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--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx>
wrote:
> In
> http://finance.groups.yahoo.com/group/amibroker/message/65542
> Buzz wrote, among the others
> "I simply wanted some direction to help me determine
> if 'the wheel had been already invented' using AFL ..OR.. if there
> are some coding suggestions, OR cautions, when using AFL for
> programming AB to do the specific job of E.W.-candidate PRELIMINARY
> SCREENING --- that's all. In this regard, Dimitris's commentary has
> been MOST helpful and useful, and I see I have to do more 'homework'
> regarding defining the process and then implementing the
> coding."
> Buzz,
> Let us be creative.
> We will code EW if we have a clear definition of EW.
> Else, we will talk till June 2014 [or more] and, to be honest, I
have better things to do.[suppose the same for you]
> Let us see the first http://www.equis.com/Education/TAAZ/?page=53
> chart.
> Do we agree that
> 01. E0, E2, E4, E6 and E8 are troughs
> 02. E1, E3, E5 and E7 are peaks
> 11. E5>E3>E1
> 12. E4>E2>E0
> 13. E5>E7
> 14. E6>E8
> 15. E5>E7
> 16. point E8 is *after* point E7
>
> If positive, the AFL code is coming from the corner.
> If your interpretation for EW sequence is different, please advise
*before* the code.
> Dimitris Tsokakis
Dimitris,
Thank you for taking the time to assist in this process. I VERY MUCH
appreciate YOU for it!!
I was NOT able to see the 00e.gif attachment, but I DID retrieve the
TAAZ chart. I believe we DO agree on your statements 01,02, and 11
thru 16 (although I think 13 is identical to 15 and superfluous?). I
will restate the conditions from the point 'labels' on the TAAZ chart:
01. {'p0'(not labeled), p2, p4, pA, pC} are troughs, where 'pX'
refers to 'point x' or ('pivot x'),
02. {p1, p3, p5, pB} are peaks,
11. p5 > p3 > p1,
12. p4 > p2 > 'p0'
13. p5 > pB
14. pA > pC
15. (repeat of 13.)
16. [ n0 < n1 < n2 < n3 < n4 < n5 < nA < nB < nC ], where 'nX' is
the data bar number where each 'pX' point occurs, and corresponds to
a sequential TIME marker; hence, ['nB < nC'] or ["E8 is 'after' E7"]
are EQUIVALENT statements.
There are some additional constraints as well:
21. (p1-p2) < (p1-'p0')
22. (p3-p2) >> (p1-'p0'), [say, (p3-p2) > 1.2*(p1-'p0') ]
23. (p3-p4) < (p3-p2)
24. (pB-pA) < (p5-pA)
25. (p5-pC) << (p5-'p0'), [say, (p5-pC) < 0.7*(p5-'p0') ]
#13 is actually 'encompassed' in #24 and so may be eliminated. I
think there may be some additional redundancies, but to keep things
clear for right now, I'll leave the rest alone.
>From my current understanding of E.W., this would seem to be the
minimum set of constraints and conditions for the TAAZ example
prototype chart pattern.
I'm beginning to see how this may be programmed in AFL, but I'll
readily admit that this is rather involved. It looks like it's a
matter of being very careful to make sure all constraints are
properly encoded (as in any OTHER programming endeavor!!). This
seems like a reasonable place to start.....
Thanks, Dimitris!!
Buzz
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