[amibroker] Has anyone used Triangular Formation Exploration ??

["ronbo" <ronbo@xxxxxxxxxxxxxx>]

I have been trying to get the AA Explore code to work, but i never get any
results.  i have a few of the same stocks TJ shows in his screen capture,
and i have my ending date set to 2003-11-26 like he does, but i do not get
any results.  There should be plenty of triangles out there for it to
detect.  i'm using 4.53.1.

Does anyone use this code?  And if so, did you need to modify anything to
get it to work?

This is from:
http://www.amibroker.com/members/traders/03-2004.html

thanks,
ron


 // Triangular Formation Exploration
// Use in Automatic Analysis -> Explore
//
// you can modify PercentThreshold below
PercentThreshold = 20;
///

function RSquared( array, periods )
{
   return Correlation( Cum(1), array, periods ) ^ 2;
}

// 20% zig-zag
zz = Zig(C, PercentThreshold );

x = Min( BarsSince( zz > Ref(zz,-1) AND Ref( zz, -1 ) < Ref( zz, -2 ) ),
         BarsSince( zz < Ref(zz,-1) AND Ref( zz, -1 ) > Ref( zz, -2 ) ) );

I = LastValue( x )+1;
xM = LastValue( I / 2 );

A = LastValue( LinRegSlope( C ,I ) );

// Regression line
reg = A*x + LastValue( LinearReg( C, I ) ) - A*(I-1);

// Up AND Down Indicators
day1    = LastValue( ValueWhen( x == 0, Day() ) );
Month1   = LastValue( ValueWhen( x == 0, Month() ) );
year1  = LastValue( ValueWhen( x == 0, Year() ) );
OK = BarsSince( day1 == Day() AND month1 == Month() AND year1 == Year() ) >=
0;
downm = Min( C-reg, 0 );
down = IIf( NOT OK, 0, ValueWhen( downm != 0, downm ) );
upm = Max( C-reg, 0 );
up = IIf( NOT OK, 0, ValueWhen( upm !=0, upm ) );

// Slope of up AND down indicators
Id = LastValue( Cum( Hold( OK AND C<reg, I ) ) );
Iu = LastValue( Cum( Hold( OK AND C>reg, I ) ) );
downSlope = Sum( ( x - xM ) * ( down - LastValue( Sum( down, Id )/ Id ) )
,Id) /
            Sum( ( x - xM ) * ( x - xM ), Id );
upSlope = Sum( ( x - xM ) * ( up - LastValue( Sum( up, Iu )/Iu ) ), Iu ) /
          Sum(( x- xM )^2, Iu );

// Short Term Swings
SS = Sum( Cross( MA( C, 5 ), reg) + Cross( reg, MA( C, 5 ) ), I - 1);

// Max Retracement
retr = Max( abs( C-HHV(C,I+1)), abs(C-LLV(C,I+1)) ) /
       abs( ValueWhen( x==0, C, 2 )- ValueWhen( x==0, C, 1 ) ) *100;

// Volume slope
VolSlope =Sum( ( x - xM )*( V - LastValue( Sum( V, I )/I ) ), I )/Sum( ( x -
xM )^2, I);

//TPR Formula
TPR = IIf( I >= 10 AND I <= 60 AND downSlope > 0 AND upSlope < 0 AND retr <
50 AND SS >= 3,
// Time
IIf(I >= 15 AND I < 30, 2, 0 ) +
IIf(I >= 30 AND I <= 55, 1, 0 ) +
//r^2
IIf( RSquared( C, I) < 0.2, 2, 0) +
IIf( RSquared( C, I) >= 0.2 AND RSquared(C,I) < 0.5, 1, 0 ) +
//Max retracement
IIf( retr < 20, 4, 0 ) +
IIf( retr >= 20 AND retr < 38, 3, 0 ) +
//Volume
IIf( VolSlope < 0, 4, 0 ) + 1,
/*otherwise*/ 0);

Filter = TPR > 0;
AddColumn( TPR, "TPR" );
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