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Graham,
I try to understand what are you looking for, but I am confused a bit.
If, for the last x bars, we find the topH1, the topH2 and then the
lowest between them, will it be OK ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> 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
> http://groups.msn.com/asxsharetrading
> http://groups.msn.com/fmsaustralia
>
> -----Original Message-----
> From: Jayson [mailto:jcasavant@x...]
> Sent: Friday, 19 December 2003 2:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Finding points between points
>
>
> Graham,
>
> 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
>
>
> pds=Param(" % thresh hold",5,1,50,1);
>
> x=Zig(C,pds);
> HP=Ref(x,-2)<Ref(x,-1) AND x<Ref(x,-1);
> LP=Ref(x,-2)>Ref(x,-1) AND x>Ref(x,-1);
>
> Plot(C,"c",1,64);
>
> GraphXSpace=10;
>
> Plot(Hp,"Hp",5,2|styleOwnScale);
>
> Plot(Lp,"Lp",4,2|styleOwnScale);
>
> Title="Lowest low "+LowestSince(Hp,L)+ " Highest High "
+HighestSince(Lp,H);
>
>
> -----Original Message-----
> From: Graham [mailto:gkavanagh@x...]
> Sent: Friday, December 19, 2003 12:32 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Finding points between points
>
>
> Ace, I want information processed from these points, finding the
points is
> just a first step.
>
> I think I have that boolean bit already in the loop, and finding
simple
> low-high-low is easy enough and would halve the code I sent, but it
excludes
> any second significant point that comes along. In the chart I sent
the
> second high would be lost which is a significant move
>
> I have done it in straight AFL but it becomes cumbersome and
limited in its
> use 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 of
> formula. I was hoping for a shorter solution than using base AFL.
>
>
> Cheers,
> Graham
> http://groups.msn.com/asxsharetrading
> http://groups.msn.com/fmsaustralia
>
> -----Original Message-----
> From: acesheet [mailto:acesheet@x...]
> Sent: Friday, 19 December 2003 1:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Finding points between points
>
>
> Graham,
>
> 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 make
> certain
> > that each point is alternating between high then low. If a new
> high is found
> > before a low TP and is higher than the previous high, it becomes
> the 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. (the
> alternative
> > would be to remove the first TP and keep the next one)
> > In words just using the highs as example, find the Highest high
> for a period
> > of time, then search for the next lowest low, but if higher high
> is found
> > before the next lowest low, then it is kept (lower highs are
> rejected before
> > a low is found).
> >
> > Can someone please help, here is the code I have so far for
> plotting. The
> > answer is probably so easy, but I feel like a first time novice
> not 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 of
> MajorTops &
> > 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
> > http://groups.msn.com/asxsharetrading
> > http://groups.msn.com/fmsaustralia
>
>
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