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Thanks Jayson,
unfortunately zig was an early attempt I did use. Its problem is selecting the
appropriate % move whiich varies greatly with the
between stock.
What I guess I need is how
to insert a loop within the existing loop that determines if I have 2
consecutive peaks or troughs and then find the lowest/highest price between
them.
Cheers,Graham<A
href="">http://groups.msn.com/asxsharetrading<A
href="">http://groups.msn.com/fmsaustralia
<FONT
face=Tahoma size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxx] Sent: Friday, 19 December 2003 2:22
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Finding points between points
<FONT face=Arial color=#0000ff
size=2>Graham,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Would the use of zig rather than HHV/LLV make sense? Finding the pivots
is easy and highestsince()/lowestsince() provides the values. Click any spot
on the chart to see the associated values.....
Regards,
Jayson
<FONT
color=#282828 size=2>
pds=<FONT
color=#0000ff>Param(" %
thresh hold",5<FONT
size=2>,1,<FONT
size=2>50,1<FONT
color=#282828 size=2><FONT face=Arial
color=#0000ff>);<FONT face=Arial color=#282828
size=2>
x=<FONT
color=#0000ff>Zig(<FONT
size=2>C<FONT face=Arial
color=#0000ff>,pds);
HP=<FONT
color=#0000ff>Ref(x,-<FONT
size=2>2)<Ref<FONT
size=2>(x,-1) <FONT
size=2>AND<FONT
size=2> x<Ref(x,-<FONT
size=2>1<FONT face=Arial
color=#0000ff>);
L<FONT
color=#0000ff>P=Ref<FONT
size=2>(x,-2)<FONT
size=2>>Ref(x,-<FONT
size=2>1) <FONT
size=2>AND<FONT
size=2> x>Ref<FONT
size=2>(x,-1<FONT color=#282828
size=2>);<FONT face=Arial
color=#0000ff size=2>
Plot(<FONT
face=Arial size=2>C<FONT face=Arial color=#282828
size=2>,"<FONT
color=#ff00ff size=2>c<FONT face=Arial color=#ff00ff
size=2>",<FONT face=Arial
color=#ff00ff size=2>1<FONT face=Arial color=#282828
size=2>,64<FONT face=Arial
color=#282828 size=2>);
GraphXSpace<FONT
face=Arial>=<FONT
size=2>10<FONT face=Arial
color=#0000ff>;
Plot<FONT color=#282828
size=2>(Hp<FONT color=#282828
size=2>,"H<FONT color=#ff00ff
size=2>p"<FONT color=#282828
size=2>,5<FONT color=#282828
size=2>,2<FONT color=#282828
size=2>|styleOwnScale<FONT
color=#282828 size=2>);<FONT face=Arial
color=#0000ff size=2>
Plot(<FONT
color=#282828 size=2>L<FONT face=Arial color=#282828
size=2>p,"<FONT
color=#ff00ff size=2>L<FONT face=Arial color=#ff00ff
size=2>p",<FONT
color=#ff00ff size=2>4<FONT face=Arial color=#282828
size=2>,2<FONT face=Arial
color=#282828 size=2>|<FONT face=Arial
size=2>styleOwnScale<FONT face=Arial color=#282828
size=2>);
Title<FONT
color=#0000ff>="Lowest low "<FONT
size=2>+LowestSince(Hp,<FONT
size=2>L)+ "
Highest High " +<FONT
size=2>HighestSince(Lp,H<FONT
size=2>);
<FONT color=#282828
size=2>
<FONT
color=#0000ff>
<FONT face=Tahoma
size=2>-----Original Message-----From: Graham
[mailto:gkavanagh@xxxxxxxxxxxxx]Sent: Friday, December 19, 2003
12:32 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: Finding points between pointsAce, I
want information processed from these points, finding the points isjust a
first step.I think I have that boolean bit already in the loop, and
finding simplelow-high-low is easy enough and would halve the code I sent,
but it excludesany second significant point that comes along. In the chart
I sent thesecond high would be lost which is a significant moveI
have done it in straight AFL but it becomes cumbersome and limited in
itsuse further down my track with it. What I have shown is just the first
part,I go onto medium and minor price moves as well that require the same
type offormula. I was hoping for a shorter solution than using base
AFL.Cheers,Graham<A
href="">http://groups.msn.com/asxsharetrading<A
href="">http://groups.msn.com/fmsaustralia
-----Original Message-----From: acesheet
[mailto:acesheet@xxxxxxxxx] Sent: Friday, 19 December 2003 1:20 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Finding points between
pointsGraham,Could you try something like a simple boolean
variable that changes from 1 to 0 (not an array) to let you know if what
you found is the next low or the next high you are looking for? You could
then add it as a status condition in your searching routines. In other
words when searching for a low after a high has been found and then
another high is found keep storing the latest high until a low comes
along and switches the boolean to 0 (assuming it was 1 when a high was
found).That may help.-ace--- In
amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:> I am
pulling whats left of my hair on this one> I want to find the turning
points for major price moves and makecertain> that each point is
alternating between high then low. If a newhigh is found> before a
low TP and is higher than the previous high, it becomesthe new>
high TP. (similar for the lows). BUT I then want to insert a low(or
high)> between the concurrent highs but cannot seem to get it.
(thealternative> would be to remove the first TP and keep the next
one)> In words just using the highs as example, find the Highest
highfor a period> of time, then search for the next lowest low, but
if higher highis found> before the next lowest low, then it is kept
(lower highs arerejected before> a low is found).> >
Can someone please help, here is the code I have so far forplotting.
The> answer is probably so easy, but I feel like a first time
novicenot seeing> the forest for the trees.> >
> //BASE CALCULATION OF TURN POINTS
Plot(C,"",colorBlack,styleBar);> > //Assign H & L for zero
volume Bars as = Last Bar with H not= L H = > IIf( V==0 AND GroupID()!=
1, ValueWhen( V > 0, H ), H ); L = IIf( V==0 > AND GroupID()!= 1,
ValueWhen( V > 0, L ), L );> > //MAJOR TRENDS>
> //Set the intitial values for looping> MajorTop =
Null;> MajorBottom = Null;> LastMajorTop = 0;>
MajorResLevel = Null;> MajorSupLevel = Null;> MajorBotBar =
Null;> MajorBotBar = Null;> //look backward & forward bars
for trends> MajorM = Param("M",10,5,20,1);> MajorN =
Param("N",50,30,80,5);> > //DEFINE THE BACKWARD & FORWARD
REQUIREMENTS> MajorHigh => H == Ref( HHV( H, ( 2 * MajorM ) + 1
), MajorM ) AND> H > Ref( HHV( H, MajorN ), -MajorM-1 ) AND>
H > Ref( HHV( H, MajorN ), MajorM + MajorN );> > MajorLow
=> L == Ref( LLV( L, ( 2 * MajorM ) + 1 ), MajorM ) AND> L <
Ref( LLV( L, MajorN ), - MajorM-1 ) AND> L < Ref( LLV( L, MajorN ),
MajorM + MajorN );> > //Loop to find MajorTops and MajorBottoms,
plus price values ofMajorTops &> MajorBottoms> for( i=1;
i<BarCount-1; i++ )> {> if( MajorHigh[i] &&
LastMajorTop[i-1]==0 )> {> MajorTop[i] =
1;> MajorResLevel[i] = H[i];>
LastMajorTop[i] = 1;> MajorTopBar[i] =
i;> MajorSupLevel[i] = MajorSupLevel[i-1];>
}> else> {> if( MajorHigh[i]
&& LastMajorTop[i-1]==1 && H[i]>MajorResLevel[i-1]
)> {> MajorTop[i] =
1;> MajorResLevel[i] =
H[i];> LastMajorTop[i] = 1;>
MajorTopBar[i] = i;> MajorSupLevel[i] =
MajorSupLevel[i-1];> }>
else> {> if( MajorLow[i]
&& LastMajorTop[i-1]==1 )>
{> MajorBottom[i] =
1;> MajorSupLevel[i] =
L[i];> LastMajorTop[i] =
0;> MajorBotBar[i] =
i;> MajorResLevel[i] =
MajorResLevel[i-1];> }>
else> {> if(
MajorLow[i] && LastMajorTop[i-1]==0 &&
L[i]<MajorSupLevel[i-1] )>
{> MajorBottom[i] =
1;> MajorSupLevel[i] =
L[i];> LastMajorTop[i] =
0;> MajorBotBar[i] =
i;> MajorResLevel[i] =
MajorResLevel[i-1];>
}> else>
{> MajorSupLevel[i] =
MajorSupLevel[i-1];> MajorResLevel[i] =
MajorResLevel[i-1];> LastMajorTop[i] =
LastMajorTop[i-1];> }>
}> }> }> }> GraphXSpace =
5;> > PlotShapes( MajorBottom * shapeStar, colorGreen, 0, L, 0
); > PlotShapes( MajorTop * shapeStar, colorSeaGreen, 0, H, 0
);> > Plot( MajorSupLevel, "MajorSupTP Level",
colorSeaGreen,> styleNoLine|styleDots );> Plot( MajorResLevel,
"MajorResTP Level", colorBrown,styleNoLine|styleDots> );>
> > Cheers,> Graham> <A
href="">http://groups.msn.com/asxsharetrading>
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href="">http://groups.msn.com/fmsaustraliaSend
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