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Jason,
I copied the code, but there are two errors. The
first appeared like an extra curly brace, when I removed this I get another
error at the end; which probably shows something is wrong before that. I'll
appreciate your corrections. I do use pivots that's why i'm
interested.
TIA
Herbert
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jason
Hart
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, January 26, 2004 3:57
PM
Subject: RE: [amibroker] Pivots, Pivots,
Pivots........
Mark,
Try this - I can't remember where I found it but it may be what you are
looking for
Jason
/* **********************************
Code to automatically identify pivots
********************************** */<FONT
color=#008000 size=1>
// -- what will be our lookback range for the hh and ll?<FONT
size=1>
nBars = Param<FONT
size=1>("Number of bars"<FONT
size=1>, 12,
5, <FONT
color=#ff00ff size=1>40);<FONT color=#008000
size=1>
// -- Title.
Title = Name() +
" (" + <FONT
color=#0000ff size=1>StrLeft(<FONT color=#0000ff
size=1>FullName(), <FONT color=#ff00ff
size=1>15) + ") O:
" + Open + ",
H: " + High + ",
L: " + Low + ",
C: " + Close;<FONT
size=1>
// -- Plot basic candle chart
PlotOHLC(Open, High, Low,
Close,
"BIdx = " +
BarIndex() +
"\n" + <FONT
color=#ff00ff size=1>"O = " + O + <FONT
color=#ff00ff size=1>"\n"+<FONT color=#ff00ff
size=1>"H = "+ H + <FONT color=#ff00ff
size=1>"\n"+"L =
" + L
+ "\n"+<FONT
color=#ff00ff size=1>"C ",
colorBlack, styleCandle);
GraphXSpace=7<FONT
size=1>;
// -- Create 0-initialized arrays the size of barcount<FONT
size=1>
aHPivs = H - H;
aLPivs = L - L;
// -- More for future use, not necessary for basic plotting<FONT
size=1>
aHPivHighs = H - H;
aLPivLows = L - L;
aHPivIdxs = H - H;
aLPivIdxs = L - L;
nHPivs = 0;
nLPivs = 0;
lastHPIdx = 0;
lastLPIdx = 0;
lastHPH = 0;
lastLPL = 0;
curPivBarIdx = 0<FONT
size=1>;
// -- looking back from the current bar, how many bars
// back were the hhv and llv values of the previous
// n bars, etc.?
aHHVBars = HHVBars<FONT
size=1>(H, nBars);
aLLVBars = LLVBars<FONT
size=1>(L, nBars);
aHHV = HHV(H,
nBars);
aLLV = LLV(L,
nBars);
// -- Would like to set this up so pivots are calculated back from
// last visible bar to make it easy to "go back" and see the pivots
// this code would find. However, the first instance of
// _Trace output will show a value of 0
aVisBars = Status<FONT
size=1>("barvisible"<FONT
size=1>);
nLastVisBar = LastValue<FONT
size=1>(Highest<FONT
size=1>(IIf(aVisBars,
BarIndex(), <FONT
color=#ff00ff size=1>0)));<FONT color=#0000ff
size=1>
_TRACE("Last visible
bar: " + nLastVisBar);<FONT color=#008000
size=1>
// -- Initialize value of curTrend
curBar = (BarCount-1<FONT
size=1>);
curTrend = ""<FONT
size=1>;
if (aLLVBars[curBar] <
aHHVBars[curBar]) {
curTrend = "D";
}
else {
curTrend = "U";
}
// -- Loop through bars. Search for
// entirely array-based approach
// in future version
for (i=<FONT color=#ff00ff
size=1>0; i<<FONT color=#ff00ff
size=1>120; i++) {
curBar = (BarCount - 1<FONT
size=1>) - i;
// -- Have we identified a pivot? If
trend is down...
if
(aLLVBars[curBar] < aHHVBars[curBar]) {
// ... and had been up, this is a trend
change
if (curTrend
== "U") {
curTrend = "D";
// -- Capture pivot
information
curPivBarIdx = curBar - aLLVBars[curBar];
aLPivs[curPivBarIdx] = 1<FONT
size=1>;
aLPivLows[nLPivs] = L[curPivBarIdx];
aLPivIdxs[nLPivs] = curPivBarIdx;
nLPivs++;
}
// -- or current trend is
up
} else {
if (curTrend
== "D") {
curTrend = "U";
curPivBarIdx = curBar - aHHVBars[curBar];
aHPivs[curPivBarIdx] = 1<FONT
size=1>;
aHPivHighs[nHPivs] = H[curPivBarIdx];
aHPivIdxs[nHPivs] = curPivBarIdx;
nHPivs++;
}
// -- If curTrend is
up...else...
}
// -- loop through bars
}
// -- Basic attempt to add a pivot this logic may have
missed
// -- OK, now I want to look at last two pivots. If the most
// recent low pivot is after the last high, I could
// still have a high pivot that I didn't catch<FONT
size=1>
// -- Start at last bar
curBar = (BarCount-1<FONT
size=1>);
candIdx = 0;
candPrc = 0;
lastLPIdx = aLPivIdxs[0<FONT
size=1>];
lastLPL = aLPivLows[0<FONT
size=1>];
lastHPIdx = aHPivIdxs[0<FONT
size=1>];
lastHPH = aHPivHighs[0<FONT
size=1>];
if (lastLPIdx > lastHPIdx) {
// -- Bar and price info for candidate
pivot
candIdx = curBar - aHHVBars[curBar];
candPrc = aHHV[curBar];
if (
lastHPH < candPrc AND
candIdx > lastLPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a
pivot...
aHPivs[candIdx] = 1<FONT
size=1>;
// ...and then rearrange elements in the
// pivot information
arrays
for
(j=0; j<nHPivs; j++)
{
aHPivHighs[nHPivs-j] = aHPivHighs[nHPivs-
(j+1)];
aHPivIdxs[nHPivs-j] = aHPivIdxs[nHPivs-(j+<FONT color=#ff00ff
size=1>1)];
}
aHPivHighs[0] =
candPrc ;
aHPivIdxs[0] =
candIdx;
nHPivs++;
}
} else {
// -- Bar and price info for candidate
pivot
candIdx = curBar - aLLVBars[curBar];
candPrc = aLLV[curBar];
if (
lastLPL > candPrc AND
candIdx > lastHPIdx AND
candIdx < curBar) {
// -- OK, we'll add this as a
pivot...
aLPivs[candIdx] = 1<FONT
size=1>;
// ...and then rearrange elements in the
// pivot information
arrays
for
(j=0; j<nLPivs; j++)
{
aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+<FONT color=#ff00ff
size=1>1)];
aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+<FONT color=#ff00ff
size=1>1)];
}
aLPivLows[0] =
candPrc;
aLPivIdxs[0] =
candIdx;
nLPivs++;
}
}
// -- Dump inventory of high pivots for debugging
/*
for (k=0; k<nHPivs; k++) {
_TRACE("High pivot no. " + k
+ " at barindex: " + aHPivIdxs[k] + ", "
+ WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k],
DateTime(), 1), formatDateTime)
+ ", " + aHPivHighs[k]);
}
*/
// -- OK, let's plot the pivots using arrows<FONT color=#0000ff
size=1>
PlotShapes(
IIf(aHPivs==<FONT color=#ff00ff
size=1>1, shapeDownArrow, shapeNone),
colorRed, 0<FONT
size=1>,
High, Offset=-15<FONT
size=1>);
PlotShapes(
IIf(aLPivs==<FONT color=#ff00ff
size=1>1, shapeUpArrow , shapeNone),
colorGreen, 0,
Low, Offset=-15<FONT
size=1>);Graham
<gkavanagh@xxxxxxxxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>Yes,
I thought there was something in the AFL library (AB or yahoo site),and
also in past emails, check the email history for last
year.Cheers,Graham<A
href="">http://www.golala.com/forums/?mforum=asxsharetrading<A
href="">http://groups.msn.com/fmsaustralia
-----Original Message-----From: mleonsprint
[mailto:mleonsprint@xxxxxxxxx] Sent: Monday, 26 January 2004 1:26
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Pivots, Pivots,
Pivots........Does anyone have any formula's for plotting past
pivots on the chart? Or any idea's of doing so? I have been
trying and comming up empty handed.....Thanks for your
helpMarkSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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