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I have milled over this code and cannot figure out how to get this
code to plot pivots starting from 6 months back..... Any thoughts
for you really smart code guys?
Thanks for your help
Mark
--- In amibroker@xxxxxxxxxxxxxxx, John Ingle <jcingle_2000@xxxx>
wrote:
> Jason,
>
> If I wanted to run a scan with this code (so I can see todays buy
and sell pivots) without having to view each equity what would need
to be added to this code or is it possible?
>
> Thanks in advance,
> John
>
> Jason Hart <jhart_1972@xxxx> wrote:
> 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
>
> ********************************** */
>
> // -- what will be our lookback range for the hh and ll?
>
> nBars = Param("Number of bars", 12, 5, 40);
>
> // -- Title.
>
> Title = Name() + " (" + StrLeft(FullName(), 15) + ") O: " + Open
+ ",
>
> H: " + High + ", L: " + Low + ", C: " + Close;
>
> // -- Plot basic candle chart
>
> PlotOHLC(Open, High, Low, Close,
>
> "BIdx = " + BarIndex() +
>
> "\n" + "O = " + O + "\n"+"H = "+ H + "\n"+"L = " + L
>
> + "\n"+"C ",
>
> colorBlack, styleCandle);
>
> GraphXSpace=7;
>
> // -- Create 0-initialized arrays the size of barcount
>
> aHPivs = H - H;
>
> aLPivs = L - L;
>
> // -- More for future use, not necessary for basic plotting
>
> 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;
>
> // -- looking back from the current bar, how many bars
>
> // back were the hhv and llv values of the previous
>
> // n bars, etc.?
>
> aHHVBars = HHVBars(H, nBars);
>
> aLLVBars = LLVBars(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("barvisible");
>
> nLastVisBar = LastValue(Highest(IIf(aVisBars, BarIndex(), 0)));
>
> _TRACE("Last visible bar: " + nLastVisBar);
>
> // -- Initialize value of curTrend
>
> curBar = (BarCount-1);
>
> curTrend = "";
>
> if (aLLVBars[curBar] <
>
> aHHVBars[curBar]) {
>
> curTrend = "D";
>
> }
>
> else {
>
> curTrend = "U";
>
> }
>
> // -- Loop through bars. Search for
>
> // entirely array-based approach
>
> // in future version
>
> for (i=0; i<120; i++) {
>
> curBar = (BarCount - 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;
>
> 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;
>
> 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
>
> // -- Start at last bar
>
> curBar = (BarCount-1);
>
> candIdx = 0;
>
> candPrc = 0;
>
> lastLPIdx = aLPivIdxs[0];
>
> lastLPL = aLPivLows[0];
>
> lastHPIdx = aHPivIdxs[0];
>
> lastHPH = aHPivHighs[0];
>
> 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;
>
> // ...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+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;
>
> // ...and then rearrange elements in the
>
> // pivot information arrays
>
> for (j=0; j<nLPivs; j++) {
>
> aLPivLows[nLPivs-j] = aLPivLows[nLPivs-(j+1)];
>
> aLPivIdxs[nLPivs-j] = aLPivIdxs[nLPivs-(j+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
>
> PlotShapes(
>
> IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0,
>
> High, Offset=-15);
>
> PlotShapes(
>
> IIf(aLPivs==1, shapeUpArrow , shapeNone), colorGreen, 0,
>
> Low, Offset=-15);
>
>
> Graham <gkavanagh@xxxx> wrote:
> 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
> http://www.golala.com/forums/?mforum=asxsharetrading
> http://groups.msn.com/fmsaustralia
>
> -----Original Message-----
> From: mleonsprint [mailto:mleonsprint@x...]
> 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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-----------------------------------------
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