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Hi all,
I plan on using this script to test breakout trading systems and it
just about works the way I want it to. But....
What I'm trying to do is determine swing highs and lows of "nth"
degree. Which means that if I select a n=2 degree Swing High/Low
setup the swing high (SH), for instance, must have two lower (or
equal) highs both on the left and on the right of it. So I don't
know until two days after the SH occured that it actually was an SH.
In this script I've colored the bars green and dark red. The greens
represent the SL's and the dark red's the SH's. I also plotted an
envelope (pink and light blue) of the latest SH's and SL's that are
known at the time of each bar.
My problem is that for certain selections of 'n' and certain stocks
several bars near the last set of bars get colored when the script
shouldn't even know if they are SH's or SL's. To see what I mean try
plotting AMD with n=3.
Can anyone tell me why these colors are occuring? Better yet, can
you offer a solution?
Thanks.
-ace
// --------------------------------------------------
// ---------------- Start AFL Script ----------------
// --------------------------------------------------
// Plotting Swing Highs and Lows
// --------------------------------------------------
// Degree of SH/SL set
n=3;
// --------------------------------------------------
// Peak and Trough points (SH's and SL's)
pk=Ref(HHV(H,2*n+1)==Ref(H,-n),n);
tr=Ref(LLV(L,2*n+1)==Ref(L,-n),n);
// --------------------------------------------------
// SH and SL envelope values
sh1=IIf(pk,H,Null);
sh=Ref(HighestSince(pk,sh1,1),-n-1);
sl1=IIf(tr,L,Null);
sl=Ref(HighestSince(tr,sl1,1),-n-1);
// --------------------------------------------------
// Plotting
Plot( Close, "OHLC", IIf(pk,colorDarkRed,IIf
(tr,colorGreen,colorBlack)), 132);
Plot( sh, "SH", colorPink, styleLine);
Plot( sl, "SL", colorLightBlue, styleLine);
GraphXSpace=5;
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