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Try
this - replace the Bold blue line below with this... and try viewing it on EOD
data.
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for<FONT
face=Arial> (i=0<FONT
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Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: mleonsprint
[mailto:mleonsprint@xxxxxxxxx]Sent: Tuesday, January 27, 2004 8:38
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Pivots, Pivots, Pivots........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 helpMark--- 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> <A
href="">http://www.golala.com/forums/?mforum=asxsharetrading>
<A
href="">http://groups.msn.com/fmsaustralia
> > -----Original Message-----> From: mleonsprint
[mailto:mleonsprint@xxxx] > 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> > > Send BUG REPORTS to bugs@xxxx> Send
SUGGESTIONS to suggest@xxxx>
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