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Hi Graham,
In case you might find it helpful, in the
AmiBroker-AFL files section is the Auto-Opt Tools DLL I wrote which
automatically returns optimal Zig for each individual stock (about 30 other
indicators also). Comes with ready to run AFL code for AA and IB. You can select
lookback period, min, max and step %, etc for the optimization
routine. It was written before Tomasz added looping to AFL but it still works
good!
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanagh@xxxxxxxxxxxxx
href="">Graham
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, December 19, 2003 1:34
AM
Subject: RE: [amibroker] Re: Finding
points between points
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,<FONT
size=2>1<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
color=#0000ff> x<Ref<FONT
size=2>(x,-1<FONT color=#282828
size=2>);
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
color=#0000ff> x><FONT
size=2>Ref(x,-<FONT
size=2>1<FONT face=Arial
color=#0000ff>);
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
face=Arial>="Lowest low
"+LowestSince<FONT
size=2>(Hp,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>
<A
href="">http://groups.msn.com/fmsaustraliaSend
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