5;
> Plot( C, "C", colorLightGrey, styleBar+styleNoLabel );
> Plot( topH, "res", colorRed, styleDots+styleNoLine );
> Plot( botL, "sup", colorGreen, styleDots+styleNoLine );
>
> Title = Name() + ", " + Date() + ", Support & Resistance Levels
Support = "
> + topH + ", Resistance = " + botL ;
>
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
>
>
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