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<span
>Hi Herbert,
<span
>
<span
>I have
seen this problem and it isn’t with the code, it is with insufficient data available.<span
> If you switch to a monthly chart and
try to load the indicator, you can force the same error with securities that do
not have a long trading history
Perhaps the same can happen with a database which has only a limited
number of days loaded as well. For
example, on a daily chart for DYAX
the code will load, however if you switch to monthly, there is an error
displayed just as you describe at the curly brace. ( the error is Error 7,
Subscript out of range).
<span
>
<span
>Hope this
helps.
<span
>
<span
>Peace and
Justice ---<span
> Patrick
<span
>
<font size=2 color=black
face=Tahoma>-----Original
Message-----
From: Herbert Elstein
[mailto:herty@xxxxxxxxxxxxxxxx]
Sent: Monday, January 26, 2004
10:45 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Pivots,
Pivots, Pivots........
<span
>
<font size=2 color=black
face=Arial>Jason,<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>The
point is I don't understand the code properly.<span
>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>Herbert<font
color=black>
<font size=2 color=black
face=Arial>-----
Original Message ----- <span
>
<font size=2 color=black
face=Arial>
From:<font size=2 color=black
face=Arial> <a
href="" title="jhart_1972@xxxxxxxxx">Jason Hart
<font size=2 color=black
face=Arial>To:<span
> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<font size=2 color=black
face=Arial>Sent:<span
> Monday, January 26,
2004 7:50 PM<span
>
<font size=2 color=black
face=Arial>Subject:<font size=2 color=black
face=Arial> Re:
[amibroker] Pivots, Pivots, Pivots........<font size=2
color=black face=Arial>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">Herbert,<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">That's
strange, it works fine on my end. Did some of the commentary run
over into the code? If I get errors when I copy and paste it is
usually b/c the comments run over onto the next line and Amibroker interprets
it is part of the code. Try fixing the the spacing. What I do
is apply the code from IB and then the error message tells me exactly
where the problem lies.
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">Jason
Herbert Elstein
<herty@xxxxxxxxxxxxxxxx> wrote:<font
color=black>
<font size=2 color=black
face=Arial>Jason,<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>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.<span
>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>TIA<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>Herbert<font
color=black>
<font size=2 color=black
face=Arial>-----
Original Message ----- <span
>
<font
size=2 color=black face=Arial>
From:<font size=2 color=black
face=Arial> <a
href="" title="jhart_1972@xxxxxxxxx">Jason Hart
<font size=2 color=black
face=Arial>To:<span
> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<font size=2 color=black
face=Arial>Sent:<span
> Monday, January 26,
2004 3:57 PM<span
>
<font size=2 color=black
face=Arial>Subject:<font size=2 color=black
face=Arial> RE:
[amibroker] Pivots, Pivots, Pivots........<font size=2
color=black face=Arial>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">Mark,<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">Try this - I
can't remember where I found it but it may be what you are looking for<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman">Jason<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=1
color=green face="Times New Roman">/*
**********************************
<font size=1
color=green face="Times New Roman">Code
to automatically identify pivots
<font size=1
color=green face="Times New Roman">**********************************
*/
<font size=1
color=green face="Times New Roman">//
-- what will be our lookback range for the hh and ll?
<font size=1
color=black face="Times New Roman">nBars
= Param(<span
>"Number of bars"<font
size=1 color=black>, <font
size=1 color=fuchsia>12<font
size=1 color=black>, <font
size=1 color=fuchsia>5<font
size=1 color=black>, <font
size=1 color=fuchsia>40<font
size=1 color=black>);<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Title.
<font
size=1 color=black face="Times New Roman">Title<span
> = <span
>Name<span
>() + <font size=1
color=fuchsia>" ("<font
size=1 color=black> + <font
size=1 color=blue>StrLeft<font
size=1 color=black>(<font
size=1 color=blue>FullName<font
size=1 color=black>(), <font
size=1 color=fuchsia>15<font
size=1 color=black>) + <font
size=1 color=fuchsia>") O:
" + Open + <font
size=1 color=fuchsia>",
<font
size=1 color=black face="Times New Roman">H<span
>: <span
>" + High + "<font
size=1 color=black>, <span
>L: <font size=1
color=fuchsia>" + Low + "<font
size=1 color=black>, <span
>C: <font size=1
color=fuchsia>" + Close;
<font size=1
color=green face="Times New Roman">//
-- Plot basic candle chart
<font size=1
color=blue face="Times New Roman">PlotOHLC<font
size=1 color=black>(<span
>Open, High,
Low, Close, <span
>
<font size=1
color=fuchsia face="Times New Roman">"BIdx
= " + BarIndex<span
>() + <font size=1
color=black>
<font size=1
color=fuchsia face="Times New Roman">"\n"<font
size=1 color=black> + <font
size=1 color=fuchsia>"O =
" + O + <font
size=1 color=fuchsia>"\n"<font
size=1 color=black>+<font
size=1 color=fuchsia>"H =
"+ H + <font
size=1 color=fuchsia>"\n"<font
size=1 color=black>+<font
size=1 color=fuchsia>"L =
" + L <font
size=1 color=black>
<font size=1
color=black face="Times New Roman">+ <font
size=1 color=fuchsia>"\n"<font
size=1 color=black>+<font
size=1 color=fuchsia>"C "<font
size=1 color=black>,<font
size=1 color=black>
<font
size=1 color=black face="Times New Roman">colorBlack<font size=1
color=black>, <span
>styleCandle); <font size=1
color=black>
<font
size=1 color=black face="Times New Roman">GraphXSpace<font size=1
color=black>=<font
size=1 color=fuchsia>7<font
size=1 color=black>;<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Create 0-initialized arrays the size of barcount
<font size=1
color=black face="Times New Roman">aHPivs
= H - H;<span
>
<font size=1
color=black face="Times New Roman">aLPivs
= L - L;<span
>
<font size=1
color=green face="Times New Roman">//
-- More for future use, not necessary for basic plotting
<font size=1
color=black face="Times New Roman">aHPivHighs
= H - H;<span
>
<font size=1
color=black face="Times New Roman">aLPivLows
= L - L;<span
>
<font size=1
color=black face="Times New Roman">aHPivIdxs
= H - H;<span
>
<font size=1
color=black face="Times New Roman">aLPivIdxs
= L - L;<span
>
<font size=1
color=black face="Times New Roman">nHPivs
= 0;<span
>
<font size=1
color=black face="Times New Roman">nLPivs
= 0;<span
>
<font size=1
color=black face="Times New Roman">lastHPIdx
= 0;<span
>
<font size=1
color=black face="Times New Roman">lastLPIdx
= 0;<span
>
<font size=1
color=black face="Times New Roman">lastHPH
= 0;<span
>
<font size=1
color=black face="Times New Roman">lastLPL
= 0;<span
>
<font size=1
color=black face="Times New Roman">curPivBarIdx
= 0;<span
>
<font size=1
color=green face="Times New Roman">//
-- looking back from the current bar, how many bars
<font size=1
color=green face="Times New Roman">//
back were the hhv and llv values of the previous
<font size=1
color=green face="Times New Roman">//
n bars, etc.?
<font size=1
color=black face="Times New Roman">aHHVBars
= HHVBars<span
>(H,
nBars);
<font size=1
color=black face="Times New Roman">aLLVBars
= LLVBars<span
>(L,
nBars);
<font size=1
color=black face="Times New Roman">aHHV
= HHV(H, nBars);<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aLLV
= LLV(L, nBars);<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Would like to set this up so pivots are calculated back from
<font size=1
color=green face="Times New Roman">//
last visible bar to make it easy to "go back" and see the pivots
<font size=1
color=green face="Times New Roman">//
this code would find. However, the first instance of
<font size=1
color=green face="Times New Roman">//
_Trace output will show a value of 0
<font size=1
color=black face="Times New Roman">aVisBars
= Status<span
>(<span
>"barvisible"<font
size=1 color=black>);<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">nLastVisBar
= LastValue<span
>(<span
>Highest<font size=1
color=black>(<font
size=1 color=blue>IIf<font
size=1 color=black>(aVisBars, <font
size=1 color=blue>BarIndex<font
size=1 color=black>(), <font
size=1 color=fuchsia>0<font
size=1 color=black>)));<font
size=1 color=black>
<font size=1
color=blue face="Times New Roman">_TRACE<font
size=1 color=black>(<font
size=1 color=fuchsia>"Last
visible bar: "<span
> + nLastVisBar);<font size=1
color=black>
<font size=1
color=green face="Times New Roman">//
-- Initialize value of curTrend
<font size=1
color=black face="Times New Roman">curBar
= (BarCount-<font
size=1 color=fuchsia>1<font
size=1 color=black>);<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">curTrend
= ""<span
>;<span
>
<font
size=1 color=maroon face="Times New Roman">if<span
> (aLLVBars[curBar] < <font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aHHVBars[curBar])
{
<font size=1
color=black face="Times New Roman">curTrend
= "D"<span
>;<span
>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font
size=1 color=maroon face="Times New Roman">else<span
> {<span
>
<font size=1
color=black face="Times New Roman">curTrend
= "U"<span
>;<span
>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Loop through bars. Search for
<font size=1
color=green face="Times New Roman">//
entirely array-based approach
<font size=1
color=green face="Times New Roman">//
in future version
<font
size=1 color=maroon face="Times New Roman">for<span
> (i=<font size=1
color=fuchsia>0<font
size=1 color=black>; i<<font
size=1 color=fuchsia>120<font
size=1 color=black>; i++) {<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">curBar
= (BarCount - <font
size=1 color=fuchsia>1<font
size=1 color=black>) - i;<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Have we identified a pivot? If trend is down...
<font
size=1 color=maroon face="Times New Roman">if<span
> (aLLVBars[curBar] < aHHVBars[curBar]) {<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
... and had been up, this is a trend change
<font
size=1 color=maroon face="Times New Roman">if<span
> (curTrend == <font size=1
color=fuchsia>"U"<font
size=1 color=black>) {<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">curTrend
= "D"<span
>;<span
>
<font size=1
color=green face="Times New Roman">//
-- Capture pivot information
<font size=1
color=black face="Times New Roman">curPivBarIdx
= curBar - aLLVBars[curBar];<span
>
<font size=1
color=black face="Times New Roman">aLPivs[curPivBarIdx]
= 1;<span
>
<font size=1
color=black face="Times New Roman">aLPivLows[nLPivs]
= L[curPivBarIdx];<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aLPivIdxs[nLPivs]
= curPivBarIdx;
<font size=1
color=black face="Times New Roman">nLPivs++;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- or current trend is up
<font size=1
color=black face="Times New Roman">} <font
size=1 color=maroon>else<font
size=1 color=black> {<font
size=1 color=black>
<font
size=1 color=maroon face="Times New Roman">if<span
> (curTrend == <font size=1
color=fuchsia>"D"<font
size=1 color=black>) {<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">curTrend
= "U"<span
>;<span
>
<font size=1
color=black face="Times New Roman">curPivBarIdx
= curBar - aHHVBars[curBar];<span
>
<font size=1
color=black face="Times New Roman">aHPivs[curPivBarIdx]
= 1;<span
>
<font size=1
color=black face="Times New Roman">aHPivHighs[nHPivs]
= H[curPivBarIdx];<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aHPivIdxs[nHPivs]
= curPivBarIdx;
<font size=1
color=black face="Times New Roman">nHPivs++;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- If curTrend is up...else...
<font size=1
color=black face="Times New Roman">} <font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- loop through bars
<font size=1
color=black face="Times New Roman">} <font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Basic attempt to add a pivot this logic may have missed
<font size=1
color=green face="Times New Roman">//
-- OK, now I want to look at last two pivots. If the most
<font size=1
color=green face="Times New Roman">//
recent low pivot is after the last high, I could
<font size=1
color=green face="Times New Roman">//
still have a high pivot that I didn't catch
<font size=1
color=green face="Times New Roman">//
-- Start at last bar
<font size=1
color=black face="Times New Roman">curBar
= (BarCount-<font
size=1 color=fuchsia>1<font
size=1 color=black>);<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">candIdx
= 0;<span
>
<font size=1
color=black face="Times New Roman">candPrc
= 0;<span
>
<font size=1
color=black face="Times New Roman">lastLPIdx
= aLPivIdxs[0<span
>];<span
>
<font size=1
color=black face="Times New Roman">lastLPL
= aLPivLows[0<span
>];<span
>
<font size=1
color=black face="Times New Roman">lastHPIdx
= aHPivIdxs[0<span
>];<span
>
<font size=1
color=black face="Times New Roman">lastHPH
= aHPivHighs[0<span
>];<span
>
<font
size=1 color=maroon face="Times New Roman">if<span
> (lastLPIdx > lastHPIdx) {<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Bar and price info for candidate pivot
<font size=1
color=black face="Times New Roman">candIdx
= curBar - aHHVBars[curBar];<span
>
<font size=1
color=black face="Times New Roman">candPrc
= aHHV[curBar];
<font
size=1 color=maroon face="Times New Roman">if<span
> (<span
>
<font size=1
color=black face="Times New Roman">lastHPH
< candPrc AND<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">candIdx
> lastLPIdx AND<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">candIdx
< curBar) {
<font size=1
color=green face="Times New Roman">//
-- OK, we'll add this as a pivot...
<font size=1
color=black face="Times New Roman">aHPivs[candIdx]
= 1;<span
>
<font size=1
color=green face="Times New Roman">//
...and then rearrange elements in the
<font size=1
color=green face="Times New Roman">//
pivot information arrays
<font
size=1 color=maroon face="Times New Roman">for<span
> (j=<font size=1
color=fuchsia>0<font
size=1 color=black>; j<nHPivs;
j++) {
<font size=1
color=black face="Times New Roman">aHPivHighs[nHPivs-j]
= aHPivHighs[nHPivs-<span
>
<font size=1
color=black face="Times New Roman">(j+<font
size=1 color=fuchsia>1<font
size=1 color=black>)];<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aHPivIdxs[nHPivs-j]
= aHPivIdxs[nHPivs-(j+<span
>1<span
>)];<span
>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aHPivHighs[<font
size=1 color=fuchsia>0<font
size=1 color=black>] = candPrc ;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aHPivIdxs[<font
size=1 color=fuchsia>0<font
size=1 color=black>] = candIdx;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">nHPivs++;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">} <font
size=1 color=black>
<font size=1
color=black face="Times New Roman">} <font
size=1 color=maroon>else<font
size=1 color=black> {<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Bar and price info for candidate pivot
<font size=1
color=black face="Times New Roman">candIdx
= curBar - aLLVBars[curBar];<span
>
<font size=1
color=black face="Times New Roman">candPrc
= aLLV[curBar];
<font
size=1 color=maroon face="Times New Roman">if<span
> (<span
>
<font size=1
color=black face="Times New Roman">lastLPL
> candPrc AND<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">candIdx
> lastHPIdx AND<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">candIdx
< curBar) {
<font size=1
color=green face="Times New Roman">//
-- OK, we'll add this as a pivot...
<font size=1
color=black face="Times New Roman">aLPivs[candIdx]
= 1;<span
>
<font size=1
color=green face="Times New Roman">//
...and then rearrange elements in the
<font size=1
color=green face="Times New Roman">//
pivot information arrays
<font
size=1 color=maroon face="Times New Roman">for<span
> (j=<font size=1
color=fuchsia>0<font
size=1 color=black>; j<nLPivs;
j++) {
<font size=1
color=black face="Times New Roman">aLPivLows[nLPivs-j]
= aLPivLows[nLPivs-(j+<span
>1<span
>)];<span
>
<font size=1
color=black face="Times New Roman">aLPivIdxs[nLPivs-j]
= aLPivIdxs[nLPivs-(j+<span
>1<span
>)];<span
>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aLPivLows[<font
size=1 color=fuchsia>0<font
size=1 color=black>] = candPrc;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">aLPivIdxs[<font
size=1 color=fuchsia>0<font
size=1 color=black>] = candIdx;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">nLPivs++;<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=black face="Times New Roman">}<font
size=1 color=black>
<font size=1
color=green face="Times New Roman">//
-- Dump inventory of high pivots for debugging
<font size=1
color=green face="Times New Roman">/*
<font size=1
color=green face="Times New Roman">for
(k=0; k<nHPivs; k++) {
<font size=1
color=green face="Times New Roman">_TRACE("High
pivot no. " + k
<font size=1
color=green face="Times New Roman">+
" at barindex: " + aHPivIdxs[k] + ", "
<font size=1
color=green face="Times New Roman">+
WriteVal(ValueWhen(BarIndex()==aHPivIdxs[k],
<font size=1
color=green face="Times New Roman">DateTime(),
1), formatDateTime)
<font size=1
color=green face="Times New Roman">+
", " + aHPivHighs[k]);
<font size=1
color=green face="Times New Roman">}
<font size=1
color=green face="Times New Roman">*/
<font size=1
color=green face="Times New Roman">//
-- OK, let's plot the pivots using arrows
<font size=1
color=blue face="Times New Roman">PlotShapes<font
size=1 color=black>(<font
size=1 color=black>
<font size=1
color=blue face="Times New Roman">IIf<font
size=1 color=black>(aHPivs==<font
size=1 color=fuchsia>1<font
size=1 color=black>, <span
>shapeDownArrow, shapeNone), colorRed,
0,<span
>
<font
size=1 color=black face="Times New Roman">High<span
>, Offset=-<font size=1
color=fuchsia>15<font
size=1 color=black>);<font
size=1 color=black>
<font size=1
color=blue face="Times New Roman">PlotShapes<font
size=1 color=black>(<font
size=1 color=black>
<font size=1
color=blue face="Times New Roman">IIf<font
size=1 color=black>(aLPivs==<font
size=1 color=fuchsia>1<font
size=1 color=black>, <span
>shapeUpArrow , shapeNone), colorGreen,
0, <span
>
<font
size=1 color=black face="Times New Roman">Low<span
>, Offset=-<font size=1
color=fuchsia>15<font
size=1 color=black>);<font
size=1 color=black>
<font size=3 color=black
face="Times New Roman">
Graham
<gkavanagh@xxxxxxxxxxxxx> wrote:<font
color=black>
<font size=2 color=black
face="Courier New">Yes, I thought there was something in the AFL library (AB or yahoo
site),<span
>
and also in past emails, check the email history for last year.
Cheers,
Graham
http://www.golala.com/forums/?mforum=asxsharetrading
http://groups.msn.com/fmsaustralia
-----Original Message-----
From: mleonsprint [mailto:mleonsprint@xxxxxxxxx]
Sent: Monday, 26 January 2004 1:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [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 help
Mark
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