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Graham is much more skilled than I at AFL, but as a suggestion you could embed the function in the AFL code, do a valuewhen for the bar of the pivot level and assign it to a variable you assign as global. Then you can filter out entries that occur with thr RightStr or LeftStr values that would be bogus.
There might be a cleaner way of coding this. I'd love any suggestions. For now, I've gotta run to a meeting.
Regards,
GaryGraham <gkavanagh@xxxxxxxxxxxxx> wrote:
No the reference to future is intentional. I cannot define the turningpoints until after they have occurred.It is not my intention for trading the turning points when they actuallyoccur due to the above, but to use them as reference for say a breakoutsystem where the current price move crosses the last resistance level (highturning point) if this happens within 2 days then I do not consider it atrue turning point in this exercise.Cheers,Grahamhttp://groups.msn.com/ASXShareTradinghttp://groups.msn.com/FMSAustralia-----Original Message-----From: epintoem [mailto:epintoem@xxxxxxxxx] Sent: Friday, 10 October 2003 4:08 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Simplified support resistance
levelsJust 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 atit to work> out what the retracements are during trends. I am just startingputting this> together and look for any input to help simplify or enhance. I seethis as> being used to determine box sizes for P&F charts, swing points andsetting> 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@xxxx]> 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. Bothare 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 LevelsSupport = "> + PH + ", Resistance = " + PL ;> > If you are using functions embedded in your afl, make sure they areabove> 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 functionsetting > > Eg> function PivotHigh(2, 4)> > > > Cheers,> Graham> <A
href="">http://groups.msn.com/ASXShareTrading> http://groups.msn.com/FMSAustralia> -----Original Message-----> From: Gary A. Serkhoshian [mailto:serkhoshian777@xxxx]> 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 strengthand> converted into a function. Hope this saves you some work, andthanks 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. Havingattempted> 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 itanyway.> 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 LevelsSupport = "> + topH + ", Resistance = " + botL ;> > > Cheers,> Graham> http://groups.msn.com/ASXShareTrading> http://groups.msn.com/FMSAustralia> > > > Send BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to suggest@xxxx> -----------------------------------------> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx> (Web page: <A
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